{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260630",
  "trade_date": "20260701",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "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": 0.4887,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.4061,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 3,
          "top_symbols": [
            "SZSE.000536",
            "SZSE.300566",
            "SHSE.603212"
          ],
          "top_return_pct": 10.1493
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 2,
          "top_symbols": [
            "SZSE.002526",
            "SZSE.002403"
          ],
          "top_return_pct": 5.4688
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.000536",
          "name": "华映科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 10.149253731343277,
          "last": 3.69,
          "vwap": 3.5542940954188267,
          "above_vwap": true,
          "amount": 257721154.0
        },
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 319917201.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.580514208389722,
          "last": 40.49,
          "vwap": 39.2042059198366,
          "above_vwap": true,
          "amount": 464503193.0
        },
        {
          "symbol": "SZSE.000823",
          "name": "超声电子",
          "theme": "AI算力链 / 光通信模块",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.810916179337248,
          "last": 27.91,
          "vwap": 27.06078226059696,
          "above_vwap": true,
          "amount": 1025476462.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.551896921975665,
          "last": 30.05,
          "vwap": 29.822447506561677,
          "above_vwap": true,
          "amount": 599932212.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.516339869281041,
          "last": 13.16,
          "vwap": 12.793976809592781,
          "above_vwap": true,
          "amount": 151936151.0
        },
        {
          "symbol": "SZSE.300503",
          "name": "昊志机电",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.933911159263273,
          "last": 98.7,
          "vwap": 98.91935164076594,
          "above_vwap": false,
          "amount": 1705260811.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.170598911070768,
          "last": 5.85,
          "vwap": 5.769169247349815,
          "above_vwap": true,
          "amount": 258016287.0
        },
        {
          "symbol": "SZSE.002526",
          "name": "山东矿机",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.46875,
          "last": 2.7,
          "vwap": 2.648492983573352,
          "above_vwap": true,
          "amount": 34519663.0
        },
        {
          "symbol": "SZSE.003021",
          "name": "兆威机电",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.449341728677748,
          "last": 92.11,
          "vwap": 92.40073262334722,
          "above_vwap": false,
          "amount": 179599304.0
        },
        {
          "symbol": "SZSE.002403",
          "name": "爱仕达",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.044843049327352,
          "last": 9.37,
          "vwap": 9.185494541845848,
          "above_vwap": true,
          "amount": 19437425.0
        },
        {
          "symbol": "SZSE.002472",
          "name": "双环传动",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.842206697181406,
          "last": 43.52,
          "vwap": 43.11293897385545,
          "above_vwap": true,
          "amount": 777184017.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": true,
      "reason": "preopen_sector_flow_confirmed,structural_hotspot_hot_theme_entry_only",
      "source": "public_quote_auction_proxy",
      "window": "09:25-09:45",
      "pool_up_ratio": 0.4887,
      "pool_up_ratio_min": 0.6,
      "active_up_ratio": 0.6154,
      "active_up_ratio_min": 0.5,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 8,
      "active_total": 13,
      "sample_total": 133,
      "strong_themes": [
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "passed": true,
          "sample_count": 14,
          "active_count": 2,
          "up_count": 9,
          "active_up_count": 2,
          "up_ratio": 0.6429,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.4377,
          "amount_yi": 44.9992,
          "samples": [
            {
              "symbol": "SZSE.300115",
              "name": "长盈精密",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.5519,
              "last": 30.05,
              "open": 27.96,
              "prev_close": 27.94,
              "amount_yi": 5.9993,
              "bid1": 30.04,
              "bid_qty1": 34,
              "ask1": 30.07,
              "ask_qty1": 8,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.300331",
              "name": "苏大维格",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.5001,
              "last": 74.31,
              "open": 71.48,
              "prev_close": 71.11,
              "amount_yi": 2.9774,
              "bid1": 74.31,
              "bid_qty1": 172,
              "ask1": 74.39,
              "ask_qty1": 2,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.605588",
              "name": "冠石科技",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.4961,
              "last": 70.19,
              "open": 67.18,
              "prev_close": 67.17,
              "amount_yi": 0.7309,
              "bid1": 70.03,
              "bid_qty1": 19,
              "ask1": 70.12,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:40:23"
            },
            {
              "symbol": "SHSE.688328",
              "name": "深科达",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.2529,
              "last": 99.77,
              "open": 99.74,
              "prev_close": 95.7,
              "amount_yi": 3.5408,
              "bid1": 99.77,
              "bid_qty1": 18,
              "ask1": 99.88,
              "ask_qty1": 8,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SHSE.688150",
              "name": "莱特光电",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "active",
              "ret_pct": 1.9819,
              "last": 69.98,
              "open": 71.01,
              "prev_close": 68.62,
              "amount_yi": 2.4945,
              "bid1": 70.01,
              "bid_qty1": 2,
              "ask1": 70.02,
              "ask_qty1": 10,
              "quote_ts": "2026-07-01T09:40:23"
            },
            {
              "symbol": "SZSE.002600",
              "name": "领益智造",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.3264,
              "last": 17.57,
              "open": 17.34,
              "prev_close": 17.34,
              "amount_yi": 14.4213,
              "bid1": 17.55,
              "bid_qty1": 6,
              "ask1": 17.57,
              "ask_qty1": 310,
              "quote_ts": "2026-07-01T09:40:21"
            }
          ]
        },
        {
          "theme": "机器人链 / 机器人概念",
          "passed": true,
          "sample_count": 18,
          "active_count": 2,
          "up_count": 12,
          "active_up_count": 1,
          "up_ratio": 0.6667,
          "active_up_ratio": 0.5,
          "avg_ret_pct": 1.4607,
          "amount_yi": 44.4001,
          "samples": [
            {
              "symbol": "SZSE.300503",
              "name": "昊志机电",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.9339,
              "last": 98.7,
              "open": 97.37,
              "prev_close": 92.3,
              "amount_yi": 17.0526,
              "bid1": 98.66,
              "bid_qty1": 18,
              "ask1": 98.7,
              "ask_qty1": 4,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.002526",
              "name": "山东矿机",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.4688,
              "last": 2.7,
              "open": 2.57,
              "prev_close": 2.56,
              "amount_yi": 0.3452,
              "bid1": 2.69,
              "bid_qty1": 604,
              "ask1": 2.7,
              "ask_qty1": 1019,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.002403",
              "name": "爱仕达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.0448,
              "last": 9.37,
              "open": 8.91,
              "prev_close": 8.92,
              "amount_yi": 0.1944,
              "bid1": 9.36,
              "bid_qty1": 2,
              "ask1": 9.37,
              "ask_qty1": 51,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.002527",
              "name": "新时达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.9751,
              "last": 13.34,
              "open": 12.75,
              "prev_close": 12.83,
              "amount_yi": 0.6046,
              "bid1": 13.31,
              "bid_qty1": 14,
              "ask1": 13.34,
              "ask_qty1": 53,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.603728",
              "name": "鸣志电器",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7577,
              "last": 62.6,
              "open": 60.88,
              "prev_close": 60.92,
              "amount_yi": 2.4111,
              "bid1": 62.61,
              "bid_qty1": 1,
              "ask1": 62.64,
              "ask_qty1": 5,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SZSE.002031",
              "name": "巨轮智能",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.3297,
              "last": 5.71,
              "open": 5.53,
              "prev_close": 5.58,
              "amount_yi": 1.4974,
              "bid1": 5.71,
              "bid_qty1": 603,
              "ask1": 5.72,
              "ask_qty1": 1687,
              "quote_ts": "2026-07-01T09:40:21"
            }
          ]
        },
        {
          "theme": "机器人链 / 人形机器人",
          "passed": true,
          "sample_count": 16,
          "active_count": 1,
          "up_count": 14,
          "active_up_count": 1,
          "up_ratio": 0.875,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.9317,
          "amount_yi": 23.6988,
          "samples": [
            {
              "symbol": "SZSE.003021",
              "name": "兆威机电",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.4493,
              "last": 92.11,
              "open": 88.5,
              "prev_close": 87.35,
              "amount_yi": 1.796,
              "bid1": 92.11,
              "bid_qty1": 10,
              "ask1": 92.25,
              "ask_qty1": 14,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.603662",
              "name": "柯力传感",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.5665,
              "last": 74.42,
              "open": 72.5,
              "prev_close": 71.17,
              "amount_yi": 4.1095,
              "bid1": 74.42,
              "bid_qty1": 22,
              "ask1": 74.44,
              "ask_qty1": 89,
              "quote_ts": "2026-07-01T09:40:24"
            },
            {
              "symbol": "SHSE.688165",
              "name": "埃夫特-U",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "active",
              "ret_pct": 4.1667,
              "last": 21.25,
              "open": 20.18,
              "prev_close": 20.4,
              "amount_yi": 1.6519,
              "bid1": 21.23,
              "bid_qty1": 430,
              "ask1": 21.24,
              "ask_qty1": 44,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.688160",
              "name": "步科股份",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7857,
              "last": 111.8,
              "open": 108.7,
              "prev_close": 108.77,
              "amount_yi": 1.0467,
              "bid1": 111.8,
              "bid_qty1": 1,
              "ask1": 112.0,
              "ask_qty1": 27,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SHSE.603667",
              "name": "五洲新春",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.5031,
              "last": 67.16,
              "open": 65.46,
              "prev_close": 65.52,
              "amount_yi": 3.9788,
              "bid1": 67.11,
              "bid_qty1": 3,
              "ask1": 67.2,
              "ask_qty1": 32,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.301368",
              "name": "丰立智能",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.3541,
              "last": 42.61,
              "open": 42.53,
              "prev_close": 41.63,
              "amount_yi": 0.4416,
              "bid1": 42.5,
              "bid_qty1": 5,
              "ask1": 42.61,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:40:21"
            }
          ]
        }
      ],
      "theme_scores": [
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "passed": true,
          "sample_count": 14,
          "active_count": 2,
          "up_count": 9,
          "active_up_count": 2,
          "up_ratio": 0.6429,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.4377,
          "amount_yi": 44.9992,
          "samples": [
            {
              "symbol": "SZSE.300115",
              "name": "长盈精密",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.5519,
              "last": 30.05,
              "open": 27.96,
              "prev_close": 27.94,
              "amount_yi": 5.9993,
              "bid1": 30.04,
              "bid_qty1": 34,
              "ask1": 30.07,
              "ask_qty1": 8,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.300331",
              "name": "苏大维格",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.5001,
              "last": 74.31,
              "open": 71.48,
              "prev_close": 71.11,
              "amount_yi": 2.9774,
              "bid1": 74.31,
              "bid_qty1": 172,
              "ask1": 74.39,
              "ask_qty1": 2,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.605588",
              "name": "冠石科技",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.4961,
              "last": 70.19,
              "open": 67.18,
              "prev_close": 67.17,
              "amount_yi": 0.7309,
              "bid1": 70.03,
              "bid_qty1": 19,
              "ask1": 70.12,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:40:23"
            },
            {
              "symbol": "SHSE.688328",
              "name": "深科达",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.2529,
              "last": 99.77,
              "open": 99.74,
              "prev_close": 95.7,
              "amount_yi": 3.5408,
              "bid1": 99.77,
              "bid_qty1": 18,
              "ask1": 99.88,
              "ask_qty1": 8,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SHSE.688150",
              "name": "莱特光电",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "active",
              "ret_pct": 1.9819,
              "last": 69.98,
              "open": 71.01,
              "prev_close": 68.62,
              "amount_yi": 2.4945,
              "bid1": 70.01,
              "bid_qty1": 2,
              "ask1": 70.02,
              "ask_qty1": 10,
              "quote_ts": "2026-07-01T09:40:23"
            },
            {
              "symbol": "SZSE.002600",
              "name": "领益智造",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.3264,
              "last": 17.57,
              "open": 17.34,
              "prev_close": 17.34,
              "amount_yi": 14.4213,
              "bid1": 17.55,
              "bid_qty1": 6,
              "ask1": 17.57,
              "ask_qty1": 310,
              "quote_ts": "2026-07-01T09:40:21"
            }
          ]
        },
        {
          "theme": "机器人链 / 机器人概念",
          "passed": true,
          "sample_count": 18,
          "active_count": 2,
          "up_count": 12,
          "active_up_count": 1,
          "up_ratio": 0.6667,
          "active_up_ratio": 0.5,
          "avg_ret_pct": 1.4607,
          "amount_yi": 44.4001,
          "samples": [
            {
              "symbol": "SZSE.300503",
              "name": "昊志机电",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.9339,
              "last": 98.7,
              "open": 97.37,
              "prev_close": 92.3,
              "amount_yi": 17.0526,
              "bid1": 98.66,
              "bid_qty1": 18,
              "ask1": 98.7,
              "ask_qty1": 4,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.002526",
              "name": "山东矿机",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.4688,
              "last": 2.7,
              "open": 2.57,
              "prev_close": 2.56,
              "amount_yi": 0.3452,
              "bid1": 2.69,
              "bid_qty1": 604,
              "ask1": 2.7,
              "ask_qty1": 1019,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.002403",
              "name": "爱仕达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.0448,
              "last": 9.37,
              "open": 8.91,
              "prev_close": 8.92,
              "amount_yi": 0.1944,
              "bid1": 9.36,
              "bid_qty1": 2,
              "ask1": 9.37,
              "ask_qty1": 51,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.002527",
              "name": "新时达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.9751,
              "last": 13.34,
              "open": 12.75,
              "prev_close": 12.83,
              "amount_yi": 0.6046,
              "bid1": 13.31,
              "bid_qty1": 14,
              "ask1": 13.34,
              "ask_qty1": 53,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.603728",
              "name": "鸣志电器",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7577,
              "last": 62.6,
              "open": 60.88,
              "prev_close": 60.92,
              "amount_yi": 2.4111,
              "bid1": 62.61,
              "bid_qty1": 1,
              "ask1": 62.64,
              "ask_qty1": 5,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SZSE.002031",
              "name": "巨轮智能",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.3297,
              "last": 5.71,
              "open": 5.53,
              "prev_close": 5.58,
              "amount_yi": 1.4974,
              "bid1": 5.71,
              "bid_qty1": 603,
              "ask1": 5.72,
              "ask_qty1": 1687,
              "quote_ts": "2026-07-01T09:40:21"
            }
          ]
        },
        {
          "theme": "机器人链 / 人形机器人",
          "passed": true,
          "sample_count": 16,
          "active_count": 1,
          "up_count": 14,
          "active_up_count": 1,
          "up_ratio": 0.875,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.9317,
          "amount_yi": 23.6988,
          "samples": [
            {
              "symbol": "SZSE.003021",
              "name": "兆威机电",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.4493,
              "last": 92.11,
              "open": 88.5,
              "prev_close": 87.35,
              "amount_yi": 1.796,
              "bid1": 92.11,
              "bid_qty1": 10,
              "ask1": 92.25,
              "ask_qty1": 14,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.603662",
              "name": "柯力传感",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.5665,
              "last": 74.42,
              "open": 72.5,
              "prev_close": 71.17,
              "amount_yi": 4.1095,
              "bid1": 74.42,
              "bid_qty1": 22,
              "ask1": 74.44,
              "ask_qty1": 89,
              "quote_ts": "2026-07-01T09:40:24"
            },
            {
              "symbol": "SHSE.688165",
              "name": "埃夫特-U",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "active",
              "ret_pct": 4.1667,
              "last": 21.25,
              "open": 20.18,
              "prev_close": 20.4,
              "amount_yi": 1.6519,
              "bid1": 21.23,
              "bid_qty1": 430,
              "ask1": 21.24,
              "ask_qty1": 44,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.688160",
              "name": "步科股份",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.7857,
              "last": 111.8,
              "open": 108.7,
              "prev_close": 108.77,
              "amount_yi": 1.0467,
              "bid1": 111.8,
              "bid_qty1": 1,
              "ask1": 112.0,
              "ask_qty1": 27,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SHSE.603667",
              "name": "五洲新春",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.5031,
              "last": 67.16,
              "open": 65.46,
              "prev_close": 65.52,
              "amount_yi": 3.9788,
              "bid1": 67.11,
              "bid_qty1": 3,
              "ask1": 67.2,
              "ask_qty1": 32,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.301368",
              "name": "丰立智能",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.3541,
              "last": 42.61,
              "open": 42.53,
              "prev_close": 41.63,
              "amount_yi": 0.4416,
              "bid1": 42.5,
              "bid_qty1": 5,
              "ask1": 42.61,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:40:21"
            }
          ]
        },
        {
          "theme": "显示面板链 / MiniLED",
          "passed": false,
          "sample_count": 28,
          "active_count": 2,
          "up_count": 6,
          "active_up_count": 1,
          "up_ratio": 0.2143,
          "active_up_ratio": 0.5,
          "avg_ret_pct": -1.5217,
          "amount_yi": 198.7771,
          "samples": [
            {
              "symbol": "SZSE.300269",
              "name": "联建光电",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.1706,
              "last": 5.85,
              "open": 5.88,
              "prev_close": 5.51,
              "amount_yi": 2.5802,
              "bid1": 5.85,
              "bid_qty1": 6,
              "ask1": 5.86,
              "ask_qty1": 618,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.000100",
              "name": "TCL科技",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.6082,
              "last": 6.03,
              "open": 5.98,
              "prev_close": 5.82,
              "amount_yi": 47.6652,
              "bid1": 6.03,
              "bid_qty1": 746,
              "ask1": 6.04,
              "ask_qty1": 4953,
              "quote_ts": "2026-07-01T09:40:24"
            },
            {
              "symbol": "SZSE.002429",
              "name": "兆驰股份",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.1761,
              "last": 10.72,
              "open": 10.39,
              "prev_close": 10.39,
              "amount_yi": 2.0113,
              "bid1": 10.72,
              "bid_qty1": 654,
              "ask1": 10.73,
              "ask_qty1": 79,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.605218",
              "name": "伟时电子",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.5408,
              "last": 16.95,
              "open": 16.44,
              "prev_close": 16.53,
              "amount_yi": 0.122,
              "bid1": 16.92,
              "bid_qty1": 104,
              "ask1": 16.95,
              "ask_qty1": 42,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SZSE.002845",
              "name": "同兴达",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "active",
              "ret_pct": 0.3049,
              "last": 16.45,
              "open": 16.26,
              "prev_close": 16.4,
              "amount_yi": 1.2154,
              "bid1": 16.44,
              "bid_qty1": 290,
              "ask1": 16.45,
              "ask_qty1": 38,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.000810",
              "name": "创维数字",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.2264,
              "last": 13.28,
              "open": 13.26,
              "prev_close": 13.25,
              "amount_yi": 0.7175,
              "bid1": 13.27,
              "bid_qty1": 6,
              "ask1": 13.28,
              "ask_qty1": 253,
              "quote_ts": "2026-07-01T09:40:24"
            }
          ]
        },
        {
          "theme": "AI算力链 / 光通信模块",
          "passed": false,
          "sample_count": 10,
          "active_count": 1,
          "up_count": 3,
          "active_up_count": 0,
          "up_ratio": 0.3,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -0.8226,
          "amount_yi": 86.49,
          "samples": [
            {
              "symbol": "SZSE.000823",
              "name": "超声电子",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": 8.8109,
              "last": 27.91,
              "open": 25.65,
              "prev_close": 25.65,
              "amount_yi": 10.2548,
              "bid1": 27.82,
              "bid_qty1": 21,
              "ask1": 27.9,
              "ask_qty1": 3,
              "quote_ts": "2026-07-01T09:40:24"
            },
            {
              "symbol": "SZSE.002281",
              "name": "光迅科技",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.5098,
              "last": 258.25,
              "open": 258.0,
              "prev_close": 256.94,
              "amount_yi": 20.2732,
              "bid1": 258.25,
              "bid_qty1": 2,
              "ask1": 258.28,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.688609",
              "name": "九联科技",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.4541,
              "last": 11.06,
              "open": 10.97,
              "prev_close": 11.01,
              "amount_yi": 0.2589,
              "bid1": 11.06,
              "bid_qty1": 29,
              "ask1": 11.08,
              "ask_qty1": 63,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.300252",
              "name": "金信诺",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.9275,
              "last": 17.09,
              "open": 17.2,
              "prev_close": 17.25,
              "amount_yi": 1.3836,
              "bid1": 17.1,
              "bid_qty1": 1,
              "ask1": 17.11,
              "ask_qty1": 64,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.301183",
              "name": "东田微",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "active",
              "ret_pct": -1.4649,
              "last": 260.99,
              "open": 262.0,
              "prev_close": 264.87,
              "amount_yi": 2.334,
              "bid1": 261.0,
              "bid_qty1": 6,
              "ask1": 261.01,
              "ask_qty1": 25,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.688195",
              "name": "腾景科技",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "ret_pct": -2.0771,
              "last": 188.58,
              "open": 191.13,
              "prev_close": 192.58,
              "amount_yi": 1.8554,
              "bid1": 188.63,
              "bid_qty1": 2,
              "ask1": 188.9,
              "ask_qty1": 3,
              "quote_ts": "2026-07-01T09:40:23"
            }
          ]
        },
        {
          "theme": "显示面板链 / OLED",
          "passed": false,
          "sample_count": 18,
          "active_count": 2,
          "up_count": 8,
          "active_up_count": 2,
          "up_ratio": 0.4444,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.0664,
          "amount_yi": 58.8049,
          "samples": [
            {
              "symbol": "SZSE.000536",
              "name": "华映科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "ret_pct": 10.1493,
              "last": 3.69,
              "open": 3.3,
              "prev_close": 3.35,
              "amount_yi": 2.5772,
              "bid1": 3.69,
              "bid_qty1": 980728,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-01T09:40:24"
            },
            {
              "symbol": "SZSE.300566",
              "name": "激智科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "ret_pct": 9.5805,
              "last": 40.49,
              "open": 36.59,
              "prev_close": 36.95,
              "amount_yi": 4.645,
              "bid1": 40.45,
              "bid_qty1": 1,
              "ask1": 40.49,
              "ask_qty1": 56,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.603212",
              "name": "赛伍技术",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.5163,
              "last": 13.16,
              "open": 12.51,
              "prev_close": 12.24,
              "amount_yi": 1.5194,
              "bid1": 13.15,
              "bid_qty1": 10,
              "ask1": 13.16,
              "ask_qty1": 6,
              "quote_ts": "2026-07-01T09:40:23"
            },
            {
              "symbol": "SZSE.000990",
              "name": "诚志股份",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.912,
              "last": 8.5,
              "open": 8.2,
              "prev_close": 8.18,
              "amount_yi": 0.624,
              "bid1": 8.5,
              "bid_qty1": 1153,
              "ask1": 8.51,
              "ask_qty1": 80,
              "quote_ts": "2026-07-01T09:40:24"
            },
            {
              "symbol": "SZSE.002643",
              "name": "万润股份",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.3413,
              "last": 21.65,
              "open": 21.0,
              "prev_close": 20.95,
              "amount_yi": 2.7062,
              "bid1": 21.65,
              "bid_qty1": 8,
              "ask1": 21.66,
              "ask_qty1": 155,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.300054",
              "name": "鼎龙股份",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.3306,
              "last": 107.38,
              "open": 105.0,
              "prev_close": 105.97,
              "amount_yi": 11.2964,
              "bid1": 107.36,
              "bid_qty1": 56,
              "ask1": 107.4,
              "ask_qty1": 87,
              "quote_ts": "2026-07-01T09:40:21"
            }
          ]
        },
        {
          "theme": "机器人链 / 减速器",
          "passed": false,
          "sample_count": 21,
          "active_count": 1,
          "up_count": 10,
          "active_up_count": 0,
          "up_ratio": 0.4762,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.4178,
          "amount_yi": 20.3017,
          "samples": [
            {
              "symbol": "SZSE.002472",
              "name": "双环传动",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.8422,
              "last": 43.52,
              "open": 42.21,
              "prev_close": 41.51,
              "amount_yi": 7.7718,
              "bid1": 43.5,
              "bid_qty1": 25,
              "ask1": 43.52,
              "ask_qty1": 29,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.605208",
              "name": "永茂泰",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 4.7649,
              "last": 16.71,
              "open": 16.61,
              "prev_close": 15.95,
              "amount_yi": 0.8032,
              "bid1": 16.7,
              "bid_qty1": 3,
              "ask1": 16.73,
              "ask_qty1": 16,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.605389",
              "name": "长龄液压",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.0938,
              "last": 98.97,
              "open": 96.55,
              "prev_close": 96.0,
              "amount_yi": 0.2746,
              "bid1": 98.97,
              "bid_qty1": 1,
              "ask1": 98.98,
              "ask_qty1": 3,
              "quote_ts": "2026-07-01T09:40:23"
            },
            {
              "symbol": "SZSE.301398",
              "name": "星源卓镁",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.9653,
              "last": 35.8,
              "open": 35.2,
              "prev_close": 35.11,
              "amount_yi": 0.089,
              "bid1": 35.71,
              "bid_qty1": 5,
              "ask1": 35.81,
              "ask_qty1": 23,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.301596",
              "name": "瑞迪智驱",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.1111,
              "last": 50.96,
              "open": 50.08,
              "prev_close": 50.4,
              "amount_yi": 0.167,
              "bid1": 50.91,
              "bid_qty1": 2,
              "ask1": 50.96,
              "ask_qty1": 3,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.603275",
              "name": "众辰科技",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.1032,
              "last": 38.49,
              "open": 38.32,
              "prev_close": 38.07,
              "amount_yi": 0.0627,
              "bid1": 38.49,
              "bid_qty1": 10,
              "ask1": 38.56,
              "ask_qty1": 6,
              "quote_ts": "2026-07-01T09:40:22"
            }
          ]
        },
        {
          "theme": "显示面板链 / 显示技术",
          "passed": false,
          "sample_count": 6,
          "active_count": 1,
          "up_count": 2,
          "active_up_count": 0,
          "up_ratio": 0.3333,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 1.1477,
          "amount_yi": 5.7063,
          "samples": [
            {
              "symbol": "SZSE.002273",
              "name": "水晶光电",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": 10.0056,
              "last": 39.03,
              "open": 39.03,
              "prev_close": 35.48,
              "amount_yi": 3.1992,
              "bid1": 39.03,
              "bid_qty1": 273104,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SZSE.002841",
              "name": "视源股份",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": 2.8671,
              "last": 35.52,
              "open": 34.58,
              "prev_close": 34.53,
              "amount_yi": 0.5288,
              "bid1": 35.49,
              "bid_qty1": 2,
              "ask1": 35.52,
              "ask_qty1": 6,
              "quote_ts": "2026-07-01T09:40:21"
            },
            {
              "symbol": "SHSE.688039",
              "name": "当虹科技",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.7771,
              "last": 37.03,
              "open": 37.8,
              "prev_close": 37.32,
              "amount_yi": 0.1673,
              "bid1": 37.05,
              "bid_qty1": 23,
              "ask1": 37.13,
              "ask_qty1": 8,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SHSE.688496",
              "name": "*ST清越",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.087,
              "last": 0.91,
              "open": 0.91,
              "prev_close": 0.92,
              "amount_yi": 0.0085,
              "bid1": 0.91,
              "bid_qty1": 1174,
              "ask1": 0.92,
              "ask_qty1": 1749,
              "quote_ts": "2026-07-01T09:40:09"
            },
            {
              "symbol": "SHSE.603297",
              "name": "永新光学",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.5584,
              "last": 144.66,
              "open": 146.97,
              "prev_close": 146.95,
              "amount_yi": 0.5888,
              "bid1": 144.56,
              "bid_qty1": 6,
              "ask1": 144.75,
              "ask_qty1": 1,
              "quote_ts": "2026-07-01T09:40:22"
            },
            {
              "symbol": "SZSE.000727",
              "name": "冠捷科技",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "active",
              "ret_pct": -2.5641,
              "last": 2.66,
              "open": 2.71,
              "prev_close": 2.73,
              "amount_yi": 1.2137,
              "bid1": 2.65,
              "bid_qty1": 35398,
              "ask1": 2.66,
              "ask_qty1": 1030,
              "quote_ts": "2026-07-01T09:40:24"
            }
          ]
        },
        {
          "theme": "LED概念",
          "passed": false,
          "sample_count": 1,
          "active_count": 0,
          "up_count": 0,
          "active_up_count": 0,
          "up_ratio": 0.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -3.1426,
          "amount_yi": 4.6021,
          "samples": [
            {
              "symbol": "SZSE.002222",
              "name": "福晶科技",
              "theme": "LED概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -3.1426,
              "last": 89.38,
              "open": 92.0,
              "prev_close": 92.28,
              "amount_yi": 4.6021,
              "bid1": 89.37,
              "bid_qty1": 225,
              "ask1": 89.38,
              "ask_qty1": 16,
              "quote_ts": "2026-07-01T09:40:24"
            }
          ]
        },
        {
          "theme": "AI算力链 / 算力概念",
          "passed": false,
          "sample_count": 1,
          "active_count": 1,
          "up_count": 1,
          "active_up_count": 1,
          "up_ratio": 1.0,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 0.9793,
          "amount_yi": 1.7183,
          "samples": [
            {
              "symbol": "SHSE.688158",
              "name": "优刻得-W",
              "theme": "AI算力链 / 算力概念",
              "paper_scope": "active",
              "ret_pct": 0.9793,
              "last": 37.12,
              "open": 36.95,
              "prev_close": 36.76,
              "amount_yi": 1.7183,
              "bid1": 37.13,
              "bid_qty1": 6,
              "ask1": 37.2,
              "ask_qty1": 2,
              "quote_ts": "2026-07-01T09:40:22"
            }
          ]
        }
      ],
      "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": 0.4887,
        "active_up_ratio": 0.6154,
        "active_positive": 8,
        "active_positive_min": 1,
        "active_above_vwap": 5,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "显示面板链 / MiniLED",
        "dominant_theme_share": 0.4061,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "显示面板链 / OLED",
            "count": 3,
            "top_symbols": [
              "SZSE.000536",
              "SZSE.300566",
              "SHSE.603212"
            ],
            "top_return_pct": 10.1493
          },
          {
            "theme": "机器人链 / 机器人概念",
            "count": 2,
            "top_symbols": [
              "SZSE.002526",
              "SZSE.002403"
            ],
            "top_return_pct": 5.4688
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000536"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "sample_rows": [
          {
            "symbol": "SZSE.000536",
            "name": "华映科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 10.149253731343277,
            "last": 3.69,
            "vwap": 3.5542940954188267,
            "above_vwap": true,
            "amount": 257721154.0
          },
          {
            "symbol": "SZSE.002273",
            "name": "水晶光电",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.005636978579503,
            "last": 39.03,
            "vwap": 39.03,
            "above_vwap": true,
            "amount": 319917201.0
          },
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 10,
            "ret_pct": 9.580514208389722,
            "last": 40.49,
            "vwap": 39.2042059198366,
            "above_vwap": true,
            "amount": 464503193.0
          },
          {
            "symbol": "SZSE.000823",
            "name": "超声电子",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.810916179337248,
            "last": 27.91,
            "vwap": 27.06078226059696,
            "above_vwap": true,
            "amount": 1025476462.0
          },
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.551896921975665,
            "last": 30.05,
            "vwap": 29.822447506561677,
            "above_vwap": true,
            "amount": 599932212.0
          },
          {
            "symbol": "SHSE.603212",
            "name": "赛伍技术",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.516339869281041,
            "last": 13.16,
            "vwap": 12.793976809592781,
            "above_vwap": true,
            "amount": 151936151.0
          },
          {
            "symbol": "SZSE.300503",
            "name": "昊志机电",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.933911159263273,
            "last": 98.7,
            "vwap": 98.91935164076594,
            "above_vwap": false,
            "amount": 1705260811.0
          },
          {
            "symbol": "SZSE.300269",
            "name": "联建光电",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.170598911070768,
            "last": 5.85,
            "vwap": 5.769169247349815,
            "above_vwap": true,
            "amount": 258016287.0
          },
          {
            "symbol": "SZSE.002526",
            "name": "山东矿机",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.46875,
            "last": 2.7,
            "vwap": 2.648492983573352,
            "above_vwap": true,
            "amount": 34519663.0
          },
          {
            "symbol": "SZSE.003021",
            "name": "兆威机电",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.449341728677748,
            "last": 92.11,
            "vwap": 92.40073262334722,
            "above_vwap": false,
            "amount": 179599304.0
          },
          {
            "symbol": "SZSE.002403",
            "name": "爱仕达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.044843049327352,
            "last": 9.37,
            "vwap": 9.185494541845848,
            "above_vwap": true,
            "amount": 19437425.0
          },
          {
            "symbol": "SZSE.002472",
            "name": "双环传动",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.842206697181406,
            "last": 43.52,
            "vwap": 43.11293897385545,
            "above_vwap": true,
            "amount": 777184017.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
    }
  },
  "intraday_market_repair_gate": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "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": 0.4887,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.4061,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 3,
          "top_symbols": [
            "SZSE.000536",
            "SZSE.300566",
            "SHSE.603212"
          ],
          "top_return_pct": 10.1493
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 2,
          "top_symbols": [
            "SZSE.002526",
            "SZSE.002403"
          ],
          "top_return_pct": 5.4688
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.000536",
          "name": "华映科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 10.149253731343277,
