{
  "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": 0.5865,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3749,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "theme": "机器人链 / 人形机器人",
          "count": 6,
          "top_symbols": [
            "SHSE.688160",
            "SHSE.688165",
            "SZSE.300403",
            "SHSE.603667",
            "SZSE.003021"
          ],
          "top_return_pct": 14.6916
        },
        {
          "theme": "显示面板链 / OLED",
          "count": 5,
          "top_symbols": [
            "SZSE.000536",
            "SZSE.300566",
            "SHSE.603212",
            "SZSE.000990",
            "SZSE.002643"
          ],
          "top_return_pct": 10.1493
        },
        {
          "theme": "机器人链 / 减速器",
          "count": 3,
          "top_symbols": [
            "SZSE.002921",
            "SHSE.603275",
            "SHSE.605389"
          ],
          "top_return_pct": 6.8032
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 2,
          "top_symbols": [
            "SZSE.300503",
            "SZSE.002403"
          ],
          "top_return_pct": 8.5049
        },
        {
          "theme": "显示面板链 / MiniLED",
          "count": 2,
          "top_symbols": [
            "SZSE.300269",
            "SHSE.605218"
          ],
          "top_return_pct": 5.8076
        },
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "count": 2,
          "top_symbols": [
            "SZSE.300331",
            "SHSE.605588"
          ],
          "top_return_pct": 5.6392
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.300812",
        "SZSE.000536",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688160",
          "name": "步科股份",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 14.691550979130286,
          "last": 124.75,
          "vwap": 118.00609405691185,
          "above_vwap": true,
          "amount": 546223304.0
        },
        {
          "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": 3.585111020148851,
          "above_vwap": true,
          "amount": 336325718.0
        },
        {
          "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": 39.03001775746041,
          "above_vwap": false,
          "amount": 428600334.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.986468200270625,
          "last": 40.64,
          "vwap": 40.37226146404644,
          "above_vwap": true,
          "amount": 1209419725.0
        },
        {
          "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": 8.911954187544735,
          "last": 30.43,
          "vwap": 30.521443806148508,
          "above_vwap": false,
          "amount": 1901525627.0
        },
        {
          "symbol": "SHSE.688165",
          "name": "埃夫特-U",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 8.823529411764719,
          "last": 22.2,
          "vwap": 21.73166077653567,
          "above_vwap": true,
          "amount": 518873369.0
        },
        {
          "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": 8.504875406283862,
          "last": 100.15,
          "vwap": 99.22665958382616,
          "above_vwap": true,
          "amount": 3338917559.0
        },
        {
          "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": 8.295964125560552,
          "last": 9.66,
          "vwap": 9.438353327111013,
          "above_vwap": true,
          "amount": 68764067.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.944444444444442,
          "last": 13.09,
          "vwap": 12.982756917887473,
          "above_vwap": true,
          "amount": 331001879.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.803218727139715,
          "last": 29.2,
          "vwap": 28.161743820902842,
          "above_vwap": true,
          "amount": 298635580.0
        },
        {
          "symbol": "SHSE.603275",
          "name": "众辰科技",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.593117940635662,
          "last": 40.58,
          "vwap": 39.528477975777214,
          "above_vwap": true,
          "amount": 51240766.0
        },
        {
          "symbol": "SHSE.605389",
          "name": "长龄液压",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.510416666666674,
          "last": 102.25,
          "vwap": 100.5799334900907,
          "above_vwap": true,
          "amount": 149713231.0
        }
      ]
    },
    "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": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
        "official_buy_allowed": true,
        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.5865,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "显示面板链 / MiniLED",
        "dominant_theme_share": 0.3749,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.300812"
        ],
        "structural_hot_themes": [
          {
            "theme": "机器人链 / 人形机器人",
            "count": 6,
            "top_symbols": [
              "SHSE.688160",
              "SHSE.688165",
              "SZSE.300403",
              "SHSE.603667",
              "SZSE.003021"
            ],
            "top_return_pct": 14.6916
          },
          {
            "theme": "显示面板链 / OLED",
            "count": 5,
            "top_symbols": [
              "SZSE.000536",
              "SZSE.300566",
              "SHSE.603212",
              "SZSE.000990",
              "SZSE.002643"
            ],
            "top_return_pct": 10.1493
          },
          {
            "theme": "机器人链 / 减速器",
            "count": 3,
            "top_symbols": [
              "SZSE.002921",
              "SHSE.603275",
              "SHSE.605389"
            ],
            "top_return_pct": 6.8032
          },
          {
            "theme": "机器人链 / 机器人概念",
            "count": 2,
            "top_symbols": [
              "SZSE.300503",
              "SZSE.002403"
            ],
            "top_return_pct": 8.5049
          },
          {
            "theme": "显示面板链 / MiniLED",
            "count": 2,
            "top_symbols": [
              "SZSE.300269",
              "SHSE.605218"
            ],
            "top_return_pct": 5.8076
          },
          {
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "count": 2,
            "top_symbols": [
              "SZSE.300331",
              "SHSE.605588"
            ],
            "top_return_pct": 5.6392
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.300812",
          "SZSE.000536",
          "SHSE.688165"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "sample_rows": [
          {
            "symbol": "SHSE.688160",
            "name": "步科股份",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 14.691550979130286,
            "last": 124.75,
            "vwap": 118.00609405691185,
            "above_vwap": true,
            "amount": 546223304.0
          },
          {
            "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": 3.585111020148851,
            "above_vwap": true,
            "amount": 336325718.0
          },
          {
            "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": 39.03001775746041,
            "above_vwap": false,
            "amount": 428600334.0
          },
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 10,
            "ret_pct": 9.986468200270625,
            "last": 40.64,
            "vwap": 40.37226146404644,
            "above_vwap": true,
            "amount": 1209419725.0
          },
          {
            "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": 8.911954187544735,
            "last": 30.43,
            "vwap": 30.521443806148508,
            "above_vwap": false,
            "amount": 1901525627.0
          },
          {
            "symbol": "SHSE.688165",
            "name": "埃夫特-U",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "active",
            "priority": 5,
            "ret_pct": 8.823529411764719,
            "last": 22.2,
            "vwap": 21.73166077653567,
            "above_vwap": true,
            "amount": 518873369.0
          },
          {
            "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": 8.504875406283862,
            "last": 100.15,
            "vwap": 99.22665958382616,
            "above_vwap": true,
            "amount": 3338917559.0
          },
          {
            "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": 8.295964125560552,
            "last": 9.66,
            "vwap": 9.438353327111013,
            "above_vwap": true,
            "amount": 68764067.0
          },
          {
            "symbol": "SHSE.603212",
            "name": "赛伍技术",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.944444444444442,
            "last": 13.09,
            "vwap": 12.982756917887473,
            "above_vwap": true,
            "amount": 331001879.0
          },
          {
            "symbol": "SZSE.002921",
            "name": "联诚精密",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.803218727139715,
            "last": 29.2,
            "vwap": 28.161743820902842,
            "above_vwap": true,
            "amount": 298635580.0
          },
          {
            "symbol": "SHSE.603275",
            "name": "众辰科技",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.593117940635662,
            "last": 40.58,
            "vwap": 39.528477975777214,
            "above_vwap": true,
            "amount": 51240766.0
          },
          {
            "symbol": "SHSE.605389",
            "name": "长龄液压",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.510416666666674,
            "last": 102.25,
            "vwap": 100.5799334900907,
            "above_vwap": true,
            "amount": 149713231.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate"
    }
  },
  "intraday_market_repair_gate": {
    "passed": 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": 0.5865,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3749,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "theme": "机器人链 / 人形机器人",
          "count": 6,
          "top_symbols": [
            "SHSE.688160",
            "SHSE.688165",
            "SZSE.300403",
            "SHSE.603667",
            "SZSE.003021"
          ],
          "top_return_pct": 14.6916
        },
        {
          "theme": "显示面板链 / OLED",
          "count": 5,
          "top_symbols": [
            "SZSE.000536",
            "SZSE.300566",
            "SHSE.603212",
            "SZSE.000990",
            "SZSE.002643"
          ],
          "top_return_pct": 10.1493
        },
        {
          "theme": "机器人链 / 减速器",
          "count": 3,
          "top_symbols": [
            "SZSE.002921",
            "SHSE.603275",
            "SHSE.605389"
          ],
          "top_return_pct": 6.8032
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 2,
          "top_symbols": [
            "SZSE.300503",
            "SZSE.002403"
          ],
          "top_return_pct": 8.5049
        },
        {
          "theme": "显示面板链 / MiniLED",
          "count": 2,
          "top_symbols": [
            "SZSE.300269",
            "SHSE.605218"
          ],
          "top_return_pct": 5.8076
        },
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "count": 2,
          "top_symbols": [
            "SZSE.300331",
            "SHSE.605588"
          ],
          "top_return_pct": 5.6392
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.300812",
        "SZSE.000536",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688160",
          "name": "步科股份",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 14.691550979130286,
          "last": 124.75,
          "vwap": 118.00609405691185,
          "above_vwap": true,
          "amount": 546223304.0
        },
        {
          "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": 3.585111020148851,
          "above_vwap": true,
          "amount": 336325718.0
        },
        {
          "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": 39.03001775746041,
          "above_vwap": false,
          "amount": 428600334.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.986468200270625,
          "last": 40.64,
          "vwap": 40.37226146404644,
          "above_vwap": true,
          "amount": 1209419725.0
        },
        {
          "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": 8.911954187544735,
          "last": 30.43,
          "vwap": 30.521443806148508,
          "above_vwap": false,
          "amount": 1901525627.0
        },
        {
          "symbol": "SHSE.688165",
          "name": "埃夫特-U",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 8.823529411764719,
          "last": 22.2,
          "vwap": 21.73166077653567,
          "above_vwap": true,
          "amount": 518873369.0
        },
        {
          "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": 8.504875406283862,
          "last": 100.15,
          "vwap": 99.22665958382616,
          "above_vwap": true,
          "amount": 3338917559.0
        },
        {
          "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": 8.295964125560552,
          "last": 9.66,
          "vwap": 9.438353327111013,
          "above_vwap": true,
          "amount": 68764067.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.944444444444442,
          "last": 13.09,
          "vwap": 12.982756917887473,
          "above_vwap": true,
          "amount": 331001879.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.803218727139715,
          "last": 29.2,
          "vwap": 28.161743820902842,
          "above_vwap": true,
          "amount": 298635580.0
        },
        {
          "symbol": "SHSE.603275",
          "name": "众辰科技",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.593117940635662,
          "last": 40.58,
          "vwap": 39.528477975777214,
          "above_vwap": true,
          "amount": 51240766.0
        },
        {
          "symbol": "SHSE.605389",
          "name": "长龄液压",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.510416666666674,
          "last": 102.25,
          "vwap": 100.5799334900907,
          "above_vwap": true,
          "amount": 149713231.0
        }
      ]
    },
    "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": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.5865,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3749,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "theme": "机器人链 / 人形机器人",
          "count": 6,
          "top_symbols": [
            "SHSE.688160",
            "SHSE.688165",
            "SZSE.300403",
            "SHSE.603667",
            "SZSE.003021"
          ],
          "top_return_pct": 14.6916
        },
        {
          "theme": "显示面板链 / OLED",
          "count": 5,
          "top_symbols": [
            "SZSE.000536",
            "SZSE.300566",
            "SHSE.603212",
            "SZSE.000990",
            "SZSE.002643"
          ],
          "top_return_pct": 10.1493
        },
        {
          "theme": "机器人链 / 减速器",
          "count": 3,
          "top_symbols": [
            "SZSE.002921",
            "SHSE.603275",
            "SHSE.605389"
          ],
          "top_return_pct": 6.8032
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 2,
          "top_symbols": [
            "SZSE.300503",
            "SZSE.002403"
          ],
          "top_return_pct": 8.5049
        },
        {
          "theme": "显示面板链 / MiniLED",
          "count": 2,
          "top_symbols": [
            "SZSE.300269",
            "SHSE.605218"
          ],
          "top_return_pct": 5.8076
        },
        {
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "count": 2,
          "top_symbols": [
            "SZSE.300331",
            "SHSE.605588"
          ],
          "top_return_pct": 5.6392
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.300812",
        "SZSE.000536",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688160",
          "name": "步科股份",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 14.691550979130286,
          "last": 124.75,
          "vwap": 118.00609405691185,
          "above_vwap": true,
          "amount": 546223304.0
        },
        {
          "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": 3.585111020148851,
          "above_vwap": true,
          "amount": 336325718.0
        },
        {
          "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": 39.03001775746041,
          "above_vwap": false,
          "amount": 428600334.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 9.986468200270625,
          "last": 40.64,
          "vwap": 40.37226146404644,
          "above_vwap": true,
          "amount": 1209419725.0
        },
        {
          "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": 8.911954187544735,
          "last": 30.43,
          "vwap": 30.521443806148508,
          "above_vwap": false,
          "amount": 1901525627.0
        },
        {
          "symbol": "SHSE.688165",
          "name": "埃夫特-U",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 8.823529411764719,
          "last": 22.2,
          "vwap": 21.73166077653567,
          "above_vwap": true,
          "amount": 518873369.0
        },
        {
          "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": 8.504875406283862,
          "last": 100.15,
          "vwap": 99.22665958382616,
          "above_vwap": true,
          "amount": 3338917559.0
        },
        {
          "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": 8.295964125560552,
          "last": 9.66,
          "vwap": 9.438353327111013,
          "above_vwap": true,
          "amount": 68764067.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.944444444444442,
          "last": 13.09,
          "vwap": 12.982756917887473,
          "above_vwap": true,
          "amount": 331001879.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.803218727139715,
          "last": 29.2,
          "vwap": 28.161743820902842,
          "above_vwap": true,
          "amount": 298635580.0
        },
        {
          "symbol": "SHSE.603275",
          "name": "众辰科技",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.593117940635662,
          "last": 40.58,
          "vwap": 39.528477975777214,
          "above_vwap": true,
          "amount": 51240766.0
        },
        {
          "symbol": "SHSE.605389",
          "name": "长龄液压",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.510416666666674,
          "last": 102.25,
          "vwap": 100.5799334900907,
          "above_vwap": true,
          "amount": 149713231.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-07-01T10:53:44",
  "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": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "near_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": 29.3719,
      "price_vs_vwap_pct": 0.0957,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0397,
        "prev_amount_yi": 0.0314,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2643,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 29.31,
            "high": 29.33,
            "low": 29.31,
            "close": 29.33,
            "amount_yi": 0.0119
          },
          {
            "time": "10:52",
            "open": 29.27,
            "high": 29.33,
            "low": 29.27,
            "close": 29.33,
            "amount_yi": 0.0163
          },
          {
            "time": "10:53",
            "open": 29.34,
            "high": 29.4,
            "low": 29.34,
            "close": 29.4,
            "amount_yi": 0.0115
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 29.4,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 29.31,
        "open": 29.04,
        "high": 29.79,
        "low": 28.72,
        "bid1": 29.4,
        "ask1": 29.41,
        "bid_qty1": 37,
        "ask_qty1": 16
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 3.5851,
      "price_vs_vwap_pct": 2.926,
      "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": "2026-07-01T10:53:42",
        "prev_close": 3.35,
        "open": 3.3,
        "high": 3.69,
        "low": 3.26,
        "bid1": 3.69,
        "ask1": 0.0,
        "bid_qty1": 570244,
        "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_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": 13.0308,
      "price_vs_vwap_pct": -0.3131,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0085,
        "prev_amount_yi": 0.0055,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 13.0,
            "high": 13.01,
            "low": 13.0,
            "close": 13.01,
            "amount_yi": 0.0037
          },
          {
            "time": "10:52",
            "open": 12.99,
            "high": 12.99,
            "low": 12.99,
            "close": 12.99,
            "amount_yi": 0.0033
          },
          {
            "time": "10:53",
            "open": 12.98,
            "high": 12.99,
            "low": 12.98,
            "close": 12.99,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 12.99,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 13.03,
        "open": 13.02,
        "high": 13.16,
        "low": 12.74,
        "bid1": 12.99,
        "ask1": 13.0,
        "bid_qty1": 22,
        "ask_qty1": 63
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_trigger",
      "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_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3372,
        "prev_amount_yi": 0.1669,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0204,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 412.0,
            "high": 412.0,
            "low": 411.66,
            "close": 411.66,
            "amount_yi": 0.0968
          },
          {
            "time": "10:52",
            "open": 411.5,
            "high": 411.5,
            "low": 410.7,
            "close": 410.7,
            "amount_yi": 0.1036
          },
          {
            "time": "10:53",
            "open": 410.0,
            "high": 411.66,
            "low": 410.0,
            "close": 411.66,
            "amount_yi": 0.1368
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 411.66,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 417.86,
        "open": 406.0,
        "high": 421.88,
        "low": 400.28,
        "bid1": 411.66,
        "ask1": 411.68,
        "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.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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_trigger",
      "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": 2.6711,
      "price_vs_vwap_pct": -0.0412,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0095,
        "prev_amount_yi": 0.0233,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4077,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 2.67,
            "high": 2.68,
            "low": 2.67,
            "close": 2.68,
            "amount_yi": 0.0028
          },
          {
            "time": "10:52",
            "open": 2.68,
            "high": 2.68,
            "low": 2.68,
            "close": 2.68,
            "amount_yi": 0.0036
          },
          {
            "time": "10:53",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 2.67,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.73,
        "low": 2.64,
        "bid1": 2.67,
        "ask1": 2.68,
        "bid_qty1": 15899,
        "ask_qty1": 9946
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0528,
        "prev_amount_yi": 0.0281,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 22.23,
            "high": 22.23,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0033
          },
          {
            "time": "10:52",
            "open": 22.18,
            "high": 22.18,
            "low": 22.17,
            "close": 22.17,
            "amount_yi": 0.005
          },
          {
            "time": "10:53",
            "open": 22.16,
            "high": 22.2,
            "low": 22.16,
            "close": 22.2,
            "amount_yi": 0.0445
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 22.2,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 20.4,
        "open": 20.18,
        "high": 22.58,
        "low": 20.18,
        "bid1": 22.2,
        "ask1": 22.22,
        "bid_qty1": 32,
        "ask_qty1": 52
      },
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "invalid_price_broken",
      "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": 259.1258,
      "price_vs_vwap_pct": -1.9781,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.311,
        "prev_amount_yi": 0.0679,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.5803,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 254.48,
            "high": 255.0,
            "low": 254.48,
            "close": 255.0,
            "amount_yi": 0.0784
          },
          {
            "time": "10:52",
            "open": 254.5,
            "high": 254.5,
            "low": 254.03,
            "close": 254.03,
            "amount_yi": 0.0759
          },
          {
            "time": "10:53",
            "open": 253.58,
            "high": 254.0,
            "low": 253.58,
            "close": 254.0,
            "amount_yi": 0.1567
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 254.0,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 264.87,
        "open": 262.0,
        "high": 266.23,
        "low": 251.05,
        "bid1": 253.85,
        "ask1": 254.23,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 118.0795,
      "price_vs_vwap_pct": -0.7787,
      "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": 117.16,
        "ts": "2026-07-01T10:53:39",
        "prev_close": 118.17,
        "open": 118.35,
        "high": 121.5,
        "low": 116.3,
        "bid1": 117.3,
        "ask1": 117.34,
        "bid_qty1": 1,
        "ask_qty1": 8
      },
      "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": "2026-07-01T10:53:44",
      "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_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0679,
        "prev_amount_yi": 0.0169,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.0178,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 36.62,
            "high": 36.62,
            "low": 36.61,
            "close": 36.61,
            "amount_yi": 0.0196
          },
          {
            "time": "10:52",
            "open": 36.55,
            "high": 36.56,
            "low": 36.55,
            "close": 36.56,
            "amount_yi": 0.0335
          },
          {
            "time": "10:53",
            "open": 36.51,
            "high": 36.51,
            "low": 36.5,
            "close": 36.5,
            "amount_yi": 0.0148
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 36.5,
        "ts": "2026-07-01T10:53:43",
        "prev_close": 36.76,
        "open": 36.95,
        "high": 37.5,
        "low": 36.31,
        "bid1": 36.5,
        "ask1": 36.51,
        "bid_qty1": 41,
        "ask_qty1": 188
      },
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_trigger",
      "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": null,
      "intraday_vwap": 16.4086,
      "price_vs_vwap_pct": -0.8447,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.022,
        "prev_amount_yi": 0.0116,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 16.22,
            "high": 16.23,
            "low": 16.22,
            "close": 16.23,
            "amount_yi": 0.0082
          },
          {
            "time": "10:52",
            "open": 16.23,
            "high": 16.25,
            "low": 16.23,
            "close": 16.25,
            "amount_yi": 0.0073
          },
          {
            "time": "10:53",
            "open": 16.25,
            "high": 16.27,
            "low": 16.25,
            "close": 16.27,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": "2026-07-01T10:53:42",
        "prev_close": 16.4,
        "open": 16.26,
        "high": 16.66,
        "low": 16.11,
        "bid1": 16.26,
        "ask1": 16.27,
        "bid_qty1": 34,
        "ask_qty1": 16
      },
      "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": "2026-07-01T10:53:44",
      "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": 40.3723,
      "price_vs_vwap_pct": 0.6631,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1822,
        "prev_amount_yi": 0.0899,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:51",
            "open": 40.2,
            "high": 40.28,
            "low": 40.2,
            "close": 40.28,
            "amount_yi": 0.0545
          },
          {
            "time": "10:52",
            "open": 40.26,
            "high": 40.36,
            "low": 40.26,
            "close": 40.36,
            "amount_yi": 0.0368
          },
          {
            "time": "10:53",
            "open": 40.38,
            "high": 40.64,
            "low": 40.38,
            "close": 40.64,
            "amount_yi": 0.0909
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 132367.92,
      "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": 40.64,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 36.95,
        "open": 36.59,
        "high": 42.31,
        "low": 36.21,
        "bid1": 40.64,
        "ask1": 40.67,
        "bid_qty1": 22,
        "ask_qty1": 34
      },
      "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": "2026-07-01T10:53:44",
      "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": 3.627,
      "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": 70.01,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 68.62,
        "open": 71.01,
        "high": 73.79,
        "low": 68.78,
        "bid1": 70.01,
        "ask1": 70.03,
        "bid_qty1": 32,
        "ask_qty1": 2
      },
      "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": "2026-07-01T10:53:44",
      "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": null,
      "intraday_vwap": 57.1344,
      "price_vs_vwap_pct": 1.2525,
      "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": 57.85,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 55.78,
        "open": 55.82,
        "high": 58.08,
        "low": 55.82,
        "bid1": 57.85,
        "ask1": 57.86,
        "bid_qty1": 15,
        "ask_qty1": 2
      },
      "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": "2026-07-01T10:53:44",
      "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": 25.9619,
      "price_vs_vwap_pct": -0.3925,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1434,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 25.89,
            "high": 25.89,
            "low": 25.89,
            "close": 25.89,
            "amount_yi": 0.0105
          },
          {
            "time": "10:50",
            "open": 25.88,
            "high": 25.88,
            "low": 25.86,
            "close": 25.86,
            "amount_yi": 0.051
          },
          {
            "time": "10:51",
            "open": 25.85,
            "high": 25.85,
            "low": 25.85,
            "close": 25.85,
            "amount_yi": 0.0248
          },
          {
            "time": "10:52",
            "open": 25.84,
            "high": 25.84,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.0228
          },
          {
            "time": "10:53",
            "open": 25.83,
            "high": 25.86,
            "low": 25.83,
            "close": 25.86,
            "amount_yi": 0.0343
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 25.86,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 26.04,
        "open": 26.0,
        "high": 26.5,
        "low": 25.52,
        "bid1": 25.85,
        "ask1": 25.86,
        "bid_qty1": 20,
        "ask_qty1": 378
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 7.2176,
      "price_vs_vwap_pct": -0.6595,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0887,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 7.17,
            "high": 7.17,
            "low": 7.17,
            "close": 7.17,
            "amount_yi": 0.0106
          },
          {
            "time": "10:50",
            "open": 7.18,
            "high": 7.18,
            "low": 7.17,
            "close": 7.17,
            "amount_yi": 0.013
          },
          {
            "time": "10:51",
            "open": 7.18,
            "high": 7.18,
            "low": 7.16,
            "close": 7.16,
            "amount_yi": 0.0362
          },
          {
            "time": "10:52",
            "open": 7.16,
            "high": 7.16,
            "low": 7.16,
            "close": 7.16,
            "amount_yi": 0.0122
          },
          {
            "time": "10:53",
            "open": 7.18,
            "high": 7.18,
            "low": 7.17,
            "close": 7.17,
            "amount_yi": 0.0167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 7.17,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 7.24,
        "open": 7.18,
        "high": 7.29,
        "low": 7.11,
        "bid1": 7.17,
        "ask1": 7.18,
        "bid_qty1": 79,
        "ask_qty1": 688
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 13.123,
      "price_vs_vwap_pct": 0.2057,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0916,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 13.08,
            "high": 13.08,
            "low": 13.08,
            "close": 13.08,
            "amount_yi": 0.0106
          },
          {
            "time": "10:50",
            "open": 13.12,
            "high": 13.12,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0436
          },
          {
            "time": "10:51",
            "open": 13.11,
            "high": 13.11,
            "low": 13.07,
            "close": 13.07,
            "amount_yi": 0.0114
          },
          {
            "time": "10:52",
            "open": 13.1,
            "high": 13.14,
            "low": 13.1,
            "close": 13.14,
            "amount_yi": 0.0117
          },
          {
            "time": "10:53",
            "open": 13.15,
            "high": 13.15,
            "low": 13.15,
            "close": 13.15,
            "amount_yi": 0.0143
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 13.15,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 13.81,
        "open": 13.55,
        "high": 13.62,
        "low": 12.85,
        "bid1": 13.15,
        "ask1": 13.16,
        "bid_qty1": 19,
        "ask_qty1": 15
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 8.5227,
      "price_vs_vwap_pct": 0.203,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.7302,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.5171