          "last": 3.69,
          "vwap": 3.5542940954188267,
          "above_vwap": true,
          "amount": 257721154.0
        },
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 319917201.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.580514208389722,
          "last": 40.49,
          "vwap": 39.2042059198366,
          "above_vwap": true,
          "amount": 464503193.0
        },
        {
          "symbol": "SZSE.000823",
          "name": "超声电子",
          "theme": "AI算力链 / 光通信模块",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.810916179337248,
          "last": 27.91,
          "vwap": 27.06078226059696,
          "above_vwap": true,
          "amount": 1025476462.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.551896921975665,
          "last": 30.05,
          "vwap": 29.822447506561677,
          "above_vwap": true,
          "amount": 599932212.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.516339869281041,
          "last": 13.16,
          "vwap": 12.793976809592781,
          "above_vwap": true,
          "amount": 151936151.0
        },
        {
          "symbol": "SZSE.300503",
          "name": "昊志机电",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.933911159263273,
          "last": 98.7,
          "vwap": 98.91935164076594,
          "above_vwap": false,
          "amount": 1705260811.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.170598911070768,
          "last": 5.85,
          "vwap": 5.769169247349815,
          "above_vwap": true,
          "amount": 258016287.0
        },
        {
          "symbol": "SZSE.002526",
          "name": "山东矿机",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.46875,
          "last": 2.7,
          "vwap": 2.648492983573352,
          "above_vwap": true,
          "amount": 34519663.0
        },
        {
          "symbol": "SZSE.003021",
          "name": "兆威机电",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.449341728677748,
          "last": 92.11,
          "vwap": 92.40073262334722,
          "above_vwap": false,
          "amount": 179599304.0
        },
        {
          "symbol": "SZSE.002403",
          "name": "爱仕达",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.044843049327352,
          "last": 9.37,
          "vwap": 9.185494541845848,
          "above_vwap": true,
          "amount": 19437425.0
        },
        {
          "symbol": "SZSE.002472",
          "name": "双环传动",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.842206697181406,
          "last": 43.52,
          "vwap": 43.11293897385545,
          "above_vwap": true,
          "amount": 777184017.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": true,
    "reason": "preopen_sector_flow_confirmed,structural_hotspot_hot_theme_entry_only",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.4887,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.6154,
    "active_up_ratio_min": 0.5,
    "active_positive": 8,
    "active_positive_min": 1,
    "active_above_vwap": 8,
    "active_total": 13,
    "sample_total": 133,
    "strong_themes": [
      {
        "theme": "显示面板链 / 柔性屏(折叠屏)",
        "passed": true,
        "sample_count": 14,
        "active_count": 2,
        "up_count": 9,
        "active_up_count": 2,
        "up_ratio": 0.6429,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.4377,
        "amount_yi": 44.9992,
        "samples": [
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.5519,
            "last": 30.05,
            "open": 27.96,
            "prev_close": 27.94,
            "amount_yi": 5.9993,
            "bid1": 30.04,
            "bid_qty1": 34,
            "ask1": 30.07,
            "ask_qty1": 8,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.300331",
            "name": "苏大维格",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.5001,
            "last": 74.31,
            "open": 71.48,
            "prev_close": 71.11,
            "amount_yi": 2.9774,
            "bid1": 74.31,
            "bid_qty1": 172,
            "ask1": 74.39,
            "ask_qty1": 2,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.605588",
            "name": "冠石科技",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.4961,
            "last": 70.19,
            "open": 67.18,
            "prev_close": 67.17,
            "amount_yi": 0.7309,
            "bid1": 70.03,
            "bid_qty1": 19,
            "ask1": 70.12,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:40:23"
          },
          {
            "symbol": "SHSE.688328",
            "name": "深科达",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.2529,
            "last": 99.77,
            "open": 99.74,
            "prev_close": 95.7,
            "amount_yi": 3.5408,
            "bid1": 99.77,
            "bid_qty1": 18,
            "ask1": 99.88,
            "ask_qty1": 8,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SHSE.688150",
            "name": "莱特光电",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "active",
            "ret_pct": 1.9819,
            "last": 69.98,
            "open": 71.01,
            "prev_close": 68.62,
            "amount_yi": 2.4945,
            "bid1": 70.01,
            "bid_qty1": 2,
            "ask1": 70.02,
            "ask_qty1": 10,
            "quote_ts": "2026-07-01T09:40:23"
          },
          {
            "symbol": "SZSE.002600",
            "name": "领益智造",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.3264,
            "last": 17.57,
            "open": 17.34,
            "prev_close": 17.34,
            "amount_yi": 14.4213,
            "bid1": 17.55,
            "bid_qty1": 6,
            "ask1": 17.57,
            "ask_qty1": 310,
            "quote_ts": "2026-07-01T09:40:21"
          }
        ]
      },
      {
        "theme": "机器人链 / 机器人概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 2,
        "up_count": 12,
        "active_up_count": 1,
        "up_ratio": 0.6667,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 1.4607,
        "amount_yi": 44.4001,
        "samples": [
          {
            "symbol": "SZSE.300503",
            "name": "昊志机电",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.9339,
            "last": 98.7,
            "open": 97.37,
            "prev_close": 92.3,
            "amount_yi": 17.0526,
            "bid1": 98.66,
            "bid_qty1": 18,
            "ask1": 98.7,
            "ask_qty1": 4,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.002526",
            "name": "山东矿机",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.4688,
            "last": 2.7,
            "open": 2.57,
            "prev_close": 2.56,
            "amount_yi": 0.3452,
            "bid1": 2.69,
            "bid_qty1": 604,
            "ask1": 2.7,
            "ask_qty1": 1019,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.002403",
            "name": "爱仕达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.0448,
            "last": 9.37,
            "open": 8.91,
            "prev_close": 8.92,
            "amount_yi": 0.1944,
            "bid1": 9.36,
            "bid_qty1": 2,
            "ask1": 9.37,
            "ask_qty1": 51,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.002527",
            "name": "新时达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.9751,
            "last": 13.34,
            "open": 12.75,
            "prev_close": 12.83,
            "amount_yi": 0.6046,
            "bid1": 13.31,
            "bid_qty1": 14,
            "ask1": 13.34,
            "ask_qty1": 53,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.603728",
            "name": "鸣志电器",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7577,
            "last": 62.6,
            "open": 60.88,
            "prev_close": 60.92,
            "amount_yi": 2.4111,
            "bid1": 62.61,
            "bid_qty1": 1,
            "ask1": 62.64,
            "ask_qty1": 5,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SZSE.002031",
            "name": "巨轮智能",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3297,
            "last": 5.71,
            "open": 5.53,
            "prev_close": 5.58,
            "amount_yi": 1.4974,
            "bid1": 5.71,
            "bid_qty1": 603,
            "ask1": 5.72,
            "ask_qty1": 1687,
            "quote_ts": "2026-07-01T09:40:21"
          }
        ]
      },
      {
        "theme": "机器人链 / 人形机器人",
        "passed": true,
        "sample_count": 16,
        "active_count": 1,
        "up_count": 14,
        "active_up_count": 1,
        "up_ratio": 0.875,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.9317,
        "amount_yi": 23.6988,
        "samples": [
          {
            "symbol": "SZSE.003021",
            "name": "兆威机电",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.4493,
            "last": 92.11,
            "open": 88.5,
            "prev_close": 87.35,
            "amount_yi": 1.796,
            "bid1": 92.11,
            "bid_qty1": 10,
            "ask1": 92.25,
            "ask_qty1": 14,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.603662",
            "name": "柯力传感",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.5665,
            "last": 74.42,
            "open": 72.5,
            "prev_close": 71.17,
            "amount_yi": 4.1095,
            "bid1": 74.42,
            "bid_qty1": 22,
            "ask1": 74.44,
            "ask_qty1": 89,
            "quote_ts": "2026-07-01T09:40:24"
          },
          {
            "symbol": "SHSE.688165",
            "name": "埃夫特-U",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "active",
            "ret_pct": 4.1667,
            "last": 21.25,
            "open": 20.18,
            "prev_close": 20.4,
            "amount_yi": 1.6519,
            "bid1": 21.23,
            "bid_qty1": 430,
            "ask1": 21.24,
            "ask_qty1": 44,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.688160",
            "name": "步科股份",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7857,
            "last": 111.8,
            "open": 108.7,
            "prev_close": 108.77,
            "amount_yi": 1.0467,
            "bid1": 111.8,
            "bid_qty1": 1,
            "ask1": 112.0,
            "ask_qty1": 27,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SHSE.603667",
            "name": "五洲新春",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5031,
            "last": 67.16,
            "open": 65.46,
            "prev_close": 65.52,
            "amount_yi": 3.9788,
            "bid1": 67.11,
            "bid_qty1": 3,
            "ask1": 67.2,
            "ask_qty1": 32,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.301368",
            "name": "丰立智能",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3541,
            "last": 42.61,
            "open": 42.53,
            "prev_close": 41.63,
            "amount_yi": 0.4416,
            "bid1": 42.5,
            "bid_qty1": 5,
            "ask1": 42.61,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:40:21"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "显示面板链 / 柔性屏(折叠屏)",
        "passed": true,
        "sample_count": 14,
        "active_count": 2,
        "up_count": 9,
        "active_up_count": 2,
        "up_ratio": 0.6429,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.4377,
        "amount_yi": 44.9992,
        "samples": [
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.5519,
            "last": 30.05,
            "open": 27.96,
            "prev_close": 27.94,
            "amount_yi": 5.9993,
            "bid1": 30.04,
            "bid_qty1": 34,
            "ask1": 30.07,
            "ask_qty1": 8,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.300331",
            "name": "苏大维格",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.5001,
            "last": 74.31,
            "open": 71.48,
            "prev_close": 71.11,
            "amount_yi": 2.9774,
            "bid1": 74.31,
            "bid_qty1": 172,
            "ask1": 74.39,
            "ask_qty1": 2,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.605588",
            "name": "冠石科技",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.4961,
            "last": 70.19,
            "open": 67.18,
            "prev_close": 67.17,
            "amount_yi": 0.7309,
            "bid1": 70.03,
            "bid_qty1": 19,
            "ask1": 70.12,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:40:23"
          },
          {
            "symbol": "SHSE.688328",
            "name": "深科达",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.2529,
            "last": 99.77,
            "open": 99.74,
            "prev_close": 95.7,
            "amount_yi": 3.5408,
            "bid1": 99.77,
            "bid_qty1": 18,
            "ask1": 99.88,
            "ask_qty1": 8,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SHSE.688150",
            "name": "莱特光电",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "active",
            "ret_pct": 1.9819,
            "last": 69.98,
            "open": 71.01,
            "prev_close": 68.62,
            "amount_yi": 2.4945,
            "bid1": 70.01,
            "bid_qty1": 2,
            "ask1": 70.02,
            "ask_qty1": 10,
            "quote_ts": "2026-07-01T09:40:23"
          },
          {
            "symbol": "SZSE.002600",
            "name": "领益智造",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.3264,
            "last": 17.57,
            "open": 17.34,
            "prev_close": 17.34,
            "amount_yi": 14.4213,
            "bid1": 17.55,
            "bid_qty1": 6,
            "ask1": 17.57,
            "ask_qty1": 310,
            "quote_ts": "2026-07-01T09:40:21"
          }
        ]
      },
      {
        "theme": "机器人链 / 机器人概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 2,
        "up_count": 12,
        "active_up_count": 1,
        "up_ratio": 0.6667,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 1.4607,
        "amount_yi": 44.4001,
        "samples": [
          {
            "symbol": "SZSE.300503",
            "name": "昊志机电",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.9339,
            "last": 98.7,
            "open": 97.37,
            "prev_close": 92.3,
            "amount_yi": 17.0526,
            "bid1": 98.66,
            "bid_qty1": 18,
            "ask1": 98.7,
            "ask_qty1": 4,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.002526",
            "name": "山东矿机",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.4688,
            "last": 2.7,
            "open": 2.57,
            "prev_close": 2.56,
            "amount_yi": 0.3452,
            "bid1": 2.69,
            "bid_qty1": 604,
            "ask1": 2.7,
            "ask_qty1": 1019,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.002403",
            "name": "爱仕达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.0448,
            "last": 9.37,
            "open": 8.91,
            "prev_close": 8.92,
            "amount_yi": 0.1944,
            "bid1": 9.36,
            "bid_qty1": 2,
            "ask1": 9.37,
            "ask_qty1": 51,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.002527",
            "name": "新时达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.9751,
            "last": 13.34,
            "open": 12.75,
            "prev_close": 12.83,
            "amount_yi": 0.6046,
            "bid1": 13.31,
            "bid_qty1": 14,
            "ask1": 13.34,
            "ask_qty1": 53,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.603728",
            "name": "鸣志电器",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7577,
            "last": 62.6,
            "open": 60.88,
            "prev_close": 60.92,
            "amount_yi": 2.4111,
            "bid1": 62.61,
            "bid_qty1": 1,
            "ask1": 62.64,
            "ask_qty1": 5,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SZSE.002031",
            "name": "巨轮智能",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3297,
            "last": 5.71,
            "open": 5.53,
            "prev_close": 5.58,
            "amount_yi": 1.4974,
            "bid1": 5.71,
            "bid_qty1": 603,
            "ask1": 5.72,
            "ask_qty1": 1687,
            "quote_ts": "2026-07-01T09:40:21"
          }
        ]
      },
      {
        "theme": "机器人链 / 人形机器人",
        "passed": true,
        "sample_count": 16,
        "active_count": 1,
        "up_count": 14,
        "active_up_count": 1,
        "up_ratio": 0.875,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.9317,
        "amount_yi": 23.6988,
        "samples": [
          {
            "symbol": "SZSE.003021",
            "name": "兆威机电",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.4493,
            "last": 92.11,
            "open": 88.5,
            "prev_close": 87.35,
            "amount_yi": 1.796,
            "bid1": 92.11,
            "bid_qty1": 10,
            "ask1": 92.25,
            "ask_qty1": 14,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.603662",
            "name": "柯力传感",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.5665,
            "last": 74.42,
            "open": 72.5,
            "prev_close": 71.17,
            "amount_yi": 4.1095,
            "bid1": 74.42,
            "bid_qty1": 22,
            "ask1": 74.44,
            "ask_qty1": 89,
            "quote_ts": "2026-07-01T09:40:24"
          },
          {
            "symbol": "SHSE.688165",
            "name": "埃夫特-U",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "active",
            "ret_pct": 4.1667,
            "last": 21.25,
            "open": 20.18,
            "prev_close": 20.4,
            "amount_yi": 1.6519,
            "bid1": 21.23,
            "bid_qty1": 430,
            "ask1": 21.24,
            "ask_qty1": 44,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.688160",
            "name": "步科股份",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.7857,
            "last": 111.8,
            "open": 108.7,
            "prev_close": 108.77,
            "amount_yi": 1.0467,
            "bid1": 111.8,
            "bid_qty1": 1,
            "ask1": 112.0,
            "ask_qty1": 27,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SHSE.603667",
            "name": "五洲新春",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5031,
            "last": 67.16,
            "open": 65.46,
            "prev_close": 65.52,
            "amount_yi": 3.9788,
            "bid1": 67.11,
            "bid_qty1": 3,
            "ask1": 67.2,
            "ask_qty1": 32,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.301368",
            "name": "丰立智能",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3541,
            "last": 42.61,
            "open": 42.53,
            "prev_close": 41.63,
            "amount_yi": 0.4416,
            "bid1": 42.5,
            "bid_qty1": 5,
            "ask1": 42.61,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:40:21"
          }
        ]
      },
      {
        "theme": "显示面板链 / MiniLED",
        "passed": false,
        "sample_count": 28,
        "active_count": 2,
        "up_count": 6,
        "active_up_count": 1,
        "up_ratio": 0.2143,
        "active_up_ratio": 0.5,
        "avg_ret_pct": -1.5217,
        "amount_yi": 198.7771,
        "samples": [
          {
            "symbol": "SZSE.300269",
            "name": "联建光电",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.1706,
            "last": 5.85,
            "open": 5.88,
            "prev_close": 5.51,
            "amount_yi": 2.5802,
            "bid1": 5.85,
            "bid_qty1": 6,
            "ask1": 5.86,
            "ask_qty1": 618,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.000100",
            "name": "TCL科技",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.6082,
            "last": 6.03,
            "open": 5.98,
            "prev_close": 5.82,
            "amount_yi": 47.6652,
            "bid1": 6.03,
            "bid_qty1": 746,
            "ask1": 6.04,
            "ask_qty1": 4953,
            "quote_ts": "2026-07-01T09:40:24"
          },
          {
            "symbol": "SZSE.002429",
            "name": "兆驰股份",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.1761,
            "last": 10.72,
            "open": 10.39,
            "prev_close": 10.39,
            "amount_yi": 2.0113,
            "bid1": 10.72,
            "bid_qty1": 654,
            "ask1": 10.73,
            "ask_qty1": 79,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.605218",
            "name": "伟时电子",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5408,
            "last": 16.95,
            "open": 16.44,
            "prev_close": 16.53,
            "amount_yi": 0.122,
            "bid1": 16.92,
            "bid_qty1": 104,
            "ask1": 16.95,
            "ask_qty1": 42,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SZSE.002845",
            "name": "同兴达",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "active",
            "ret_pct": 0.3049,
            "last": 16.45,
            "open": 16.26,
            "prev_close": 16.4,
            "amount_yi": 1.2154,
            "bid1": 16.44,
            "bid_qty1": 290,
            "ask1": 16.45,
            "ask_qty1": 38,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.000810",
            "name": "创维数字",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.2264,
            "last": 13.28,
            "open": 13.26,
            "prev_close": 13.25,
            "amount_yi": 0.7175,
            "bid1": 13.27,
            "bid_qty1": 6,
            "ask1": 13.28,
            "ask_qty1": 253,
            "quote_ts": "2026-07-01T09:40:24"
          }
        ]
      },
      {
        "theme": "AI算力链 / 光通信模块",
        "passed": false,
        "sample_count": 10,
        "active_count": 1,
        "up_count": 3,
        "active_up_count": 0,
        "up_ratio": 0.3,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -0.8226,
        "amount_yi": 86.49,
        "samples": [
          {
            "symbol": "SZSE.000823",
            "name": "超声电子",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": 8.8109,
            "last": 27.91,
            "open": 25.65,
            "prev_close": 25.65,
            "amount_yi": 10.2548,
            "bid1": 27.82,
            "bid_qty1": 21,
            "ask1": 27.9,
            "ask_qty1": 3,
            "quote_ts": "2026-07-01T09:40:24"
          },
          {
            "symbol": "SZSE.002281",
            "name": "光迅科技",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.5098,
            "last": 258.25,
            "open": 258.0,
            "prev_close": 256.94,
            "amount_yi": 20.2732,
            "bid1": 258.25,
            "bid_qty1": 2,
            "ask1": 258.28,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.688609",
            "name": "九联科技",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.4541,
            "last": 11.06,
            "open": 10.97,
            "prev_close": 11.01,
            "amount_yi": 0.2589,
            "bid1": 11.06,
            "bid_qty1": 29,
            "ask1": 11.08,
            "ask_qty1": 63,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.300252",
            "name": "金信诺",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.9275,
            "last": 17.09,
            "open": 17.2,
            "prev_close": 17.25,
            "amount_yi": 1.3836,
            "bid1": 17.1,
            "bid_qty1": 1,
            "ask1": 17.11,
            "ask_qty1": 64,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.301183",
            "name": "东田微",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "active",
            "ret_pct": -1.4649,
            "last": 260.99,
            "open": 262.0,
            "prev_close": 264.87,
            "amount_yi": 2.334,
            "bid1": 261.0,
            "bid_qty1": 6,
            "ask1": 261.01,
            "ask_qty1": 25,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.688195",
            "name": "腾景科技",
            "theme": "AI算力链 / 光通信模块",
            "paper_scope": "conditional_watch",
            "ret_pct": -2.0771,
            "last": 188.58,
            "open": 191.13,
            "prev_close": 192.58,
            "amount_yi": 1.8554,
            "bid1": 188.63,
            "bid_qty1": 2,
            "ask1": 188.9,
            "ask_qty1": 3,
            "quote_ts": "2026-07-01T09:40:23"
          }
        ]
      },
      {
        "theme": "显示面板链 / OLED",
        "passed": false,
        "sample_count": 18,
        "active_count": 2,
        "up_count": 8,
        "active_up_count": 2,
        "up_ratio": 0.4444,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.0664,
        "amount_yi": 58.8049,
        "samples": [
          {
            "symbol": "SZSE.000536",
            "name": "华映科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "ret_pct": 10.1493,
            "last": 3.69,
            "open": 3.3,
            "prev_close": 3.35,
            "amount_yi": 2.5772,
            "bid1": 3.69,
            "bid_qty1": 980728,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-01T09:40:24"
          },
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "ret_pct": 9.5805,
            "last": 40.49,
            "open": 36.59,
            "prev_close": 36.95,
            "amount_yi": 4.645,
            "bid1": 40.45,
            "bid_qty1": 1,
            "ask1": 40.49,
            "ask_qty1": 56,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.603212",
            "name": "赛伍技术",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.5163,
            "last": 13.16,
            "open": 12.51,
            "prev_close": 12.24,
            "amount_yi": 1.5194,
            "bid1": 13.15,
            "bid_qty1": 10,
            "ask1": 13.16,
            "ask_qty1": 6,
            "quote_ts": "2026-07-01T09:40:23"
          },
          {
            "symbol": "SZSE.000990",
            "name": "诚志股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.912,
            "last": 8.5,
            "open": 8.2,
            "prev_close": 8.18,
            "amount_yi": 0.624,
            "bid1": 8.5,
            "bid_qty1": 1153,
            "ask1": 8.51,
            "ask_qty1": 80,
            "quote_ts": "2026-07-01T09:40:24"
          },
          {
            "symbol": "SZSE.002643",
            "name": "万润股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.3413,
            "last": 21.65,
            "open": 21.0,
            "prev_close": 20.95,
            "amount_yi": 2.7062,
            "bid1": 21.65,
            "bid_qty1": 8,
            "ask1": 21.66,
            "ask_qty1": 155,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.300054",
            "name": "鼎龙股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.3306,
            "last": 107.38,
            "open": 105.0,
            "prev_close": 105.97,
            "amount_yi": 11.2964,
            "bid1": 107.36,
            "bid_qty1": 56,
            "ask1": 107.4,
            "ask_qty1": 87,
            "quote_ts": "2026-07-01T09:40:21"
          }
        ]
      },
      {
        "theme": "机器人链 / 减速器",
        "passed": false,
        "sample_count": 21,
        "active_count": 1,
        "up_count": 10,
        "active_up_count": 0,
        "up_ratio": 0.4762,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.4178,
        "amount_yi": 20.3017,
        "samples": [
          {
            "symbol": "SZSE.002472",
            "name": "双环传动",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.8422,
            "last": 43.52,
            "open": 42.21,
            "prev_close": 41.51,
            "amount_yi": 7.7718,
            "bid1": 43.5,
            "bid_qty1": 25,
            "ask1": 43.52,
            "ask_qty1": 29,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.605208",
            "name": "永茂泰",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.7649,
            "last": 16.71,
            "open": 16.61,
            "prev_close": 15.95,
            "amount_yi": 0.8032,
            "bid1": 16.7,
            "bid_qty1": 3,
            "ask1": 16.73,
            "ask_qty1": 16,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.605389",
            "name": "长龄液压",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.0938,
            "last": 98.97,
            "open": 96.55,
            "prev_close": 96.0,
            "amount_yi": 0.2746,
            "bid1": 98.97,
            "bid_qty1": 1,
            "ask1": 98.98,
            "ask_qty1": 3,
            "quote_ts": "2026-07-01T09:40:23"
          },
          {
            "symbol": "SZSE.301398",
            "name": "星源卓镁",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.9653,
            "last": 35.8,
            "open": 35.2,
            "prev_close": 35.11,
            "amount_yi": 0.089,
            "bid1": 35.71,
            "bid_qty1": 5,
            "ask1": 35.81,
            "ask_qty1": 23,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.301596",
            "name": "瑞迪智驱",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.1111,
            "last": 50.96,
            "open": 50.08,
            "prev_close": 50.4,
            "amount_yi": 0.167,
            "bid1": 50.91,
            "bid_qty1": 2,
            "ask1": 50.96,
            "ask_qty1": 3,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.603275",
            "name": "众辰科技",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.1032,
            "last": 38.49,
            "open": 38.32,
            "prev_close": 38.07,
            "amount_yi": 0.0627,
            "bid1": 38.49,
            "bid_qty1": 10,
            "ask1": 38.56,
            "ask_qty1": 6,
            "quote_ts": "2026-07-01T09:40:22"
          }
        ]
      },
      {
        "theme": "显示面板链 / 显示技术",
        "passed": false,
        "sample_count": 6,
        "active_count": 1,
        "up_count": 2,
        "active_up_count": 0,
        "up_ratio": 0.3333,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 1.1477,
        "amount_yi": 5.7063,
        "samples": [
          {
            "symbol": "SZSE.002273",
            "name": "水晶光电",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": 10.0056,
            "last": 39.03,
            "open": 39.03,
            "prev_close": 35.48,
            "amount_yi": 3.1992,
            "bid1": 39.03,
            "bid_qty1": 273104,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SZSE.002841",
            "name": "视源股份",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.8671,
            "last": 35.52,
            "open": 34.58,
            "prev_close": 34.53,
            "amount_yi": 0.5288,
            "bid1": 35.49,
            "bid_qty1": 2,
            "ask1": 35.52,
            "ask_qty1": 6,
            "quote_ts": "2026-07-01T09:40:21"
          },
          {
            "symbol": "SHSE.688039",
            "name": "当虹科技",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.7771,
            "last": 37.03,
            "open": 37.8,
            "prev_close": 37.32,
            "amount_yi": 0.1673,
            "bid1": 37.05,
            "bid_qty1": 23,
            "ask1": 37.13,
            "ask_qty1": 8,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SHSE.688496",
            "name": "*ST清越",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.087,
            "last": 0.91,
            "open": 0.91,
            "prev_close": 0.92,
            "amount_yi": 0.0085,
            "bid1": 0.91,
            "bid_qty1": 1174,
            "ask1": 0.92,
            "ask_qty1": 1749,
            "quote_ts": "2026-07-01T09:40:09"
          },
          {
            "symbol": "SHSE.603297",
            "name": "永新光学",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.5584,
            "last": 144.66,
            "open": 146.97,
            "prev_close": 146.95,
            "amount_yi": 0.5888,
            "bid1": 144.56,
            "bid_qty1": 6,
            "ask1": 144.75,
            "ask_qty1": 1,
            "quote_ts": "2026-07-01T09:40:22"
          },
          {
            "symbol": "SZSE.000727",
            "name": "冠捷科技",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "active",
            "ret_pct": -2.5641,
            "last": 2.66,
            "open": 2.71,
            "prev_close": 2.73,
            "amount_yi": 1.2137,
            "bid1": 2.65,
            "bid_qty1": 35398,
            "ask1": 2.66,
            "ask_qty1": 1030,
            "quote_ts": "2026-07-01T09:40:24"
          }
        ]
      },
      {
        "theme": "LED概念",
        "passed": false,
        "sample_count": 1,
        "active_count": 0,
        "up_count": 0,
        "active_up_count": 0,
        "up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -3.1426,
        "amount_yi": 4.6021,
        "samples": [
          {
            "symbol": "SZSE.002222",
            "name": "福晶科技",
            "theme": "LED概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -3.1426,
            "last": 89.38,
            "open": 92.0,
            "prev_close": 92.28,
            "amount_yi": 4.6021,
            "bid1": 89.37,
            "bid_qty1": 225,
            "ask1": 89.38,
            "ask_qty1": 16,
            "quote_ts": "2026-07-01T09:40:24"
          }
        ]
      },
      {
        "theme": "AI算力链 / 算力概念",
        "passed": false,
        "sample_count": 1,
        "active_count": 1,
        "up_count": 1,
        "active_up_count": 1,
        "up_ratio": 1.0,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.9793,
        "amount_yi": 1.7183,
        "samples": [
          {
            "symbol": "SHSE.688158",
            "name": "优刻得-W",
            "theme": "AI算力链 / 算力概念",
            "paper_scope": "active",
            "ret_pct": 0.9793,
            "last": 37.12,
            "open": 36.95,
            "prev_close": 36.76,
            "amount_yi": 1.7183,
            "bid1": 37.13,
            "bid_qty1": 6,
            "ask1": 37.2,
            "ask_qty1": 2,
            "quote_ts": "2026-07-01T09:40:22"
          }
        ]
      }
    ],
    "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": 0.4887,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.4061,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 3,
          "top_symbols": [
            "SZSE.000536",
            "SZSE.300566",
            "SHSE.603212"
          ],
          "top_return_pct": 10.1493
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 2,
          "top_symbols": [
            "SZSE.002526",
            "SZSE.002403"
          ],
          "top_return_pct": 5.4688
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SZSE.000536",
          "name": "华映科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 10.149253731343277,
          "last": 3.69,
          "vwap": 3.5542940954188267,
          "above_vwap": true,
          "amount": 257721154.0
        },
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 319917201.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.580514208389722,
          "last": 40.49,
          "vwap": 39.2042059198366,
          "above_vwap": true,
          "amount": 464503193.0
        },
        {
          "symbol": "SZSE.000823",
          "name": "超声电子",
          "theme": "AI算力链 / 光通信模块",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.810916179337248,
          "last": 27.91,
          "vwap": 27.06078226059696,
          "above_vwap": true,
          "amount": 1025476462.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.551896921975665,
          "last": 30.05,
          "vwap": 29.822447506561677,
          "above_vwap": true,
          "amount": 599932212.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.516339869281041,
          "last": 13.16,
          "vwap": 12.793976809592781,
          "above_vwap": true,
          "amount": 151936151.0
        },
        {
          "symbol": "SZSE.300503",
          "name": "昊志机电",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.933911159263273,
          "last": 98.7,
          "vwap": 98.91935164076594,
          "above_vwap": false,
          "amount": 1705260811.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.170598911070768,
          "last": 5.85,
          "vwap": 5.769169247349815,
          "above_vwap": true,
          "amount": 258016287.0
        },
        {
          "symbol": "SZSE.002526",
          "name": "山东矿机",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.46875,
          "last": 2.7,
          "vwap": 2.648492983573352,
          "above_vwap": true,
          "amount": 34519663.0
        },
        {
          "symbol": "SZSE.003021",
          "name": "兆威机电",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.449341728677748,
          "last": 92.11,
          "vwap": 92.40073262334722,
          "above_vwap": false,
          "amount": 179599304.0
        },
        {
          "symbol": "SZSE.002403",
          "name": "爱仕达",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.044843049327352,
          "last": 9.37,
          "vwap": 9.185494541845848,
          "above_vwap": true,
          "amount": 19437425.0
        },
        {
          "symbol": "SZSE.002472",
          "name": "双环传动",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.842206697181406,
          "last": 43.52,
          "vwap": 43.11293897385545,
          "above_vwap": true,
          "amount": 777184017.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-07-01T09:40:24",
  "signals": [
    {
      "event_id": "20260630:20260701:SZSE.300812:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300812:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300812",
      "name": "易天股份",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.43,
      "exec_low": 29.43,
      "exec_high": 30.31,
      "invalid_price": 28.55,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.99,
      "entry_zone_high": 29.87,
      "entry_risk_pct": null,
      "intraday_vwap": 29.1311,
      "price_vs_vwap_pct": -0.3471,
      "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": 0.1845,
        "prev_amount_yi": 0.2042,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9035,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 29.02,
            "high": 29.04,
            "low": 29.02,
            "close": 29.04,
            "amount_yi": 0.057
          },
          {
            "time": "09:39",
            "open": 28.86,
            "high": 28.91,
            "low": 28.86,
            "close": 28.91,
            "amount_yi": 0.0858
          },
          {
            "time": "09:40",
            "open": 29.03,
            "high": 29.03,
            "low": 29.03,
            "close": 29.03,
            "amount_yi": 0.0417
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.03,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 29.31,
        "open": 29.04,
        "high": 29.67,
        "low": 28.72,
        "bid1": 29.04,
        "ask1": 29.09,
        "bid_qty1": 1,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "side": "BUY",
      "priority": "P1",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 3.39,
      "exec_low": 3.39,
      "exec_high": 3.49,
      "invalid_price": 3.29,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 3.49,
      "max_chase_pct": 3.0,
      "base_exec_high": 3.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.34,
      "entry_zone_high": 3.44,
      "entry_risk_pct": null,
      "intraday_vwap": 3.5543,
      "price_vs_vwap_pct": 3.8179,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.69,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 3.35,
        "open": 3.3,
        "high": 3.69,
        "low": 3.26,
        "bid1": 3.69,
        "ask1": 0.0,
        "bid_qty1": 980728,
        "ask_qty1": 0
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.003015:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.003015:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.003015",
      "name": "日久光电",
      "side": "BUY",
      "priority": "P2",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.25,
      "exec_low": 13.25,
      "exec_high": 13.65,
      "invalid_price": 12.85,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 13.65,
      "max_chase_pct": 3.0,
      "base_exec_high": 13.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.05,
      "entry_zone_high": 13.45,
      "entry_risk_pct": null,
      "intraday_vwap": 12.9946,
      "price_vs_vwap_pct": 1.1189,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0873,
        "prev_amount_yi": 0.0665,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3128,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 13.12,
            "high": 13.13,
            "low": 13.12,
            "close": 13.13,
            "amount_yi": 0.0155
          },
          {
            "time": "09:39",
            "open": 13.1,
            "high": 13.13,
            "low": 13.1,
            "close": 13.13,
            "amount_yi": 0.0297
          },
          {
            "time": "09:40",
            "open": 13.14,
            "high": 13.14,
            "low": 13.14,
            "close": 13.14,
            "amount_yi": 0.0421
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.14,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 13.03,
        "open": 13.02,
        "high": 13.15,
        "low": 12.74,
        "bid1": 13.12,
        "ask1": 13.14,
        "bid_qty1": 12,
        "ask_qty1": 262
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688017:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688017:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 422.0,
      "exec_low": 422.0,
      "exec_high": 434.66,
      "invalid_price": 409.34,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 434.66,
      "max_chase_pct": 3.0,
      "base_exec_high": 434.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 415.67,
      "entry_zone_high": 428.33,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 3.2614,