          },
          {
            "time": "10:50",
            "open": 8.53,
            "high": 8.55,
            "low": 8.53,
            "close": 8.55,
            "amount_yi": 1.055
          },
          {
            "time": "10:51",
            "open": 8.55,
            "high": 8.55,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 1.0397
          },
          {
            "time": "10:52",
            "open": 8.52,
            "high": 8.55,
            "low": 8.52,
            "close": 8.55,
            "amount_yi": 0.4803
          },
          {
            "time": "10:53",
            "open": 8.55,
            "high": 8.55,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 0.6381
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 8.54,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 8.68,
        "open": 8.49,
        "high": 8.81,
        "low": 8.31,
        "bid1": 8.53,
        "ask1": 8.54,
        "bid_qty1": 7188,
        "ask_qty1": 9733
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 3.3516,
      "intraday_vwap": 16.538,
      "price_vs_vwap_pct": -0.774,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2848,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 16.26,
            "high": 16.26,
            "low": 16.26,
            "close": 16.26,
            "amount_yi": 0.0191
          },
          {
            "time": "10:50",
            "open": 16.29,
            "high": 16.29,
            "low": 16.25,
            "close": 16.25,
            "amount_yi": 0.0563
          },
          {
            "time": "10:51",
            "open": 16.32,
            "high": 16.32,
            "low": 16.3,
            "close": 16.3,
            "amount_yi": 0.0757
          },
          {
            "time": "10:52",
            "open": 16.36,
            "high": 16.4,
            "low": 16.36,
            "close": 16.4,
            "amount_yi": 0.0527
          },
          {
            "time": "10:53",
            "open": 16.44,
            "high": 16.44,
            "low": 16.41,
            "close": 16.41,
            "amount_yi": 0.081
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 16.41,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 16.3,
        "open": 16.05,
        "high": 16.94,
        "low": 15.93,
        "bid1": 16.4,
        "ask1": 16.41,
        "bid_qty1": 224,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1488,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 58.6,
            "high": 58.6,
            "low": 58.6,
            "close": 58.6,
            "amount_yi": 0.0236
          },
          {
            "time": "10:50",
            "open": 58.7,
            "high": 58.7,
            "low": 58.69,
            "close": 58.69,
            "amount_yi": 0.0216
          },
          {
            "time": "10:51",
            "open": 58.79,
            "high": 58.8,
            "low": 58.79,
            "close": 58.8,
            "amount_yi": 0.0129
          },
          {
            "time": "10:52",
            "open": 58.75,
            "high": 58.75,
            "low": 58.75,
            "close": 58.75,
            "amount_yi": 0.0357
          },
          {
            "time": "10:53",
            "open": 58.9,
            "high": 58.9,
            "low": 58.86,
            "close": 58.86,
            "amount_yi": 0.055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 58.86,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 62.0,
        "open": 62.01,
        "high": 62.89,
        "low": 58.3,
        "bid1": 58.93,
        "ask1": 58.99,
        "bid_qty1": 100,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 30.5214,
      "price_vs_vwap_pct": -0.2995,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1754,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 30.38,
            "high": 30.38,
            "low": 30.38,
            "close": 30.38,
            "amount_yi": 0.0151
          },
          {
            "time": "10:50",
            "open": 30.47,
            "high": 30.55,
            "low": 30.47,
            "close": 30.55,
            "amount_yi": 0.0688
          },
          {
            "time": "10:51",
            "open": 30.49,
            "high": 30.49,
            "low": 30.46,
            "close": 30.46,
            "amount_yi": 0.044
          },
          {
            "time": "10:52",
            "open": 30.38,
            "high": 30.41,
            "low": 30.38,
            "close": 30.41,
            "amount_yi": 0.0282
          },
          {
            "time": "10:53",
            "open": 30.44,
            "high": 30.44,
            "low": 30.43,
            "close": 30.43,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 30.43,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 27.94,
        "open": 27.96,
        "high": 31.86,
        "low": 27.96,
        "bid1": 30.43,
        "ask1": 30.45,
        "bid_qty1": 303,
        "ask_qty1": 33
      },
      "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": "2026-07-01T10:53:44",
      "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": 74.4173,
      "price_vs_vwap_pct": 0.9443,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3156,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 74.0,
            "high": 74.0,
            "low": 74.0,
            "close": 74.0,
            "amount_yi": 0.0067
          },
          {
            "time": "10:50",
            "open": 74.1,
            "high": 74.3,
            "low": 74.1,
            "close": 74.3,
            "amount_yi": 0.0528
          },
          {
            "time": "10:51",
            "open": 74.31,
            "high": 74.74,
            "low": 74.31,
            "close": 74.74,
            "amount_yi": 0.0527
          },
          {
            "time": "10:52",
            "open": 75.33,
            "high": 75.33,
            "low": 75.14,
            "close": 75.14,
            "amount_yi": 0.137
          },
          {
            "time": "10:53",
            "open": 75.0,
            "high": 75.12,
            "low": 75.0,
            "close": 75.12,
            "amount_yi": 0.0664
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 75.12,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 71.11,
        "open": 71.48,
        "high": 75.82,
        "low": 70.44,
        "bid1": 75.04,
        "ask1": 75.11,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "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": "2026-07-01T10:53:44",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.0757,
      "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": 0.3363,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 132.59,
            "high": 132.59,
            "low": 132.59,
            "close": 132.59,
            "amount_yi": 0.0515
          },
          {
            "time": "10:50",
            "open": 133.0,
            "high": 133.0,
            "low": 132.95,
            "close": 132.95,
            "amount_yi": 0.0779
          },
          {
            "time": "10:51",
            "open": 133.0,
            "high": 133.16,
            "low": 133.0,
            "close": 133.16,
            "amount_yi": 0.0499
          },
          {
            "time": "10:52",
            "open": 132.8,
            "high": 132.8,
            "low": 132.66,
            "close": 132.66,
            "amount_yi": 0.0613
          },
          {
            "time": "10:53",
            "open": 133.0,
            "high": 133.0,
            "low": 132.99,
            "close": 132.99,
            "amount_yi": 0.0957
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 132.99,
        "ts": "2026-07-01T10:53:43",
        "prev_close": 130.55,
        "open": 132.5,
        "high": 135.98,
        "low": 129.3,
        "bid1": 132.74,
        "ask1": 132.98,
        "bid_qty1": 2,
        "ask_qty1": 15
      },
      "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": "2026-07-01T10:53:44",
      "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": 68.0072,
      "price_vs_vwap_pct": 2.0333,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1949,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 69.78,
            "high": 69.78,
            "low": 69.78,
            "close": 69.78,
            "amount_yi": 0.034
          },
          {
            "time": "10:50",
            "open": 69.83,
            "high": 69.83,
            "low": 69.68,
            "close": 69.68,
            "amount_yi": 0.0526
          },
          {
            "time": "10:51",
            "open": 69.65,
            "high": 69.65,
            "low": 69.5,
            "close": 69.5,
            "amount_yi": 0.0313
          },
          {
            "time": "10:52",
            "open": 69.4,
            "high": 69.4,
            "low": 69.35,
            "close": 69.35,
            "amount_yi": 0.0362
          },
          {
            "time": "10:53",
            "open": 69.41,
            "high": 69.41,
            "low": 69.39,
            "close": 69.39,
            "amount_yi": 0.0408
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 69.39,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 65.52,
        "open": 65.46,
        "high": 70.72,
        "low": 64.8,
        "bid1": 69.39,
        "ask1": 69.4,
        "bid_qty1": 107,
        "ask_qty1": 1
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 0.0263,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 10.92,
            "high": 10.92,
            "low": 10.92,
            "close": 10.92,
            "amount_yi": 0.0019
          },
          {
            "time": "10:50",
            "open": 10.92,
            "high": 10.93,
            "low": 10.92,
            "close": 10.93,
            "amount_yi": 0.0101
          },
          {
            "time": "10:51",
            "open": 10.92,
            "high": 10.92,
            "low": 10.91,
            "close": 10.91,
            "amount_yi": 0.0053
          },
          {
            "time": "10:52",
            "open": 10.9,
            "high": 10.91,
            "low": 10.9,
            "close": 10.91,
            "amount_yi": 0.0033
          },
          {
            "time": "10:53",
            "open": 10.9,
            "high": 10.91,
            "low": 10.9,
            "close": 10.91,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 10.91,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 11.01,
        "open": 10.97,
        "high": 11.29,
        "low": 10.8,
        "bid1": 10.9,
        "ask1": 10.91,
        "bid_qty1": 79,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 256.2494,
      "price_vs_vwap_pct": -2.7237,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6707,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:49",
            "open": 248.4,
            "high": 248.4,
            "low": 248.4,
            "close": 248.4,
            "amount_yi": 0.1166
          },
          {
            "time": "10:50",
            "open": 249.0,
            "high": 249.84,
            "low": 249.0,
            "close": 249.84,
            "amount_yi": 0.3209
          },
          {
            "time": "10:51",
            "open": 249.55,
            "high": 249.55,
            "low": 249.47,
            "close": 249.47,
            "amount_yi": 0.7198
          },
          {
            "time": "10:52",
            "open": 248.88,
            "high": 248.88,
            "low": 248.59,
            "close": 248.59,
            "amount_yi": 0.2605
          },
          {
            "time": "10:53",
            "open": 248.71,
            "high": 249.27,
            "low": 248.71,
            "close": 249.27,
            "amount_yi": 0.2529
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 249.27,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 256.94,
        "open": 258.0,
        "high": 264.88,
        "low": 245.5,
        "bid1": 249.27,
        "ask1": 249.51,
        "bid_qty1": 80,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 5.7829,
      "price_vs_vwap_pct": 0.8145,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0313,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0068
          },
          {
            "time": "10:50",
            "open": 5.83,
            "high": 5.83,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0046
          },
          {
            "time": "10:51",
            "open": 5.81,
            "high": 5.82,
            "low": 5.81,
            "close": 5.82,
            "amount_yi": 0.0034
          },
          {
            "time": "10:52",
            "open": 5.81,
            "high": 5.82,
            "low": 5.81,
            "close": 5.82,
            "amount_yi": 0.0095
          },
          {
            "time": "10:53",
            "open": 5.82,
            "high": 5.83,
            "low": 5.82,
            "close": 5.83,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 5.83,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 5.51,
        "open": 5.88,
        "high": 5.92,
        "low": 5.6,
        "bid1": 5.82,
        "ask1": 5.83,
        "bid_qty1": 995,
        "ask_qty1": 541
      },
      "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": "2026-07-01T10:53:44",
      "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": 44.7291,
      "price_vs_vwap_pct": -3.2174,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2098,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 43.25,
            "high": 43.25,
            "low": 43.25,
            "close": 43.25,
            "amount_yi": 0.0101
          },
          {
            "time": "10:50",
            "open": 43.24,
            "high": 43.24,
            "low": 43.22,
            "close": 43.22,
            "amount_yi": 0.0509
          },
          {
            "time": "10:51",
            "open": 43.33,
            "high": 43.33,
            "low": 43.31,
            "close": 43.31,
            "amount_yi": 0.0645
          },
          {
            "time": "10:52",
            "open": 43.2,
            "high": 43.29,
            "low": 43.2,
            "close": 43.29,
            "amount_yi": 0.0339
          },
          {
            "time": "10:53",
            "open": 43.31,
            "high": 43.31,
            "low": 43.29,
            "close": 43.29,
            "amount_yi": 0.0504
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 43.29,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 46.2,
        "open": 47.54,
        "high": 48.2,
        "low": 42.65,
        "bid1": 43.24,
        "ask1": 43.28,
        "bid_qty1": 11,
        "ask_qty1": 6
      },
      "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": "2026-07-01T10:53:44",
      "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": 7.6073,
      "price_vs_vwap_pct": -1.279,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0882,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 7.48,
            "high": 7.48,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0171
          },
          {
            "time": "10:50",
            "open": 7.49,
            "high": 7.49,
            "low": 7.48,
            "close": 7.48,
            "amount_yi": 0.0159
          },
          {
            "time": "10:51",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0175
          },
          {
            "time": "10:52",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0225
          },
          {
            "time": "10:53",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 7.51,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 7.81,
        "open": 7.76,
        "high": 7.88,
        "low": 7.43,
        "bid1": 7.51,
        "ask1": 7.52,
        "bid_qty1": 729,
        "ask_qty1": 1155
      },
      "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": "2026-07-01T10:53:44",
      "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": 6.0557,
      "price_vs_vwap_pct": 0.071,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4833,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.2952
          },
          {
            "time": "10:50",
            "open": 6.03,
            "high": 6.05,
            "low": 6.03,
            "close": 6.05,
            "amount_yi": 0.2769
          },
          {
            "time": "10:51",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.2993
          },
          {
            "time": "10:52",
            "open": 6.03,
            "high": 6.05,
            "low": 6.03,
            "close": 6.05,
            "amount_yi": 0.256
          },
          {
            "time": "10:53",
            "open": 6.07,
            "high": 6.07,
            "low": 6.06,
            "close": 6.06,
            "amount_yi": 0.3559
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 6.06,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 5.82,
        "open": 5.98,
        "high": 6.26,
        "low": 5.86,
        "bid1": 6.05,
        "ask1": 6.06,
        "bid_qty1": 3538,
        "ask_qty1": 357
      },
      "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": "2026-07-01T10:53:44",
      "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": 147.873,
      "price_vs_vwap_pct": 0.2076,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0146,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 147.64,
            "high": 147.64,
            "low": 147.64,
            "close": 147.64,
            "amount_yi": 0.0001
          },
          {
            "time": "10:50",
            "open": 148.02,
            "high": 148.03,
            "low": 148.02,
            "close": 148.03,
            "amount_yi": 0.0006
          },
          {
            "time": "10:51",
            "open": 148.2,
            "high": 148.24,
            "low": 148.2,
            "close": 148.24,
            "amount_yi": 0.0086
          },
          {
            "time": "10:52",
            "open": 148.6,
            "high": 148.6,
            "low": 148.24,
            "close": 148.24,
            "amount_yi": 0.0028
          },
          {
            "time": "10:53",
            "open": 147.92,
            "high": 148.18,
            "low": 147.92,
            "close": 148.18,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 148.18,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 148.98,
        "open": 147.0,
        "high": 149.9,
        "low": 145.01,
        "bid1": 148.21,
        "ask1": 148.58,
        "bid_qty1": 8,
        "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": "2026-07-01T10:53:44",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.8516,
      "intraday_vwap": 27.6843,
      "price_vs_vwap_pct": 1.2848,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0293,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 27.92,
            "high": 27.92,
            "low": 27.92,
            "close": 27.92,
            "amount_yi": 0.0039
          },
          {
            "time": "10:50",
            "open": 27.92,
            "high": 27.99,
            "low": 27.92,
            "close": 27.99,
            "amount_yi": 0.006
          },
          {
            "time": "10:51",
            "open": 27.94,
            "high": 28.01,
            "low": 27.94,
            "close": 28.01,
            "amount_yi": 0.0066
          },
          {
            "time": "10:52",
            "open": 28.02,
            "high": 28.04,
            "low": 28.02,
            "close": 28.04,
            "amount_yi": 0.0073
          },
          {
            "time": "10:53",
            "open": 28.05,
            "high": 28.05,
            "low": 28.04,
            "close": 28.04,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 28.04,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 27.68,
        "open": 27.26,
        "high": 28.35,
        "low": 26.82,
        "bid1": 28.02,
        "ask1": 28.04,
        "bid_qty1": 1,
        "ask_qty1": 43
      },
      "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": "2026-07-01T10:53:44",
      "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": 27.0795,
      "price_vs_vwap_pct": -0.4782,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0213,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 27.0,
            "high": 27.0,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.0015
          },
          {
            "time": "10:50",
            "open": 26.96,
            "high": 26.96,
            "low": 26.93,
            "close": 26.93,
            "amount_yi": 0.0043
          },
          {
            "time": "10:51",
            "open": 26.92,
            "high": 26.93,
            "low": 26.92,
            "close": 26.93,
            "amount_yi": 0.0043
          },
          {
            "time": "10:52",
            "open": 26.95,
            "high": 26.96,
            "low": 26.95,
            "close": 26.96,
            "amount_yi": 0.0079
          },
          {
            "time": "10:53",
            "open": 26.95,
            "high": 26.95,
            "low": 26.95,
            "close": 26.95,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 26.95,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 27.87,
        "open": 27.87,
        "high": 27.87,
        "low": 26.71,
        "bid1": 26.95,
        "ask1": 26.96,
        "bid_qty1": 6,
        "ask_qty1": 6
      },
      "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": "2026-07-01T10:53:44",
      "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": 12.7803,
      "price_vs_vwap_pct": 0.3889,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0099,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 12.82,
            "high": 12.82,
            "low": 12.82,
            "close": 12.82,
            "amount_yi": 0.001
          },
          {
            "time": "10:50",
            "open": 12.83,
            "high": 12.85,
            "low": 12.83,
            "close": 12.85,
            "amount_yi": 0.0016
          },
          {
            "time": "10:51",
            "open": 12.85,
            "high": 12.85,
            "low": 12.84,
            "close": 12.84,
            "amount_yi": 0.0014
          },
          {
            "time": "10:52",
            "open": 12.85,
            "high": 12.85,
            "low": 12.85,
            "close": 12.85,
            "amount_yi": 0.0033
          },
          {
            "time": "10:53",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 12.83,
        "ts": "2026-07-01T10:53:39",
        "prev_close": 12.82,
        "open": 12.83,
        "high": 12.95,
        "low": 12.62,
        "bid1": 12.83,
        "ask1": 12.85,
        "bid_qty1": 33,
        "ask_qty1": 161
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.4853,
      "intraday_vwap": 13.4035,
      "price_vs_vwap_pct": 1.3168,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0739,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 13.63,
            "high": 13.63,
            "low": 13.63,
            "close": 13.63,
            "amount_yi": 0.003
          },
          {
            "time": "10:50",
            "open": 13.63,
            "high": 13.63,
            "low": 13.62,
            "close": 13.62,
            "amount_yi": 0.0187
          },
          {
            "time": "10:51",
            "open": 13.6,
            "high": 13.6,
            "low": 13.6,
            "close": 13.6,
            "amount_yi": 0.0145
          },
          {
            "time": "10:52",
            "open": 13.57,
            "high": 13.57,
            "low": 13.56,
            "close": 13.56,
            "amount_yi": 0.014
          },
          {
            "time": "10:53",
            "open": 13.58,
            "high": 13.58,
            "low": 13.58,
            "close": 13.58,
            "amount_yi": 0.0237
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 13.58,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 13.25,
        "open": 13.26,
        "high": 13.75,
        "low": 13.04,
        "bid1": 13.58,
        "ask1": 13.6,
        "bid_qty1": 18,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 9.9727,
      "price_vs_vwap_pct": -1.0298,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0937,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 9.8,
            "high": 9.8,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0059
          },
          {
            "time": "10:50",
            "open": 9.83,
            "high": 9.83,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0198
          },
          {
            "time": "10:51",
            "open": 9.82,
            "high": 9.84,
            "low": 9.82,
            "close": 9.84,
            "amount_yi": 0.0254
          },
          {
            "time": "10:52",
            "open": 9.84,
            "high": 9.86,
            "low": 9.84,
            "close": 9.86,
            "amount_yi": 0.0247
          },
          {
            "time": "10:53",
            "open": 9.87,
            "high": 9.87,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 9.87,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 10.43,
        "open": 10.16,
        "high": 10.22,
        "low": 9.73,
        "bid1": 9.86,
        "ask1": 9.87,
        "bid_qty1": 651,
        "ask_qty1": 158
      },
      "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": "2026-07-01T10:53:44",
      "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": 17.2046,
      "price_vs_vwap_pct": 0.9032,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0052,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 17.32,
            "high": 17.32,
            "low": 17.32,
            "close": 17.32,
            "amount_yi": 0.0007
          },
          {
            "time": "10:50",
            "open": 17.33,
            "high": 17.34,
            "low": 17.33,
            "close": 17.34,
            "amount_yi": 0.0007
          },
          {
            "time": "10:51",
            "open": 17.34,
            "high": 17.34,
            "low": 17.34,
            "close": 17.34,
            "amount_yi": 0.0004
          },
          {
            "time": "10:52",
            "open": 17.33,
            "high": 17.33,
            "low": 17.32,
            "close": 17.32,
            "amount_yi": 0.0004
          },
          {
            "time": "10:53",
            "open": 17.32,
            "high": 17.36,
            "low": 17.32,
            "close": 17.36,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 17.36,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 16.53,
        "open": 16.44,
        "high": 17.68,
        "low": 16.38,
        "bid1": 17.34,
        "ask1": 17.36,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 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": 7.703,
      "price_vs_vwap_pct": 0.3505,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0137,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0038
          },
          {
            "time": "10:50",
            "open": 7.71,
            "high": 7.72,
            "low": 7.71,
            "close": 7.72,
            "amount_yi": 0.0032
          },
          {
            "time": "10:51",
            "open": 7.72,
            "high": 7.72,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.0014
          },
          {
            "time": "10:52",
            "open": 7.72,
            "high": 7.73,
            "low": 7.72,
            "close": 7.73,
            "amount_yi": 0.0035
          },
          {
            "time": "10:53",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 7.73,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 7.75,
        "open": 7.73,
        "high": 7.82,
        "low": 7.58,
        "bid1": 7.72,
        "ask1": 7.73,
        "bid_qty1": 158,
        "ask_qty1": 66
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 5.6548,
      "price_vs_vwap_pct": 0.9762,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.041,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0039
          },
          {
            "time": "10:50",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0118
          },
          {
            "time": "10:51",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0099
          },
          {
            "time": "10:52",
            "open": 5.72,
            "high": 5.72,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0088
          },
          {
            "time": "10:53",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 5.71,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 5.73,
        "open": 5.75,
        "high": 5.75,
        "low": 5.61,
        "bid1": 5.7,
        "ask1": 5.71,
        "bid_qty1": 192,
        "ask_qty1": 544
      },
      "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": "2026-07-01T10:53:44",
      "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": 145.7023,
      "price_vs_vwap_pct": -1.8547,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1612,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 141.5,
            "high": 141.5,
            "low": 141.5,
            "close": 141.5,
            "amount_yi": 0.4325
          },
          {
            "time": "10:50",
            "open": 142.0,
            "high": 142.0,
            "low": 141.75,
            "close": 141.75,
            "amount_yi": 0.315
          },
          {
            "time": "10:51",
            "open": 141.9,
            "high": 142.46,
            "low": 141.9,
            "close": 142.46,
            "amount_yi": 0.4176
          },
          {
            "time": "10:52",
            "open": 142.54,
            "high": 142.6,
            "low": 142.54,
            "close": 142.6,
            "amount_yi": 0.5465
          },
          {
            "time": "10:53",
            "open": 143.04,
            "high": 143.04,
            "low": 143.0,
            "close": 143.0,
            "amount_yi": 0.4496
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 143.0,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 150.11,
        "open": 149.0,
        "high": 150.49,
        "low": 140.12,
        "bid1": 142.9,
        "ask1": 143.0,
        "bid_qty1": 10,
        "ask_qty1": 24
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 5.85,
      "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": 5.5059,
      "price_vs_vwap_pct": 0.9826,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0987,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 5.53,
            "high": 5.53,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.0046
          },
          {
            "time": "10:50",
            "open": 5.56,
            "high": 5.56,
            "low": 5.56,
            "close": 5.56,
            "amount_yi": 0.0394
          },
          {
            "time": "10:51",
            "open": 5.55,
            "high": 5.56,
            "low": 5.55,
            "close": 5.56,
            "amount_yi": 0.02
          },
          {
            "time": "10:52",
            "open": 5.56,
            "high": 5.56,
            "low": 5.55,
            "close": 5.55,
            "amount_yi": 0.013
          },
          {
            "time": "10:53",
            "open": 5.56,
            "high": 5.56,
            "low": 5.56,
            "close": 5.56,
            "amount_yi": 0.0217
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 5.56,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 5.6,
        "open": 5.55,
        "high": 5.58,
        "low": 5.44,
        "bid1": 5.56,
        "ask1": 5.57,
        "bid_qty1": 113,
        "ask_qty1": 2861
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 9.6803,
      "price_vs_vwap_pct": -0.313,
      "energy_floor_hint_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,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 9.58,
            "high": 9.58,
            "low": 9.58,
            "close": 9.58,
            "amount_yi": 0.0116
          },
          {
            "time": "10:50",
            "open": 9.59,
            "high": 9.61,
            "low": 9.59,
            "close": 9.61,
            "amount_yi": 0.0211
          },
          {
            "time": "10:51",
            "open": 9.6,
            "high": 9.62,
            "low": 9.6,
            "close": 9.62,
            "amount_yi": 0.0499
          },
          {
            "time": "10:52",
            "open": 9.61,
            "high": 9.62,
            "low": 9.61,
            "close": 9.62,
            "amount_yi": 0.0096
          },
          {
            "time": "10:53",
            "open": 9.63,
            "high": 9.65,
            "low": 9.63,
            "close": 9.65,
            "amount_yi": 0.0178
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 9.65,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 9.91,
        "open": 9.9,
        "high": 9.94,
        "low": 9.5,
        "bid1": 9.64,
        "ask1": 9.65,
        "bid_qty1": 37,
        "ask_qty1": 8
      },
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 68.0751,
      "price_vs_vwap_pct": -0.9917,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0565,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 66.86,
            "high": 66.86,
            "low": 66.86,
            "close": 66.86,
            "amount_yi": 0.0046
          },
          {
            "time": "10:50",
            "open": 66.86,
            "high": 66.88,
            "low": 66.86,
            "close": 66.88,
            "amount_yi": 0.008
          },
          {
            "time": "10:51",
            "open": 67.01,
            "high": 67.03,
            "low": 67.01,
            "close": 67.03,
            "amount_yi": 0.0105
          },
          {
            "time": "10:52",
            "open": 67.08,
            "high": 67.29,
            "low": 67.08,
            "close": 67.29,
            "amount_yi": 0.007
          },
          {
            "time": "10:53",
            "open": 67.5,
            "high": 67.5,
            "low": 67.4,
            "close": 67.4,
            "amount_yi": 0.0264
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 67.4,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 69.2,
        "open": 68.65,
        "high": 70.4,
        "low": 65.94,
        "bid1": 67.3,
        "ask1": 67.4,
        "bid_qty1": 5,
        "ask_qty1": 20
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 4,
        "min_samples": 3,