        "prev_amount_yi": 3.6719,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8882,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 400.51,
            "high": 403.58,
            "low": 400.51,
            "close": 403.58,
            "amount_yi": 1.9131
          },
          {
            "time": "09:39",
            "open": 406.29,
            "high": 408.87,
            "low": 406.29,
            "close": 408.87,
            "amount_yi": 0.9417
          },
          {
            "time": "09:40",
            "open": 407.12,
            "high": 407.12,
            "low": 407.12,
            "close": 407.12,
            "amount_yi": 0.4066
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 407.12,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 417.86,
        "open": 406.0,
        "high": 415.86,
        "low": 400.28,
        "bid1": 407.11,
        "ask1": 407.12,
        "bid_qty1": 2,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000727:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000727:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000727",
      "name": "冠捷科技",
      "side": "BUY",
      "priority": "P4",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 2.74,
      "exec_low": 2.74,
      "exec_high": 2.82,
      "invalid_price": 2.66,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 2.82,
      "max_chase_pct": 3.0,
      "base_exec_high": 2.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.7,
      "entry_zone_high": 2.78,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6784,
      "price_vs_vwap_pct": -0.687,
      "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": 0.1998,
        "prev_amount_yi": 0.2453,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0326
          },
          {
            "time": "09:39",
            "open": 2.66,
            "high": 2.66,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.1239
          },
          {
            "time": "09:40",
            "open": 2.66,
            "high": 2.66,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.0433
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.66,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.73,
        "low": 2.65,
        "bid1": 2.65,
        "ask1": 2.66,
        "bid_qty1": 35398,
        "ask_qty1": 1030
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688165:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688165:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688165",
      "name": "埃夫特-U",
      "side": "BUY",
      "priority": "P5",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.46,
      "exec_low": 20.46,
      "exec_high": 21.07,
      "invalid_price": 19.85,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 21.07,
      "max_chase_pct": 3.0,
      "base_exec_high": 21.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.15,
      "entry_zone_high": 20.77,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2151,
        "prev_amount_yi": 0.5097,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.422,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 21.42,
            "high": 21.42,
            "low": 21.33,
            "close": 21.33,
            "amount_yi": 0.0712
          },
          {
            "time": "09:39",
            "open": 21.36,
            "high": 21.36,
            "low": 21.33,
            "close": 21.33,
            "amount_yi": 0.1172
          },
          {
            "time": "09:40",
            "open": 21.25,
            "high": 21.25,
            "low": 21.25,
            "close": 21.25,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.25,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 20.4,
        "open": 20.18,
        "high": 21.6,
        "low": 20.18,
        "bid1": 21.23,
        "ask1": 21.24,
        "bid_qty1": 430,
        "ask_qty1": 44
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301183:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.301183:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301183",
      "name": "东田微",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 268.9,
      "exec_low": 268.9,
      "exec_high": 276.97,
      "invalid_price": 260.83,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 276.97,
      "max_chase_pct": 3.0,
      "base_exec_high": 276.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 264.87,
      "entry_zone_high": 272.93,
      "entry_risk_pct": null,
      "intraday_vwap": 263.7837,
      "price_vs_vwap_pct": -1.0591,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5108,
        "prev_amount_yi": 0.5877,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8692,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 262.79,
            "high": 262.79,
            "low": 262.6,
            "close": 262.6,
            "amount_yi": 0.1567
          },
          {
            "time": "09:39",
            "open": 262.03,
            "high": 262.03,
            "low": 260.3,
            "close": 260.3,
            "amount_yi": 0.2516
          },
          {
            "time": "09:40",
            "open": 260.99,
            "high": 260.99,
            "low": 260.99,
            "close": 260.99,
            "amount_yi": 0.1025
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 260.99,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 264.87,
        "open": 262.0,
        "high": 266.23,
        "low": 260.0,
        "bid1": 261.0,
        "ask1": 261.01,
        "bid_qty1": 6,
        "ask_qty1": 25
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "BUY",
      "priority": "P7",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 120.5,
      "exec_low": 120.5,
      "exec_high": 124.12,
      "invalid_price": 116.88,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 124.12,
      "max_chase_pct": 3.0,
      "base_exec_high": 124.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 118.69,
      "entry_zone_high": 122.31,
      "entry_risk_pct": null,
      "intraday_vwap": 118.8845,
      "price_vs_vwap_pct": -0.9459,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 117.76,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 118.17,
        "open": 118.35,
        "high": 121.5,
        "low": 117.03,
        "bid1": 117.76,
        "ask1": 117.8,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688158:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688158:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688158",
      "name": "优刻得-W",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.57,
      "exec_low": 37.57,
      "exec_high": 38.7,
      "invalid_price": 36.44,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 算力概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.7,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.7,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.01,
      "entry_zone_high": 38.13,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1812,
        "prev_amount_yi": 0.3269,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 37.02,
            "high": 37.03,
            "low": 37.02,
            "close": 37.03,
            "amount_yi": 0.0838
          },
          {
            "time": "09:39",
            "open": 37.04,
            "high": 37.04,
            "low": 37.02,
            "close": 37.02,
            "amount_yi": 0.0646
          },
          {
            "time": "09:40",
            "open": 37.12,
            "high": 37.12,
            "low": 37.12,
            "close": 37.12,
            "amount_yi": 0.0328
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.12,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 36.76,
        "open": 36.95,
        "high": 37.5,
        "low": 36.4,
        "bid1": 37.13,
        "ask1": 37.2,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002845:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.002845:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002845",
      "name": "同兴达",
      "side": "BUY",
      "priority": "P9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 16.45,
      "exec_low": 16.45,
      "exec_high": 16.94,
      "invalid_price": 15.96,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "official_entry_blocked_structural_hotspot_non_hot_theme",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 16.94,
      "max_chase_pct": 3.0,
      "base_exec_high": 16.94,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.2,
      "entry_zone_high": 16.7,
      "entry_risk_pct": 2.9787,
      "intraday_vwap": 16.3683,
      "price_vs_vwap_pct": 0.4991,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2175,
        "prev_amount_yi": 0.1522,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 16.46,
            "high": 16.49,
            "low": 16.46,
            "close": 16.49,
            "amount_yi": 0.0775
          },
          {
            "time": "09:39",
            "open": 16.46,
            "high": 16.46,
            "low": 16.46,
            "close": 16.46,
            "amount_yi": 0.1215
          },
          {
            "time": "09:40",
            "open": 16.45,
            "high": 16.45,
            "low": 16.45,
            "close": 16.45,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.45,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 16.4,
        "open": 16.26,
        "high": 16.59,
        "low": 16.16,
        "bid1": 16.44,
        "ask1": 16.45,
        "bid_qty1": 290,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300566:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300566:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300566",
      "name": "激智科技",
      "side": "BUY",
      "priority": "P10",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.17,
      "exec_low": 37.17,
      "exec_high": 38.29,
      "invalid_price": 36.05,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.29,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.61,
      "entry_zone_high": 37.73,
      "entry_risk_pct": null,
      "intraday_vwap": 39.2042,
      "price_vs_vwap_pct": 3.2798,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.8274,
        "prev_amount_yi": 1.2398,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6674,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:38",
            "open": 40.6,
            "high": 40.78,
            "low": 40.6,
            "close": 40.78,
            "amount_yi": 0.417
          },
          {
            "time": "09:39",
            "open": 40.45,
            "high": 40.45,
            "low": 40.25,
            "close": 40.25,
            "amount_yi": 0.2887
          },
          {
            "time": "09:40",
            "open": 40.49,
            "high": 40.49,
            "low": 40.49,
            "close": 40.49,
            "amount_yi": 0.1217
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 133240.2,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.49,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 36.95,
        "open": 36.59,
        "high": 40.88,
        "low": 36.21,
        "bid1": 40.45,
        "ask1": 40.49,
        "bid_qty1": 1,
        "ask_qty1": 56
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "side": "BUY",
      "priority": "P11",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 69.58,
      "exec_low": 69.58,
      "exec_high": 71.67,
      "invalid_price": 67.49,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 71.67,
      "max_chase_pct": 3.0,
      "base_exec_high": 71.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.54,
      "entry_zone_high": 70.62,
      "entry_risk_pct": 3.6133,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.98,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 68.62,
        "open": 71.01,
        "high": 73.0,
        "low": 68.78,
        "bid1": 70.01,
        "ask1": 70.02,
        "bid_qty1": 2,
        "ask_qty1": 10
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "side": "BUY",
      "priority": "P12",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 56.11,
      "exec_low": 56.11,
      "exec_high": 57.79,
      "invalid_price": 54.43,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 57.79,
      "max_chase_pct": 3.0,
      "base_exec_high": 57.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.27,
      "entry_zone_high": 56.95,
      "entry_risk_pct": 3.7319,
      "intraday_vwap": 56.7493,
      "price_vs_vwap_pct": -0.3688,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.54,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 55.78,
        "open": 55.82,
        "high": 57.5,
        "low": 55.82,
        "bid1": 56.53,
        "ask1": 56.54,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300102:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300102:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300102",
      "name": "乾照光电",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.2,
      "exec_low": 26.2,
      "exec_high": 26.59,
      "invalid_price": 25.41,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.81,
      "entry_zone_high": 26.59,
      "entry_risk_pct": null,
      "intraday_vwap": 25.7238,
      "price_vs_vwap_pct": 0.0241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0195,
        "prev_amount_yi": 1.5446,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.66,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 25.56,
            "high": 25.62,
            "low": 25.56,
            "close": 25.62,
            "amount_yi": 0.31
          },
          {
            "time": "09:37",
            "open": 25.59,
            "high": 25.69,
            "low": 25.59,
            "close": 25.69,
            "amount_yi": 0.2526
          },
          {
            "time": "09:38",
            "open": 25.71,
            "high": 25.71,
            "low": 25.7,
            "close": 25.7,
            "amount_yi": 0.1688
          },
          {
            "time": "09:39",
            "open": 25.67,
            "high": 25.67,
            "low": 25.6,
            "close": 25.6,
            "amount_yi": 0.1886
          },
          {
            "time": "09:40",
            "open": 25.73,
            "high": 25.73,
            "low": 25.73,
            "close": 25.73,
            "amount_yi": 0.0995
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.73,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 26.04,
        "open": 26.0,
        "high": 26.0,
        "low": 25.52,
        "bid1": 25.73,
        "ask1": 25.74,
        "bid_qty1": 80,
        "ask_qty1": 97
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300241:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300241:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300241",
      "name": "瑞丰光电",
      "side": "BUY",
      "priority": "W1",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 7.25,
      "exec_low": 7.25,
      "exec_high": 7.36,
      "invalid_price": 7.03,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.14,
      "entry_zone_high": 7.36,
      "entry_risk_pct": null,
      "intraday_vwap": 7.2079,
      "price_vs_vwap_pct": 0.3066,
      "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": 0.3117,
        "prev_amount_yi": 0.4522,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6893,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 7.23,
            "high": 7.24,
            "low": 7.23,
            "close": 7.24,
            "amount_yi": 0.0768
          },
          {
            "time": "09:37",
            "open": 7.22,
            "high": 7.24,
            "low": 7.22,
            "close": 7.24,
            "amount_yi": 0.0643
          },
          {
            "time": "09:38",
            "open": 7.28,
            "high": 7.28,
            "low": 7.27,
            "close": 7.27,
            "amount_yi": 0.0812
          },
          {
            "time": "09:39",
            "open": 7.25,
            "high": 7.25,
            "low": 7.22,
            "close": 7.22,
            "amount_yi": 0.0689
          },
          {
            "time": "09:40",
            "open": 7.23,
            "high": 7.23,
            "low": 7.23,
            "close": 7.23,
            "amount_yi": 0.0205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.23,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 7.24,
        "open": 7.18,
        "high": 7.29,
        "low": 7.11,
        "bid1": 7.23,
        "ask1": 7.24,
        "bid_qty1": 144,
        "ask_qty1": 180
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300162:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300162:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300162",
      "name": "雷曼光电",
      "side": "BUY",
      "priority": "W2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.17,
      "exec_low": 14.17,
      "exec_high": 14.38,
      "invalid_price": 13.74,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.96,
      "entry_zone_high": 14.38,
      "entry_risk_pct": null,
      "intraday_vwap": 13.1271,
      "price_vs_vwap_pct": -1.6538,
      "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": 0.8163,
        "prev_amount_yi": 1.5551,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 13.0,
            "high": 13.04,
            "low": 13.0,
            "close": 13.04,
            "amount_yi": 0.1411
          },
          {
            "time": "09:37",
            "open": 13.03,
            "high": 13.17,
            "low": 13.03,
            "close": 13.17,
            "amount_yi": 0.2622
          },
          {
            "time": "09:38",
            "open": 13.2,
            "high": 13.2,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.1223
          },
          {
            "time": "09:39",
            "open": 13.03,
            "high": 13.03,
            "low": 12.91,
            "close": 12.91,
            "amount_yi": 0.1668
          },
          {
            "time": "09:40",
            "open": 12.91,
            "high": 12.91,
            "low": 12.91,
            "close": 12.91,
            "amount_yi": 0.1239
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.91,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 13.81,
        "open": 13.55,
        "high": 13.62,
        "low": 12.85,
        "bid1": 12.92,
        "ask1": 12.93,
        "bid_qty1": 5,
        "ask_qty1": 25
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000725:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000725:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.75,
      "exec_low": 8.75,
      "exec_high": 8.88,
      "invalid_price": 8.49,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.62,
      "entry_zone_high": 8.88,
      "entry_risk_pct": null,
      "intraday_vwap": 8.4231,
      "price_vs_vwap_pct": -0.5117,
      "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": 23.1824,
        "prev_amount_yi": 39.5539,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5861,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 8.51,
            "high": 8.51,
            "low": 8.48,
            "close": 8.48,
            "amount_yi": 6.3554
          },
          {
            "time": "09:37",
            "open": 8.45,
            "high": 8.47,
            "low": 8.45,
            "close": 8.47,
            "amount_yi": 3.7912
          },
          {
            "time": "09:38",
            "open": 8.49,
            "high": 8.51,
            "low": 8.49,
            "close": 8.51,
            "amount_yi": 3.4169
          },
          {
            "time": "09:39",
            "open": 8.41,
            "high": 8.41,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 7.2999
          },
          {
            "time": "09:40",
            "open": 8.38,
            "high": 8.38,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 2.319
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.38,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 8.68,
        "open": 8.49,
        "high": 8.52,
        "low": 8.31,
        "bid1": 8.38,
        "ask1": 8.4,
        "bid_qty1": 1678,
        "ask_qty1": 3368
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300263:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300263:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300263",
      "name": "隆华科技",
      "side": "BUY",
      "priority": "W4",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 16.35,
      "exec_low": 16.35,
      "exec_high": 16.6,
      "invalid_price": 15.86,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.1,
      "entry_zone_high": 16.6,
      "entry_risk_pct": null,
      "intraday_vwap": 16.4196,
      "price_vs_vwap_pct": -0.9111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.287,
        "prev_amount_yi": 1.8772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6856,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 16.61,
            "high": 16.61,
            "low": 16.6,
            "close": 16.6,
            "amount_yi": 0.3875
          },
          {
            "time": "09:37",
            "open": 16.52,
            "high": 16.52,
            "low": 16.45,
            "close": 16.45,
            "amount_yi": 0.316
          },
          {
            "time": "09:38",
            "open": 16.49,
            "high": 16.51,
            "low": 16.49,
            "close": 16.51,
            "amount_yi": 0.2324
          },
          {
            "time": "09:39",
            "open": 16.4,
            "high": 16.4,
            "low": 16.39,
            "close": 16.39,
            "amount_yi": 0.2355
          },
          {
            "time": "09:40",
            "open": 16.27,
            "high": 16.27,
            "low": 16.27,
            "close": 16.27,
            "amount_yi": 0.1156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.27,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 16.3,
        "open": 16.05,
        "high": 16.73,
        "low": 15.93,
        "bid1": 16.27,
        "ask1": 16.3,
        "bid_qty1": 8,
        "ask_qty1": 770
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688378:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688378:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688378",
      "name": "奥来德",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 62.0,
      "exec_low": 62.0,
      "exec_high": 62.93,
      "invalid_price": 60.14,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 63.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 62.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 61.07,
      "entry_zone_high": 62.93,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5377,
        "prev_amount_yi": 0.55,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9776,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 61.2,
            "high": 61.66,
            "low": 61.2,
            "close": 61.66,
            "amount_yi": 0.0921
          },
          {
            "time": "09:37",
            "open": 61.72,
            "high": 61.72,
            "low": 61.39,
            "close": 61.39,
            "amount_yi": 0.1585
          },
          {
            "time": "09:38",
            "open": 61.33,
            "high": 61.33,
            "low": 61.3,
            "close": 61.3,
            "amount_yi": 0.0719
          },
          {
            "time": "09:39",
            "open": 60.82,
            "high": 60.82,
            "low": 60.53,
            "close": 60.53,
            "amount_yi": 0.134
          },
          {
            "time": "09:40",
            "open": 60.35,
            "high": 60.35,
            "low": 60.35,
            "close": 60.35,
            "amount_yi": 0.0812
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 60.35,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 62.0,
        "open": 62.01,
        "high": 62.89,
        "low": 60.3,
        "bid1": 60.35,
        "ask1": 60.38,
        "bid_qty1": 196,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300115:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300115:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300115",
      "name": "长盈精密",
      "side": "BUY",
      "priority": "W6",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.14,
      "exec_low": 28.14,
      "exec_high": 28.56,
      "invalid_price": 27.3,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.72,
      "entry_zone_high": 28.56,
      "entry_risk_pct": null,
      "intraday_vwap": 29.8224,
      "price_vs_vwap_pct": 0.7632,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8128,
        "prev_amount_yi": 3.3327,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5439,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 29.73,
            "high": 29.75,
            "low": 29.73,
            "close": 29.75,
            "amount_yi": 0.4686
          },
          {
            "time": "09:37",
            "open": 29.67,
            "high": 29.81,
            "low": 29.67,
            "close": 29.81,
            "amount_yi": 0.3242
          },
          {
            "time": "09:38",
            "open": 29.74,
            "high": 29.88,
            "low": 29.74,
            "close": 29.88,
            "amount_yi": 0.4153
          },
          {
            "time": "09:39",
            "open": 30.06,
            "high": 30.13,
            "low": 30.06,
            "close": 30.13,
            "amount_yi": 0.4408
          },
          {
            "time": "09:40",
            "open": 30.05,
            "high": 30.05,
            "low": 30.05,
            "close": 30.05,
            "amount_yi": 0.1639
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.05,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 27.94,
        "open": 27.96,
        "high": 30.35,
        "low": 27.96,
        "bid1": 30.04,
        "ask1": 30.07,
        "bid_qty1": 34,
        "ask_qty1": 8
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300331:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300331:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300331",
      "name": "苏大维格",
      "side": "BUY",
      "priority": "W7",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 71.88,
      "exec_low": 71.88,
      "exec_high": 72.96,
      "invalid_price": 69.72,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 74.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 72.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 70.8,
      "entry_zone_high": 72.96,
      "entry_risk_pct": null,
      "intraday_vwap": 73.7896,
      "price_vs_vwap_pct": 0.7052,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2654,
        "prev_amount_yi": 1.2967,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9759,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 73.74,
            "high": 74.4,
            "low": 73.74,
            "close": 74.4,
            "amount_yi": 0.2425
          },
          {
            "time": "09:37",
            "open": 75.13,
            "high": 75.13,
            "low": 74.65,
            "close": 74.65,
            "amount_yi": 0.5277
          },
          {
            "time": "09:38",
            "open": 74.97,
            "high": 74.97,
            "low": 74.86,
            "close": 74.86,
            "amount_yi": 0.2029
          },
          {
            "time": "09:39",
            "open": 74.57,
            "high": 74.57,
            "low": 74.43,
            "close": 74.43,
            "amount_yi": 0.2199
          },
          {
            "time": "09:40",
            "open": 74.31,
            "high": 74.31,
            "low": 74.31,
            "close": 74.31,
            "amount_yi": 0.0724
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.31,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 71.11,
        "open": 71.48,
        "high": 75.18,
        "low": 70.44,
        "bid1": 74.31,
        "ask1": 74.39,
        "bid_qty1": 172,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688322",
      "name": "奥比中光-W",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 132.88,
      "exec_low": 132.88,
      "exec_high": 134.87,
      "invalid_price": 128.89,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 136.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 134.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 130.89,
      "entry_zone_high": 134.87,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1051,
        "prev_amount_yi": 2.8034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 132.0,
            "high": 132.0,
            "low": 131.66,
            "close": 131.66,
            "amount_yi": 0.5037
          },
          {
            "time": "09:37",
            "open": 130.2,
            "high": 130.77,
            "low": 130.2,
            "close": 130.77,
            "amount_yi": 0.6014
          },
          {
            "time": "09:38",
            "open": 130.2,
            "high": 130.2,
            "low": 129.81,
            "close": 129.81,
            "amount_yi": 0.4155
          },
          {
            "time": "09:39",
            "open": 130.28,
            "high": 130.28,
            "low": 129.66,
            "close": 129.66,
            "amount_yi": 0.3828
          },
          {
            "time": "09:40",
            "open": 130.4,
            "high": 130.4,
            "low": 130.4,
            "close": 130.4,
            "amount_yi": 0.2017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 130.4,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 130.55,
        "open": 132.5,
        "high": 135.98,
        "low": 129.3,
        "bid1": 130.4,
        "ask1": 130.53,
        "bid_qty1": 6,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603667:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.603667:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.603667",
      "name": "五洲新春",
      "side": "BUY",
      "priority": "W9",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 65.68,
      "exec_low": 65.68,
      "exec_high": 66.67,
      "invalid_price": 63.71,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 67.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 64.69,
      "entry_zone_high": 66.67,
      "entry_risk_pct": null,
      "intraday_vwap": 66.3727,
      "price_vs_vwap_pct": 1.1862,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4258,
        "prev_amount_yi": 2.0429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 66.34,
            "high": 66.34,
            "low": 66.15,
            "close": 66.15,
            "amount_yi": 0.3012
          },
          {
            "time": "09:37",
            "open": 66.21,
            "high": 66.21,
            "low": 66.01,
            "close": 66.01,
            "amount_yi": 0.3074
          },
          {
            "time": "09:38",
            "open": 65.9,
            "high": 66.24,
            "low": 65.9,
            "close": 66.24,
            "amount_yi": 0.2253
          },
          {
            "time": "09:39",
            "open": 66.75,
            "high": 66.96,
            "low": 66.75,
            "close": 66.96,
            "amount_yi": 0.3773
          },
          {
            "time": "09:40",
            "open": 67.16,
            "high": 67.16,
            "low": 67.16,
            "close": 67.16,
            "amount_yi": 0.2146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.16,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 65.52,
        "open": 65.46,
        "high": 67.26,
        "low": 64.8,
        "bid1": 67.11,
        "ask1": 67.2,
        "bid_qty1": 3,
        "ask_qty1": 32
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688609:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688609:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688609",
      "name": "九联科技",
      "side": "BUY",
      "priority": "W10",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 11.09,
      "exec_low": 11.09,
      "exec_high": 11.26,
      "invalid_price": 10.76,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.92,
      "entry_zone_high": 11.26,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0945,
        "prev_amount_yi": 0.1281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 11.04,
            "high": 11.04,
            "low": 10.99,
            "close": 10.99,
            "amount_yi": 0.0158
          },
          {
            "time": "09:37",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0184
          },
          {
            "time": "09:38",
            "open": 10.96,
            "high": 10.96,
            "low": 10.94,
            "close": 10.94,
            "amount_yi": 0.0202
          },
          {
            "time": "09:39",
            "open": 10.97,
            "high": 11.04,
            "low": 10.97,
            "close": 11.04,
            "amount_yi": 0.0379
          },
          {
            "time": "09:40",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.06,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 11.01,
        "open": 10.97,
        "high": 11.11,
        "low": 10.89,
        "bid1": 11.06,
        "ask1": 11.08,
        "bid_qty1": 29,
        "ask_qty1": 63
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002281:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.002281:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002281",
      "name": "光迅科技",
      "side": "BUY",
      "priority": "W11",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 259.0,
      "exec_low": 259.0,
      "exec_high": 262.88,
      "invalid_price": 251.23,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 266.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 262.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 255.12,
      "entry_zone_high": 262.88,
      "entry_risk_pct": null,
      "intraday_vwap": 261.0074,
      "price_vs_vwap_pct": -1.0564,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.4823,
        "prev_amount_yi": 9.2655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8075,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:36",
            "open": 263.5,
            "high": 263.5,
            "low": 262.4,
            "close": 262.4,
            "amount_yi": 1.4921
          },
          {
            "time": "09:37",
            "open": 261.22,
            "high": 261.22,
            "low": 260.56,
            "close": 260.56,
            "amount_yi": 1.93
          },
          {
            "time": "09:38",
            "open": 260.99,
            "high": 260.99,
            "low": 260.98,
            "close": 260.98,
            "amount_yi": 1.8621
          },
          {
            "time": "09:39",
            "open": 260.03,
            "high": 260.03,
            "low": 258.4,
            "close": 258.4,
            "amount_yi": 1.2127
          },
          {
            "time": "09:40",
            "open": 258.25,
            "high": 258.25,
            "low": 258.25,
            "close": 258.25,
            "amount_yi": 0.9854
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 258.25,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 256.94,
        "open": 258.0,
        "high": 264.88,
        "low": 256.95,
        "bid1": 258.25,
        "ask1": 258.28,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300269:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.300269:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300269",
      "name": "联建光电",
      "side": "BUY",
      "priority": "W12",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "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": 5.7692,
      "price_vs_vwap_pct": 1.4005,
      "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": 0.7297,
        "prev_amount_yi": 1.2,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6081,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 5.76,
            "high": 5.78,
            "low": 5.76,
            "close": 5.78,
            "amount_yi": 0.1438
          },
          {
            "time": "09:37",
            "open": 5.78,
            "high": 5.78,
            "low": 5.75,
            "close": 5.75,
            "amount_yi": 0.1593
          },
          {
            "time": "09:38",
            "open": 5.83,
            "high": 5.85,
            "low": 5.83,
            "close": 5.85,
            "amount_yi": 0.1266
          },
          {
            "time": "09:39",
            "open": 5.89,
            "high": 5.9,
            "low": 5.89,
            "close": 5.9,
            "amount_yi": 0.1553
          },
          {
            "time": "09:40",
            "open": 5.85,
            "high": 5.85,
            "low": 5.85,
            "close": 5.85,
            "amount_yi": 0.1447
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.85,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 5.51,
        "open": 5.88,
        "high": 5.92,
        "low": 5.6,
        "bid1": 5.85,
        "ask1": 5.86,
        "bid_qty1": 6,
        "ask_qty1": 618
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300545:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.300545:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300545",
      "name": "联得装备",
      "side": "BUY",
      "priority": "W13",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "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": 45.9955,
      "price_vs_vwap_pct": -3.5558,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1657,
        "prev_amount_yi": 2.4115,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4834,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 45.21,
            "high": 45.21,
            "low": 45.19,
            "close": 45.19,
            "amount_yi": 0.2366
          },
          {
            "time": "09:37",
            "open": 45.15,
            "high": 45.15,
            "low": 45.11,
            "close": 45.11,
            "amount_yi": 0.1994
          },
          {
            "time": "09:38",
            "open": 45.11,
            "high": 45.11,
            "low": 44.98,
            "close": 44.98,
            "amount_yi": 0.1566
          },
          {
            "time": "09:39",
            "open": 44.59,
            "high": 44.59,
            "low": 44.4,
            "close": 44.4,
            "amount_yi": 0.4054
          },
          {
            "time": "09:40",
            "open": 44.36,
            "high": 44.36,
            "low": 44.36,
            "close": 44.36,
            "amount_yi": 0.1677
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.36,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 46.2,
        "open": 47.54,
        "high": 48.2,
        "low": 44.25,
        "bid1": 44.28,
        "ask1": 44.36,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002587:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002587:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002587",
      "name": "奥拓电子",
      "side": "BUY",
      "priority": "W14",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "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": 7.6797,
      "price_vs_vwap_pct": -0.6472,
      "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": 0.5281,
        "prev_amount_yi": 0.9367,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 7.6,
            "high": 7.63,
            "low": 7.6,
            "close": 7.63,
            "amount_yi": 0.1281
          },
          {
            "time": "09:37",
            "open": 7.62,
            "high": 7.65,
            "low": 7.62,
            "close": 7.65,
            "amount_yi": 0.1043
          },
          {
            "time": "09:38",
            "open": 7.62,
            "high": 7.62,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0972
          },
          {
            "time": "09:39",
            "open": 7.6,
            "high": 7.6,
            "low": 7.59,
            "close": 7.59,
            "amount_yi": 0.117
          },
          {
            "time": "09:40",
            "open": 7.63,
            "high": 7.63,
            "low": 7.63,
            "close": 7.63,
            "amount_yi": 0.0815
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.63,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 7.81,
        "open": 7.76,
        "high": 7.88,
        "low": 7.57,
        "bid1": 7.62,
        "ask1": 7.63,
        "bid_qty1": 1159,
        "ask_qty1": 335
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000100:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.000100:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000100",
      "name": "TCL科技",
      "side": "BUY",
      "priority": "W15",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "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": 5.9789,
      "price_vs_vwap_pct": 0.8547,
      "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": 15.3962,
        "prev_amount_yi": 18.1315,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 6.02,
            "high": 6.02,
            "low": 6.02,
            "close": 6.02,
            "amount_yi": 3.8182
          },
          {
            "time": "09:37",
            "open": 6.03,
            "high": 6.06,
            "low": 6.03,
            "close": 6.06,
            "amount_yi": 3.6654
          },
          {
            "time": "09:38",
            "open": 6.05,
            "high": 6.06,
            "low": 6.05,
            "close": 6.06,
            "amount_yi": 3.1733
          },
          {
            "time": "09:39",
            "open": 6.07,
            "high": 6.07,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 3.4444
          },
          {
            "time": "09:40",
            "open": 6.03,
            "high": 6.03,
            "low": 6.03,
            "close": 6.03,
            "amount_yi": 1.2949
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.03,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 5.82,
        "open": 5.98,
        "high": 6.09,
        "low": 5.86,
        "bid1": 6.03,
        "ask1": 6.04,
        "bid_qty1": 746,
        "ask_qty1": 4953
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301589:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301589:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301589",