        "amount_yi": 0.0067,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:50",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0005
          },
          {
            "time": "10:51",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0001
          },
          {
            "time": "10:52",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0047
          },
          {
            "time": "10:53",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": "2026-07-01T10:53:42",
        "prev_close": 1.86,
        "open": 1.77,
        "high": 1.77,
        "low": 1.77,
        "bid1": 0.0,
        "ask1": 1.77,
        "bid_qty1": 0,
        "ask_qty1": 4513070
      },
      "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": "2026-07-01T10:53:44",
      "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": 156.6653,
      "price_vs_vwap_pct": -0.897,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7732,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 154.43,
            "high": 154.43,
            "low": 154.43,
            "close": 154.43,
            "amount_yi": 0.0441
          },
          {
            "time": "10:50",
            "open": 155.02,
            "high": 155.02,
            "low": 154.79,
            "close": 154.79,
            "amount_yi": 0.2745
          },
          {
            "time": "10:51",
            "open": 154.74,
            "high": 154.74,
            "low": 154.67,
            "close": 154.67,
            "amount_yi": 0.1054
          },
          {
            "time": "10:52",
            "open": 154.57,
            "high": 154.57,
            "low": 154.49,
            "close": 154.49,
            "amount_yi": 0.1126
          },
          {
            "time": "10:53",
            "open": 154.88,
            "high": 155.26,
            "low": 154.88,
            "close": 155.26,
            "amount_yi": 0.2366
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 155.26,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 162.97,
        "open": 157.01,
        "high": 161.86,
        "low": 153.1,
        "bid1": 155.26,
        "ask1": 155.35,
        "bid_qty1": 56,
        "ask_qty1": 1
      },
      "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": "2026-07-01T10:53:44",
      "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": 27.3672,
      "price_vs_vwap_pct": -1.3783,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0846,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 26.81,
            "high": 26.81,
            "low": 26.81,
            "close": 26.81,
            "amount_yi": 0.0228
          },
          {
            "time": "10:50",
            "open": 26.85,
            "high": 26.91,
            "low": 26.85,
            "close": 26.91,
            "amount_yi": 0.019
          },
          {
            "time": "10:51",
            "open": 27.0,
            "high": 27.08,
            "low": 27.0,
            "close": 27.08,
            "amount_yi": 0.0163
          },
          {
            "time": "10:52",
            "open": 27.08,
            "high": 27.08,
            "low": 27.02,
            "close": 27.02,
            "amount_yi": 0.0156
          },
          {
            "time": "10:53",
            "open": 27.0,
            "high": 27.0,
            "low": 26.99,
            "close": 26.99,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 26.99,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 28.55,
        "open": 28.62,
        "high": 28.8,
        "low": 26.5,
        "bid1": 26.98,
        "ask1": 26.99,
        "bid_qty1": 202,
        "ask_qty1": 91
      },
      "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": "2026-07-01T10:53:44",
      "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": 26.1833,
      "price_vs_vwap_pct": -1.1966,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1531,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 25.75,
            "high": 25.75,
            "low": 25.75,
            "close": 25.75,
            "amount_yi": 0.0209
          },
          {
            "time": "10:50",
            "open": 25.78,
            "high": 25.78,
            "low": 25.72,
            "close": 25.72,
            "amount_yi": 0.0536
          },
          {
            "time": "10:51",
            "open": 25.73,
            "high": 25.83,
            "low": 25.73,
            "close": 25.83,
            "amount_yi": 0.0183
          },
          {
            "time": "10:52",
            "open": 25.89,
            "high": 25.89,
            "low": 25.87,
            "close": 25.87,
            "amount_yi": 0.0432
          },
          {
            "time": "10:53",
            "open": 25.86,
            "high": 25.87,
            "low": 25.86,
            "close": 25.87,
            "amount_yi": 0.0171
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 25.87,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 26.71,
        "open": 26.41,
        "high": 26.84,
        "low": 25.53,
        "bid1": 25.85,
        "ask1": 25.86,
        "bid_qty1": 154,
        "ask_qty1": 1
      },
      "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": "2026-07-01T10:53:44",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.6381,
      "intraday_vwap": 10.7006,
      "price_vs_vwap_pct": 0.1813,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0852,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 10.72,
            "high": 10.72,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.0082
          },
          {
            "time": "10:50",
            "open": 10.73,
            "high": 10.74,
            "low": 10.73,
            "close": 10.74,
            "amount_yi": 0.0175
          },
          {
            "time": "10:51",
            "open": 10.74,
            "high": 10.74,
            "low": 10.74,
            "close": 10.74,
            "amount_yi": 0.0128
          },
          {
            "time": "10:52",
            "open": 10.72,
            "high": 10.73,
            "low": 10.72,
            "close": 10.73,
            "amount_yi": 0.0281
          },
          {
            "time": "10:53",
            "open": 10.72,
            "high": 10.72,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.0186
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": "2026-07-01T10:53:42",
        "prev_close": 10.39,
        "open": 10.39,
        "high": 10.98,
        "low": 10.23,
        "bid1": 10.71,
        "ask1": 10.72,
        "bid_qty1": 190,
        "ask_qty1": 292
      },
      "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": "2026-07-01T10:53:44",
      "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": 12.9828,
      "price_vs_vwap_pct": 0.8257,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0404,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 13.02,
            "high": 13.02,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0034
          },
          {
            "time": "10:50",
            "open": 13.06,
            "high": 13.06,
            "low": 13.04,
            "close": 13.04,
            "amount_yi": 0.0051
          },
          {
            "time": "10:51",
            "open": 13.09,
            "high": 13.09,
            "low": 13.07,
            "close": 13.07,
            "amount_yi": 0.0172
          },
          {
            "time": "10:52",
            "open": 13.07,
            "high": 13.07,
            "low": 13.07,
            "close": 13.07,
            "amount_yi": 0.0063
          },
          {
            "time": "10:53",
            "open": 13.06,
            "high": 13.09,
            "low": 13.06,
            "close": 13.09,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 13.09,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 12.24,
        "open": 12.51,
        "high": 13.45,
        "low": 12.48,
        "bid1": 13.08,
        "ask1": 13.1,
        "bid_qty1": 308,
        "ask_qty1": 98
      },
      "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": "2026-07-01T10:53:44",
      "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": 7.6868,
      "price_vs_vwap_pct": 0.6921,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0367,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 7.75,
            "high": 7.75,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 0.011
          },
          {
            "time": "10:50",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0107
          },
          {
            "time": "10:51",
            "open": 7.75,
            "high": 7.75,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.0058
          },
          {
            "time": "10:52",
            "open": 7.74,
            "high": 7.74,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0044
          },
          {
            "time": "10:53",
            "open": 7.75,
            "high": 7.75,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 7.74,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 7.57,
        "open": 7.7,
        "high": 7.86,
        "low": 7.51,
        "bid1": 7.74,
        "ask1": 7.75,
        "bid_qty1": 123,
        "ask_qty1": 809
      },
      "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": "2026-07-01T10:53:44",
      "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": 16.8714,
      "price_vs_vwap_pct": -0.4825,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1824,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 16.65,
            "high": 16.65,
            "low": 16.65,
            "close": 16.65,
            "amount_yi": 0.0185
          },
          {
            "time": "10:50",
            "open": 16.69,
            "high": 16.73,
            "low": 16.69,
            "close": 16.73,
            "amount_yi": 0.0261
          },
          {
            "time": "10:51",
            "open": 16.7,
            "high": 16.74,
            "low": 16.7,
            "close": 16.74,
            "amount_yi": 0.0698
          },
          {
            "time": "10:52",
            "open": 16.77,
            "high": 16.8,
            "low": 16.77,
            "close": 16.8,
            "amount_yi": 0.0327
          },
          {
            "time": "10:53",
            "open": 16.82,
            "high": 16.82,
            "low": 16.79,
            "close": 16.79,
            "amount_yi": 0.0353
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 16.79,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 17.52,
        "open": 17.35,
        "high": 17.35,
        "low": 16.5,
        "bid1": 16.78,
        "ask1": 16.79,
        "bid_qty1": 251,
        "ask_qty1": 13
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 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": 319.4075,
      "price_vs_vwap_pct": 0.677,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4443,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 319.35,
            "high": 319.35,
            "low": 319.35,
            "close": 319.35,
            "amount_yi": 0.022
          },
          {
            "time": "10:50",
            "open": 321.91,
            "high": 323.0,
            "low": 321.91,
            "close": 323.0,
            "amount_yi": 0.104
          },
          {
            "time": "10:51",
            "open": 324.0,
            "high": 324.0,
            "low": 323.0,
            "close": 323.0,
            "amount_yi": 0.1175
          },
          {
            "time": "10:52",
            "open": 322.0,
            "high": 322.0,
            "low": 320.7,
            "close": 320.7,
            "amount_yi": 0.1401
          },
          {
            "time": "10:53",
            "open": 320.1,
            "high": 321.57,
            "low": 320.1,
            "close": 321.57,
            "amount_yi": 0.0607
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 321.57,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 317.6,
        "open": 317.36,
        "high": 335.12,
        "low": 308.0,
        "bid1": 321.56,
        "ask1": 321.57,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 10.3408,
      "price_vs_vwap_pct": -0.2978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0063,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 10.3,
            "high": 10.3,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0021
          },
          {
            "time": "10:50",
            "open": 10.3,
            "high": 10.3,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0007
          },
          {
            "time": "10:51",
            "open": 10.31,
            "high": 10.31,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0013
          },
          {
            "time": "10:52",
            "open": 10.31,
            "high": 10.31,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.002
          },
          {
            "time": "10:53",
            "open": 10.31,
            "high": 10.31,
            "low": 10.31,
            "close": 10.31,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 10.31,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 10.54,
        "open": 10.55,
        "high": 10.55,
        "low": 10.23,
        "bid1": 10.3,
        "ask1": 10.31,
        "bid_qty1": 261,
        "ask_qty1": 116
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 9.4849,
      "price_vs_vwap_pct": 0.1592,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0909,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 9.49,
            "high": 9.49,
            "low": 9.49,
            "close": 9.49,
            "amount_yi": 0.0082
          },
          {
            "time": "10:50",
            "open": 9.5,
            "high": 9.5,
            "low": 9.5,
            "close": 9.5,
            "amount_yi": 0.0146
          },
          {
            "time": "10:51",
            "open": 9.49,
            "high": 9.5,
            "low": 9.49,
            "close": 9.5,
            "amount_yi": 0.0301
          },
          {
            "time": "10:52",
            "open": 9.49,
            "high": 9.5,
            "low": 9.49,
            "close": 9.5,
            "amount_yi": 0.0181
          },
          {
            "time": "10:53",
            "open": 9.5,
            "high": 9.5,
            "low": 9.5,
            "close": 9.5,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 9.5,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 9.46,
        "open": 9.5,
        "high": 9.62,
        "low": 9.32,
        "bid1": 9.49,
        "ask1": 9.5,
        "bid_qty1": 2344,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 21.6374,
      "price_vs_vwap_pct": 2.369,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4146,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 21.48,
            "high": 21.48,
            "low": 21.48,
            "close": 21.48,
            "amount_yi": 0.0138
          },
          {
            "time": "10:50",
            "open": 21.43,
            "high": 21.7,
            "low": 21.43,
            "close": 21.7,
            "amount_yi": 0.0443
          },
          {
            "time": "10:51",
            "open": 21.75,
            "high": 21.88,
            "low": 21.75,
            "close": 21.88,
            "amount_yi": 0.086
          },
          {
            "time": "10:52",
            "open": 21.97,
            "high": 21.97,
            "low": 21.9,
            "close": 21.9,
            "amount_yi": 0.0807
          },
          {
            "time": "10:53",
            "open": 21.94,
            "high": 22.15,
            "low": 21.94,
            "close": 22.15,
            "amount_yi": 0.1898
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 22.15,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 20.95,
        "open": 21.0,
        "high": 22.22,
        "low": 20.81,
        "bid1": 22.15,
        "ask1": 22.16,
        "bid_qty1": 108,
        "ask_qty1": 1
      },
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 34.3598,
      "price_vs_vwap_pct": -0.9598,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0344,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 33.98,
            "high": 33.98,
            "low": 33.98,
            "close": 33.98,
            "amount_yi": 0.0018
          },
          {
            "time": "10:50",
            "open": 34.02,
            "high": 34.04,
            "low": 34.02,
            "close": 34.04,
            "amount_yi": 0.0086
          },
          {
            "time": "10:51",
            "open": 34.04,
            "high": 34.04,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0088
          },
          {
            "time": "10:52",
            "open": 34.0,
            "high": 34.07,
            "low": 34.0,
            "close": 34.07,
            "amount_yi": 0.0103
          },
          {
            "time": "10:53",
            "open": 34.03,
            "high": 34.03,
            "low": 34.03,
            "close": 34.03,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 34.03,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 35.21,
        "open": 34.58,
        "high": 35.27,
        "low": 33.46,
        "bid1": 34.0,
        "ask1": 34.01,
        "bid_qty1": 31,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 11.3541,
      "price_vs_vwap_pct": -1.5334,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.526,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 11.07,
            "high": 11.07,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0236
          },
          {
            "time": "10:50",
            "open": 11.1,
            "high": 11.1,
            "low": 11.09,
            "close": 11.09,
            "amount_yi": 0.1669
          },
          {
            "time": "10:51",
            "open": 11.12,
            "high": 11.13,
            "low": 11.12,
            "close": 11.13,
            "amount_yi": 0.096
          },
          {
            "time": "10:52",
            "open": 11.14,
            "high": 11.14,
            "low": 11.14,
            "close": 11.14,
            "amount_yi": 0.1482
          },
          {
            "time": "10:53",
            "open": 11.16,
            "high": 11.18,
            "low": 11.16,
            "close": 11.18,
            "amount_yi": 0.0913
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 11.18,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 11.6,
        "open": 11.55,
        "high": 11.75,
        "low": 10.9,
        "bid1": 11.17,
        "ask1": 11.18,
        "bid_qty1": 246,
        "ask_qty1": 127
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 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": 8.9711,
      "price_vs_vwap_pct": 0.2107,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0382,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 8.97,
            "high": 8.97,
            "low": 8.97,
            "close": 8.97,
            "amount_yi": 0.0082
          },
          {
            "time": "10:50",
            "open": 8.98,
            "high": 8.98,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.0089
          },
          {
            "time": "10:51",
            "open": 8.99,
            "high": 8.99,
            "low": 8.99,
            "close": 8.99,
            "amount_yi": 0.0037
          },
          {
            "time": "10:52",
            "open": 8.98,
            "high": 8.98,
            "low": 8.97,
            "close": 8.97,
            "amount_yi": 0.0112
          },
          {
            "time": "10:53",
            "open": 8.99,
            "high": 8.99,
            "low": 8.99,
            "close": 8.99,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 8.99,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 9.0,
        "open": 8.87,
        "high": 9.11,
        "low": 8.81,
        "bid1": 8.98,
        "ask1": 8.99,
        "bid_qty1": 275,
        "ask_qty1": 1042
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 36.9694,
      "price_vs_vwap_pct": -1.9189,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0393,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 36.22,
            "high": 36.22,
            "low": 36.22,
            "close": 36.22,
            "amount_yi": 0.0021
          },
          {
            "time": "10:50",
            "open": 36.28,
            "high": 36.28,
            "low": 36.26,
            "close": 36.26,
            "amount_yi": 0.0172
          },
          {
            "time": "10:51",
            "open": 36.26,
            "high": 36.3,
            "low": 36.26,
            "close": 36.3,
            "amount_yi": 0.0077
          },
          {
            "time": "10:52",
            "open": 36.27,
            "high": 36.28,
            "low": 36.27,
            "close": 36.28,
            "amount_yi": 0.0045
          },
          {
            "time": "10:53",
            "open": 36.28,
            "high": 36.28,
            "low": 36.26,
            "close": 36.26,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 36.26,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 37.65,
        "open": 37.65,
        "high": 38.26,
        "low": 35.8,
        "bid1": 36.24,
        "ask1": 36.26,
        "bid_qty1": 3,
        "ask_qty1": 24
      },
      "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": "2026-07-01T10:53:44",
      "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": 3.6364,
      "intraday_vwap": 107.8724,
      "price_vs_vwap_pct": -0.5862,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0294,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 105.04,
            "high": 105.04,
            "low": 105.04,
            "close": 105.04,
            "amount_yi": 0.1424
          },
          {
            "time": "10:50",
            "open": 105.66,
            "high": 106.0,
            "low": 105.66,
            "close": 106.0,
            "amount_yi": 0.2086
          },
          {
            "time": "10:51",
            "open": 106.87,
            "high": 107.25,
            "low": 106.87,
            "close": 107.25,
            "amount_yi": 0.2344
          },
          {
            "time": "10:52",
            "open": 107.01,
            "high": 107.01,
            "low": 106.8,
            "close": 106.8,
            "amount_yi": 0.2541
          },
          {
            "time": "10:53",
            "open": 106.85,
            "high": 107.24,
            "low": 106.85,
            "close": 107.24,
            "amount_yi": 0.1899
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 107.24,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 105.97,
        "open": 105.0,
        "high": 111.03,
        "low": 103.38,
        "bid1": 107.24,
        "ask1": 107.25,
        "bid_qty1": 2,
        "ask_qty1": 17
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": 8.5415,
      "price_vs_vwap_pct": 1.6215,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0223,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 8.67,
            "high": 8.67,
            "low": 8.67,
            "close": 8.67,
            "amount_yi": 0.0051
          },
          {
            "time": "10:50",
            "open": 8.68,
            "high": 8.68,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0034
          },
          {
            "time": "10:51",
            "open": 8.67,
            "high": 8.67,
            "low": 8.67,
            "close": 8.67,
            "amount_yi": 0.0026
          },
          {
            "time": "10:52",
            "open": 8.67,
            "high": 8.67,
            "low": 8.66,
            "close": 8.66,
            "amount_yi": 0.0032
          },
          {
            "time": "10:53",
            "open": 8.66,
            "high": 8.68,
            "low": 8.66,
            "close": 8.68,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 8.68,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 8.18,
        "open": 8.2,
        "high": 8.74,
        "low": 8.2,
        "bid1": 8.67,
        "ask1": 8.68,
        "bid_qty1": 79,
        "ask_qty1": 746
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 12.4335,
      "price_vs_vwap_pct": -1.5563,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1053,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 12.27,
            "high": 12.27,
            "low": 12.27,
            "close": 12.27,
            "amount_yi": 0.0064
          },
          {
            "time": "10:50",
            "open": 12.29,
            "high": 12.3,
            "low": 12.29,
            "close": 12.3,
            "amount_yi": 0.0148
          },
          {
            "time": "10:51",
            "open": 12.31,
            "high": 12.31,
            "low": 12.29,
            "close": 12.29,
            "amount_yi": 0.0347
          },
          {
            "time": "10:52",
            "open": 12.28,
            "high": 12.28,
            "low": 12.27,
            "close": 12.27,
            "amount_yi": 0.0341
          },
          {
            "time": "10:53",
            "open": 12.25,
            "high": 12.25,
            "low": 12.24,
            "close": 12.24,
            "amount_yi": 0.0153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 12.24,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 12.4,
        "open": 12.66,
        "high": 12.85,
        "low": 12.0,
        "bid1": 12.24,
        "ask1": 12.25,
        "bid_qty1": 36,
        "ask_qty1": 85
      },
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 18.9795,
      "price_vs_vwap_pct": -0.9458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1177,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 18.79,
            "high": 18.79,
            "low": 18.79,
            "close": 18.79,
            "amount_yi": 0.0214
          },
          {
            "time": "10:50",
            "open": 18.81,
            "high": 18.84,
            "low": 18.81,
            "close": 18.84,
            "amount_yi": 0.0159
          },
          {
            "time": "10:51",
            "open": 18.82,
            "high": 18.82,
            "low": 18.8,
            "close": 18.8,
            "amount_yi": 0.0371
          },
          {
            "time": "10:52",
            "open": 18.78,
            "high": 18.78,
            "low": 18.76,
            "close": 18.76,
            "amount_yi": 0.0277
          },
          {
            "time": "10:53",
            "open": 18.81,
            "high": 18.81,
            "low": 18.8,
            "close": 18.8,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 18.8,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 19.03,
        "open": 18.79,
        "high": 19.45,
        "low": 18.51,
        "bid1": 18.79,
        "ask1": 18.8,
        "bid_qty1": 29,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1373,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 95.32,
            "high": 95.32,
            "low": 95.32,
            "close": 95.32,
            "amount_yi": 0.0214
          },
          {
            "time": "10:50",
            "open": 95.52,
            "high": 95.52,
            "low": 95.37,
            "close": 95.37,
            "amount_yi": 0.0374
          },
          {
            "time": "10:51",
            "open": 95.46,
            "high": 95.61,
            "low": 95.46,
            "close": 95.61,
            "amount_yi": 0.0188
          },
          {
            "time": "10:52",
            "open": 95.23,
            "high": 95.41,
            "low": 95.23,
            "close": 95.41,
            "amount_yi": 0.0283
          },
          {
            "time": "10:53",
            "open": 95.26,
            "high": 95.3,
            "low": 95.26,
            "close": 95.3,
            "amount_yi": 0.0314
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 95.3,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 95.7,
        "open": 99.74,
        "high": 103.0,
        "low": 94.01,
        "bid1": 95.32,
        "ask1": 95.37,
        "bid_qty1": 9,
        "ask_qty1": 3
      },
      "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": "2026-07-01T10:53:44",
      "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": 17.8939,
      "price_vs_vwap_pct": -0.0218,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5413,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 17.89,
            "high": 17.89,
            "low": 17.89,
            "close": 17.89,
            "amount_yi": 0.0493
          },
          {
            "time": "10:50",
            "open": 17.91,
            "high": 17.92,
            "low": 17.91,
            "close": 17.92,
            "amount_yi": 0.1463
          },
          {
            "time": "10:51",
            "open": 17.95,
            "high": 17.95,
            "low": 17.94,
            "close": 17.94,
            "amount_yi": 0.1501
          },
          {
            "time": "10:52",
            "open": 17.87,
            "high": 17.87,
            "low": 17.86,
            "close": 17.86,
            "amount_yi": 0.0782
          },
          {
            "time": "10:53",
            "open": 17.89,
            "high": 17.89,
            "low": 17.89,
            "close": 17.89,
            "amount_yi": 0.1174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 17.89,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 17.34,
        "open": 17.34,
        "high": 18.54,
        "low": 17.34,
        "bid1": 17.88,
        "ask1": 17.89,
        "bid_qty1": 5,
        "ask_qty1": 260
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": 69.8384,
      "price_vs_vwap_pct": 1.0762,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0431,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 70.27,
            "high": 70.27,
            "low": 70.27,
            "close": 70.27,
            "amount_yi": 0.005
          },
          {
            "time": "10:50",
            "open": 70.28,
            "high": 70.3,
            "low": 70.28,
            "close": 70.3,
            "amount_yi": 0.007
          },
          {
            "time": "10:51",
            "open": 70.35,
            "high": 70.7,
            "low": 70.35,
            "close": 70.7,
            "amount_yi": 0.0171
          },
          {
            "time": "10:52",
            "open": 70.5,
            "high": 70.5,
            "low": 70.35,
            "close": 70.35,
            "amount_yi": 0.0048
          },
          {
            "time": "10:53",
            "open": 70.48,
            "high": 70.59,
            "low": 70.48,
            "close": 70.59,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 70.59,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 67.17,
        "open": 67.18,
        "high": 72.0,
        "low": 66.38,
        "bid1": 70.58,
        "ask1": 70.59,
        "bid_qty1": 6,
        "ask_qty1": 27
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 4.3611,
      "intraday_vwap": 19.5431,
      "price_vs_vwap_pct": 0.9052,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0174,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 19.69,
            "high": 19.69,
            "low": 19.69,
            "close": 19.69,
            "amount_yi": 0.0008
          },
          {
            "time": "10:50",
            "open": 19.69,
            "high": 19.7,
            "low": 19.69,
            "close": 19.7,
            "amount_yi": 0.0023
          },
          {
            "time": "10:51",
            "open": 19.68,
            "high": 19.69,
            "low": 19.68,
            "close": 19.69,
            "amount_yi": 0.0015
          },
          {
            "time": "10:52",
            "open": 19.68,
            "high": 19.68,
            "low": 19.68,
            "close": 19.68,
            "amount_yi": 0.0046
          },
          {
            "time": "10:53",
            "open": 19.68,
            "high": 19.72,
            "low": 19.68,
            "close": 19.72,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 19.72,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 19.28,
        "open": 19.28,
        "high": 19.82,
        "low": 19.19,
        "bid1": 19.71,
        "ask1": 19.72,
        "bid_qty1": 17,
        "ask_qty1": 29
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 22.0885,
      "price_vs_vwap_pct": 1.0933,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0069,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 22.37,
            "high": 22.37,
            "low": 22.37,
            "close": 22.37,
            "amount_yi": 0.0003
          },
          {
            "time": "10:50",
            "open": 22.4,
            "high": 22.4,
            "low": 22.37,
            "close": 22.37,
            "amount_yi": 0.0005
          },
          {
            "time": "10:51",
            "open": 22.39,
            "high": 22.39,
            "low": 22.38,
            "close": 22.38,
            "amount_yi": 0.0009
          },
          {
            "time": "10:52",
            "open": 22.35,
            "high": 22.35,
            "low": 22.33,
            "close": 22.33,
            "amount_yi": 0.0032
          },
          {
            "time": "10:53",
            "open": 22.31,
            "high": 22.33,
            "low": 22.31,
            "close": 22.33,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 22.33,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 22.03,
        "open": 21.93,
        "high": 22.5,
        "low": 21.6,
        "bid1": 22.32,
        "ask1": 22.34,
        "bid_qty1": 3,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.363,
      "intraday_vwap": 54.9844,
      "price_vs_vwap_pct": 0.0466,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.888,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 54.78,
            "high": 54.78,
            "low": 54.78,
            "close": 54.78,
            "amount_yi": 0.0266
          },
          {
            "time": "10:50",
            "open": 54.9,
            "high": 55.0,
            "low": 54.9,
            "close": 55.0,
            "amount_yi": 0.1891
          },
          {
            "time": "10:51",
            "open": 55.1,
            "high": 55.1,
            "low": 55.1,
            "close": 55.1,
            "amount_yi": 0.2561
          },
          {
            "time": "10:52",
            "open": 54.94,
            "high": 54.94,
            "low": 54.9,
            "close": 54.9,
            "amount_yi": 0.2031
          },
          {
            "time": "10:53",
            "open": 54.87,