      "name": "诺瓦星云",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 150.9,
      "exec_low": 150.9,
      "exec_high": 153.16,
      "invalid_price": 146.37,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 155.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 153.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 148.64,
      "entry_zone_high": 153.16,
      "entry_risk_pct": null,
      "intraday_vwap": 146.8901,
      "price_vs_vwap_pct": 0.6875,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0623,
        "prev_amount_yi": 0.1173,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5311,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 146.74,
            "high": 147.08,
            "low": 146.74,
            "close": 147.08,
            "amount_yi": 0.0123
          },
          {
            "time": "09:37",
            "open": 146.95,
            "high": 147.05,
            "low": 146.95,
            "close": 147.05,
            "amount_yi": 0.0146
          },
          {
            "time": "09:38",
            "open": 147.71,
            "high": 148.01,
            "low": 147.71,
            "close": 148.01,
            "amount_yi": 0.0117
          },
          {
            "time": "09:39",
            "open": 147.98,
            "high": 148.12,
            "low": 147.98,
            "close": 148.12,
            "amount_yi": 0.0127
          },
          {
            "time": "09:40",
            "open": 147.9,
            "high": 147.9,
            "low": 147.9,
            "close": 147.9,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 147.9,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 148.98,
        "open": 147.0,
        "high": 148.35,
        "low": 145.01,
        "bid1": 147.89,
        "ask1": 148.29,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002983:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002983:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002983",
      "name": "芯瑞达",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 27.79,
      "exec_low": 27.79,
      "exec_high": 28.21,
      "invalid_price": 26.96,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.37,
      "entry_zone_high": 28.21,
      "entry_risk_pct": null,
      "intraday_vwap": 27.1548,
      "price_vs_vwap_pct": 0.2769,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0901,
        "prev_amount_yi": 0.1757,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5128,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 27.2,
            "high": 27.31,
            "low": 27.2,
            "close": 27.31,
            "amount_yi": 0.0261
          },
          {
            "time": "09:37",
            "open": 27.25,
            "high": 27.31,
            "low": 27.25,
            "close": 27.31,
            "amount_yi": 0.021
          },
          {
            "time": "09:38",
            "open": 27.34,
            "high": 27.34,
            "low": 27.31,
            "close": 27.31,
            "amount_yi": 0.015
          },
          {
            "time": "09:39",
            "open": 27.38,
            "high": 27.38,
            "low": 27.33,
            "close": 27.33,
            "amount_yi": 0.0171
          },
          {
            "time": "09:40",
            "open": 27.23,
            "high": 27.23,
            "low": 27.23,
            "close": 27.23,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.23,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 27.68,
        "open": 27.26,
        "high": 27.46,
        "low": 26.82,
        "bid1": 27.22,
        "ask1": 27.23,
        "bid_qty1": 7,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.600060:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.600060:VWAP_RECLAIM",
      "symbol": "SHSE.600060",
      "name": "海信视像",
      "side": "BUY",
      "priority": "W18",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 28.6,
      "exec_low": 29.03,
      "exec_high": 29.03,
      "invalid_price": 27.74,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.17,
      "entry_zone_high": 29.03,
      "entry_risk_pct": null,
      "intraday_vwap": 27.3925,
      "price_vs_vwap_pct": -0.4837,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1417,
        "prev_amount_yi": 0.2308,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 27.3,
            "high": 27.3,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.029
          },
          {
            "time": "09:37",
            "open": 27.26,
            "high": 27.26,
            "low": 27.21,
            "close": 27.21,
            "amount_yi": 0.0426
          },
          {
            "time": "09:38",
            "open": 27.21,
            "high": 27.25,
            "low": 27.21,
            "close": 27.25,
            "amount_yi": 0.0362
          },
          {
            "time": "09:39",
            "open": 27.29,
            "high": 27.31,
            "low": 27.29,
            "close": 27.31,
            "amount_yi": 0.0239
          },
          {
            "time": "09:40",
            "open": 27.26,
            "high": 27.26,
            "low": 27.26,
            "close": 27.26,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.26,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 27.87,
        "open": 27.87,
        "high": 27.87,
        "low": 27.08,
        "bid1": 27.25,
        "ask1": 27.27,
        "bid_qty1": 21,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300389:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300389:VWAP_RECLAIM",
      "symbol": "SZSE.300389",
      "name": "艾比森",
      "side": "BUY",
      "priority": "W19",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.86,
      "exec_low": 13.05,
      "exec_high": 13.05,
      "invalid_price": 12.47,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.67,
      "entry_zone_high": 13.05,
      "entry_risk_pct": null,
      "intraday_vwap": 12.7103,
      "price_vs_vwap_pct": 0.7844,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0233,
        "prev_amount_yi": 0.0655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3557,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 12.72,
            "high": 12.74,
            "low": 12.72,
            "close": 12.74,
            "amount_yi": 0.0037
          },
          {
            "time": "09:37",
            "open": 12.73,
            "high": 12.73,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.007
          },
          {
            "time": "09:38",
            "open": 12.77,
            "high": 12.77,
            "low": 12.76,
            "close": 12.76,
            "amount_yi": 0.0073
          },
          {
            "time": "09:39",
            "open": 12.76,
            "high": 12.78,
            "low": 12.76,
            "close": 12.78,
            "amount_yi": 0.0035
          },
          {
            "time": "09:40",
            "open": 12.81,
            "high": 12.81,
            "low": 12.81,
            "close": 12.81,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.81,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 12.82,
        "open": 12.83,
        "high": 12.9,
        "low": 12.62,
        "bid1": 12.81,
        "ask1": 12.83,
        "bid_qty1": 51,
        "ask_qty1": 35
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000810:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000810:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000810",
      "name": "创维数字",
      "side": "BUY",
      "priority": "W20",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.39,
      "exec_low": 13.39,
      "exec_high": 13.59,
      "invalid_price": 12.99,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.19,
      "entry_zone_high": 13.59,
      "entry_risk_pct": null,
      "intraday_vwap": 13.1522,
      "price_vs_vwap_pct": 0.9717,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1856,
        "prev_amount_yi": 0.3502,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.53,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 13.07,
            "high": 13.08,
            "low": 13.07,
            "close": 13.08,
            "amount_yi": 0.0471
          },
          {
            "time": "09:37",
            "open": 13.1,
            "high": 13.12,
            "low": 13.1,
            "close": 13.12,
            "amount_yi": 0.0335
          },
          {
            "time": "09:38",
            "open": 13.13,
            "high": 13.25,
            "low": 13.13,
            "close": 13.25,
            "amount_yi": 0.0359
          },
          {
            "time": "09:39",
            "open": 13.27,
            "high": 13.27,
            "low": 13.27,
            "close": 13.27,
            "amount_yi": 0.0531
          },
          {
            "time": "09:40",
            "open": 13.28,
            "high": 13.28,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.28,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 13.25,
        "open": 13.26,
        "high": 13.29,
        "low": 13.04,
        "bid1": 13.27,
        "ask1": 13.28,
        "bid_qty1": 6,
        "ask_qty1": 253
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300219:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300219:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300219",
      "name": "鸿利智汇",
      "side": "BUY",
      "priority": "W21",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.53,
      "exec_low": 10.53,
      "exec_high": 10.69,
      "invalid_price": 10.21,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.37,
      "entry_zone_high": 10.69,
      "entry_risk_pct": null,
      "intraday_vwap": 10.0291,
      "price_vs_vwap_pct": -1.1875,
      "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": 0.7218,
        "prev_amount_yi": 1.0834,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 10.01,
            "high": 10.08,
            "low": 10.01,
            "close": 10.08,
            "amount_yi": 0.1657
          },
          {
            "time": "09:37",
            "open": 10.01,
            "high": 10.01,
            "low": 10.0,
            "close": 10.0,
            "amount_yi": 0.1494
          },
          {
            "time": "09:38",
            "open": 10.04,
            "high": 10.04,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.0703
          },
          {
            "time": "09:39",
            "open": 9.96,
            "high": 9.96,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.2263
          },
          {
            "time": "09:40",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.1101
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.91,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 10.43,
        "open": 10.16,
        "high": 10.22,
        "low": 9.9,
        "bid1": 9.91,
        "ask1": 9.92,
        "bid_qty1": 105,
        "ask_qty1": 339
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605218:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.605218:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.605218",
      "name": "伟时电子",
      "side": "BUY",
      "priority": "W22",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 16.66,
      "exec_low": 16.66,
      "exec_high": 16.91,
      "invalid_price": 16.16,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.41,
      "entry_zone_high": 16.91,
      "entry_risk_pct": null,
      "intraday_vwap": 16.6208,
      "price_vs_vwap_pct": 1.9807,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0665,
        "prev_amount_yi": 0.0416,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5986,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 16.67,
            "high": 16.79,
            "low": 16.67,
            "close": 16.79,
            "amount_yi": 0.0256
          },
          {
            "time": "09:37",
            "open": 16.8,
            "high": 16.8,
            "low": 16.68,
            "close": 16.68,
            "amount_yi": 0.0103
          },
          {
            "time": "09:38",
            "open": 16.67,
            "high": 16.74,
            "low": 16.67,
            "close": 16.74,
            "amount_yi": 0.0035
          },
          {
            "time": "09:39",
            "open": 16.85,
            "high": 16.88,
            "low": 16.85,
            "close": 16.88,
            "amount_yi": 0.0177
          },
          {
            "time": "09:40",
            "open": 16.95,
            "high": 16.95,
            "low": 16.95,
            "close": 16.95,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.95,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 16.53,
        "open": 16.44,
        "high": 16.96,
        "low": 16.38,
        "bid1": 16.92,
        "ask1": 16.95,
        "bid_qty1": 104,
        "ask_qty1": 42
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002449:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002449:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002449",
      "name": "国星光电",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.8,
      "exec_low": 7.8,
      "exec_high": 7.92,
      "invalid_price": 7.57,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.68,
      "entry_zone_high": 7.92,
      "entry_risk_pct": null,
      "intraday_vwap": 7.6374,
      "price_vs_vwap_pct": 0.4268,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0743,
        "prev_amount_yi": 0.1723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4312,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 7.6,
            "high": 7.62,
            "low": 7.6,
            "close": 7.62,
            "amount_yi": 0.022
          },
          {
            "time": "09:37",
            "open": 7.62,
            "high": 7.63,
            "low": 7.62,
            "close": 7.63,
            "amount_yi": 0.0164
          },
          {
            "time": "09:38",
            "open": 7.65,
            "high": 7.65,
            "low": 7.65,
            "close": 7.65,
            "amount_yi": 0.0081
          },
          {
            "time": "09:39",
            "open": 7.63,
            "high": 7.63,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0146
          },
          {
            "time": "09:40",
            "open": 7.67,
            "high": 7.67,
            "low": 7.67,
            "close": 7.67,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.67,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 7.75,
        "open": 7.73,
        "high": 7.75,
        "low": 7.58,
        "bid1": 7.65,
        "ask1": 7.67,
        "bid_qty1": 132,
        "ask_qty1": 66
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300232:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300232:VWAP_RECLAIM",
      "symbol": "SZSE.300232",
      "name": "洲明科技",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.79,
      "exec_low": 5.88,
      "exec_high": 5.88,
      "invalid_price": 5.62,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.7,
      "entry_zone_high": 5.88,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6736,
      "price_vs_vwap_pct": -0.5922,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0474,
        "prev_amount_yi": 0.1246,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0095
          },
          {
            "time": "09:37",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.012
          },
          {
            "time": "09:38",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0137
          },
          {
            "time": "09:39",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0074
          },
          {
            "time": "09:40",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.64,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 5.73,
        "open": 5.75,
        "high": 5.75,
        "low": 5.62,
        "bid1": 5.64,
        "ask1": 5.65,
        "bid_qty1": 1406,
        "ask_qty1": 805
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002008:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002008:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002008",
      "name": "大族激光",
      "side": "BUY",
      "priority": "W25",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 155.32,
      "exec_low": 155.32,
      "exec_high": 157.65,
      "invalid_price": 150.66,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 159.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 157.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 152.99,
      "entry_zone_high": 157.65,
      "entry_risk_pct": null,
      "intraday_vwap": 147.3404,
      "price_vs_vwap_pct": -1.2151,
      "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": 5.4999,
        "prev_amount_yi": 7.196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7643,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 148.42,
            "high": 148.42,
            "low": 147.4,
            "close": 147.4,
            "amount_yi": 1.0992
          },
          {
            "time": "09:37",
            "open": 147.42,
            "high": 147.42,
            "low": 147.07,
            "close": 147.07,
            "amount_yi": 1.0923
          },
          {
            "time": "09:38",
            "open": 146.96,
            "high": 147.77,
            "low": 146.96,
            "close": 147.77,
            "amount_yi": 1.1471
          },
          {
            "time": "09:39",
            "open": 146.39,
            "high": 146.5,
            "low": 146.39,
            "close": 146.5,
            "amount_yi": 1.1596
          },
          {
            "time": "09:40",
            "open": 145.55,
            "high": 145.55,
            "low": 145.55,
            "close": 145.55,
            "amount_yi": 1.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 145.55,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 150.11,
        "open": 149.0,
        "high": 149.33,
        "low": 145.18,
        "bid1": 145.55,
        "ask1": 145.68,
        "bid_qty1": 1,
        "ask_qty1": 269
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300296:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300296:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300296",
      "name": "利亚德",
      "side": "BUY",
      "priority": "W26",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.68,
      "exec_low": 5.68,
      "exec_high": 5.77,
      "invalid_price": 5.51,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.59,
      "entry_zone_high": 5.77,
      "entry_risk_pct": null,
      "intraday_vwap": 5.4816,
      "price_vs_vwap_pct": -0.2116,
      "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": 0.2584,
        "prev_amount_yi": 0.7285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 5.46,
            "high": 5.47,
            "low": 5.46,
            "close": 5.47,
            "amount_yi": 0.0832
          },
          {
            "time": "09:37",
            "open": 5.46,
            "high": 5.48,
            "low": 5.46,
            "close": 5.48,
            "amount_yi": 0.052
          },
          {
            "time": "09:38",
            "open": 5.48,
            "high": 5.48,
            "low": 5.48,
            "close": 5.48,
            "amount_yi": 0.0361
          },
          {
            "time": "09:39",
            "open": 5.46,
            "high": 5.46,
            "low": 5.45,
            "close": 5.45,
            "amount_yi": 0.0578
          },
          {
            "time": "09:40",
            "open": 5.47,
            "high": 5.47,
            "low": 5.47,
            "close": 5.47,
            "amount_yi": 0.0293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.47,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 5.6,
        "open": 5.55,
        "high": 5.56,
        "low": 5.44,
        "bid1": 5.47,
        "ask1": 5.48,
        "bid_qty1": 1457,
        "ask_qty1": 676
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000050:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.000050:VWAP_RECLAIM",
      "symbol": "SZSE.000050",
      "name": "深天马Ａ",
      "side": "BUY",
      "priority": "W27",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.41,
      "exec_low": 10.57,
      "exec_high": 10.57,
      "invalid_price": 10.1,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.25,
      "entry_zone_high": 10.57,
      "entry_risk_pct": null,
      "intraday_vwap": 9.6844,
      "price_vs_vwap_pct": -0.4585,
      "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": 0.437,
        "prev_amount_yi": 0.6295,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 9.68,
            "high": 9.68,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0737
          },
          {
            "time": "09:37",
            "open": 9.63,
            "high": 9.67,
            "low": 9.63,
            "close": 9.67,
            "amount_yi": 0.1039
          },
          {
            "time": "09:38",
            "open": 9.69,
            "high": 9.69,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.086
          },
          {
            "time": "09:39",
            "open": 9.64,
            "high": 9.64,
            "low": 9.61,
            "close": 9.61,
            "amount_yi": 0.1205
          },
          {
            "time": "09:40",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0529
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.64,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 9.91,
        "open": 9.9,
        "high": 9.94,
        "low": 9.54,
        "bid1": 9.64,
        "ask1": 9.65,
        "bid_qty1": 11,
        "ask_qty1": 121
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300939:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300939:VWAP_RECLAIM",
      "symbol": "SZSE.300939",
      "name": "秋田微",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 69.65,
      "exec_low": 70.69,
      "exec_high": 70.69,
      "invalid_price": 67.56,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 71.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 70.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.61,
      "entry_zone_high": 70.69,
      "entry_risk_pct": null,
      "intraday_vwap": 68.5684,
      "price_vs_vwap_pct": -0.0123,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2204,
        "prev_amount_yi": 0.2142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0289,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 68.77,
            "high": 68.78,
            "low": 68.77,
            "close": 68.78,
            "amount_yi": 0.0412
          },
          {
            "time": "09:37",
            "open": 69.2,
            "high": 69.39,
            "low": 69.2,
            "close": 69.39,
            "amount_yi": 0.0611
          },
          {
            "time": "09:38",
            "open": 69.55,
            "high": 69.81,
            "low": 69.55,
            "close": 69.81,
            "amount_yi": 0.053
          },
          {
            "time": "09:39",
            "open": 69.33,
            "high": 69.33,
            "low": 68.88,
            "close": 68.88,
            "amount_yi": 0.0466
          },
          {
            "time": "09:40",
            "open": 68.56,
            "high": 68.56,
            "low": 68.56,
            "close": 68.56,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 68.56,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 69.2,
        "open": 68.65,
        "high": 69.89,
        "low": 67.5,
        "bid1": 68.5,
        "ask1": 68.61,
        "bid_qty1": 27,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002217:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002217:VWAP_RECLAIM",
      "symbol": "SZSE.002217",
      "name": "ST合力泰",
      "side": "BUY",
      "priority": "W29",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 1.86,
      "exec_low": 1.89,
      "exec_high": 1.89,
      "invalid_price": 1.8,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 1.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 1.83,
      "entry_zone_high": 1.89,
      "entry_risk_pct": null,
      "intraday_vwap": 1.77,
      "price_vs_vwap_pct": 0.0,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0546,
        "prev_amount_yi": 0.0902,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0171
          },
          {
            "time": "09:37",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.015
          },
          {
            "time": "09:38",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0126
          },
          {
            "time": "09:39",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0084
          },
          {
            "time": "09:40",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1.77,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 1.86,
        "open": 1.77,
        "high": 1.77,
        "low": 1.77,
        "bid1": 0.0,
        "ask1": 1.77,
        "bid_qty1": 0,
        "ask_qty1": 3871100
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603773:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603773:VWAP_RECLAIM",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W30",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 173.57,
      "exec_low": 176.17,
      "exec_high": 176.17,
      "invalid_price": 168.36,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 178.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 176.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 170.97,
      "entry_zone_high": 176.17,
      "entry_risk_pct": null,
      "intraday_vwap": 155.9339,
      "price_vs_vwap_pct": -1.1119,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.8464,
        "prev_amount_yi": 6.52,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7433,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 155.66,
            "high": 155.66,
            "low": 155.0,
            "close": 155.0,
            "amount_yi": 0.9203
          },
          {
            "time": "09:37",
            "open": 153.6,
            "high": 153.81,
            "low": 153.6,
            "close": 153.81,
            "amount_yi": 2.0262
          },
          {
            "time": "09:38",
            "open": 154.69,
            "high": 155.59,
            "low": 154.69,
            "close": 155.59,
            "amount_yi": 1.1339
          },
          {
            "time": "09:39",
            "open": 155.85,
            "high": 155.85,
            "low": 154.96,
            "close": 154.96,
            "amount_yi": 0.5536
          },
          {
            "time": "09:40",
            "open": 154.2,
            "high": 154.2,
            "low": 154.2,
            "close": 154.2,
            "amount_yi": 0.2124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 154.2,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 162.97,
        "open": 157.01,
        "high": 160.0,
        "low": 153.1,
        "bid1": 154.2,
        "ask1": 154.49,
        "bid_qty1": 4,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300632:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300632:VWAP_RECLAIM",
      "symbol": "SZSE.300632",
      "name": "光莆股份",
      "side": "BUY",
      "priority": "W31",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 29.44,
      "exec_low": 29.88,
      "exec_high": 29.88,
      "invalid_price": 28.56,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.0,
      "entry_zone_high": 29.88,
      "entry_risk_pct": null,
      "intraday_vwap": 27.6306,
      "price_vs_vwap_pct": -2.1737,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9114,
        "prev_amount_yi": 0.8222,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1085,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 27.53,
            "high": 27.65,
            "low": 27.53,
            "close": 27.65,
            "amount_yi": 0.2104
          },
          {
            "time": "09:37",
            "open": 27.48,
            "high": 27.48,
            "low": 27.45,
            "close": 27.45,
            "amount_yi": 0.1466
          },
          {
            "time": "09:38",
            "open": 27.3,
            "high": 27.3,
            "low": 27.19,
            "close": 27.19,
            "amount_yi": 0.2643
          },
          {
            "time": "09:39",
            "open": 27.2,
            "high": 27.2,
            "low": 27.1,
            "close": 27.1,
            "amount_yi": 0.207
          },
          {
            "time": "09:40",
            "open": 27.03,
            "high": 27.03,
            "low": 27.03,
            "close": 27.03,
            "amount_yi": 0.0831
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.03,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 28.55,
        "open": 28.62,
        "high": 28.8,
        "low": 27.0,
        "bid1": 27.0,
        "ask1": 27.03,
        "bid_qty1": 3604,
        "ask_qty1": 318
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603936:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603936:VWAP_RECLAIM",
      "symbol": "SHSE.603936",
      "name": "博敏电子",
      "side": "BUY",
      "priority": "W32",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.79,
      "exec_low": 27.19,
      "exec_high": 27.19,
      "invalid_price": 25.99,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.39,
      "entry_zone_high": 27.19,
      "entry_risk_pct": null,
      "intraday_vwap": 26.1196,
      "price_vs_vwap_pct": -1.147,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0899,
        "prev_amount_yi": 0.9642,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1304,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 26.2,
            "high": 26.2,
            "low": 26.11,
            "close": 26.11,
            "amount_yi": 0.1601
          },
          {
            "time": "09:37",
            "open": 26.03,
            "high": 26.08,
            "low": 26.03,
            "close": 26.08,
            "amount_yi": 0.2523
          },
          {
            "time": "09:38",
            "open": 26.08,
            "high": 26.08,
            "low": 25.98,
            "close": 25.98,
            "amount_yi": 0.2765
          },
          {
            "time": "09:39",
            "open": 26.04,
            "high": 26.04,
            "low": 25.97,
            "close": 25.97,
            "amount_yi": 0.2595
          },
          {
            "time": "09:40",
            "open": 25.82,
            "high": 25.82,
            "low": 25.82,
            "close": 25.82,
            "amount_yi": 0.1415
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.82,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 26.71,
        "open": 26.41,
        "high": 26.43,
        "low": 25.8,
        "bid1": 25.8,
        "ask1": 25.82,
        "bid_qty1": 734,
        "ask_qty1": 146
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002429:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002429:VWAP_RECLAIM",
      "symbol": "SZSE.002429",
      "name": "兆驰股份",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.65,
      "exec_low": 10.81,
      "exec_high": 10.81,
      "invalid_price": 10.33,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.49,
      "entry_zone_high": 10.81,
      "entry_risk_pct": 3.7279,
      "intraday_vwap": 10.6153,
      "price_vs_vwap_pct": 0.9863,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9142,
        "prev_amount_yi": 0.8572,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0665,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 10.58,
            "high": 10.58,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0972
          },
          {
            "time": "09:37",
            "open": 10.57,
            "high": 10.76,
            "low": 10.57,
            "close": 10.76,
            "amount_yi": 0.2857
          },
          {
            "time": "09:38",
            "open": 10.75,
            "high": 10.78,
            "low": 10.75,
            "close": 10.78,
            "amount_yi": 0.3844
          },
          {
            "time": "09:39",
            "open": 10.76,
            "high": 10.76,
            "low": 10.71,
            "close": 10.71,
            "amount_yi": 0.1096
          },
          {
            "time": "09:40",
            "open": 10.72,
            "high": 10.72,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.0373
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.72,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 10.39,
        "open": 10.39,
        "high": 10.82,
        "low": 10.23,
        "bid1": 10.72,
        "ask1": 10.73,
        "bid_qty1": 654,
        "ask_qty1": 79
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603212:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.603212:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603212",
      "name": "赛伍技术",
      "side": "BUY",
      "priority": "W34",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "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": 12.794,
      "price_vs_vwap_pct": 2.8607,
      "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": 0.6026,
        "prev_amount_yi": 0.6083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9906,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 12.65,
            "high": 12.69,
            "low": 12.65,
            "close": 12.69,
            "amount_yi": 0.0451
          },
          {
            "time": "09:37",
            "open": 12.88,
            "high": 13.07,
            "low": 12.88,
            "close": 13.07,
            "amount_yi": 0.2208
          },
          {
            "time": "09:38",
            "open": 13.02,
            "high": 13.06,
            "low": 13.02,
            "close": 13.06,
            "amount_yi": 0.142
          },
          {
            "time": "09:39",
            "open": 13.08,
            "high": 13.11,
            "low": 13.08,
            "close": 13.11,
            "amount_yi": 0.1146
          },
          {
            "time": "09:40",
            "open": 13.16,
            "high": 13.16,
            "low": 13.16,
            "close": 13.16,
            "amount_yi": 0.0801
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.16,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 12.24,
        "open": 12.51,
        "high": 13.23,
        "low": 12.48,
        "bid1": 13.15,
        "ask1": 13.16,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002036:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002036:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002036",
      "name": "联创电子",
      "side": "BUY",
      "priority": "W35",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "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": 7.6214,
      "price_vs_vwap_pct": 0.5065,
      "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": 0.3281,
        "prev_amount_yi": 0.6629,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 7.62,
            "high": 7.64,
            "low": 7.62,
            "close": 7.64,
            "amount_yi": 0.0859
          },
          {
            "time": "09:37",
            "open": 7.61,
            "high": 7.63,
            "low": 7.61,
            "close": 7.63,
            "amount_yi": 0.0897
          },
          {
            "time": "09:38",
            "open": 7.65,
            "high": 7.7,
            "low": 7.65,
            "close": 7.7,
            "amount_yi": 0.0575
          },
          {
            "time": "09:39",
            "open": 7.65,
            "high": 7.65,
            "low": 7.65,
            "close": 7.65,
            "amount_yi": 0.0767
          },
          {
            "time": "09:40",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0183
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.66,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 7.57,
        "open": 7.7,
        "high": 7.73,
        "low": 7.51,
        "bid1": 7.65,
        "ask1": 7.66,
        "bid_qty1": 628,
        "ask_qty1": 102
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002106:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002106:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002106",
      "name": "莱宝高科",
      "side": "BUY",
      "priority": "W36",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "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": 16.8408,
      "price_vs_vwap_pct": -0.5985,
      "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": 0.9275,
        "prev_amount_yi": 2.2412,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4138,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 16.84,
            "high": 16.96,
            "low": 16.84,
            "close": 16.96,
            "amount_yi": 0.1428
          },
          {
            "time": "09:37",
            "open": 16.94,
            "high": 16.94,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.2467
          },
          {
            "time": "09:38",
            "open": 16.85,
            "high": 16.96,
            "low": 16.85,
            "close": 16.96,
            "amount_yi": 0.1974
          },
          {
            "time": "09:39",
            "open": 16.69,
            "high": 16.7,
            "low": 16.69,
            "close": 16.7,
            "amount_yi": 0.2561
          },
          {
            "time": "09:40",
            "open": 16.74,
            "high": 16.74,
            "low": 16.74,
            "close": 16.74,
            "amount_yi": 0.0845
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.74,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 17.52,
        "open": 17.35,
        "high": 17.35,
        "low": 16.5,
        "bid1": 16.74,
        "ask1": 16.75,
        "bid_qty1": 136,
        "ask_qty1": 114
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300567:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300567:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300567",
      "name": "精测电子",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 324.55,
      "exec_low": 324.55,
      "exec_high": 329.42,
      "invalid_price": 314.81,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 334.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 329.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 319.68,
      "entry_zone_high": 329.42,
      "entry_risk_pct": null,
      "intraday_vwap": 316.4104,
      "price_vs_vwap_pct": -2.026,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7995,
        "prev_amount_yi": 2.0651,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 319.1,
            "high": 319.1,
            "low": 318.27,
            "close": 318.27,
            "amount_yi": 0.2434
          },
          {
            "time": "09:37",
            "open": 317.66,
            "high": 317.66,
            "low": 314.06,
            "close": 314.06,
            "amount_yi": 0.4239
          },
          {
            "time": "09:38",
            "open": 314.37,
            "high": 314.37,
            "low": 313.0,
            "close": 313.0,
            "amount_yi": 0.4679
          },
          {
            "time": "09:39",
            "open": 313.88,
            "high": 313.88,
            "low": 311.25,
            "close": 311.25,
            "amount_yi": 0.4015
          },
          {
            "time": "09:40",
            "open": 310.0,
            "high": 310.0,
            "low": 310.0,
            "close": 310.0,
            "amount_yi": 0.2628
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 310.0,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 317.6,
        "open": 317.36,
        "high": 321.46,
        "low": 310.0,
        "bid1": 309.89,
        "ask1": 310.0,
        "bid_qty1": 20,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000045:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000045:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000045",
      "name": "深纺织Ａ",
      "side": "BUY",
      "priority": "W38",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.64,
      "exec_low": 10.64,
      "exec_high": 10.8,
      "invalid_price": 10.32,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.48,
      "entry_zone_high": 10.8,
      "entry_risk_pct": null,
      "intraday_vwap": 10.3712,
      "price_vs_vwap_pct": 0.4705,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0384,
        "prev_amount_yi": 0.0846,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4539,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 10.3,
            "high": 10.33,
            "low": 10.3,
            "close": 10.33,
            "amount_yi": 0.0099
          },
          {
            "time": "09:37",
            "open": 10.34,
            "high": 10.34,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0119
          },
          {
            "time": "09:38",
            "open": 10.32,
            "high": 10.35,
            "low": 10.32,
            "close": 10.35,
            "amount_yi": 0.0099
          },
          {
            "time": "09:39",
            "open": 10.35,
            "high": 10.36,
            "low": 10.35,
            "close": 10.36,
            "amount_yi": 0.0028
          },
          {
            "time": "09:40",
            "open": 10.42,
            "high": 10.42,
            "low": 10.42,
            "close": 10.42,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.42,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 10.54,
        "open": 10.55,
        "high": 10.55,
        "low": 10.28,
        "bid1": 10.42,
        "ask1": 10.43,
        "bid_qty1": 58,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002456:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002456:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002456",
      "name": "欧菲光",
      "side": "BUY",
      "priority": "W39",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.65,
      "exec_low": 9.65,
      "exec_high": 9.79,
      "invalid_price": 9.36,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.51,
      "entry_zone_high": 9.79,
      "entry_risk_pct": null,
      "intraday_vwap": 9.4022,
      "price_vs_vwap_pct": 0.1893,
      "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": 0.6108,
        "prev_amount_yi": 1.0061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6071,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 9.37,
            "high": 9.39,
            "low": 9.37,
            "close": 9.39,
            "amount_yi": 0.1607
          },
          {
            "time": "09:37",
            "open": 9.39,
            "high": 9.39,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.1044
          },
          {
            "time": "09:38",
            "open": 9.4,
            "high": 9.42,
            "low": 9.4,
            "close": 9.42,
            "amount_yi": 0.0872
          },
          {
            "time": "09:39",
            "open": 9.4,
            "high": 9.4,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.157
          },
          {
            "time": "09:40",
            "open": 9.42,
            "high": 9.42,
            "low": 9.42,
            "close": 9.42,
            "amount_yi": 0.1015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.42,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 9.46,
        "open": 9.5,
        "high": 9.54,
        "low": 9.32,
        "bid1": 9.41,
        "ask1": 9.42,
        "bid_qty1": 339,
        "ask_qty1": 274
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002643:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002643:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "side": "BUY",
      "priority": "W40",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 21.16,
      "exec_low": 21.16,
      "exec_high": 21.48,
      "invalid_price": 20.53,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.84,
      "entry_zone_high": 21.48,
      "entry_risk_pct": null,
      "intraday_vwap": 21.5066,
      "price_vs_vwap_pct": 0.6668,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1874,
        "prev_amount_yi": 1.041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 21.85,
            "high": 21.92,
            "low": 21.85,
            "close": 21.92,
            "amount_yi": 0.4163
          },
          {
            "time": "09:37",
            "open": 21.73,
            "high": 21.8,
            "low": 21.73,
            "close": 21.8,
            "amount_yi": 0.2598
          },
          {
            "time": "09:38",
            "open": 22.0,
            "high": 22.0,
            "low": 21.97,
            "close": 21.97,
            "amount_yi": 0.2239
          },
          {
            "time": "09:39",
            "open": 21.8,
            "high": 21.8,
            "low": 21.76,
            "close": 21.76,
            "amount_yi": 0.2029
          },
          {
            "time": "09:40",
            "open": 21.65,
            "high": 21.65,
            "low": 21.65,
            "close": 21.65,
            "amount_yi": 0.0845
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.65,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 20.95,
        "open": 21.0,
        "high": 22.14,
        "low": 20.81,
        "bid1": 21.65,
        "ask1": 21.66,
        "bid_qty1": 8,
        "ask_qty1": 155
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002876:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002876:VWAP_RECLAIM",
      "symbol": "SZSE.002876",
      "name": "三利谱",
      "side": "BUY",
      "priority": "W41",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.21,
      "exec_low": 35.74,
      "exec_high": 35.74,
      "invalid_price": 34.15,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.68,
      "entry_zone_high": 35.74,
      "entry_risk_pct": null,
      "intraday_vwap": 34.6901,
      "price_vs_vwap_pct": 0.4898,
      "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": 0.2756,
        "prev_amount_yi": 0.4428,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 35.08,
            "high": 35.08,
            "low": 35.01,
            "close": 35.01,
            "amount_yi": 0.043
          },
          {
            "time": "09:37",
            "open": 35.18,
            "high": 35.18,
            "low": 35.1,
            "close": 35.1,
            "amount_yi": 0.0555
          },
          {
            "time": "09:38",
            "open": 35.07,
            "high": 35.07,
            "low": 35.03,
            "close": 35.03,
            "amount_yi": 0.07
          },
          {
            "time": "09:39",
            "open": 35.09,
            "high": 35.09,
            "low": 35.01,
            "close": 35.01,
            "amount_yi": 0.0644
          },
          {
            "time": "09:40",
            "open": 34.86,
            "high": 34.86,
            "low": 34.86,
            "close": 34.86,
            "amount_yi": 0.0427
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.86,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 35.21,
        "open": 34.58,
        "high": 35.27,
        "low": 34.16,
        "bid1": 34.85,
        "ask1": 34.86,
        "bid_qty1": 31,
        "ask_qty1": 11
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300088:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300088:VWAP_RECLAIM",
      "symbol": "SZSE.300088",
      "name": "长信科技",
      "side": "BUY",
      "priority": "W42",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.15,
      "exec_low": 12.33,
      "exec_high": 12.33,
      "invalid_price": 11.79,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.97,
      "entry_zone_high": 12.33,
      "entry_risk_pct": null,
      "intraday_vwap": 11.3319,
      "price_vs_vwap_pct": -0.458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2899,
        "prev_amount_yi": 5.2146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 11.37,
            "high": 11.38,
            "low": 11.37,
            "close": 11.38,
            "amount_yi": 0.5541
          },
          {
            "time": "09:37",
            "open": 11.31,
            "high": 11.35,
            "low": 11.31,
            "close": 11.35,
            "amount_yi": 0.5887
          },
          {
            "time": "09:38",
            "open": 11.38,
            "high": 11.38,
            "low": 11.38,
            "close": 11.38,
            "amount_yi": 0.405
          },
          {
            "time": "09:39",
            "open": 11.26,
            "high": 11.26,
            "low": 11.21,
            "close": 11.21,
            "amount_yi": 0.542
          },
          {
            "time": "09:40",
            "open": 11.28,
            "high": 11.28,
            "low": 11.28,
            "close": 11.28,
            "amount_yi": 0.2001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.28,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 11.6,
        "open": 11.55,
        "high": 11.66,
        "low": 11.15,
        "bid1": 11.27,
        "ask1": 11.28,
        "bid_qty1": 241,
        "ask_qty1": 72
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002387:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002387:VWAP_RECLAIM",
      "symbol": "SZSE.002387",
      "name": "维信诺",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.05,
      "exec_low": 9.19,
      "exec_high": 9.19,
      "invalid_price": 8.78,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.91,
      "entry_zone_high": 9.19,
      "entry_risk_pct": null,
      "intraday_vwap": 8.9088,
      "price_vs_vwap_pct": 0.3502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2011,
        "prev_amount_yi": 0.2595,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 9.01,
            "high": 9.02,
            "low": 9.01,
            "close": 9.02,
            "amount_yi": 0.0763
          },
          {
            "time": "09:37",
            "open": 9.0,
            "high": 9.0,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.0477
          },
          {
            "time": "09:38",
            "open": 8.96,
            "high": 9.0,
            "low": 8.96,
            "close": 9.0,
            "amount_yi": 0.0234
          },
          {
            "time": "09:39",
            "open": 8.96,
            "high": 8.96,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0313
          },
          {
            "time": "09:40",
            "open": 8.94,
            "high": 8.94,
            "low": 8.94,
            "close": 8.94,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.94,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 9.0,
        "open": 8.87,
        "high": 9.05,
        "low": 8.81,
        "bid1": 8.93,
        "ask1": 8.94,
        "bid_qty1": 112,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300400:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300400:VWAP_RECLAIM",
      "symbol": "SZSE.300400",
      "name": "劲拓股份",
      "side": "BUY",
      "priority": "W44",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 38.1,
      "exec_low": 38.67,
      "exec_high": 38.67,
      "invalid_price": 36.96,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.53,
      "entry_zone_high": 38.67,
      "entry_risk_pct": null,
      "intraday_vwap": 37.5837,
      "price_vs_vwap_pct": -2.032,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.243,
        "prev_amount_yi": 0.3077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7897,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 37.55,
            "high": 37.55,
            "low": 37.4,
            "close": 37.4,
            "amount_yi": 0.0402
          },
          {
            "time": "09:37",
            "open": 37.22,
            "high": 37.25,
            "low": 37.22,
            "close": 37.25,
            "amount_yi": 0.067
          },
          {
            "time": "09:38",
            "open": 37.2,
            "high": 37.2,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0387
          },
          {
            "time": "09:39",
            "open": 36.8,
            "high": 36.8,
            "low": 36.8,
            "close": 36.8,
            "amount_yi": 0.0627
          },
          {
            "time": "09:40",
            "open": 36.82,
            "high": 36.82,
            "low": 36.82,
            "close": 36.82,
            "amount_yi": 0.0344
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.82,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 37.65,
        "open": 37.65,
        "high": 38.26,
        "low": 36.7,
        "bid1": 36.82,
        "ask1": 36.86,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300054:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300054:VWAP_RECLAIM",
      "symbol": "SZSE.300054",
      "name": "鼎龙股份",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 106.55,
      "exec_low": 108.15,
      "exec_high": 108.15,
      "invalid_price": 103.35,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 109.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 108.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.95,
      "entry_zone_high": 108.15,
      "entry_risk_pct": 3.7709,
      "intraday_vwap": 107.6756,
      "price_vs_vwap_pct": -0.2745,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.3946,
        "prev_amount_yi": 4.9874,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8811,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 109.15,
            "high": 109.36,
            "low": 109.15,
            "close": 109.36,
            "amount_yi": 1.3922
          },
          {
            "time": "09:37",
            "open": 108.75,
            "high": 108.75,
            "low": 108.6,
            "close": 108.6,
            "amount_yi": 1.0896
          },
          {
            "time": "09:38",
            "open": 108.53,
            "high": 108.86,
            "low": 108.53,
            "close": 108.86,
            "amount_yi": 0.6402
          },
          {
            "time": "09:39",
            "open": 108.53,
            "high": 108.53,
            "low": 107.6,
            "close": 107.6,
            "amount_yi": 0.8667
          },
          {
            "time": "09:40",
            "open": 107.38,
            "high": 107.38,
            "low": 107.38,
            "close": 107.38,
            "amount_yi": 0.4059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.38,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 105.97,
        "open": 105.0,
        "high": 109.58,
        "low": 103.88,
        "bid1": 107.36,
        "ask1": 107.4,
        "bid_qty1": 56,
        "ask_qty1": 87
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000990:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.000990:VWAP_RECLAIM",
      "symbol": "SZSE.000990",
      "name": "诚志股份",
      "side": "BUY",
      "priority": "W46",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.23,
      "exec_low": 8.35,
      "exec_high": 8.35,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.11,
      "entry_zone_high": 8.35,
      "entry_risk_pct": null,
      "intraday_vwap": 8.3742,
      "price_vs_vwap_pct": 1.5022,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2457,
        "prev_amount_yi": 0.2006,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2248,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 8.34,
            "high": 8.36,
            "low": 8.34,
            "close": 8.36,
            "amount_yi": 0.0242
          },
          {
            "time": "09:37",
            "open": 8.38,
            "high": 8.44,
            "low": 8.38,
            "close": 8.44,
            "amount_yi": 0.0651
          },
          {
            "time": "09:38",
            "open": 8.47,
            "high": 8.5,
            "low": 8.47,
            "close": 8.5,
            "amount_yi": 0.0809
          },
          {
            "time": "09:39",
            "open": 8.52,
            "high": 8.52,
            "low": 8.52,
            "close": 8.52,
            "amount_yi": 0.0537
          },
          {
            "time": "09:40",
            "open": 8.5,
            "high": 8.5,
            "low": 8.5,
            "close": 8.5,
            "amount_yi": 0.0218
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.5,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 8.18,
        "open": 8.2,
        "high": 8.54,
        "low": 8.2,
        "bid1": 8.5,
        "ask1": 8.51,
        "bid_qty1": 1153,
        "ask_qty1": 80
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002585:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002585:VWAP_RECLAIM",
      "symbol": "SZSE.002585",
      "name": "双星新材",
      "side": "BUY",
      "priority": "W47",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.76,
      "exec_low": 12.95,
      "exec_high": 12.95,
      "invalid_price": 12.38,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.57,
      "entry_zone_high": 12.95,
      "entry_risk_pct": null,
      "intraday_vwap": 12.3941,
      "price_vs_vwap_pct": -2.615,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0102,
        "prev_amount_yi": 1.2984,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 12.16,
            "high": 12.26,
            "low": 12.16,
            "close": 12.26,
            "amount_yi": 0.3076
          },
          {
            "time": "09:37",
            "open": 12.26,
            "high": 12.26,
            "low": 12.25,
            "close": 12.25,
            "amount_yi": 0.1803
          },
          {
            "time": "09:38",
            "open": 12.19,
            "high": 12.19,
            "low": 12.17,
            "close": 12.17,
            "amount_yi": 0.1537
          },
          {
            "time": "09:39",
            "open": 12.08,
            "high": 12.08,
            "low": 12.01,
            "close": 12.01,
            "amount_yi": 0.2368
          },
          {
            "time": "09:40",
            "open": 12.07,
            "high": 12.07,
            "low": 12.07,
            "close": 12.07,
            "amount_yi": 0.1318
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.07,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 12.4,
        "open": 12.66,
        "high": 12.85,
        "low": 12.0,
        "bid1": 12.07,
        "ask1": 12.08,
        "bid_qty1": 20,
        "ask_qty1": 232
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300131:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300131:VWAP_RECLAIM",
      "symbol": "SZSE.300131",
      "name": "英唐智控",
      "side": "BUY",
      "priority": "W48",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.59,
      "exec_low": 19.88,
      "exec_high": 19.88,
      "invalid_price": 19.0,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.3,
      "entry_zone_high": 19.88,
      "entry_risk_pct": null,
      "intraday_vwap": 19.0261,
      "price_vs_vwap_pct": 0.0731,
      "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": 0.5394,
        "prev_amount_yi": 0.7236,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 19.13,
            "high": 19.14,
            "low": 19.13,
            "close": 19.14,
            "amount_yi": 0.1523
          },
          {
            "time": "09:37",
            "open": 19.07,
            "high": 19.15,
            "low": 19.07,
            "close": 19.15,
            "amount_yi": 0.1121
          },
          {
            "time": "09:38",
            "open": 19.14,
            "high": 19.18,
            "low": 19.14,
            "close": 19.18,
            "amount_yi": 0.078
          },
          {
            "time": "09:39",
            "open": 19.07,
            "high": 19.07,
            "low": 19.05,
            "close": 19.05,
            "amount_yi": 0.1553
          },
          {
            "time": "09:40",
            "open": 19.04,
            "high": 19.04,
            "low": 19.04,
            "close": 19.04,
            "amount_yi": 0.0417
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.04,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 19.03,
        "open": 18.79,
        "high": 19.2,
        "low": 18.79,
        "bid1": 19.03,
        "ask1": 19.04,
        "bid_qty1": 387,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688328:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.688328:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688328",
      "name": "深科达",
      "side": "BUY",
      "priority": "W49",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9842,
        "prev_amount_yi": 1.9796,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 100.99,
            "high": 100.99,
            "low": 99.91,
            "close": 99.91,
            "amount_yi": 0.1708
          },
          {
            "time": "09:37",
            "open": 100.62,
            "high": 100.98,
            "low": 100.62,
            "close": 100.98,
            "amount_yi": 0.2613
          },
          {
            "time": "09:38",
            "open": 101.09,
            "high": 101.09,
            "low": 100.31,
            "close": 100.31,
            "amount_yi": 0.2616
          },
          {
            "time": "09:39",
            "open": 100.3,
            "high": 100.3,
            "low": 99.32,
            "close": 99.32,
            "amount_yi": 0.151
          },
          {
            "time": "09:40",
            "open": 99.77,
            "high": 99.77,
            "low": 99.77,
            "close": 99.77,
            "amount_yi": 0.1395
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 99.77,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 95.7,
        "open": 99.74,
        "high": 103.0,
        "low": 94.2,
        "bid1": 99.77,
        "ask1": 99.88,
        "bid_qty1": 18,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002600:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002600:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002600",
      "name": "领益智造",
      "side": "BUY",
      "priority": "W50",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "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": 17.6585,
      "price_vs_vwap_pct": -0.5012,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.4051,
        "prev_amount_yi": 5.9761,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7371,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 17.79,
            "high": 17.79,
            "low": 17.75,
            "close": 17.75,
            "amount_yi": 1.0923
          },
          {
            "time": "09:37",
            "open": 17.77,
            "high": 17.85,
            "low": 17.77,
            "close": 17.85,
            "amount_yi": 1.3894
          },
          {
            "time": "09:38",
            "open": 17.82,
            "high": 17.82,
            "low": 17.82,
            "close": 17.82,
            "amount_yi": 0.7977
          },
          {
            "time": "09:39",
            "open": 17.7,
            "high": 17.7,
            "low": 17.59,
            "close": 17.59,
            "amount_yi": 0.6767
          },
          {
            "time": "09:40",
            "open": 17.57,
            "high": 17.57,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.449
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.57,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 17.34,
        "open": 17.34,
        "high": 17.91,
        "low": 17.34,
        "bid1": 17.55,
        "ask1": 17.57,
        "bid_qty1": 6,
        "ask_qty1": 310
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605588:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.605588:VWAP_RECLAIM",
      "symbol": "SHSE.605588",
      "name": "冠石科技",
      "side": "BUY",
      "priority": "W51",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 68.2,
      "exec_low": 69.22,
      "exec_high": 69.22,
      "invalid_price": 66.15,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 70.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 69.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 67.18,
      "entry_zone_high": 69.22,
      "entry_risk_pct": null,
      "intraday_vwap": 68.7386,
      "price_vs_vwap_pct": 2.1115,
      "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": 0.2973,
        "prev_amount_yi": 0.3144,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9456,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 68.77,
            "high": 69.08,
            "low": 68.77,
            "close": 69.08,
            "amount_yi": 0.0452
          },
          {
            "time": "09:37",
            "open": 69.05,
            "high": 69.69,
            "low": 69.05,
            "close": 69.69,
            "amount_yi": 0.0447
          },
          {
            "time": "09:38",
            "open": 70.0,
            "high": 70.29,
            "low": 70.0,
            "close": 70.29,
            "amount_yi": 0.1023
          },
          {
            "time": "09:39",
            "open": 70.2,
            "high": 70.2,
            "low": 69.6,
            "close": 69.6,
            "amount_yi": 0.0781
          },
          {
            "time": "09:40",
            "open": 70.19,
            "high": 70.19,
            "low": 70.19,
            "close": 70.19,
            "amount_yi": 0.027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 70.19,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 67.17,
        "open": 67.18,
        "high": 70.5,
        "low": 66.38,
        "bid1": 70.03,
        "ask1": 70.12,
        "bid_qty1": 19,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603051:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.603051:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603051",
      "name": "鹿山新材",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 19.44,
      "exec_low": 19.44,
      "exec_high": 19.73,
      "invalid_price": 18.86,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.15,
      "entry_zone_high": 19.73,
      "entry_risk_pct": 3.133,
      "intraday_vwap": 19.388,
      "price_vs_vwap_pct": 0.2682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0414,
        "prev_amount_yi": 0.0439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9431,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 19.32,
            "high": 19.32,
            "low": 19.28,
            "close": 19.28,
            "amount_yi": 0.0152
          },
          {
            "time": "09:37",
            "open": 19.37,
            "high": 19.47,
            "low": 19.37,
            "close": 19.47,
            "amount_yi": 0.0131
          },
          {
            "time": "09:38",
            "open": 19.42,
            "high": 19.43,
            "low": 19.42,
            "close": 19.43,
            "amount_yi": 0.0041
          },
          {
            "time": "09:39",
            "open": 19.41,
            "high": 19.41,
            "low": 19.41,
            "close": 19.41,
            "amount_yi": 0.0074
          },
          {
            "time": "09:40",
            "open": 19.44,
            "high": 19.44,
            "low": 19.44,
            "close": 19.44,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.44,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 19.28,
        "open": 19.28,
        "high": 19.58,
        "low": 19.19,
        "bid1": 19.44,
        "ask1": 19.47,
        "bid_qty1": 10,
        "ask_qty1": 13
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002952:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002952:VWAP_RECLAIM",
      "symbol": "SZSE.002952",
      "name": "亚世光电",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.57,
      "exec_low": 22.91,
      "exec_high": 22.91,
      "invalid_price": 21.89,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.23,
      "entry_zone_high": 22.91,
      "entry_risk_pct": null,
      "intraday_vwap": 21.7692,
      "price_vs_vwap_pct": 0.7387,
      "energy_floor_hint_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": 0.1264,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 21.81,
            "high": 21.85,
            "low": 21.81,
            "close": 21.85,
            "amount_yi": 0.0134
          },
          {
            "time": "09:37",
            "open": 21.84,
            "high": 21.87,
            "low": 21.84,
            "close": 21.87,
            "amount_yi": 0.0156
          },
          {
            "time": "09:38",
            "open": 21.9,
            "high": 21.9,
            "low": 21.86,
            "close": 21.86,
            "amount_yi": 0.006
          },
          {
            "time": "09:39",
            "open": 21.84,
            "high": 21.84,
            "low": 21.83,
            "close": 21.83,
            "amount_yi": 0.0051
          },
          {
            "time": "09:40",
            "open": 21.93,
            "high": 21.93,
            "low": 21.93,
            "close": 21.93,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.93,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 22.03,
        "open": 21.93,
        "high": 22.03,
        "low": 21.6,
        "bid1": 21.93,
        "ask1": 21.97,
        "bid_qty1": 5,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300433:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300433:VWAP_RECLAIM",
      "symbol": "SZSE.300433",
      "name": "蓝思科技",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 54.8,
      "exec_low": 55.62,
      "exec_high": 55.62,
      "invalid_price": 53.16,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 56.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.98,
      "entry_zone_high": 55.62,
      "entry_risk_pct": null,
      "intraday_vwap": 54.284,
      "price_vs_vwap_pct": -0.5048,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.2656,
        "prev_amount_yi": 6.0928,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 54.54,
            "high": 54.54,
            "low": 54.18,
            "close": 54.18,
            "amount_yi": 0.6725
          },
          {
            "time": "09:37",
            "open": 53.93,
            "high": 54.3,
            "low": 53.93,
            "close": 54.3,
            "amount_yi": 0.8743
          },
          {
            "time": "09:38",
            "open": 54.26,
            "high": 54.67,
            "low": 54.26,
            "close": 54.67,
            "amount_yi": 0.6934
          },
          {
            "time": "09:39",
            "open": 54.48,
            "high": 54.48,
            "low": 54.1,
            "close": 54.1,
            "amount_yi": 0.6155
          },
          {
            "time": "09:40",
            "open": 54.01,
            "high": 54.01,
            "low": 54.01,
            "close": 54.01,
            "amount_yi": 0.4099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.01,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 53.66,
        "open": 53.8,
        "high": 54.87,
        "low": 53.47,
        "bid1": 54.01,
        "ask1": 54.09,
        "bid_qty1": 85,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300709:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300709:VWAP_RECLAIM",
      "symbol": "SZSE.300709",
      "name": "精研科技",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.13,
      "exec_low": 57.99,
      "exec_high": 57.99,
      "invalid_price": 55.42,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 58.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.27,
      "entry_zone_high": 57.99,
      "entry_risk_pct": null,
      "intraday_vwap": 55.7832,
      "price_vs_vwap_pct": -0.9558,
      "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": 0.2922,
        "prev_amount_yi": 0.4036,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.724,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 55.61,
            "high": 55.61,
            "low": 55.55,
            "close": 55.55,
            "amount_yi": 0.0477
          },
          {
            "time": "09:37",
            "open": 55.36,
            "high": 55.36,
            "low": 55.23,
            "close": 55.23,
            "amount_yi": 0.0576
          },
          {
            "time": "09:38",
            "open": 55.28,
            "high": 55.37,
            "low": 55.28,
            "close": 55.37,
            "amount_yi": 0.0362
          },
          {
            "time": "09:39",
            "open": 55.04,
            "high": 55.04,
            "low": 55.01,
            "close": 55.01,
            "amount_yi": 0.1036
          },
          {
            "time": "09:40",
            "open": 55.25,
            "high": 55.25,
            "low": 55.25,
            "close": 55.25,
            "amount_yi": 0.0471
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.25,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 56.25,
        "open": 56.05,
        "high": 56.5,
        "low": 54.89,
        "bid1": 55.25,
        "ask1": 55.31,
        "bid_qty1": 4,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.600203:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.600203:VWAP_RECLAIM",
      "symbol": "SHSE.600203",
      "name": "福日电子",
      "side": "BUY",
      "priority": "W56",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.21,
      "exec_low": 12.39,
      "exec_high": 12.39,
      "invalid_price": 11.84,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.03,
      "entry_zone_high": 12.39,
      "entry_risk_pct": null,
      "intraday_vwap": 12.0678,
      "price_vs_vwap_pct": 0.5983,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.101,
        "prev_amount_yi": 0.2359,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4281,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 12.04,
            "high": 12.07,
            "low": 12.04,
            "close": 12.07,
            "amount_yi": 0.017
          },
          {
            "time": "09:37",
            "open": 12.1,
            "high": 12.16,
            "low": 12.1,
            "close": 12.16,
            "amount_yi": 0.0314
          },
          {
            "time": "09:38",
            "open": 12.12,
            "high": 12.12,
            "low": 12.11,
            "close": 12.11,
            "amount_yi": 0.0168
          },
          {
            "time": "09:39",
            "open": 12.1,
            "high": 12.1,
            "low": 12.08,
            "close": 12.08,
            "amount_yi": 0.0213
          },
          {
            "time": "09:40",
            "open": 12.14,
            "high": 12.14,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.0145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.14,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 12.15,
        "open": 12.18,
        "high": 12.19,
        "low": 11.97,
        "bid1": 12.13,
        "ask1": 12.14,
        "bid_qty1": 11,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002632:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002632:VWAP_RECLAIM",
      "symbol": "SZSE.002632",
      "name": "道明光学",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.04,
      "exec_low": 9.18,
      "exec_high": 9.18,
      "invalid_price": 8.77,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.9,
      "entry_zone_high": 9.18,
      "entry_risk_pct": null,
      "intraday_vwap": 8.885,
      "price_vs_vwap_pct": 0.0563,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0452,
        "prev_amount_yi": 0.0447,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 8.83,
            "high": 8.86,
            "low": 8.83,
            "close": 8.86,
            "amount_yi": 0.0161
          },
          {
            "time": "09:37",
            "open": 8.85,
            "high": 8.87,
            "low": 8.85,
            "close": 8.87,
            "amount_yi": 0.0126
          },
          {
            "time": "09:38",
            "open": 8.87,
            "high": 8.87,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.006
          },
          {
            "time": "09:39",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0082
          },
          {
            "time": "09:40",
            "open": 8.89,
            "high": 8.89,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.89,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 9.01,
        "open": 8.99,
        "high": 9.01,
        "low": 8.82,
        "bid1": 8.89,
        "ask1": 8.9,
        "bid_qty1": 39,
        "ask_qty1": 83
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002514:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002514:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002514",
      "name": "*ST宝馨",
      "side": "BUY",
      "priority": "W58",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "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": 2.1833,
      "price_vs_vwap_pct": 0.7649,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0603,
        "prev_amount_yi": 0.1068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5646,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 2.2,
            "high": 2.2,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0067
          },
          {
            "time": "09:37",
            "open": 2.19,
            "high": 2.22,
            "low": 2.19,
            "close": 2.22,
            "amount_yi": 0.0172
          },
          {
            "time": "09:38",
            "open": 2.22,
            "high": 2.23,
            "low": 2.22,
            "close": 2.23,
            "amount_yi": 0.0116
          },
          {
            "time": "09:39",
            "open": 2.23,
            "high": 2.23,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0194
          },
          {
            "time": "09:40",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.2,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 2.25,
        "open": 2.16,
        "high": 2.24,
        "low": 2.15,
        "bid1": 2.2,
        "ask1": 2.21,
        "bid_qty1": 621,
        "ask_qty1": 318
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300503:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.300503:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300503",
      "name": "昊志机电",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "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": 98.9194,
      "price_vs_vwap_pct": -0.2218,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.6914,
        "prev_amount_yi": 9.1968,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4014,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 100.25,
            "high": 100.25,
            "low": 99.68,
            "close": 99.68,
            "amount_yi": 0.6795
          },
          {
            "time": "09:37",
            "open": 99.61,
            "high": 99.71,
            "low": 99.61,
            "close": 99.71,
            "amount_yi": 0.9895
          },
          {
            "time": "09:38",
            "open": 99.2,
            "high": 99.2,
            "low": 98.93,
            "close": 98.93,
            "amount_yi": 0.7405
          },
          {
            "time": "09:39",
            "open": 98.63,
            "high": 98.7,
            "low": 98.63,
            "close": 98.7,
            "amount_yi": 0.8149
          },
          {
            "time": "09:40",
            "open": 98.7,
            "high": 98.7,
            "low": 98.7,
            "close": 98.7,
            "amount_yi": 0.467
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 98.7,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 92.3,
        "open": 97.37,
        "high": 101.0,
        "low": 96.2,
        "bid1": 98.66,
        "ask1": 98.7,
        "bid_qty1": 18,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603728:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.603728:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603728",
      "name": "鸣志电器",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "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": 62.6067,
      "price_vs_vwap_pct": -0.0107,
      "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": 0.6329,
        "prev_amount_yi": 1.3985,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 62.35,
            "high": 62.35,
            "low": 62.15,
            "close": 62.15,
            "amount_yi": 0.148
          },
          {
            "time": "09:37",
            "open": 62.45,
            "high": 62.7,
            "low": 62.45,
            "close": 62.7,
            "amount_yi": 0.1769
          },
          {
            "time": "09:38",
            "open": 62.31,
            "high": 62.4,
            "low": 62.31,
            "close": 62.4,
            "amount_yi": 0.1467
          },
          {
            "time": "09:39",
            "open": 62.98,
            "high": 62.98,
            "low": 62.88,
            "close": 62.88,
            "amount_yi": 0.1199
          },
          {
            "time": "09:40",
            "open": 62.6,
            "high": 62.6,
            "low": 62.6,
            "close": 62.6,
            "amount_yi": 0.0414
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.6,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 60.92,
        "open": 60.88,
        "high": 63.72,
        "low": 60.6,
        "bid1": 62.61,
        "ask1": 62.64,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000821:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.000821:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000821",
      "name": "ST京机",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "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": 7.6207,
      "price_vs_vwap_pct": 0.9094,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0642,
        "prev_amount_yi": 0.1086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5912,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 7.53,
            "high": 7.55,
            "low": 7.53,
            "close": 7.55,
            "amount_yi": 0.0092
          },
          {
            "time": "09:37",
            "open": 7.57,
            "high": 7.59,
            "low": 7.57,
            "close": 7.59,
            "amount_yi": 0.0112
          },
          {
            "time": "09:38",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0266
          },
          {
            "time": "09:39",
            "open": 7.6,
            "high": 7.65,
            "low": 7.6,
            "close": 7.65,
            "amount_yi": 0.0128
          },
          {
            "time": "09:40",
            "open": 7.69,
            "high": 7.69,
            "low": 7.69,
            "close": 7.69,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.69,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 7.55,
        "open": 7.76,
        "high": 7.76,
        "low": 7.51,
        "bid1": 7.69,
        "ask1": 7.7,
        "bid_qty1": 49,
        "ask_qty1": 221
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002403:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002403:VWAP_RECLAIM",
      "symbol": "SZSE.002403",
      "name": "爱仕达",
      "side": "BUY",
      "priority": "W62",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.05,
      "exec_low": 9.19,
      "exec_high": 9.19,
      "invalid_price": 8.78,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.91,
      "entry_zone_high": 9.19,
      "entry_risk_pct": null,
      "intraday_vwap": 9.1855,
      "price_vs_vwap_pct": 2.0086,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0716,
        "prev_amount_yi": 0.0901,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 9.26,
            "high": 9.26,
            "low": 9.25,
            "close": 9.25,
            "amount_yi": 0.013
          },
          {
            "time": "09:37",
            "open": 9.28,
            "high": 9.28,
            "low": 9.26,
            "close": 9.26,
            "amount_yi": 0.0152
          },
          {
            "time": "09:38",
            "open": 9.28,
            "high": 9.28,
            "low": 9.27,
            "close": 9.27,
            "amount_yi": 0.0088
          },
          {
            "time": "09:39",
            "open": 9.28,
            "high": 9.36,
            "low": 9.28,
            "close": 9.36,
            "amount_yi": 0.0284
          },
          {