            "high": 55.01,
            "low": 54.87,
            "close": 55.01,
            "amount_yi": 0.2131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 55.01,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 53.66,
        "open": 53.8,
        "high": 56.41,
        "low": 53.47,
        "bid1": 55.0,
        "ask1": 55.01,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 56.0897,
      "price_vs_vwap_pct": -0.2134,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.121,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 54.86,
            "high": 54.86,
            "low": 54.86,
            "close": 54.86,
            "amount_yi": 0.0027
          },
          {
            "time": "10:50",
            "open": 54.93,
            "high": 54.93,
            "low": 54.9,
            "close": 54.9,
            "amount_yi": 0.0111
          },
          {
            "time": "10:51",
            "open": 54.93,
            "high": 54.93,
            "low": 54.92,
            "close": 54.92,
            "amount_yi": 0.0069
          },
          {
            "time": "10:52",
            "open": 54.9,
            "high": 55.07,
            "low": 54.9,
            "close": 55.07,
            "amount_yi": 0.0174
          },
          {
            "time": "10:53",
            "open": 55.41,
            "high": 55.97,
            "low": 55.41,
            "close": 55.97,
            "amount_yi": 0.0829
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 55.97,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 56.25,
        "open": 56.05,
        "high": 58.88,
        "low": 54.36,
        "bid1": 55.95,
        "ask1": 55.97,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "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": 12.5161,
      "price_vs_vwap_pct": 0.1111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0239,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 12.54,
            "high": 12.54,
            "low": 12.54,
            "close": 12.54,
            "amount_yi": 0.0027
          },
          {
            "time": "10:50",
            "open": 12.53,
            "high": 12.53,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0037
          },
          {
            "time": "10:51",
            "open": 12.54,
            "high": 12.54,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0044
          },
          {
            "time": "10:52",
            "open": 12.52,
            "high": 12.52,
            "low": 12.52,
            "close": 12.52,
            "amount_yi": 0.0042
          },
          {
            "time": "10:53",
            "open": 12.54,
            "high": 12.54,
            "low": 12.53,
            "close": 12.53,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 12.53,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 12.15,
        "open": 12.18,
        "high": 12.96,
        "low": 11.97,
        "bid1": 12.53,
        "ask1": 12.54,
        "bid_qty1": 5,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 8.8927,
      "price_vs_vwap_pct": 0.307,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0118,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 8.93,
            "high": 8.93,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0011
          },
          {
            "time": "10:50",
            "open": 8.94,
            "high": 8.94,
            "low": 8.94,
            "close": 8.94,
            "amount_yi": 0.0038
          },
          {
            "time": "10:51",
            "open": 8.94,
            "high": 8.94,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0019
          },
          {
            "time": "10:52",
            "open": 8.92,
            "high": 8.92,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0035
          },
          {
            "time": "10:53",
            "open": 8.92,
            "high": 8.92,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 8.92,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 9.01,
        "open": 8.99,
        "high": 9.01,
        "low": 8.82,
        "bid1": 8.92,
        "ask1": 8.93,
        "bid_qty1": 84,
        "ask_qty1": 60
      },
      "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": "2026-07-01T10:53:44",
      "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": 2.2714,
      "price_vs_vwap_pct": 3.9007,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0006,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "10:51",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 2.36,
        "ts": "2026-07-01T10:53:33",
        "prev_close": 2.25,
        "open": 2.16,
        "high": 2.36,
        "low": 2.15,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 27661,
        "ask_qty1": 0
      },
      "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": "2026-07-01T10:53:44",
      "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": 99.2267,
      "price_vs_vwap_pct": 0.9305,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5415,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 100.28,
            "high": 100.28,
            "low": 100.28,
            "close": 100.28,
            "amount_yi": 0.0401
          },
          {
            "time": "10:50",
            "open": 100.38,
            "high": 100.38,
            "low": 100.09,
            "close": 100.09,
            "amount_yi": 0.1704
          },
          {
            "time": "10:51",
            "open": 100.39,
            "high": 100.43,
            "low": 100.39,
            "close": 100.43,
            "amount_yi": 0.1684
          },
          {
            "time": "10:52",
            "open": 100.28,
            "high": 100.28,
            "low": 100.27,
            "close": 100.27,
            "amount_yi": 0.0605
          },
          {
            "time": "10:53",
            "open": 100.24,
            "high": 100.24,
            "low": 100.15,
            "close": 100.15,
            "amount_yi": 0.1021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 100.15,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 92.3,
        "open": 97.37,
        "high": 101.0,
        "low": 96.2,
        "bid1": 100.14,
        "ask1": 100.15,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-07-01T10:53:44",
      "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": 62.823,
      "price_vs_vwap_pct": 0.2817,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0819,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 63.15,
            "high": 63.15,
            "low": 63.15,
            "close": 63.15,
            "amount_yi": 0.0052
          },
          {
            "time": "10:50",
            "open": 63.19,
            "high": 63.19,
            "low": 63.05,
            "close": 63.05,
            "amount_yi": 0.0332
          },
          {
            "time": "10:51",
            "open": 63.06,
            "high": 63.06,
            "low": 63.05,
            "close": 63.05,
            "amount_yi": 0.021
          },
          {
            "time": "10:52",
            "open": 62.99,
            "high": 62.99,
            "low": 62.98,
            "close": 62.98,
            "amount_yi": 0.0157
          },
          {
            "time": "10:53",
            "open": 63.0,
            "high": 63.0,
            "low": 63.0,
            "close": 63.0,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 63.0,
        "ts": "2026-07-01T10:53:43",
        "prev_close": 60.92,
        "open": 60.88,
        "high": 63.72,
        "low": 60.6,
        "bid1": 62.99,
        "ask1": 63.0,
        "bid_qty1": 46,
        "ask_qty1": 1
      },
      "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": "2026-07-01T10:53:44",
      "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": 7.6322,
      "price_vs_vwap_pct": 0.8883,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0182,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 7.69,
            "high": 7.69,
            "low": 7.69,
            "close": 7.69,
            "amount_yi": 0.0016
          },
          {
            "time": "10:50",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0011
          },
          {
            "time": "10:51",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0017
          },
          {
            "time": "10:52",
            "open": 7.71,
            "high": 7.71,
            "low": 7.71,
            "close": 7.71,
            "amount_yi": 0.0042
          },
          {
            "time": "10:53",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 7.7,
        "ts": "2026-07-01T10:53:36",
        "prev_close": 7.55,
        "open": 7.76,
        "high": 7.76,
        "low": 7.51,
        "bid1": 7.7,
        "ask1": 7.71,
        "bid_qty1": 452,
        "ask_qty1": 106
      },
      "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": "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": 9.4384,
      "price_vs_vwap_pct": 2.3479,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0157,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0027
          },
          {
            "time": "10:50",
            "open": 9.69,
            "high": 9.69,
            "low": 9.68,
            "close": 9.68,
            "amount_yi": 0.0032
          },
          {
            "time": "10:51",
            "open": 9.67,
            "high": 9.67,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0013
          },
          {
            "time": "10:52",
            "open": 9.67,
            "high": 9.67,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0047
          },
          {
            "time": "10:53",
            "open": 9.64,
            "high": 9.66,
            "low": 9.64,
            "close": 9.66,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 9.66,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 8.92,
        "open": 8.91,
        "high": 9.73,
        "low": 8.86,
        "bid1": 9.66,
        "ask1": 9.67,
        "bid_qty1": 7,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 77.0432,
      "price_vs_vwap_pct": -0.2378,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0787,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 76.91,
            "high": 76.91,
            "low": 76.91,
            "close": 76.91,
            "amount_yi": 0.0035
          },
          {
            "time": "10:50",
            "open": 76.9,
            "high": 76.99,
            "low": 76.9,
            "close": 76.99,
            "amount_yi": 0.0115
          },
          {
            "time": "10:51",
            "open": 77.02,
            "high": 77.02,
            "low": 76.93,
            "close": 76.93,
            "amount_yi": 0.0224
          },
          {
            "time": "10:52",
            "open": 76.7,
            "high": 76.8,
            "low": 76.7,
            "close": 76.8,
            "amount_yi": 0.0324
          },
          {
            "time": "10:53",
            "open": 76.85,
            "high": 76.86,
            "low": 76.85,
            "close": 76.86,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 76.86,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 76.38,
        "open": 76.08,
        "high": 78.29,
        "low": 76.0,
        "bid1": 76.82,
        "ask1": 76.86,
        "bid_qty1": 14,
        "ask_qty1": 12
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 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": 15.9284,
      "price_vs_vwap_pct": 1.0773,
      "energy_floor_hint_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,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 15.93,
            "high": 15.93,
            "low": 15.93,
            "close": 15.93,
            "amount_yi": 0.0005
          },
          {
            "time": "10:50",
            "open": 15.91,
            "high": 15.94,
            "low": 15.91,
            "close": 15.94,
            "amount_yi": 0.002
          },
          {
            "time": "10:51",
            "open": 15.97,
            "high": 15.99,
            "low": 15.97,
            "close": 15.99,
            "amount_yi": 0.0017
          },
          {
            "time": "10:52",
            "open": 16.08,
            "high": 16.13,
            "low": 16.08,
            "close": 16.13,
            "amount_yi": 0.0365
          },
          {
            "time": "10:53",
            "open": 16.12,
            "high": 16.12,
            "low": 16.1,
            "close": 16.1,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 16.1,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 15.81,
        "open": 15.82,
        "high": 16.17,
        "low": 15.7,
        "bid1": 16.11,
        "ask1": 16.12,
        "bid_qty1": 1,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": null,
      "intraday_vwap": 9.7082,
      "price_vs_vwap_pct": 0.5336,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0254,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 9.75,
            "high": 9.75,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.0021
          },
          {
            "time": "10:50",
            "open": 9.75,
            "high": 9.75,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.008
          },
          {
            "time": "10:51",
            "open": 9.76,
            "high": 9.76,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.0052
          },
          {
            "time": "10:52",
            "open": 9.75,
            "high": 9.76,
            "low": 9.75,
            "close": 9.76,
            "amount_yi": 0.0036
          },
          {
            "time": "10:53",
            "open": 9.76,
            "high": 9.76,
            "low": 9.76,
            "close": 9.76,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 9.76,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 9.52,
        "open": 9.55,
        "high": 9.82,
        "low": 9.55,
        "bid1": 9.76,
        "ask1": 9.77,
        "bid_qty1": 6,
        "ask_qty1": 545
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 11.3584,
      "price_vs_vwap_pct": 0.8945,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0693,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0021
          },
          {
            "time": "10:50",
            "open": 11.4,
            "high": 11.4,
            "low": 11.39,
            "close": 11.39,
            "amount_yi": 0.0071
          },
          {
            "time": "10:51",
            "open": 11.41,
            "high": 11.41,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0086
          },
          {
            "time": "10:52",
            "open": 11.4,
            "high": 11.41,
            "low": 11.4,
            "close": 11.41,
            "amount_yi": 0.0076
          },
          {
            "time": "10:53",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0439
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 11.46,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 11.11,
        "open": 11.18,
        "high": 11.62,
        "low": 11.12,
        "bid1": 11.45,
        "ask1": 11.46,
        "bid_qty1": 20,
        "ask_qty1": 69
      },
      "previous_state": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 3.1524,
      "intraday_vwap": 5.6879,
      "price_vs_vwap_pct": 0.2127,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0542,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0199
          },
          {
            "time": "10:50",
            "open": 5.71,
            "high": 5.72,
            "low": 5.71,
            "close": 5.72,
            "amount_yi": 0.0135
          },
          {
            "time": "10:51",
            "open": 5.71,
            "high": 5.71,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0075
          },
          {
            "time": "10:52",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0055
          },
          {
            "time": "10:53",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 5.7,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 5.58,
        "open": 5.53,
        "high": 5.78,
        "low": 5.5,
        "bid1": 5.7,
        "ask1": 5.71,
        "bid_qty1": 502,
        "ask_qty1": 1136
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 13.0939,
      "price_vs_vwap_pct": 0.2757,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0388,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 13.02,
            "high": 13.02,
            "low": 13.02,
            "close": 13.02,
            "amount_yi": 0.0024
          },
          {
            "time": "10:50",
            "open": 13.04,
            "high": 13.04,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.0047
          },
          {
            "time": "10:51",
            "open": 13.03,
            "high": 13.05,
            "low": 13.03,
            "close": 13.05,
            "amount_yi": 0.0058
          },
          {
            "time": "10:52",
            "open": 13.07,
            "high": 13.13,
            "low": 13.07,
            "close": 13.13,
            "amount_yi": 0.0164
          },
          {
            "time": "10:53",
            "open": 13.12,
            "high": 13.13,
            "low": 13.12,