            "time": "09:40",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.37,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 8.92,
        "open": 8.91,
        "high": 9.4,
        "low": 8.86,
        "bid1": 9.36,
        "ask1": 9.37,
        "bid_qty1": 2,
        "ask_qty1": 51
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002896:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002896:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002896",
      "name": "中大力德",
      "side": "BUY",
      "priority": "W63",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 76.96,
      "exec_low": 76.96,
      "exec_high": 78.11,
      "invalid_price": 74.65,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 79.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.81,
      "entry_zone_high": 78.11,
      "entry_risk_pct": null,
      "intraday_vwap": 77.172,
      "price_vs_vwap_pct": -0.6635,
      "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": 0.6654,
        "prev_amount_yi": 1.0831,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 77.11,
            "high": 77.11,
            "low": 76.86,
            "close": 76.86,
            "amount_yi": 0.1367
          },
          {
            "time": "09:37",
            "open": 76.77,
            "high": 76.92,
            "low": 76.77,
            "close": 76.92,
            "amount_yi": 0.179
          },
          {
            "time": "09:38",
            "open": 76.67,
            "high": 76.67,
            "low": 76.48,
            "close": 76.48,
            "amount_yi": 0.1571
          },
          {
            "time": "09:39",
            "open": 76.79,
            "high": 76.92,
            "low": 76.79,
            "close": 76.92,
            "amount_yi": 0.1509
          },
          {
            "time": "09:40",
            "open": 76.66,
            "high": 76.66,
            "low": 76.66,
            "close": 76.66,
            "amount_yi": 0.0417
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.66,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 76.38,
        "open": 76.08,
        "high": 78.29,
        "low": 76.0,
        "bid1": 76.65,
        "ask1": 76.66,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300691:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300691:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300691",
      "name": "联合光电",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 16.18,
      "exec_low": 16.18,
      "exec_high": 16.42,
      "invalid_price": 15.69,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.94,
      "entry_zone_high": 16.42,
      "entry_risk_pct": null,
      "intraday_vwap": 15.8111,
      "price_vs_vwap_pct": -0.0702,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0462,
        "prev_amount_yi": 0.0698,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6619,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 15.78,
            "high": 15.82,
            "low": 15.78,
            "close": 15.82,
            "amount_yi": 0.015
          },
          {
            "time": "09:37",
            "open": 15.77,
            "high": 15.78,
            "low": 15.77,
            "close": 15.78,
            "amount_yi": 0.0083
          },
          {
            "time": "09:38",
            "open": 15.78,
            "high": 15.78,
            "low": 15.76,
            "close": 15.76,
            "amount_yi": 0.0134
          },
          {
            "time": "09:39",
            "open": 15.76,
            "high": 15.76,
            "low": 15.76,
            "close": 15.76,
            "amount_yi": 0.0051
          },
          {
            "time": "09:40",
            "open": 15.8,
            "high": 15.8,
            "low": 15.8,
            "close": 15.8,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.8,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 15.81,
        "open": 15.82,
        "high": 16.0,
        "low": 15.7,
        "bid1": 15.8,
        "ask1": 15.82,
        "bid_qty1": 10,
        "ask_qty1": 45
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002139:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002139:VWAP_RECLAIM",
      "symbol": "SZSE.002139",
      "name": "拓邦股份",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.57,
      "exec_low": 9.71,
      "exec_high": 9.71,
      "invalid_price": 9.28,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.43,
      "entry_zone_high": 9.71,
      "entry_risk_pct": 4.0331,
      "intraday_vwap": 9.6526,
      "price_vs_vwap_pct": 0.0767,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1157,
        "prev_amount_yi": 0.2461,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4701,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 9.63,
            "high": 9.63,
            "low": 9.59,
            "close": 9.59,
            "amount_yi": 0.0459
          },
          {
            "time": "09:37",
            "open": 9.64,
            "high": 9.65,
            "low": 9.64,
            "close": 9.65,
            "amount_yi": 0.0271
          },
          {
            "time": "09:38",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.011
          },
          {
            "time": "09:39",
            "open": 9.64,
            "high": 9.65,
            "low": 9.64,
            "close": 9.65,
            "amount_yi": 0.0162
          },
          {
            "time": "09:40",
            "open": 9.66,
            "high": 9.66,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0155
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.66,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 9.52,
        "open": 9.55,
        "high": 9.73,
        "low": 9.55,
        "bid1": 9.66,
        "ask1": 9.67,
        "bid_qty1": 43,
        "ask_qty1": 255
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000837:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000837:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000837",
      "name": "秦川机床",
      "side": "BUY",
      "priority": "W66",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.14,
      "exec_low": 11.14,
      "exec_high": 11.31,
      "invalid_price": 10.81,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.97,
      "entry_zone_high": 11.31,
      "entry_risk_pct": null,
      "intraday_vwap": 11.3987,
      "price_vs_vwap_pct": -0.515,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1785,
        "prev_amount_yi": 0.5263,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3392,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 11.42,
            "high": 11.42,
            "low": 11.36,
            "close": 11.36,
            "amount_yi": 0.0386
          },
          {
            "time": "09:37",
            "open": 11.32,
            "high": 11.34,
            "low": 11.32,
            "close": 11.34,
            "amount_yi": 0.043
          },
          {
            "time": "09:38",
            "open": 11.3,
            "high": 11.3,
            "low": 11.28,
            "close": 11.28,
            "amount_yi": 0.0473
          },
          {
            "time": "09:39",
            "open": 11.26,
            "high": 11.28,
            "low": 11.26,
            "close": 11.28,
            "amount_yi": 0.027
          },
          {
            "time": "09:40",
            "open": 11.34,
            "high": 11.34,
            "low": 11.34,
            "close": 11.34,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.34,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 11.11,
        "open": 11.18,
        "high": 11.62,
        "low": 11.12,
        "bid1": 11.34,
        "ask1": 11.35,
        "bid_qty1": 52,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002031:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002031:VWAP_RECLAIM",
      "symbol": "SZSE.002031",
      "name": "巨轮智能",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.7,
      "exec_low": 5.79,
      "exec_high": 5.79,
      "invalid_price": 5.53,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.61,
      "entry_zone_high": 5.79,
      "entry_risk_pct": 3.3217,
      "intraday_vwap": 5.6414,
      "price_vs_vwap_pct": 1.216,
      "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": 0.4552,
        "prev_amount_yi": 0.7689,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.592,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 5.63,
            "high": 5.63,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0766
          },
          {
            "time": "09:37",
            "open": 5.6,
            "high": 5.62,
            "low": 5.6,
            "close": 5.62,
            "amount_yi": 0.1178
          },
          {
            "time": "09:38",
            "open": 5.62,
            "high": 5.62,
            "low": 5.61,
            "close": 5.61,
            "amount_yi": 0.0442
          },
          {
            "time": "09:39",
            "open": 5.65,
            "high": 5.68,
            "low": 5.65,
            "close": 5.68,
            "amount_yi": 0.1172
          },
          {
            "time": "09:40",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0994
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.71,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 5.58,
        "open": 5.53,
        "high": 5.72,
        "low": 5.5,
        "bid1": 5.71,
        "ask1": 5.72,
        "bid_qty1": 603,
        "ask_qty1": 1687
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002708:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002708:VWAP_RECLAIM",
      "symbol": "SZSE.002708",
      "name": "光洋股份",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.42,
      "exec_low": 13.62,
      "exec_high": 13.62,
      "invalid_price": 13.02,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.22,
      "entry_zone_high": 13.62,
      "entry_risk_pct": null,
      "intraday_vwap": 13.1763,
      "price_vs_vwap_pct": -1.0344,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1794,
        "prev_amount_yi": 0.142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2634,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 13.14,
            "high": 13.14,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0442
          },
          {
            "time": "09:37",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0412
          },
          {
            "time": "09:38",
            "open": 13.06,
            "high": 13.06,
            "low": 13.04,
            "close": 13.04,
            "amount_yi": 0.0321
          },
          {
            "time": "09:39",
            "open": 13.04,
            "high": 13.04,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0438
          },
          {
            "time": "09:40",
            "open": 13.04,
            "high": 13.04,
            "low": 13.04,
            "close": 13.04,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.04,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 13.19,
        "open": 13.1,
        "high": 13.42,
        "low": 13.01,
        "bid1": 13.04,
        "ask1": 13.05,
        "bid_qty1": 29,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002527:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002527:VWAP_RECLAIM",
      "symbol": "SZSE.002527",
      "name": "新时达",
      "side": "BUY",
      "priority": "W69",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.94,
      "exec_low": 13.13,
      "exec_high": 13.13,
      "invalid_price": 12.55,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.75,
      "entry_zone_high": 13.13,
      "entry_risk_pct": null,
      "intraday_vwap": 13.184,
      "price_vs_vwap_pct": 1.1833,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1357,
        "prev_amount_yi": 0.3792,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3579,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 13.17,
            "high": 13.18,
            "low": 13.17,
            "close": 13.18,
            "amount_yi": 0.0218
          },
          {
            "time": "09:37",
            "open": 13.1,
            "high": 13.17,
            "low": 13.1,
            "close": 13.17,
            "amount_yi": 0.033
          },
          {
            "time": "09:38",
            "open": 13.14,
            "high": 13.14,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0282
          },
          {
            "time": "09:39",
            "open": 13.18,
            "high": 13.24,
            "low": 13.18,
            "close": 13.24,
            "amount_yi": 0.0324
          },
          {
            "time": "09:40",
            "open": 13.34,
            "high": 13.34,
            "low": 13.34,
            "close": 13.34,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.34,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 12.83,
        "open": 12.75,
        "high": 13.38,
        "low": 12.7,
        "bid1": 13.31,
        "ask1": 13.34,
        "bid_qty1": 14,
        "ask_qty1": 53
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603638:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603638:VWAP_RECLAIM",
      "symbol": "SHSE.603638",
      "name": "艾迪精密",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.75,
      "exec_low": 24.11,
      "exec_high": 24.11,
      "invalid_price": 23.04,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.39,
      "entry_zone_high": 24.11,
      "entry_risk_pct": null,
      "intraday_vwap": 23.6995,
      "price_vs_vwap_pct": -1.2637,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1653,
        "prev_amount_yi": 0.2306,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7168,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 23.77,
            "high": 23.77,
            "low": 23.67,
            "close": 23.67,
            "amount_yi": 0.0319
          },
          {
            "time": "09:37",
            "open": 23.62,
            "high": 23.62,
            "low": 23.62,
            "close": 23.62,
            "amount_yi": 0.0557
          },
          {
            "time": "09:38",
            "open": 23.55,
            "high": 23.55,
            "low": 23.53,
            "close": 23.53,
            "amount_yi": 0.0141
          },
          {
            "time": "09:39",
            "open": 23.57,
            "high": 23.57,
            "low": 23.5,
            "close": 23.5,
            "amount_yi": 0.0396
          },
          {
            "time": "09:40",
            "open": 23.4,
            "high": 23.4,
            "low": 23.4,
            "close": 23.4,
            "amount_yi": 0.024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.4,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 23.45,
        "open": 23.49,
        "high": 24.05,
        "low": 23.31,
        "bid1": 23.39,
        "ask1": 23.4,
        "bid_qty1": 6,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688580:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688580:VWAP_RECLAIM",
      "symbol": "SHSE.688580",
      "name": "伟思医疗",
      "side": "BUY",
      "priority": "W71",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 56.28,
      "exec_low": 57.12,
      "exec_high": 57.12,
      "invalid_price": 54.59,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 57.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.44,
      "entry_zone_high": 57.12,
      "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": 0.1026,
        "prev_amount_yi": 0.0787,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3037,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 52.52,
            "high": 52.52,
            "low": 52.5,
            "close": 52.5,
            "amount_yi": 0.0261
          },
          {
            "time": "09:37",
            "open": 52.41,
            "high": 52.41,
            "low": 52.31,
            "close": 52.31,
            "amount_yi": 0.0189
          },
          {
            "time": "09:38",
            "open": 52.25,
            "high": 52.25,
            "low": 52.25,
            "close": 52.25,
            "amount_yi": 0.0301
          },
          {
            "time": "09:39",
            "open": 52.27,
            "high": 52.31,
            "low": 52.27,
            "close": 52.31,
            "amount_yi": 0.0145
          },
          {
            "time": "09:40",
            "open": 52.5,
            "high": 52.5,
            "low": 52.5,
            "close": 52.5,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.5,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 53.27,
        "open": 53.5,
        "high": 53.5,
        "low": 52.08,
        "bid1": 52.44,
        "ask1": 52.46,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002933:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002933:VWAP_RECLAIM",
      "symbol": "SZSE.002933",
      "name": "新兴装备",
      "side": "BUY",
      "priority": "W72",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.98,
      "exec_low": 26.37,
      "exec_high": 26.37,
      "invalid_price": 25.2,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.59,
      "entry_zone_high": 26.37,
      "entry_risk_pct": null,
      "intraday_vwap": 25.8666,
      "price_vs_vwap_pct": 0.2451,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.02,
        "prev_amount_yi": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1765,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 25.71,
            "high": 25.71,
            "low": 25.71,
            "close": 25.71,
            "amount_yi": 0.0032
          },
          {
            "time": "09:37",
            "open": 25.7,
            "high": 25.7,
            "low": 25.68,
            "close": 25.68,
            "amount_yi": 0.0024
          },
          {
            "time": "09:38",
            "open": 25.67,
            "high": 25.67,
            "low": 25.62,
            "close": 25.62,
            "amount_yi": 0.0037
          },
          {
            "time": "09:39",
            "open": 25.81,
            "high": 25.81,
            "low": 25.78,
            "close": 25.78,
            "amount_yi": 0.0082
          },
          {
            "time": "09:40",
            "open": 25.93,
            "high": 25.93,
            "low": 25.93,
            "close": 25.93,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.93,
        "ts": "2026-07-01T09:40:18",
        "prev_close": 25.85,
        "open": 25.69,
        "high": 26.28,
        "low": 25.62,
        "bid1": 25.87,
        "ask1": 25.97,
        "bid_qty1": 1,
        "ask_qty1": 15
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002526:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002526:VWAP_RECLAIM",
      "symbol": "SZSE.002526",
      "name": "山东矿机",
      "side": "BUY",
      "priority": "W73",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.56,
      "exec_low": 2.6,
      "exec_high": 2.6,
      "invalid_price": 2.48,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.52,
      "entry_zone_high": 2.6,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6485,
      "price_vs_vwap_pct": 1.9445,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1991,
        "prev_amount_yi": 0.1318,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0118
          },
          {
            "time": "09:37",
            "open": 2.63,
            "high": 2.64,
            "low": 2.63,
            "close": 2.64,
            "amount_yi": 0.0194
          },
          {
            "time": "09:38",
            "open": 2.69,
            "high": 2.71,
            "low": 2.69,
            "close": 2.71,
            "amount_yi": 0.0943
          },
          {
            "time": "09:39",
            "open": 2.71,
            "high": 2.71,
            "low": 2.71,
            "close": 2.71,
            "amount_yi": 0.0592
          },
          {
            "time": "09:40",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0144
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.7,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 2.56,
        "open": 2.57,
        "high": 2.73,
        "low": 2.56,
        "bid1": 2.69,
        "ask1": 2.7,
        "bid_qty1": 604,
        "ask_qty1": 1019
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002273:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002273:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002273",
      "name": "水晶光电",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "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": 39.03,
      "price_vs_vwap_pct": 0.0,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1339,
        "prev_amount_yi": 0.4034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3319,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.042
          },
          {
            "time": "09:37",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0444
          },
          {
            "time": "09:38",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0153
          },
          {
            "time": "09:39",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0192
          },
          {
            "time": "09:40",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.03,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 35.48,
        "open": 39.03,
        "high": 39.03,
        "low": 39.03,
        "bid1": 39.03,
        "ask1": 0.0,
        "bid_qty1": 273104,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002841:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002841:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002841",
      "name": "视源股份",
      "side": "BUY",
      "priority": "W75",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.93,
      "exec_low": 34.93,
      "exec_high": 35.45,
      "invalid_price": 33.88,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.41,
      "entry_zone_high": 35.45,
      "entry_risk_pct": null,
      "intraday_vwap": 35.0634,
      "price_vs_vwap_pct": 1.3022,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1702,
        "prev_amount_yi": 0.2424,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7021,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 35.4,
            "high": 35.4,
            "low": 35.32,
            "close": 35.32,
            "amount_yi": 0.0361
          },
          {
            "time": "09:37",
            "open": 35.35,
            "high": 35.46,
            "low": 35.35,
            "close": 35.46,
            "amount_yi": 0.0217
          },
          {
            "time": "09:38",
            "open": 35.6,
            "high": 35.6,
            "low": 35.52,
            "close": 35.52,
            "amount_yi": 0.0544
          },
          {
            "time": "09:39",
            "open": 35.73,
            "high": 35.73,
            "low": 35.58,
            "close": 35.58,
            "amount_yi": 0.0401
          },
          {
            "time": "09:40",
            "open": 35.52,
            "high": 35.52,
            "low": 35.52,
            "close": 35.52,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.52,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 34.53,
        "open": 34.58,
        "high": 35.73,
        "low": 34.08,
        "bid1": 35.49,
        "ask1": 35.52,
        "bid_qty1": 2,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603297:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603297:VWAP_RECLAIM",
      "symbol": "SHSE.603297",
      "name": "永新光学",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 146.98,
      "exec_low": 149.18,
      "exec_high": 149.18,
      "invalid_price": 142.57,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 151.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 149.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 144.78,
      "entry_zone_high": 149.18,
      "entry_risk_pct": null,
      "intraday_vwap": 145.3212,
      "price_vs_vwap_pct": -0.455,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2027,
        "prev_amount_yi": 0.2938,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6899,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 145.86,
            "high": 146.9,
            "low": 145.86,
            "close": 146.9,
            "amount_yi": 0.0423
          },
          {
            "time": "09:37",
            "open": 145.21,
            "high": 145.47,
            "low": 145.21,
            "close": 145.47,
            "amount_yi": 0.0441
          },
          {
            "time": "09:38",
            "open": 146.08,
            "high": 146.08,
            "low": 145.8,
            "close": 145.8,
            "amount_yi": 0.035
          },
          {
            "time": "09:39",
            "open": 145.12,
            "high": 145.12,
            "low": 145.0,
            "close": 145.0,
            "amount_yi": 0.0532
          },
          {
            "time": "09:40",
            "open": 144.66,
            "high": 144.66,
            "low": 144.66,
            "close": 144.66,
            "amount_yi": 0.0281
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 144.66,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 146.95,
        "open": 146.97,
        "high": 146.98,
        "low": 143.13,
        "bid1": 144.56,
        "ask1": 144.75,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688039:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688039:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688039",
      "name": "当虹科技",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 38.0,
      "exec_low": 38.0,
      "exec_high": 38.57,
      "invalid_price": 36.86,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.43,
      "entry_zone_high": 38.57,
      "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": 0.0974,
        "prev_amount_yi": 0.0599,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.626,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 36.8,
            "high": 36.81,
            "low": 36.8,
            "close": 36.81,
            "amount_yi": 0.0096
          },
          {
            "time": "09:37",
            "open": 36.68,
            "high": 36.68,
            "low": 36.62,
            "close": 36.62,
            "amount_yi": 0.0159
          },
          {
            "time": "09:38",
            "open": 36.59,
            "high": 36.81,
            "low": 36.59,
            "close": 36.81,
            "amount_yi": 0.033
          },
          {
            "time": "09:39",
            "open": 36.93,
            "high": 37.01,
            "low": 36.93,
            "close": 37.01,
            "amount_yi": 0.031
          },
          {
            "time": "09:40",
            "open": 37.03,
            "high": 37.03,
            "low": 37.03,
            "close": 37.03,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.03,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 37.32,
        "open": 37.8,
        "high": 37.8,
        "low": 36.56,
        "bid1": 37.05,
        "ask1": 37.13,
        "bid_qty1": 23,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688496:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688496:VWAP_RECLAIM",
      "symbol": "SHSE.688496",
      "name": "*ST清越",
      "side": "BUY",
      "priority": "W78",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 0.98,
      "exec_low": 0.99,
      "exec_high": 0.99,
      "invalid_price": 0.95,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 0.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 0.97,
      "entry_zone_high": 0.99,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0015,
        "prev_amount_yi": 0.0037,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 0.92,
            "high": 0.92,
            "low": 0.92,
            "close": 0.92,
            "amount_yi": 0.0005
          },
          {
            "time": "09:37",
            "open": 0.92,
            "high": 0.92,
            "low": 0.92,
            "close": 0.92,
            "amount_yi": 0.0001
          },
          {
            "time": "09:38",
            "open": 0.92,
            "high": 0.92,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0007
          },
          {
            "time": "09:39",
            "open": 0.92,
            "high": 0.92,
            "low": 0.92,
            "close": 0.92,
            "amount_yi": 0.0001
          },
          {
            "time": "09:40",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 0.91,
        "ts": "2026-07-01T09:40:09",
        "prev_close": 0.92,
        "open": 0.91,
        "high": 0.92,
        "low": 0.89,
        "bid1": 0.91,
        "ask1": 0.92,
        "bid_qty1": 1174,
        "ask_qty1": 1749
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603662:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.603662:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603662",
      "name": "柯力传感",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "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": 73.6977,
      "price_vs_vwap_pct": 0.9801,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2819,
        "prev_amount_yi": 1.9964,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6421,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 73.5,
            "high": 73.5,
            "low": 73.21,
            "close": 73.21,
            "amount_yi": 0.1989
          },
          {
            "time": "09:37",
            "open": 73.45,
            "high": 73.9,
            "low": 73.45,
            "close": 73.9,
            "amount_yi": 0.3391
          },
          {
            "time": "09:38",
            "open": 73.77,
            "high": 73.77,
            "low": 73.67,
            "close": 73.67,
            "amount_yi": 0.1879
          },
          {
            "time": "09:39",
            "open": 74.0,
            "high": 74.5,
            "low": 74.0,
            "close": 74.5,
            "amount_yi": 0.3425
          },
          {
            "time": "09:40",
            "open": 74.42,
            "high": 74.42,
            "low": 74.42,
            "close": 74.42,
            "amount_yi": 0.2135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.42,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 71.17,
        "open": 72.5,
        "high": 74.72,
        "low": 71.95,
        "bid1": 74.42,
        "ask1": 74.44,
        "bid_qty1": 22,
        "ask_qty1": 89
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688160:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688160:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688160",
      "name": "步科股份",
      "side": "BUY",
      "priority": "W80",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 109.5,
      "exec_low": 109.5,
      "exec_high": 111.14,
      "invalid_price": 106.22,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 112.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 111.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 107.86,
      "entry_zone_high": 111.14,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2842,
        "prev_amount_yi": 0.6584,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4317,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 112.4,
            "high": 112.4,
            "low": 111.81,
            "close": 111.81,
            "amount_yi": 0.0508
          },
          {
            "time": "09:37",
            "open": 111.81,
            "high": 112.0,
            "low": 111.81,
            "close": 112.0,
            "amount_yi": 0.0568
          },
          {
            "time": "09:38",
            "open": 111.5,
            "high": 111.72,
            "low": 111.5,
            "close": 111.72,
            "amount_yi": 0.065
          },
          {
            "time": "09:39",
            "open": 112.12,
            "high": 112.5,
            "low": 112.12,
            "close": 112.5,
            "amount_yi": 0.0941
          },
          {
            "time": "09:40",
            "open": 111.8,
            "high": 111.8,
            "low": 111.8,
            "close": 111.8,
            "amount_yi": 0.0175
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.8,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 108.77,
        "open": 108.7,
        "high": 114.0,
        "low": 107.56,
        "bid1": 111.8,
        "ask1": 112.0,
        "bid_qty1": 1,
        "ask_qty1": 27
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603583:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603583:VWAP_RECLAIM",
      "symbol": "SHSE.603583",
      "name": "捷昌驱动",
      "side": "BUY",
      "priority": "W81",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.25,
      "exec_low": 23.6,
      "exec_high": 23.6,
      "invalid_price": 22.55,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.9,
      "entry_zone_high": 23.6,
      "entry_risk_pct": null,
      "intraday_vwap": 23.1189,
      "price_vs_vwap_pct": -0.2115,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0501,
        "prev_amount_yi": 0.1761,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 23.2,
            "high": 23.2,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.0121
          },
          {
            "time": "09:37",
            "open": 23.08,
            "high": 23.08,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0208
          },
          {
            "time": "09:38",
            "open": 23.0,
            "high": 23.06,
            "low": 23.0,
            "close": 23.06,
            "amount_yi": 0.009
          },
          {
            "time": "09:39",
            "open": 23.11,
            "high": 23.11,
            "low": 23.09,
            "close": 23.09,
            "amount_yi": 0.0053
          },
          {
            "time": "09:40",
            "open": 23.07,
            "high": 23.07,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.07,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 22.8,
        "open": 22.81,
        "high": 23.44,
        "low": 22.66,
        "bid1": 23.08,
        "ask1": 23.1,
        "bid_qty1": 16,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.003021:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.003021:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.003021",
      "name": "兆威机电",
      "side": "BUY",
      "priority": "W82",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 88.27,
      "exec_low": 88.27,
      "exec_high": 89.59,
      "invalid_price": 85.62,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 90.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 89.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 86.95,
      "entry_zone_high": 89.59,
      "entry_risk_pct": null,
      "intraday_vwap": 92.4007,
      "price_vs_vwap_pct": -0.3146,
      "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": 0.3757,
        "prev_amount_yi": 0.9983,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3763,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 93.2,
            "high": 93.2,
            "low": 93.0,
            "close": 93.0,
            "amount_yi": 0.11
          },
          {
            "time": "09:37",
            "open": 92.51,
            "high": 92.51,
            "low": 92.31,
            "close": 92.31,
            "amount_yi": 0.0778
          },
          {
            "time": "09:38",
            "open": 91.91,
            "high": 91.91,
            "low": 91.67,
            "close": 91.67,
            "amount_yi": 0.0605
          },
          {
            "time": "09:39",
            "open": 91.57,
            "high": 91.99,
            "low": 91.57,
            "close": 91.99,
            "amount_yi": 0.0922
          },
          {
            "time": "09:40",
            "open": 92.11,
            "high": 92.11,
            "low": 92.11,
            "close": 92.11,
            "amount_yi": 0.0352
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 92.11,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 87.35,
        "open": 88.5,
        "high": 94.58,
        "low": 87.96,
        "bid1": 92.11,
        "ask1": 92.25,
        "bid_qty1": 10,
        "ask_qty1": 14
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301368:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301368:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301368",
      "name": "丰立智能",
      "side": "BUY",
      "priority": "W83",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 42.24,
      "exec_low": 42.24,
      "exec_high": 42.87,
      "invalid_price": 40.97,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 43.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.61,
      "entry_zone_high": 42.87,
      "entry_risk_pct": 3.8489,
      "intraday_vwap": 42.7611,
      "price_vs_vwap_pct": -0.3534,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.11,
        "prev_amount_yi": 0.2352,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4677,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 42.55,
            "high": 42.55,
            "low": 42.25,
            "close": 42.25,
            "amount_yi": 0.026
          },
          {
            "time": "09:37",
            "open": 42.25,
            "high": 42.33,
            "low": 42.25,
            "close": 42.33,
            "amount_yi": 0.0189
          },
          {
            "time": "09:38",
            "open": 42.2,
            "high": 42.26,
            "low": 42.2,
            "close": 42.26,
            "amount_yi": 0.0361
          },
          {
            "time": "09:39",
            "open": 42.34,
            "high": 42.5,
            "low": 42.34,
            "close": 42.5,
            "amount_yi": 0.0208
          },
          {
            "time": "09:40",
            "open": 42.61,
            "high": 42.61,
            "low": 42.61,
            "close": 42.61,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.61,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 41.63,
        "open": 42.53,
        "high": 43.69,
        "low": 41.9,
        "bid1": 42.5,
        "ask1": 42.61,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300660:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300660:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300660",
      "name": "江苏雷利",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 28.03,
      "exec_low": 28.03,
      "exec_high": 28.45,
      "invalid_price": 27.19,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.61,
      "entry_zone_high": 28.45,
      "entry_risk_pct": 4.2268,
      "intraday_vwap": 28.6533,
      "price_vs_vwap_pct": -0.9887,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2489,
        "prev_amount_yi": 0.5329,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4671,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 28.43,
            "high": 28.43,
            "low": 28.39,
            "close": 28.39,
            "amount_yi": 0.0608
          },
          {
            "time": "09:37",
            "open": 28.45,
            "high": 28.45,
            "low": 28.36,
            "close": 28.36,
            "amount_yi": 0.078
          },
          {
            "time": "09:38",
            "open": 28.27,
            "high": 28.35,
            "low": 28.27,
            "close": 28.35,
            "amount_yi": 0.0544
          },
          {
            "time": "09:39",
            "open": 28.4,
            "high": 28.4,
            "low": 28.36,
            "close": 28.36,
            "amount_yi": 0.0427
          },
          {
            "time": "09:40",
            "open": 28.37,
            "high": 28.37,
            "low": 28.37,
            "close": 28.37,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.37,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 27.86,
        "open": 27.97,
        "high": 29.5,
        "low": 27.86,
        "bid1": 28.38,
        "ask1": 28.39,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301023:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301023:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301023",
      "name": "奕帆传动",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.38,
      "exec_low": 34.38,
      "exec_high": 34.9,
      "invalid_price": 33.35,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.86,
      "entry_zone_high": 34.9,
      "entry_risk_pct": 3.6684,
      "intraday_vwap": 34.3653,
      "price_vs_vwap_pct": 0.7412,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1114,
        "prev_amount_yi": 0.1626,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6851,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 34.57,
            "high": 34.57,
            "low": 34.4,
            "close": 34.4,
            "amount_yi": 0.0189
          },
          {
            "time": "09:37",
            "open": 34.69,
            "high": 34.7,
            "low": 34.69,
            "close": 34.7,
            "amount_yi": 0.0423
          },
          {
            "time": "09:38",
            "open": 34.7,
            "high": 34.7,
            "low": 34.6,
            "close": 34.6,
            "amount_yi": 0.0308
          },
          {
            "time": "09:39",
            "open": 34.65,
            "high": 34.65,
            "low": 34.6,
            "close": 34.6,
            "amount_yi": 0.015
          },
          {
            "time": "09:40",
            "open": 34.62,
            "high": 34.62,
            "low": 34.62,
            "close": 34.62,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.62,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 33.95,
        "open": 33.7,
        "high": 34.78,
        "low": 33.51,
        "bid1": 34.61,
        "ask1": 34.62,
        "bid_qty1": 60,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300403:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300403:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300403",
      "name": "汉宇集团",
      "side": "BUY",
      "priority": "W86",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.45,
      "exec_low": 9.45,
      "exec_high": 9.59,
      "invalid_price": 9.17,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.31,
      "entry_zone_high": 9.59,
      "entry_risk_pct": null,
      "intraday_vwap": 9.6401,
      "price_vs_vwap_pct": -0.416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0663,
        "prev_amount_yi": 0.2306,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 9.66,
            "high": 9.66,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0231
          },
          {
            "time": "09:37",
            "open": 9.56,
            "high": 9.62,
            "low": 9.56,
            "close": 9.62,
            "amount_yi": 0.012
          },
          {
            "time": "09:38",
            "open": 9.56,
            "high": 9.57,
            "low": 9.56,
            "close": 9.57,
            "amount_yi": 0.0154
          },
          {
            "time": "09:39",
            "open": 9.58,
            "high": 9.6,
            "low": 9.58,
            "close": 9.6,
            "amount_yi": 0.0147
          },
          {
            "time": "09:40",
            "open": 9.6,
            "high": 9.6,
            "low": 9.6,
            "close": 9.6,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.6,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 9.42,
        "open": 9.35,
        "high": 9.84,
        "low": 9.33,
        "bid1": 9.59,
        "ask1": 9.6,
        "bid_qty1": 17,
        "ask_qty1": 35
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300680:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300680:VWAP_RECLAIM",
      "symbol": "SZSE.300680",
      "name": "隆盛科技",
      "side": "BUY",
      "priority": "W87",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.07,
      "exec_low": 23.42,
      "exec_high": 23.42,
      "invalid_price": 22.38,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.72,
      "entry_zone_high": 23.42,
      "entry_risk_pct": null,
      "intraday_vwap": 22.9795,
      "price_vs_vwap_pct": -0.3895,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1219,
        "prev_amount_yi": 0.1585,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 22.92,
            "high": 22.92,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.0333
          },
          {
            "time": "09:37",
            "open": 22.85,
            "high": 22.85,
            "low": 22.83,
            "close": 22.83,
            "amount_yi": 0.0362
          },
          {
            "time": "09:38",
            "open": 22.76,
            "high": 22.8,
            "low": 22.76,
            "close": 22.8,
            "amount_yi": 0.0176
          },
          {
            "time": "09:39",
            "open": 22.94,
            "high": 22.94,
            "low": 22.91,
            "close": 22.91,
            "amount_yi": 0.0267
          },
          {
            "time": "09:40",
            "open": 22.89,
            "high": 22.89,
            "low": 22.89,
            "close": 22.89,
            "amount_yi": 0.0081
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.89,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 22.72,
        "open": 22.71,
        "high": 23.3,
        "low": 22.6,
        "bid1": 22.89,
        "ask1": 22.92,
        "bid_qty1": 66,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.001306:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.001306:VWAP_RECLAIM",
      "symbol": "SZSE.001306",
      "name": "夏厦精密",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 55.1,
      "exec_low": 55.93,
      "exec_high": 55.93,
      "invalid_price": 53.45,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 56.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 54.27,
      "entry_zone_high": 55.93,
      "entry_risk_pct": 3.7804,
      "intraday_vwap": 55.7339,
      "price_vs_vwap_pct": -0.33,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0325,
        "prev_amount_yi": 0.0532,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 55.43,
            "high": 55.43,
            "low": 55.23,
            "close": 55.23,
            "amount_yi": 0.0062
          },
          {
            "time": "09:37",
            "open": 55.09,
            "high": 55.09,
            "low": 55.08,
            "close": 55.08,
            "amount_yi": 0.0072
          },
          {
            "time": "09:38",
            "open": 55.01,
            "high": 55.01,
            "low": 54.87,
            "close": 54.87,
            "amount_yi": 0.0095
          },
          {
            "time": "09:39",
            "open": 54.93,
            "high": 55.25,
            "low": 54.93,
            "close": 55.25,
            "amount_yi": 0.0053
          },
          {
            "time": "09:40",
            "open": 55.55,
            "high": 55.55,
            "low": 55.55,
            "close": 55.55,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.55,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 54.57,
        "open": 55.0,
        "high": 57.14,
        "low": 54.5,
        "bid1": 55.48,
        "ask1": 55.55,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.600699:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.600699:VWAP_RECLAIM",
      "symbol": "SHSE.600699",
      "name": "均胜电子",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 21.99,
      "exec_low": 22.32,
      "exec_high": 22.32,
      "invalid_price": 21.33,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.32,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.66,
      "entry_zone_high": 22.32,
      "entry_risk_pct": null,
      "intraday_vwap": 21.7032,
      "price_vs_vwap_pct": -0.0608,
      "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": 0.3369,
        "prev_amount_yi": 0.4623,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7287,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 21.7,
            "high": 21.75,
            "low": 21.7,
            "close": 21.75,
            "amount_yi": 0.1042
          },
          {
            "time": "09:37",
            "open": 21.55,
            "high": 21.61,
            "low": 21.55,
            "close": 21.61,
            "amount_yi": 0.0935
          },
          {
            "time": "09:38",
            "open": 21.57,
            "high": 21.63,
            "low": 21.57,
            "close": 21.63,
            "amount_yi": 0.0628
          },
          {
            "time": "09:39",
            "open": 21.7,
            "high": 21.7,
            "low": 21.7,
            "close": 21.7,
            "amount_yi": 0.054
          },
          {
            "time": "09:40",
            "open": 21.69,
            "high": 21.69,
            "low": 21.69,
            "close": 21.69,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.69,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 21.61,
        "open": 21.56,
        "high": 21.91,
        "low": 21.46,
        "bid1": 21.68,
        "ask1": 21.69,
        "bid_qty1": 8,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300258:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300258:VWAP_RECLAIM",
      "symbol": "SZSE.300258",
      "name": "精锻科技",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.06,
      "exec_low": 11.23,
      "exec_high": 11.23,
      "invalid_price": 10.73,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.89,
      "entry_zone_high": 11.23,
      "entry_risk_pct": 4.4524,
      "intraday_vwap": 11.2329,
      "price_vs_vwap_pct": -0.1148,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0644,
        "prev_amount_yi": 0.1536,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4193,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 11.23,
            "high": 11.23,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0104
          },
          {
            "time": "09:37",
            "open": 11.2,
            "high": 11.2,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.0228
          },
          {
            "time": "09:38",
            "open": 11.15,
            "high": 11.16,
            "low": 11.15,
            "close": 11.16,
            "amount_yi": 0.0228
          },
          {
            "time": "09:39",
            "open": 11.18,
            "high": 11.21,
            "low": 11.18,
            "close": 11.21,
            "amount_yi": 0.0067
          },
          {
            "time": "09:40",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.22,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 11.03,
        "open": 11.0,
        "high": 11.41,
        "low": 10.98,
        "bid1": 11.22,
        "ask1": 11.23,
        "bid_qty1": 94,
        "ask_qty1": 151
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300432:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300432:VWAP_RECLAIM",
      "symbol": "SZSE.300432",
      "name": "富临精工",
      "side": "BUY",
      "priority": "W91",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.3,
      "exec_low": 20.6,
      "exec_high": 20.6,
      "invalid_price": 19.69,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.0,
      "entry_zone_high": 20.6,
      "entry_risk_pct": null,
      "intraday_vwap": 19.652,
      "price_vs_vwap_pct": -0.1628,
      "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": 0.3065,
        "prev_amount_yi": 0.7289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4205,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 19.46,
            "high": 19.46,
            "low": 19.46,
            "close": 19.46,
            "amount_yi": 0.0706
          },
          {
            "time": "09:37",
            "open": 19.5,
            "high": 19.5,
            "low": 19.49,
            "close": 19.49,
            "amount_yi": 0.0848
          },
          {
            "time": "09:38",
            "open": 19.53,
            "high": 19.6,
            "low": 19.53,
            "close": 19.6,
            "amount_yi": 0.0474
          },
          {
            "time": "09:39",
            "open": 19.58,
            "high": 19.63,
            "low": 19.58,
            "close": 19.63,
            "amount_yi": 0.0781
          },
          {
            "time": "09:40",
            "open": 19.62,
            "high": 19.62,
            "low": 19.62,
            "close": 19.62,
            "amount_yi": 0.0256
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.62,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 20.09,
        "open": 20.09,
        "high": 20.1,
        "low": 19.4,
        "bid1": 19.61,
        "ask1": 19.62,
        "bid_qty1": 7,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688048:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.688048:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688048",
      "name": "长光华芯",
      "side": "BUY",
      "priority": "W92",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.7459,
        "prev_amount_yi": 9.1748,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6263,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 479.33,
            "high": 479.61,
            "low": 479.33,
            "close": 479.61,
            "amount_yi": 1.3864
          },
          {
            "time": "09:37",
            "open": 478.03,
            "high": 482.0,
            "low": 478.03,
            "close": 482.0,
            "amount_yi": 1.6118
          },
          {
            "time": "09:38",
            "open": 481.0,
            "high": 483.0,
            "low": 481.0,
            "close": 483.0,
            "amount_yi": 1.0462
          },
          {
            "time": "09:39",
            "open": 480.0,
            "high": 480.0,
            "low": 477.9,
            "close": 477.9,
            "amount_yi": 1.0411
          },
          {
            "time": "09:40",
            "open": 473.03,
            "high": 473.03,
            "low": 473.03,
            "close": 473.03,
            "amount_yi": 0.6604
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 473.03,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 502.0,
        "open": 504.0,
        "high": 509.11,
        "low": 473.0,
        "bid1": 473.0,
        "ask1": 473.03,
        "bid_qty1": 162,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002475:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002475:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002475",
      "name": "立讯精密",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 70.88,
      "exec_low": 70.88,
      "exec_high": 71.94,
      "invalid_price": 68.75,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 73.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 71.94,
      "dynamic_exec_high": null,
      "entry_zone_low": 69.82,
      "entry_zone_high": 71.94,
      "entry_risk_pct": null,
      "intraday_vwap": 69.6488,
      "price_vs_vwap_pct": -1.2187,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.7954,
        "prev_amount_yi": 7.279,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9336,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 69.4,
            "high": 69.4,
            "low": 69.07,
            "close": 69.07,
            "amount_yi": 1.257
          },
          {
            "time": "09:37",
            "open": 69.0,
            "high": 69.15,
            "low": 69.0,
            "close": 69.15,
            "amount_yi": 2.0579
          },
          {
            "time": "09:38",
            "open": 69.3,
            "high": 69.38,
            "low": 69.3,
            "close": 69.38,
            "amount_yi": 1.1451
          },
          {
            "time": "09:39",
            "open": 69.36,
            "high": 69.36,
            "low": 69.1,
            "close": 69.1,
            "amount_yi": 1.0411
          },
          {
            "time": "09:40",
            "open": 68.8,
            "high": 68.8,
            "low": 68.8,
            "close": 68.8,
            "amount_yi": 1.2943
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 68.8,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 70.4,
        "open": 70.4,
        "high": 70.77,
        "low": 68.71,
        "bid1": 68.72,
        "ask1": 68.8,
        "bid_qty1": 20,
        "ask_qty1": 209
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300620:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300620:VWAP_RECLAIM",
      "symbol": "SZSE.300620",
      "name": "光库科技",
      "side": "BUY",
      "priority": "W94",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 381.8,
      "exec_low": 387.53,
      "exec_high": 387.53,
      "invalid_price": 370.35,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 393.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 387.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 376.07,
      "entry_zone_high": 387.53,
      "entry_risk_pct": null,
      "intraday_vwap": 370.5885,
      "price_vs_vwap_pct": -1.1032,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.2152,
        "prev_amount_yi": 2.4167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3304,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 371.3,
            "high": 371.3,
            "low": 370.29,
            "close": 370.29,
            "amount_yi": 0.6544
          },
          {
            "time": "09:37",
            "open": 369.65,
            "high": 370.0,
            "low": 369.65,
            "close": 370.0,
            "amount_yi": 0.714
          },
          {
            "time": "09:38",
            "open": 370.82,
            "high": 370.82,
            "low": 370.37,
            "close": 370.37,
            "amount_yi": 0.3421
          },
          {
            "time": "09:39",
            "open": 368.5,
            "high": 368.5,
            "low": 367.09,
            "close": 367.09,
            "amount_yi": 0.8214
          },
          {
            "time": "09:40",
            "open": 366.5,
            "high": 366.5,
            "low": 366.5,
            "close": 366.5,
            "amount_yi": 0.6833
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 366.5,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 378.2,
        "open": 373.15,
        "high": 375.73,
        "low": 366.0,
        "bid1": 366.5,
        "ask1": 366.95,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688195:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688195:VWAP_RECLAIM",
      "symbol": "SHSE.688195",
      "name": "腾景科技",
      "side": "BUY",
      "priority": "W95",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 195.28,
      "exec_low": 198.21,
      "exec_high": 198.21,
      "invalid_price": 189.42,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 201.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.35,
      "entry_zone_high": 198.21,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8534,
        "prev_amount_yi": 0.7537,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 191.07,
            "high": 191.07,
            "low": 190.0,
            "close": 190.0,
            "amount_yi": 0.2402
          },
          {
            "time": "09:37",
            "open": 189.36,
            "high": 189.51,
            "low": 189.36,
            "close": 189.51,
            "amount_yi": 0.2265
          },
          {
            "time": "09:38",
            "open": 189.9,
            "high": 190.12,
            "low": 189.9,
            "close": 190.12,
            "amount_yi": 0.1337
          },
          {
            "time": "09:39",
            "open": 189.52,
            "high": 189.52,
            "low": 189.01,
            "close": 189.01,
            "amount_yi": 0.1103
          },
          {
            "time": "09:40",
            "open": 188.58,
            "high": 188.58,
            "low": 188.58,
            "close": 188.58,
            "amount_yi": 0.1427
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 188.58,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 192.58,
        "open": 191.13,
        "high": 193.99,
        "low": 188.08,
        "bid1": 188.63,
        "ask1": 188.9,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688313:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688313:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688313",
      "name": "仕佳光子",
      "side": "BUY",
      "priority": "W96",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 191.6,
      "exec_low": 191.6,
      "exec_high": 194.47,
      "invalid_price": 185.85,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 197.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 194.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 188.73,
      "entry_zone_high": 194.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1824,
        "prev_amount_yi": 3.578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6099,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 182.9,
            "high": 182.9,
            "low": 182.35,
            "close": 182.35,
            "amount_yi": 0.3632
          },
          {
            "time": "09:37",
            "open": 181.1,
            "high": 181.1,
            "low": 180.87,
            "close": 180.87,
            "amount_yi": 0.592
          },
          {
            "time": "09:38",
            "open": 182.6,
            "high": 182.6,
            "low": 182.59,
            "close": 182.59,
            "amount_yi": 0.3815
          },
          {
            "time": "09:39",
            "open": 181.8,
            "high": 181.8,
            "low": 180.6,
            "close": 180.6,
            "amount_yi": 0.4232
          },
          {
            "time": "09:40",
            "open": 180.23,
            "high": 180.23,
            "low": 180.23,
            "close": 180.23,
            "amount_yi": 0.4225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 180.23,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 184.65,
        "open": 181.55,
        "high": 183.97,
        "low": 180.07,
        "bid1": 180.12,
        "ask1": 180.19,
        "bid_qty1": 4,
        "ask_qty1": 18
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300252:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300252:VWAP_RECLAIM",
      "symbol": "SZSE.300252",
      "name": "金信诺",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.49,
      "exec_low": 17.75,
      "exec_high": 17.75,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.23,
      "entry_zone_high": 17.75,
      "entry_risk_pct": null,
      "intraday_vwap": 17.3215,
      "price_vs_vwap_pct": -1.3365,
      "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": 0.5266,
        "prev_amount_yi": 0.5284,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 17.36,
            "high": 17.36,
            "low": 17.3,
            "close": 17.3,
            "amount_yi": 0.0943
          },
          {
            "time": "09:37",
            "open": 17.24,
            "high": 17.24,
            "low": 17.22,
            "close": 17.22,
            "amount_yi": 0.1428
          },
          {
            "time": "09:38",
            "open": 17.27,
            "high": 17.27,
            "low": 17.2,
            "close": 17.2,
            "amount_yi": 0.0718
          },
          {
            "time": "09:39",
            "open": 17.12,
            "high": 17.12,
            "low": 17.12,
            "close": 17.12,
            "amount_yi": 0.1578
          },
          {
            "time": "09:40",
            "open": 17.09,
            "high": 17.09,
            "low": 17.09,
            "close": 17.09,
            "amount_yi": 0.0599
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.09,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 17.25,
        "open": 17.2,
        "high": 17.58,
        "low": 17.05,
        "bid1": 17.1,
        "ask1": 17.11,
        "bid_qty1": 1,
        "ask_qty1": 64
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000823:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.000823:VWAP_RECLAIM",
      "symbol": "SZSE.000823",
      "name": "超声电子",
      "side": "BUY",
      "priority": "W98",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.23,
      "exec_low": 26.62,
      "exec_high": 26.62,
      "invalid_price": 25.44,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.84,
      "entry_zone_high": 26.62,
      "entry_risk_pct": null,
      "intraday_vwap": 27.0608,
      "price_vs_vwap_pct": 3.1381,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.5087,
        "prev_amount_yi": 4.1731,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 27.22,
            "high": 27.35,
            "low": 27.22,
            "close": 27.35,
            "amount_yi": 1.0493
          },
          {
            "time": "09:37",
            "open": 27.7,
            "high": 27.99,
            "low": 27.7,
            "close": 27.99,
            "amount_yi": 1.0691
          },
          {
            "time": "09:38",
            "open": 27.82,
            "high": 28.05,
            "low": 27.82,
            "close": 28.05,
            "amount_yi": 1.2062
          },
          {
            "time": "09:39",
            "open": 27.66,
            "high": 27.66,
            "low": 27.55,
            "close": 27.55,
            "amount_yi": 0.9142
          },
          {
            "time": "09:40",
            "open": 27.91,
            "high": 27.91,
            "low": 27.91,
            "close": 27.91,
            "amount_yi": 0.2699
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.91,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 25.65,
        "open": 25.65,
        "high": 28.12,
        "low": 25.65,
        "bid1": 27.82,
        "ask1": 27.9,
        "bid_qty1": 21,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002222:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002222:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002222",
      "name": "福晶科技",
      "side": "BUY",
      "priority": "W99",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 93.0,
      "exec_low": 93.0,
      "exec_high": 94.39,
      "invalid_price": 90.21,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "LED概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 95.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 94.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 91.61,
      "entry_zone_high": 94.39,
      "entry_risk_pct": null,
      "intraday_vwap": 90.7515,
      "price_vs_vwap_pct": -1.5113,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9476,
        "prev_amount_yi": 1.9875,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9799,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 90.6,
            "high": 90.6,
            "low": 90.32,
            "close": 90.32,
            "amount_yi": 0.4313
          },
          {
            "time": "09:37",
            "open": 89.84,
            "high": 89.98,
            "low": 89.84,
            "close": 89.98,
            "amount_yi": 0.508
          },
          {
            "time": "09:38",
            "open": 90.04,
            "high": 90.28,
            "low": 90.04,
            "close": 90.28,
            "amount_yi": 0.2975
          },
          {
            "time": "09:39",
            "open": 89.87,
            "high": 89.87,
            "low": 89.4,
            "close": 89.4,
            "amount_yi": 0.4251
          },
          {
            "time": "09:40",
            "open": 89.38,
            "high": 89.38,
            "low": 89.38,
            "close": 89.38,
            "amount_yi": 0.2857
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.38,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 92.28,
        "open": 92.0,
        "high": 92.16,
        "low": 89.3,
        "bid1": 89.37,
        "ask1": 89.38,
        "bid_qty1": 225,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002472:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002472:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002472",
      "name": "双环传动",
      "side": "BUY",
      "priority": "W100",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "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": 43.1129,
      "price_vs_vwap_pct": 0.9443,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8944,
        "prev_amount_yi": 4.1394,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 43.49,
            "high": 43.49,
            "low": 43.38,
            "close": 43.38,
            "amount_yi": 0.4583
          },
          {
            "time": "09:37",
            "open": 43.3,
            "high": 43.35,
            "low": 43.3,
            "close": 43.35,
            "amount_yi": 0.3581
          },
          {
            "time": "09:38",
            "open": 43.29,
            "high": 43.55,
            "low": 43.29,
            "close": 43.55,
            "amount_yi": 0.5016
          },
          {
            "time": "09:39",
            "open": 43.55,
            "high": 43.55,
            "low": 43.5,
            "close": 43.5,
            "amount_yi": 0.4062
          },
          {
            "time": "09:40",
            "open": 43.52,
            "high": 43.52,
            "low": 43.52,
            "close": 43.52,
            "amount_yi": 0.1702
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.52,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 41.51,
        "open": 42.21,
        "high": 43.68,
        "low": 42.05,
        "bid1": 43.5,
        "ask1": 43.52,
        "bid_qty1": 25,
        "ask_qty1": 29
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605208:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.605208:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.605208",
      "name": "永茂泰",
      "side": "BUY",
      "priority": "W101",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "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": 16.4664,
      "price_vs_vwap_pct": 1.4794,
      "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": 0.2839,
        "prev_amount_yi": 0.3708,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7656,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 16.53,
            "high": 16.53,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0241
          },
          {
            "time": "09:37",
            "open": 16.63,
            "high": 16.72,
            "low": 16.63,
            "close": 16.72,
            "amount_yi": 0.1177
          },
          {
            "time": "09:38",
            "open": 16.7,
            "high": 16.7,
            "low": 16.59,
            "close": 16.59,
            "amount_yi": 0.0655
          },
          {
            "time": "09:39",
            "open": 16.7,
            "high": 16.7,
            "low": 16.62,
            "close": 16.62,
            "amount_yi": 0.0353
          },
          {
            "time": "09:40",
            "open": 16.71,
            "high": 16.71,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.0413
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.71,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 15.95,
        "open": 16.61,
        "high": 16.79,
        "low": 16.12,
        "bid1": 16.7,
        "ask1": 16.73,
        "bid_qty1": 3,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002921:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002921:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002921",
      "name": "联诚精密",
      "side": "BUY",
      "priority": "W102",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "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": 27.8494,
      "price_vs_vwap_pct": -2.0446,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1601,
        "prev_amount_yi": 0.3345,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4786,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 27.57,
            "high": 27.57,
            "low": 27.4,
            "close": 27.4,
            "amount_yi": 0.0291
          },
          {
            "time": "09:37",
            "open": 27.5,
            "high": 27.5,
            "low": 27.35,
            "close": 27.35,
            "amount_yi": 0.0294
          },
          {
            "time": "09:38",
            "open": 27.47,
            "high": 27.49,
            "low": 27.47,
            "close": 27.49,
            "amount_yi": 0.048
          },
          {
            "time": "09:39",
            "open": 27.32,
            "high": 27.32,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.0279
          },
          {
            "time": "09:40",
            "open": 27.28,
            "high": 27.28,
            "low": 27.28,
            "close": 27.28,
            "amount_yi": 0.0257
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.28,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 27.34,
        "open": 28.23,
        "high": 28.69,
        "low": 27.17,
        "bid1": 27.3,
        "ask1": 27.37,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000026:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.000026:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000026",
      "name": "飞亚达",
      "side": "BUY",
      "priority": "W103",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "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": 21.866,
      "price_vs_vwap_pct": -1.5366,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1306,
        "prev_amount_yi": 0.2735,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 21.53,
            "high": 21.63,
            "low": 21.53,
            "close": 21.63,
            "amount_yi": 0.0342
          },
          {
            "time": "09:37",
            "open": 21.62,
            "high": 21.65,
            "low": 21.62,
            "close": 21.65,
            "amount_yi": 0.0228
          },
          {
            "time": "09:38",
            "open": 21.64,
            "high": 21.66,
            "low": 21.64,
            "close": 21.66,
            "amount_yi": 0.0169
          },
          {
            "time": "09:39",
            "open": 21.58,
            "high": 21.58,
            "low": 21.53,
            "close": 21.53,
            "amount_yi": 0.0415
          },
          {
            "time": "09:40",
            "open": 21.53,
            "high": 21.53,
            "low": 21.53,
            "close": 21.53,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.53,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 21.54,
        "open": 22.26,
        "high": 22.45,
        "low": 21.44,
        "bid1": 21.53,
        "ask1": 21.54,
        "bid_qty1": 17,
        "ask_qty1": 34
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002833:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002833:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002833",
      "name": "弘亚数控",
      "side": "BUY",
      "priority": "W104",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "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": 19.1731,
      "price_vs_vwap_pct": 0.5054,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2301,
        "prev_amount_yi": 0.2873,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8009,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 19.2,
            "high": 19.29,
            "low": 19.2,
            "close": 19.29,
            "amount_yi": 0.0326
          },
          {
            "time": "09:37",
            "open": 19.31,
            "high": 19.46,
            "low": 19.31,
            "close": 19.46,
            "amount_yi": 0.0633
          },
          {
            "time": "09:38",
            "open": 19.43,
            "high": 19.43,
            "low": 19.41,
            "close": 19.41,
            "amount_yi": 0.0532
          },
          {
            "time": "09:39",
            "open": 19.45,
            "high": 19.45,
            "low": 19.33,
            "close": 19.33,
            "amount_yi": 0.0494
          },
          {
            "time": "09:40",
            "open": 19.27,
            "high": 19.27,
            "low": 19.27,
            "close": 19.27,
            "amount_yi": 0.0316
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.27,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 19.29,
        "open": 19.17,
        "high": 19.49,
        "low": 18.88,
        "bid1": 19.24,
        "ask1": 19.27,
        "bid_qty1": 3,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002903:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.002903:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002903",
      "name": "宇环数控",
      "side": "BUY",
      "priority": "W105",
      "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": "2026-07-01T09:40:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "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": 46.4191,
      "price_vs_vwap_pct": -1.98,
      "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": 0.3178,
        "prev_amount_yi": 0.6735,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:36",
            "open": 46.42,
            "high": 46.42,
            "low": 46.38,
            "close": 46.38,
            "amount_yi": 0.1127
          },
          {
            "time": "09:37",
            "open": 45.97,
            "high": 45.97,
            "low": 45.94,
            "close": 45.94,
            "amount_yi": 0.0646
          },
          {
            "time": "09:38",
            "open": 45.77,
            "high": 46.09,
            "low": 45.77,
            "close": 46.09,
            "amount_yi": 0.0814
          },
          {
            "time": "09:39",
            "open": 45.58,
            "high": 45.58,
            "low": 45.53,
            "close": 45.53,
            "amount_yi": 0.0336
          },
          {
            "time": "09:40",
            "open": 45.5,
            "high": 45.5,
            "low": 45.5,
            "close": 45.5,
            "amount_yi": 0.0255
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.5,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 45.42,
        "open": 46.33,
        "high": 47.5,
        "low": 45.07,
        "bid1": 45.5,
        "ask1": 45.51,
        "bid_qty1": 133,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300382:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300382:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300382",
      "name": "斯莱克",
      "side": "BUY",
      "priority": "W106",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 23.5,
      "exec_low": 23.5,
      "exec_high": 23.85,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.15,
      "entry_zone_high": 23.85,
      "entry_risk_pct": null,
      "intraday_vwap": 22.7453,
      "price_vs_vwap_pct": -0.5069,
      "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": 0.4255,
        "prev_amount_yi": 0.7993,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 22.84,
            "high": 22.84,
            "low": 22.81,
            "close": 22.81,
            "amount_yi": 0.0729
          },
          {
            "time": "09:37",
            "open": 22.65,
            "high": 22.72,
            "low": 22.65,
            "close": 22.72,
            "amount_yi": 0.0855
          },
          {
            "time": "09:38",
            "open": 22.72,
            "high": 22.72,
            "low": 22.72,
            "close": 22.72,
            "amount_yi": 0.0593
          },
          {
            "time": "09:39",
            "open": 22.54,
            "high": 22.64,
            "low": 22.54,
            "close": 22.64,
            "amount_yi": 0.1537
          },
          {
            "time": "09:40",
            "open": 22.63,
            "high": 22.63,
            "low": 22.63,
            "close": 22.63,
            "amount_yi": 0.0541
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.63,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 23.11,
        "open": 22.93,
        "high": 23.11,
        "low": 22.5,
        "bid1": 22.63,
        "ask1": 22.64,
        "bid_qty1": 4,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688556:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.688556:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688556",
      "name": "高测股份",
      "side": "BUY",
      "priority": "W107",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.69,
      "exec_low": 13.69,
      "exec_high": 13.9,
      "invalid_price": 13.28,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.48,
      "entry_zone_high": 13.9,
      "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": 0.7041,
        "prev_amount_yi": 0.5629,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2508,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 13.01,
            "high": 13.05,
            "low": 13.01,
            "close": 13.05,
            "amount_yi": 0.1681
          },
          {
            "time": "09:37",
            "open": 12.96,
            "high": 12.97,
            "low": 12.96,
            "close": 12.97,
            "amount_yi": 0.1939
          },
          {
            "time": "09:38",
            "open": 12.98,
            "high": 13.04,
            "low": 12.98,
            "close": 13.04,
            "amount_yi": 0.1378
          },
          {
            "time": "09:39",
            "open": 12.92,
            "high": 12.92,
            "low": 12.91,
            "close": 12.91,
            "amount_yi": 0.1644
          },
          {
            "time": "09:40",
            "open": 12.93,
            "high": 12.93,
            "low": 12.93,
            "close": 12.93,
            "amount_yi": 0.0399
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.93,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 13.28,
        "open": 13.4,
        "high": 13.4,
        "low": 12.89,
        "bid1": 12.93,
        "ask1": 12.94,
        "bid_qty1": 68,
        "ask_qty1": 185
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300488:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300488:VWAP_RECLAIM",
      "symbol": "SZSE.300488",
      "name": "恒锋工具",
      "side": "BUY",
      "priority": "W108",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 46.95,
      "exec_low": 47.65,
      "exec_high": 47.65,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 48.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.25,
      "entry_zone_high": 47.65,
      "entry_risk_pct": null,
      "intraday_vwap": 46.1288,
      "price_vs_vwap_pct": -1.8617,
      "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": 0.2946,
        "prev_amount_yi": 0.4252,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6929,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 45.89,
            "high": 45.89,
            "low": 45.65,
            "close": 45.65,
            "amount_yi": 0.059
          },
          {
            "time": "09:37",
            "open": 45.6,
            "high": 45.6,
            "low": 45.46,
            "close": 45.46,
            "amount_yi": 0.0687
          },
          {
            "time": "09:38",
            "open": 45.4,
            "high": 45.5,
            "low": 45.4,
            "close": 45.5,
            "amount_yi": 0.0601
          },
          {
            "time": "09:39",
            "open": 45.26,
            "high": 45.26,
            "low": 45.19,
            "close": 45.19,
            "amount_yi": 0.0802
          },
          {
            "time": "09:40",
            "open": 45.27,
            "high": 45.27,
            "low": 45.27,
            "close": 45.27,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.27,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 46.83,
        "open": 46.0,
        "high": 47.2,
        "low": 45.01,
        "bid1": 45.21,
        "ask1": 45.27,
        "bid_qty1": 1,
        "ask_qty1": 24
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301398:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.301398:VWAP_RECLAIM",
      "symbol": "SZSE.301398",
      "name": "星源卓镁",
      "side": "BUY",
      "priority": "W109",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.74,
      "exec_low": 36.28,
      "exec_high": 36.28,
      "invalid_price": 34.67,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.2,
      "entry_zone_high": 36.28,
      "entry_risk_pct": 3.1835,
      "intraday_vwap": 35.299,
      "price_vs_vwap_pct": 1.4193,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0294,
        "prev_amount_yi": 0.0423,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 35.22,
            "high": 35.24,
            "low": 35.22,
            "close": 35.24,
            "amount_yi": 0.0041
          },
          {
            "time": "09:37",
            "open": 35.18,
            "high": 35.41,
            "low": 35.18,
            "close": 35.41,
            "amount_yi": 0.0141
          },
          {
            "time": "09:38",
            "open": 35.47,
            "high": 35.47,
            "low": 35.4,
            "close": 35.4,
            "amount_yi": 0.0059
          },
          {
            "time": "09:39",
            "open": 35.43,
            "high": 35.57,
            "low": 35.43,
            "close": 35.57,
            "amount_yi": 0.0013
          },
          {
            "time": "09:40",
            "open": 35.8,
            "high": 35.8,
            "low": 35.8,
            "close": 35.8,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.8,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 35.11,
        "open": 35.2,
        "high": 35.8,
        "low": 34.66,
        "bid1": 35.71,
        "ask1": 35.81,
        "bid_qty1": 5,
        "ask_qty1": 23
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000887:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000887:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000887",
      "name": "中鼎股份",
      "side": "BUY",
      "priority": "W110",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 18.38,
      "exec_low": 18.38,
      "exec_high": 18.66,
      "invalid_price": 17.83,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.1,
      "entry_zone_high": 18.66,
      "entry_risk_pct": null,
      "intraday_vwap": 17.9317,
      "price_vs_vwap_pct": -0.7345,
      "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": 0.2967,
        "prev_amount_yi": 0.3214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9231,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 17.97,
            "high": 17.97,
            "low": 17.92,
            "close": 17.92,
            "amount_yi": 0.0661
          },
          {
            "time": "09:37",
            "open": 17.85,
            "high": 17.89,
            "low": 17.85,
            "close": 17.89,
            "amount_yi": 0.0632
          },
          {
            "time": "09:38",
            "open": 17.83,
            "high": 17.83,
            "low": 17.82,
            "close": 17.82,
            "amount_yi": 0.0715
          },
          {
            "time": "09:39",
            "open": 17.89,
            "high": 17.9,
            "low": 17.89,
            "close": 17.9,
            "amount_yi": 0.0324
          },
          {
            "time": "09:40",
            "open": 17.8,
            "high": 17.8,
            "low": 17.8,
            "close": 17.8,
            "amount_yi": 0.0635
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.8,
        "ts": "2026-07-01T09:40:24",
        "prev_close": 17.89,
        "open": 17.8,
        "high": 18.15,
        "low": 17.71,
        "bid1": 17.8,
        "ask1": 17.81,
        "bid_qty1": 13,
        "ask_qty1": 48
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002553:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002553:VWAP_RECLAIM",
      "symbol": "SZSE.002553",
      "name": "南方精工",
      "side": "BUY",
      "priority": "W111",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.1,
      "exec_low": 16.34,
      "exec_high": 16.34,
      "invalid_price": 15.62,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.86,
      "entry_zone_high": 16.34,
      "entry_risk_pct": 3.2218,
      "intraday_vwap": 16.1231,
      "price_vs_vwap_pct": 0.1048,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0429,
        "prev_amount_yi": 0.0724,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5925,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 16.12,
            "high": 16.12,
            "low": 16.1,
            "close": 16.1,
            "amount_yi": 0.0085
          },
          {
            "time": "09:37",
            "open": 16.09,
            "high": 16.09,
            "low": 16.09,
            "close": 16.09,
            "amount_yi": 0.0106
          },
          {
            "time": "09:38",
            "open": 16.06,
            "high": 16.06,
            "low": 16.06,
            "close": 16.06,
            "amount_yi": 0.0082
          },
          {
            "time": "09:39",
            "open": 16.1,
            "high": 16.13,
            "low": 16.1,
            "close": 16.13,
            "amount_yi": 0.0116
          },
          {
            "time": "09:40",
            "open": 16.14,
            "high": 16.14,
            "low": 16.14,
            "close": 16.14,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.14,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 15.99,
        "open": 16.03,
        "high": 16.24,
        "low": 15.91,
        "bid1": 16.12,
        "ask1": 16.14,
        "bid_qty1": 2,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688280:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688280:VWAP_RECLAIM",
      "symbol": "SHSE.688280",
      "name": "精进电动-W",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.49,
      "exec_low": 5.57,
      "exec_high": 5.57,
      "invalid_price": 5.33,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.41,
      "entry_zone_high": 5.57,
      "entry_risk_pct": 2.9144,
      "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": 0.0282,
        "prev_amount_yi": 0.0525,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5371,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 5.48,
            "high": 5.48,
            "low": 5.47,
            "close": 5.47,
            "amount_yi": 0.0066
          },
          {
            "time": "09:37",
            "open": 5.46,
            "high": 5.46,
            "low": 5.44,
            "close": 5.44,
            "amount_yi": 0.0057
          },
          {
            "time": "09:38",
            "open": 5.46,
            "high": 5.46,
            "low": 5.45,
            "close": 5.45,
            "amount_yi": 0.0054
          },
          {
            "time": "09:39",
            "open": 5.44,
            "high": 5.47,
            "low": 5.44,
            "close": 5.47,
            "amount_yi": 0.0048
          },
          {
            "time": "09:40",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.49,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 5.49,
        "open": 5.46,
        "high": 5.56,
        "low": 5.44,
        "bid1": 5.48,
        "ask1": 5.49,
        "bid_qty1": 44,
        "ask_qty1": 109
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301261:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.301261:VWAP_RECLAIM",
      "symbol": "SZSE.301261",
      "name": "恒工精密",
      "side": "BUY",
      "priority": "W113",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 78.66,
      "exec_low": 79.84,
      "exec_high": 79.84,
      "invalid_price": 76.3,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 81.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 79.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 77.48,
      "entry_zone_high": 79.84,
      "entry_risk_pct": null,
      "intraday_vwap": 78.7665,
      "price_vs_vwap_pct": -0.6303,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.122,
        "prev_amount_yi": 0.1576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7741,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 78.56,
            "high": 78.56,
            "low": 78.19,
            "close": 78.19,
            "amount_yi": 0.0243
          },
          {
            "time": "09:37",
            "open": 77.83,
            "high": 77.83,
            "low": 77.79,
            "close": 77.79,
            "amount_yi": 0.0318
          },
          {
            "time": "09:38",
            "open": 77.5,
            "high": 77.89,
            "low": 77.5,
            "close": 77.89,
            "amount_yi": 0.04
          },
          {
            "time": "09:39",
            "open": 77.59,
            "high": 78.0,
            "low": 77.59,
            "close": 78.0,
            "amount_yi": 0.0213
          },
          {
            "time": "09:40",
            "open": 78.27,
            "high": 78.27,
            "low": 78.27,
            "close": 78.27,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.27,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 78.1,
        "open": 78.1,
        "high": 80.0,
        "low": 77.32,
        "bid1": 78.14,
        "ask1": 78.27,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603915:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603915:VWAP_RECLAIM",
      "symbol": "SHSE.603915",
      "name": "国茂股份",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.44,
      "exec_low": 14.66,
      "exec_high": 14.66,
      "invalid_price": 14.01,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.22,
      "entry_zone_high": 14.66,
      "entry_risk_pct": null,
      "intraday_vwap": 14.4375,
      "price_vs_vwap_pct": -1.0909,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0546,
        "prev_amount_yi": 0.1174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 14.43,
            "high": 14.43,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.0083
          },
          {
            "time": "09:37",
            "open": 14.35,
            "high": 14.36,
            "low": 14.35,
            "close": 14.36,
            "amount_yi": 0.0128
          },
          {
            "time": "09:38",
            "open": 14.31,
            "high": 14.31,
            "low": 14.28,
            "close": 14.28,
            "amount_yi": 0.0109
          },
          {
            "time": "09:39",
            "open": 14.28,
            "high": 14.28,
            "low": 14.28,
            "close": 14.28,
            "amount_yi": 0.01
          },
          {
            "time": "09:40",
            "open": 14.28,
            "high": 14.28,
            "low": 14.28,
            "close": 14.28,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.28,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 14.19,
        "open": 14.27,
        "high": 14.6,
        "low": 14.19,
        "bid1": 14.28,
        "ask1": 14.3,
        "bid_qty1": 79,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002164:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002164:VWAP_RECLAIM",
      "symbol": "SZSE.002164",
      "name": "宁波东力",
      "side": "BUY",
      "priority": "W115",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.84,
      "exec_low": 12.02,
      "exec_high": 12.02,
      "invalid_price": 11.48,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.66,
      "entry_zone_high": 12.02,
      "entry_risk_pct": null,
      "intraday_vwap": 11.7706,
      "price_vs_vwap_pct": -0.0901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0868,
        "prev_amount_yi": 0.1245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 11.74,
            "high": 11.75,
            "low": 11.74,
            "close": 11.75,
            "amount_yi": 0.0143
          },
          {
            "time": "09:37",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0146
          },
          {
            "time": "09:38",
            "open": 11.7,
            "high": 11.7,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0108
          },
          {
            "time": "09:39",
            "open": 11.68,
            "high": 11.72,
            "low": 11.68,
            "close": 11.72,
            "amount_yi": 0.0449
          },
          {
            "time": "09:40",
            "open": 11.76,
            "high": 11.76,
            "low": 11.76,
            "close": 11.76,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.76,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 11.8,
        "open": 11.79,
        "high": 11.95,
        "low": 11.63,
        "bid1": 11.76,
        "ask1": 11.77,
        "bid_qty1": 74,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.603275:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.603275:VWAP_RECLAIM",
      "symbol": "SHSE.603275",
      "name": "众辰科技",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 38.29,
      "exec_low": 38.86,
      "exec_high": 38.86,
      "invalid_price": 37.14,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.72,
      "entry_zone_high": 38.86,
      "entry_risk_pct": 3.6826,
      "intraday_vwap": 38.2576,
      "price_vs_vwap_pct": 0.6075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0345,
        "prev_amount_yi": 0.0203,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6995,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 38.0,
            "high": 38.0,
            "low": 37.96,
            "close": 37.96,
            "amount_yi": 0.004
          },
          {
            "time": "09:37",
            "open": 37.96,
            "high": 37.96,
            "low": 37.95,
            "close": 37.95,
            "amount_yi": 0.002
          },
          {
            "time": "09:38",
            "open": 37.95,
            "high": 37.96,
            "low": 37.95,
            "close": 37.96,
            "amount_yi": 0.0048
          },
          {
            "time": "09:39",
            "open": 37.95,
            "high": 38.11,
            "low": 37.95,
            "close": 38.11,
            "amount_yi": 0.0026
          },
          {
            "time": "09:40",
            "open": 38.49,
            "high": 38.49,
            "low": 38.49,
            "close": 38.49,
            "amount_yi": 0.0211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.49,
        "ts": "2026-07-01T09:40:22",
        "prev_close": 38.07,
        "open": 38.32,
        "high": 38.57,
        "low": 37.9,
        "bid1": 38.49,
        "ask1": 38.56,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.605389:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SHSE.605389:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.605389",
      "name": "长龄液压",
      "side": "BUY",
      "priority": "W117",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 97.01,
      "exec_low": 97.01,
      "exec_high": 98.47,
      "invalid_price": 94.1,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 99.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 98.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 95.55,
      "entry_zone_high": 98.47,
      "entry_risk_pct": null,
      "intraday_vwap": 97.9875,
      "price_vs_vwap_pct": 1.0027,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1572,
        "prev_amount_yi": 0.0997,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5767,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 97.74,
            "high": 98.2,
            "low": 97.74,
            "close": 98.2,
            "amount_yi": 0.0352
          },
          {
            "time": "09:37",
            "open": 97.67,
            "high": 98.8,
            "low": 97.67,
            "close": 98.8,
            "amount_yi": 0.0334
          },
          {
            "time": "09:38",
            "open": 98.93,
            "high": 98.93,
            "low": 98.81,
            "close": 98.81,
            "amount_yi": 0.0495
          },
          {
            "time": "09:39",
            "open": 98.81,
            "high": 98.81,
            "low": 98.45,
            "close": 98.45,
            "amount_yi": 0.0227
          },
          {
            "time": "09:40",
            "open": 98.97,
            "high": 98.97,
            "low": 98.97,
            "close": 98.97,
            "amount_yi": 0.0164
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 98.97,
        "ts": "2026-07-01T09:40:23",
        "prev_close": 96.0,
        "open": 96.55,
        "high": 99.46,
        "low": 96.0,
        "bid1": 98.97,
        "ask1": 98.98,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301596:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301596:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301596",
      "name": "瑞迪智驱",
      "side": "BUY",
      "priority": "W118",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 50.87,
      "exec_low": 50.87,
      "exec_high": 51.63,
      "invalid_price": 49.34,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 52.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 51.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.11,
      "entry_zone_high": 51.63,
      "entry_risk_pct": 3.179,
      "intraday_vwap": 51.3779,
      "price_vs_vwap_pct": -0.8134,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0396,
        "prev_amount_yi": 0.0963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:36",
            "open": 51.36,
            "high": 51.36,
            "low": 51.06,
            "close": 51.06,
            "amount_yi": 0.0046
          },
          {
            "time": "09:37",
            "open": 50.8,
            "high": 50.8,
            "low": 50.79,
            "close": 50.79,
            "amount_yi": 0.0121
          },
          {
            "time": "09:38",
            "open": 50.67,
            "high": 50.67,
            "low": 50.64,
            "close": 50.64,
            "amount_yi": 0.0093
          },
          {
            "time": "09:39",
            "open": 50.63,
            "high": 50.8,
            "low": 50.63,
            "close": 50.8,
            "amount_yi": 0.0117
          },
          {
            "time": "09:40",
            "open": 50.96,
            "high": 50.96,
            "low": 50.96,
            "close": 50.96,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44413.4,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.96,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 50.4,
        "open": 50.08,
        "high": 52.4,
        "low": 50.08,
        "bid1": 50.91,
        "ask1": 50.96,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300780:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300780:VWAP_RECLAIM",
      "symbol": "SZSE.300780",
      "name": "德恩精工",
      "side": "BUY",
      "priority": "W119",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 34.82,
      "exec_low": 35.34,
      "exec_high": 35.34,
      "invalid_price": 33.78,
      "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": "2026-07-01T09:40:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.3,
      "entry_zone_high": 35.34,
      "entry_risk_pct": null,
      "intraday_vwap": 33.8193,
      "price_vs_vwap_pct": 0.2386,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1912,
        "prev_amount_yi": 0.2897,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.66,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:36",
            "open": 33.81,
            "high": 33.81,
            "low": 33.72,
            "close": 33.72,
            "amount_yi": 0.0352
          },
          {
            "time": "09:37",
            "open": 33.69,
            "high": 33.69,
            "low": 33.62,
            "close": 33.62,
            "amount_yi": 0.0422
          },
          {
            "time": "09:38",
            "open": 33.52,
            "high": 33.76,
            "low": 33.52,
            "close": 33.76,
            "amount_yi": 0.0488
          },
          {
            "time": "09:39",
            "open": 33.62,
            "high": 33.62,
            "low": 33.52,
            "close": 33.52,
            "amount_yi": 0.0434
          },
          {
            "time": "09:40",
            "open": 33.9,
            "high": 33.9,
            "low": 33.9,
            "close": 33.9,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88826.8,
      "current_position_value": 0.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.9,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 34.06,
        "open": 33.61,
        "high": 34.6,
        "low": 33.33,
        "bid1": 33.79,
        "ask1": 33.87,
        "bid_qty1": 11,
        "ask_qty1": 30
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "plan_id": "20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "CORE_TREND_TACTICAL_ADD",
      "trigger_price": 133.4,
      "exec_low": 132.49,
      "exec_high": 134.57,
      "invalid_price": 130.06,
      "confirm_rule": "core_position_reclaims_vwap_after_intraday_flush",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-01T09:40:24",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 131.5,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": 134.57,
      "max_chase_pct": 0.8,
      "base_exec_high": 134.57,
      "dynamic_exec_high": 134.57,
      "entry_zone_low": 132.49,
      "entry_zone_high": 134.57,
      "entry_risk_pct": null,
      "intraday_vwap": 132.49,
      "price_vs_vwap_pct": 0.6867,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 25.0,
      "target_position_pct": 25.0,
      "target_amount": 277011.0,
      "current_position_value": 266800.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 2000,
      "t0_protection_qty_cap": 2000,
      "ma5": null,
      "quote": {
        "last": 133.4,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 131.5,
        "open": 128.59,
        "high": 135.19,
        "low": 127.01,
        "bid1": 133.41,
        "ask1": 133.5,
        "bid_qty1": 7,
        "ask_qty1": 11
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 356438.0,
    "market_value": 751606.0,
    "total_value": 1108044.0,
    "unrealized_pnl": 95946.99999999999,
    "unrealized_pnl_pct_of_initial": 9.5947,
    "realized_pnl": 12097.000000000015,
    "realized_pnl_pct_of_initial": 1.2097000000000013,
    "total_pnl": 108044.0,
    "total_pnl_pct": 10.804400000000003
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 2000,
      "sellable_qty": 2000,
      "avg_cost": 110.65,
      "last_price": 133.4,
      "market_value": 266800.0,
      "unrealized_pnl": 45500.0,
      "unrealized_pnl_pct": 20.560325350203335,
      "updated_at": "2026-07-01T09:40:24",
      "prev_close": 131.5,
      "holding_days": 10,
      "position_pct_of_total": 24.078466198093214
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1800,
      "sellable_qty": 1600,
      "avg_cost": 83.20444444444445,
      "last_price": 107.99,
      "market_value": 194382.0,
      "unrealized_pnl": 44613.999999999985,
      "unrealized_pnl_pct": 29.788739917739427,
      "updated_at": "2026-07-01T09:40:24",
      "prev_close": 103.55,
      "holding_days": 6,
      "position_pct_of_total": 17.5428051593619
    },
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 19200,
      "sellable_qty": 0,
      "avg_cost": 3.42,
      "last_price": 3.69,
      "market_value": 70848.0,
      "unrealized_pnl": 5184.0,
      "unrealized_pnl_pct": 7.8947368421052655,
      "updated_at": "2026-07-01T09:40:24",
      "prev_close": 3.35,
      "holding_days": null,
      "position_pct_of_total": 6.393969914552129
    },
    {
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "quantity": 900,
      "sellable_qty": 0,
      "avg_cost": 70.8,
      "last_price": 69.98,
      "market_value": 62982.0,
      "unrealized_pnl": -737.9999999999939,
      "unrealized_pnl_pct": -1.1581920903954712,
      "updated_at": "2026-07-01T09:40:24",
      "prev_close": 68.62,
      "holding_days": null,
      "position_pct_of_total": 5.684070307677312
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 57.27,
      "last_price": 56.54,
      "market_value": 62194.0,
      "unrealized_pnl": -803.0000000000043,
      "unrealized_pnl_pct": -1.2746638728828419,
      "updated_at": "2026-07-01T09:40:24",
      "prev_close": 55.78,
      "holding_days": null,
      "position_pct_of_total": 5.612953998216677
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 120.5,
      "last_price": 117.76,
      "market_value": 58880.0,
      "unrealized_pnl": -1369.9999999999975,
      "unrealized_pnl_pct": -2.27385892116182,
      "updated_at": "2026-07-01T09:40:24",
      "prev_close": 118.17,
      "holding_days": null,
      "position_pct_of_total": 5.313868402337813
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 39.95,
      "last_price": 44.4,
      "market_value": 35520.0,
      "unrealized_pnl": 3559.9999999999964,
      "unrealized_pnl_pct": 11.138923654568188,
      "updated_at": "2026-07-01T09:40:24",
      "prev_close": 45.6,
      "holding_days": 9,
      "position_pct_of_total": 3.2056488731494417
    }
  ],
  "paper_orders": [
    {
      "amount": 21288.0,
      "base_exec_high": 107.29,
      "cash_before_order": 630357.0,
      "chase_ceiling": null,
      "current_position_value": 169856.0,
      "decision": "position_add",
      "dynamic_exec_high": 107.29,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 2.5,
      "entry_zone_high": 107.29,
      "entry_zone_low": 105.65,
      "event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
      "exec_high": 107.29,
      "exec_low": 105.65,
      "intraday_vwap": 105.6491,
      "invalid_price": 103.51,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "长电科技",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SHSE.600584:POSITION_TREND_ADD",
      "price": 106.44,
      "price_vs_vwap_pct": 0.4836,
      "qty": 200,
      "quote_ask1": 106.44,
      "quote_ask_qty1": 3,
      "quote_bid1": 106.16,
      "quote_bid_qty1": 20,
      "quote_high": 106.5,
      "quote_last": 106.16,
      "quote_low": 105.36,
      "quote_open": 105.5,
      "quote_prev_close": 103.55,
      "quote_ts": "2026-07-01T09:30:25",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 1600,
      "side": "BUY",
      "sim_reason": "verified_profit_trend_add",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 26.38,
      "status": "FILLED",
      "suggested_position_pct": 20.0,
      "symbol": "SHSE.600584",
      "t0_protection_qty_cap": 1600,
      "target_amount": 218118.6,
      "target_position_pct": 20.0,
      "template_key": "POSITION_TREND_ADD",
      "theme": null,
      "trade_date": "20260701",
      "trigger_price": 106.16,
      "ts": "2026-07-01T09:30:26",
      "id": 11
    },
    {
      "amount": 62997.0,
      "base_exec_high": 57.79,
      "cash_before_order": 609069.0,
      "chase_ceiling": 57.79,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.959,
      "entry_zone_high": 56.95,
      "entry_zone_low": 55.27,
      "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 57.79,
      "exec_low": 56.11,
      "intraday_vwap": 56.3658,
      "invalid_price": 54.43,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.4217,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.2146,
            "close": 56.42,
            "high": 56.42,
            "low": 56.4,
            "open": 56.4,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0832,
            "close": 56.41,
            "high": 56.41,
            "low": 56.41,
            "open": 56.41,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1239,
            "close": 57.17,
            "high": 57.17,
            "low": 57.17,
            "open": 57.17,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "雷赛智能",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP",
      "price": 57.27,
      "price_vs_vwap_pct": 1.4268,
      "qty": 1100,
      "quote_ask1": 57.27,
      "quote_ask_qty1": 1,
      "quote_bid1": 57.15,
      "quote_bid_qty1": 2,
      "quote_high": 57.3,
      "quote_last": 57.17,
      "quote_low": 55.82,
      "quote_open": 55.82,
      "quote_prev_close": 55.78,
      "quote_ts": "2026-07-01T09:31:57",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 206.74,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.002979",
      "target_amount": 65921.94,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "机器人链 / 机器人概念",
      "trade_date": "20260701",
      "trigger_price": 56.11,
      "ts": "2026-07-01T09:32:00",
      "id": 12
    },
    {
      "amount": 40332.0,
      "base_exec_high": 134.87,
      "cash_before_order": 546072.0,
      "chase_ceiling": 136.87,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.1282,
      "entry_zone_high": 134.87,
      "entry_zone_low": 130.89,
      "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 134.87,
      "exec_low": 132.88,
      "intraday_vwap": null,
      "invalid_price": 128.89,
      "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": 1.4792,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.7929,
            "close": 132.5,
            "high": 132.63,
            "low": 132.5,
            "open": 132.63,
            "time": "09:30"
          },
          {
            "amount_yi": 0.4435,
            "close": 132.6,
            "high": 132.6,
            "low": 132.6,
            "open": 132.6,
            "time": "09:31"
          },
          {
            "amount_yi": 0.2428,
            "close": 134.36,
            "high": 134.36,
            "low": 134.36,
            "open": 134.36,
            "time": "09:32"
          }
        ],
        "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": "奥比中光-W",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP",
      "price": 134.44,
      "price_vs_vwap_pct": null,
      "qty": 300,
      "quote_ask1": 134.44,
      "quote_ask_qty1": 3,
      "quote_bid1": 134.36,
      "quote_bid_qty1": 3,
      "quote_high": 134.36,
      "quote_last": 134.36,
      "quote_low": 131.81,
      "quote_open": 132.5,
      "quote_prev_close": 130.55,
      "quote_ts": "2026-07-01T09:31:58",
      "reason": "shadow_paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 117.4,
      "status": "SHADOW_FILLED",
      "suggested_position_pct": 8.0,
      "symbol": "SHSE.688322",
      "target_amount": 43947.96,
      "target_position_pct": 4.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "机器人链 / 人形机器人",
      "trade_date": "20260701",
      "trigger_price": 132.88,
      "ts": "2026-07-01T09:32:00",
      "id": 13
    },
    {
      "amount": 65664.0,
      "base_exec_high": 3.49,
      "cash_before_order": 546072.0,
      "chase_ceiling": 3.49,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 3.8012,
      "entry_zone_high": 3.44,
      "entry_zone_low": 3.34,
      "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 3.49,
      "exec_low": 3.39,
      "intraday_vwap": 3.3334,
      "invalid_price": 3.29,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.3622,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1503,
            "close": 3.33,
            "high": 3.33,
            "low": 3.29,
            "open": 3.29,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0877,
            "close": 3.39,
            "high": 3.39,
            "low": 3.39,
            "open": 3.39,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1242,
            "close": 3.41,
            "high": 3.41,
            "low": 3.38,
            "open": 3.38,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "华映科技",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP",
      "price": 3.42,
      "price_vs_vwap_pct": 2.298,
      "qty": 19200,
      "quote_ask1": 3.42,
      "quote_ask_qty1": 952,
      "quote_bid1": 3.41,
      "quote_bid_qty1": 146,
      "quote_high": 3.43,
      "quote_last": 3.41,
      "quote_low": 3.26,
      "quote_open": 3.3,
      "quote_prev_close": 3.35,
      "quote_ts": "2026-07-01T09:32:30",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 88.5,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.000536",
      "target_amount": 65908.02,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "显示面板链 / OLED",
      "trade_date": "20260701",
      "trigger_price": 3.39,
      "ts": "2026-07-01T09:32:33",
      "id": 14
    },
    {
      "amount": 60250.0,
      "base_exec_high": 124.12,
      "cash_before_order": 480408.0,
      "chase_ceiling": 124.12,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 3.0041,
      "entry_zone_high": 122.31,
      "entry_zone_low": 118.69,
      "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 124.12,
      "exec_low": 120.5,
      "intraday_vwap": 119.1848,
      "invalid_price": 116.88,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.3503,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1767,
            "close": 119.0,
            "high": 119.0,
            "low": 118.56,
            "open": 118.56,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0433,
            "close": 118.58,
            "high": 118.58,
            "low": 118.58,
            "open": 118.58,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1303,
            "close": 120.66,
            "high": 120.66,
            "low": 120.25,
            "open": 120.25,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "三瑞智能",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP",
      "price": 120.5,
      "price_vs_vwap_pct": 1.2377,
      "qty": 500,
      "quote_ask1": 120.5,
      "quote_ask_qty1": 4,
      "quote_bid1": 120.43,
      "quote_bid_qty1": 6,
      "quote_high": 121.5,
      "quote_last": 120.66,
      "quote_low": 117.39,
      "quote_open": 118.35,
      "quote_prev_close": 118.17,
      "quote_ts": "2026-07-01T09:32:30",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 0.0,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.301696",
      "target_amount": 65908.02,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "机器人链 / 减速器",
      "trade_date": "20260701",
      "trigger_price": 120.5,
      "ts": "2026-07-01T09:32:33",
      "id": 15
    },
    {
      "amount": 63720.0,
      "base_exec_high": 71.67,
      "cash_before_order": 420158.0,
      "chase_ceiling": 71.67,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.6751,
      "entry_zone_high": 70.62,
      "entry_zone_low": 68.54,
      "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 71.67,
      "exec_low": 69.58,
      "intraday_vwap": null,
      "invalid_price": 67.49,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.7563,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.3024,
            "close": 68.86,
            "high": 69.68,
            "low": 68.86,
            "open": 69.68,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0982,
            "close": 69.1,
            "high": 69.1,
            "low": 69.1,
            "open": 69.1,
            "time": "09:31"
          },
          {
            "amount_yi": 0.3557,
            "close": 70.8,
            "high": 70.8,
            "low": 69.57,
            "open": 69.57,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "莱特光电",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP",
      "price": 70.8,
      "price_vs_vwap_pct": null,
      "qty": 900,
      "quote_ask1": 70.8,
      "quote_ask_qty1": 34,
      "quote_bid1": 70.79,
      "quote_bid_qty1": 10,
      "quote_high": 71.3,
      "quote_last": 70.8,
      "quote_low": 68.78,
      "quote_open": 71.01,
      "quote_prev_close": 68.62,
      "quote_ts": "2026-07-01T09:32:32",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 175.34,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SHSE.688150",
      "target_amount": 65977.68,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "trade_date": "20260701",
      "trigger_price": 69.58,
      "ts": "2026-07-01T09:32:33",
      "id": 16
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [
    {
      "event_id": "20260630:20260701:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "plan_id": "20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "CORE_TREND_TACTICAL_ADD",
      "trigger_price": 133.4,
      "exec_low": 132.49,
      "exec_high": 134.57,
      "invalid_price": 130.06,
      "confirm_rule": "core_position_reclaims_vwap_after_intraday_flush",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-01T09:40:24",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 131.5,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": 134.57,
      "max_chase_pct": 0.8,
      "base_exec_high": 134.57,
      "dynamic_exec_high": 134.57,
      "entry_zone_low": 132.49,
      "entry_zone_high": 134.57,
      "entry_risk_pct": null,
      "intraday_vwap": 132.49,
      "price_vs_vwap_pct": 0.6867,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 25.0,
      "target_position_pct": 25.0,
      "target_amount": 277011.0,
      "current_position_value": 266800.0,
      "cash_before_order": 356438.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 2000,
      "t0_protection_qty_cap": 2000,
      "ma5": null,
      "quote": {
        "last": 133.4,
        "ts": "2026-07-01T09:40:21",
        "prev_close": 131.5,
        "open": 128.59,
        "high": 135.19,
        "low": 127.01,
        "bid1": 133.41,
        "ask1": 133.5,
        "bid_qty1": 7,
        "ask_qty1": 11
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "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": true,
        "market_gate_reason": "structural_hotspot_hot_theme_entry_only",
        "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": 0.4887,
          "active_up_ratio": 0.6154,
          "active_positive": 8,
          "active_positive_min": 1,
          "active_above_vwap": 5,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "显示面板链 / MiniLED",
          "dominant_theme_share": 0.4061,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [],
          "structural_hot_themes": [
            {
              "theme": "显示面板链 / OLED",
              "count": 3,
              "top_symbols": [
                "SZSE.000536",
                "SZSE.300566",
                "SHSE.603212"
              ],
              "top_return_pct": 10.1493
            },
            {
              "theme": "机器人链 / 机器人概念",
              "count": 2,
              "top_symbols": [
                "SZSE.002526",
                "SZSE.002403"
              ],
              "top_return_pct": 5.4688
            }
          ],
          "structural_symbol_whitelist": [
            "SZSE.000536"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "sample_rows": [
            {
              "symbol": "SZSE.000536",
              "name": "华映科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "priority": 1,
              "ret_pct": 10.149253731343277,
              "last": 3.69,
              "vwap": 3.5542940954188267,
              "above_vwap": true,
              "amount": 257721154.0
            },
            {
              "symbol": "SZSE.002273",
              "name": "水晶光电",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 10.005636978579503,
              "last": 39.03,
              "vwap": 39.03,
              "above_vwap": true,
              "amount": 319917201.0
            },
            {
              "symbol": "SZSE.300566",
              "name": "激智科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "priority": 10,
              "ret_pct": 9.580514208389722,
              "last": 40.49,
              "vwap": 39.2042059198366,
              "above_vwap": true,
              "amount": 464503193.0
            },
            {
              "symbol": "SZSE.000823",
              "name": "超声电子",
              "theme": "AI算力链 / 光通信模块",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 8.810916179337248,
              "last": 27.91,
              "vwap": 27.06078226059696,
              "above_vwap": true,
              "amount": 1025476462.0
            },
            {
              "symbol": "SZSE.300115",
              "name": "长盈精密",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 7.551896921975665,
              "last": 30.05,
              "vwap": 29.822447506561677,
              "above_vwap": true,
              "amount": 599932212.0
            },
            {
              "symbol": "SHSE.603212",
              "name": "赛伍技术",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 7.516339869281041,
              "last": 13.16,
              "vwap": 12.793976809592781,
              "above_vwap": true,
              "amount": 151936151.0
            },
            {
              "symbol": "SZSE.300503",
              "name": "昊志机电",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.933911159263273,
              "last": 98.7,
              "vwap": 98.91935164076594,
              "above_vwap": false,
              "amount": 1705260811.0
            },
            {
              "symbol": "SZSE.300269",
              "name": "联建光电",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.170598911070768,
              "last": 5.85,
              "vwap": 5.769169247349815,
              "above_vwap": true,
              "amount": 258016287.0
            },
            {
              "symbol": "SZSE.002526",
              "name": "山东矿机",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.46875,
              "last": 2.7,
              "vwap": 2.648492983573352,
              "above_vwap": true,
              "amount": 34519663.0
            },
            {
              "symbol": "SZSE.003021",
              "name": "兆威机电",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.449341728677748,
              "last": 92.11,
              "vwap": 92.40073262334722,
              "above_vwap": false,
              "amount": 179599304.0
            },
            {
              "symbol": "SZSE.002403",
              "name": "爱仕达",
              "theme": "机器人链 / 机器人概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.044843049327352,
              "last": 9.37,
              "vwap": 9.185494541845848,
              "above_vwap": true,
              "amount": 19437425.0
            },
            {
              "symbol": "SZSE.002472",
              "name": "双环传动",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 4.842206697181406,
              "last": 43.52,
              "vwap": 43.11293897385545,
              "above_vwap": true,
              "amount": 777184017.0
            }
          ]
        }
      }
    },
    "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": 134,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 5,
    "filled_official_orders": 5,
    "position_add_signals": 1,
    "position_add_filled": 1,
    "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": true,
    "preopen_strong_themes": 3
  }
}