            "close": 13.13,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 13.13,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 13.19,
        "open": 13.1,
        "high": 13.42,
        "low": 12.88,
        "bid1": 13.12,
        "ask1": 13.13,
        "bid_qty1": 104,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": 13.3475,
      "price_vs_vwap_pct": 0.3933,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1807,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 13.25,
            "high": 13.25,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.0251
          },
          {
            "time": "10:50",
            "open": 13.4,
            "high": 13.4,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0652
          },
          {
            "time": "10:51",
            "open": 13.42,
            "high": 13.53,
            "low": 13.42,
            "close": 13.53,
            "amount_yi": 0.0669
          },
          {
            "time": "10:52",
            "open": 13.5,
            "high": 13.5,
            "low": 13.45,
            "close": 13.45,
            "amount_yi": 0.0175
          },
          {
            "time": "10:53",
            "open": 13.42,
            "high": 13.42,
            "low": 13.4,
            "close": 13.4,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 13.4,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 12.83,
        "open": 12.75,
        "high": 13.72,
        "low": 12.7,
        "bid1": 13.39,
        "ask1": 13.4,
        "bid_qty1": 5,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 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": 3.0711,
      "intraday_vwap": 23.716,
      "price_vs_vwap_pct": 0.1434,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0246,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 23.72,
            "high": 23.72,
            "low": 23.72,
            "close": 23.72,
            "amount_yi": 0.0025
          },
          {
            "time": "10:50",
            "open": 23.7,
            "high": 23.73,
            "low": 23.7,
            "close": 23.73,
            "amount_yi": 0.0042
          },
          {
            "time": "10:51",
            "open": 23.82,
            "high": 23.82,
            "low": 23.77,
            "close": 23.77,
            "amount_yi": 0.0133
          },
          {
            "time": "10:52",
            "open": 23.72,
            "high": 23.74,
            "low": 23.72,
            "close": 23.74,
            "amount_yi": 0.0018
          },
          {
            "time": "10:53",
            "open": 23.74,
            "high": 23.75,
            "low": 23.74,
            "close": 23.75,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 23.75,
        "ts": "2026-07-01T10:53:39",
        "prev_close": 23.45,
        "open": 23.49,
        "high": 24.05,
        "low": 23.31,
        "bid1": 23.75,
        "ask1": 23.77,
        "bid_qty1": 35,
        "ask_qty1": 16
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 0.0565,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 54.96,
            "high": 54.96,
            "low": 54.96,
            "close": 54.96,
            "amount_yi": 0.0032
          },
          {
            "time": "10:50",
            "open": 55.0,
            "high": 55.0,
            "low": 54.96,
            "close": 54.96,
            "amount_yi": 0.0123
          },
          {
            "time": "10:51",
            "open": 54.96,
            "high": 54.96,
            "low": 54.9,
            "close": 54.9,
            "amount_yi": 0.0129
          },
          {
            "time": "10:52",
            "open": 54.91,
            "high": 55.19,
            "low": 54.91,
            "close": 55.19,
            "amount_yi": 0.0204
          },
          {
            "time": "10:53",
            "open": 55.1,
            "high": 55.1,
            "low": 55.01,
            "close": 55.01,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 55.01,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 53.27,
        "open": 53.5,
        "high": 55.45,
        "low": 52.0,
        "bid1": 54.99,
        "ask1": 55.01,
        "bid_qty1": 9,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 25.7825,
      "price_vs_vwap_pct": 0.6497,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0059,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 26.0,
            "high": 26.0,
            "low": 26.0,
            "close": 26.0,
            "amount_yi": 0.003
          },
          {
            "time": "10:50",
            "open": 25.98,
            "high": 25.99,
            "low": 25.98,
            "close": 25.99,
            "amount_yi": 0.0006
          },
          {
            "time": "10:51",
            "open": 25.99,
            "high": 26.0,
            "low": 25.99,
            "close": 26.0,
            "amount_yi": 0.0004
          },
          {
            "time": "10:52",
            "open": 25.99,
            "high": 26.0,
            "low": 25.99,
            "close": 26.0,
            "amount_yi": 0.0005
          },
          {
            "time": "10:53",
            "open": 26.0,
            "high": 26.0,
            "low": 25.95,
            "close": 25.95,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 25.95,
        "ts": "2026-07-01T10:53:39",
        "prev_close": 25.85,
        "open": 25.69,
        "high": 26.28,
        "low": 25.47,
        "bid1": 25.95,
        "ask1": 25.96,
        "bid_qty1": 29,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": 2.652,
      "price_vs_vwap_pct": 0.3017,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0182,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 2.66,
            "high": 2.66,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.0071
          },
          {
            "time": "10:50",
            "open": 2.66,
            "high": 2.66,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.0085
          },
          {
            "time": "10:51",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0008
          },
          {
            "time": "10:52",
            "open": 2.66,
            "high": 2.67,
            "low": 2.66,
            "close": 2.67,
            "amount_yi": 0.0004
          },
          {
            "time": "10:53",
            "open": 2.67,
            "high": 2.67,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": "2026-07-01T10:53:42",
        "prev_close": 2.56,
        "open": 2.57,
        "high": 2.73,
        "low": 2.56,
        "bid1": 2.66,
        "ask1": 2.67,
        "bid_qty1": 2377,
        "ask_qty1": 4262
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 0.0354,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0064
          },
          {
            "time": "10:50",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0047
          },
          {
            "time": "10:51",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0063
          },
          {
            "time": "10:52",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0077
          },
          {
            "time": "10:53",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": "2026-07-01T10:53:42",
        "prev_close": 35.48,
        "open": 39.03,
        "high": 39.03,
        "low": 39.03,
        "bid1": 39.03,
        "ask1": 0.0,
        "bid_qty1": 201056,
        "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": "2026-07-01T10:53:44",
      "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": 35.3686,
      "price_vs_vwap_pct": 2.0397,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0902,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 36.25,
            "high": 36.25,
            "low": 36.25,
            "close": 36.25,
            "amount_yi": 0.0159
          },
          {
            "time": "10:50",
            "open": 36.33,
            "high": 36.33,
            "low": 36.27,
            "close": 36.27,
            "amount_yi": 0.029
          },
          {
            "time": "10:51",
            "open": 36.29,
            "high": 36.29,
            "low": 36.15,
            "close": 36.15,
            "amount_yi": 0.0196
          },
          {
            "time": "10:52",
            "open": 36.11,
            "high": 36.12,
            "low": 36.11,
            "close": 36.12,
            "amount_yi": 0.0151
          },
          {
            "time": "10:53",
            "open": 36.11,
            "high": 36.11,
            "low": 36.09,
            "close": 36.09,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 36.09,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 34.53,
        "open": 34.58,
        "high": 36.36,
        "low": 34.08,
        "bid1": 36.04,
        "ask1": 36.07,
        "bid_qty1": 3,
        "ask_qty1": 7
      },
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 143.2078,
      "price_vs_vwap_pct": -1.3182,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0371,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 141.0,
            "high": 141.0,
            "low": 141.0,
            "close": 141.0,
            "amount_yi": 0.008
          },
          {
            "time": "10:50",
            "open": 141.18,
            "high": 141.5,
            "low": 141.18,
            "close": 141.5,
            "amount_yi": 0.0116
          },
          {
            "time": "10:51",
            "open": 141.64,
            "high": 141.72,
            "low": 141.64,
            "close": 141.72,
            "amount_yi": 0.0057
          },
          {
            "time": "10:52",
            "open": 141.5,
            "high": 141.64,
            "low": 141.5,
            "close": 141.64,
            "amount_yi": 0.0098
          },
          {
            "time": "10:53",
            "open": 141.5,
            "high": 141.5,
            "low": 141.32,
            "close": 141.32,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 141.32,
        "ts": "2026-07-01T10:53:34",
        "prev_close": 146.95,
        "open": 146.97,
        "high": 146.98,
        "low": 140.0,
        "bid1": 141.31,
        "ask1": 141.53,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 0.008,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 37.45,
            "high": 37.45,
            "low": 37.45,
            "close": 37.45,
            "amount_yi": 0.0006
          },
          {
            "time": "10:50",
            "open": 37.44,
            "high": 37.44,
            "low": 37.44,
            "close": 37.44,
            "amount_yi": 0.0031
          },
          {
            "time": "10:51",
            "open": 37.5,
            "high": 37.5,
            "low": 37.5,
            "close": 37.5,
            "amount_yi": 0.0005
          },
          {
            "time": "10:52",
            "open": 37.45,
            "high": 37.45,
            "low": 37.45,
            "close": 37.45,
            "amount_yi": 0.0005
          },
          {
            "time": "10:53",
            "open": 37.38,
            "high": 37.38,
            "low": 37.38,
            "close": 37.38,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 37.38,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 37.32,
        "open": 37.8,
        "high": 37.8,
        "low": 36.56,
        "bid1": 37.37,
        "ask1": 37.47,
        "bid_qty1": 23,
        "ask_qty1": 12
      },
      "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": "2026-07-01T10:53:44",
      "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": 3,
        "min_samples": 3,
        "amount_yi": 0.002,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:50",
            "open": 0.92,
            "high": 0.92,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0008
          },
          {
            "time": "10:51",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0008
          },
          {
            "time": "10:53",
            "open": 0.92,
            "high": 0.92,
            "low": 0.92,
            "close": 0.92,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 0.92,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 0.92,
        "open": 0.91,
        "high": 0.93,
        "low": 0.89,
        "bid1": 0.92,
        "ask1": 0.93,
        "bid_qty1": 681,
        "ask_qty1": 2450
      },
      "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": "2026-07-01T10:53:44",
      "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": 74.2108,
      "price_vs_vwap_pct": 0.7805,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1383,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 74.82,
            "high": 74.82,
            "low": 74.82,
            "close": 74.82,
            "amount_yi": 0.0153
          },
          {
            "time": "10:50",
            "open": 74.88,
            "high": 74.88,
            "low": 74.7,
            "close": 74.7,
            "amount_yi": 0.0531
          },
          {
            "time": "10:51",
            "open": 74.75,
            "high": 74.8,
            "low": 74.75,
            "close": 74.8,
            "amount_yi": 0.0189
          },
          {
            "time": "10:52",
            "open": 74.72,
            "high": 74.74,
            "low": 74.72,
            "close": 74.74,
            "amount_yi": 0.026
          },
          {
            "time": "10:53",
            "open": 74.78,
            "high": 74.79,
            "low": 74.78,
            "close": 74.79,
            "amount_yi": 0.025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 74.79,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 71.17,
        "open": 72.5,
        "high": 75.38,
        "low": 71.95,
        "bid1": 74.79,
        "ask1": 74.8,
        "bid_qty1": 3,
        "ask_qty1": 30
      },
      "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": "2026-07-01T10:53:44",
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1118,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 123.45,
            "high": 123.45,
            "low": 123.45,
            "close": 123.45,
            "amount_yi": 0.0167
          },
          {
            "time": "10:50",
            "open": 123.93,
            "high": 123.93,
            "low": 123.49,
            "close": 123.49,
            "amount_yi": 0.0457
          },
          {
            "time": "10:51",
            "open": 123.53,
            "high": 124.0,
            "low": 123.53,
            "close": 124.0,
            "amount_yi": 0.0056
          },
          {
            "time": "10:52",
            "open": 124.0,
            "high": 124.32,
            "low": 124.0,
            "close": 124.32,
            "amount_yi": 0.0153
          },
          {
            "time": "10:53",
            "open": 124.58,
            "high": 124.75,
            "low": 124.58,
            "close": 124.75,
            "amount_yi": 0.0285
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 124.75,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 108.77,
        "open": 108.7,
        "high": 125.86,
        "low": 107.56,
        "bid1": 124.75,
        "ask1": 124.79,
        "bid_qty1": 15,
        "ask_qty1": 36
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 4.2463,
      "intraday_vwap": 23.2825,
      "price_vs_vwap_pct": 1.106,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0105,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 23.57,
            "high": 23.57,
            "low": 23.57,
            "close": 23.57,
            "amount_yi": 0.0007
          },
          {
            "time": "10:50",
            "open": 23.56,
            "high": 23.56,
            "low": 23.56,
            "close": 23.56,
            "amount_yi": 0.0016
          },
          {
            "time": "10:51",
            "open": 23.56,
            "high": 23.56,
            "low": 23.56,
            "close": 23.56,
            "amount_yi": 0.0022
          },
          {
            "time": "10:52",
            "open": 23.52,
            "high": 23.53,
            "low": 23.52,
            "close": 23.53,
            "amount_yi": 0.0037
          },
          {
            "time": "10:53",
            "open": 23.54,
            "high": 23.54,
            "low": 23.54,
            "close": 23.54,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 23.54,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 22.8,
        "open": 22.81,
        "high": 23.62,
        "low": 22.66,
        "bid1": 23.54,
        "ask1": 23.55,
        "bid_qty1": 2,
        "ask_qty1": 54
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 92.3896,
      "price_vs_vwap_pct": 0.0978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0238,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 92.5,
            "high": 92.5,
            "low": 92.5,
            "close": 92.5,
            "amount_yi": 0.001
          },
          {
            "time": "10:50",
            "open": 92.77,
            "high": 92.77,
            "low": 92.6,
            "close": 92.6,
            "amount_yi": 0.0067
          },
          {
            "time": "10:51",
            "open": 92.56,
            "high": 92.56,
            "low": 92.5,
            "close": 92.5,
            "amount_yi": 0.0092
          },
          {
            "time": "10:52",
            "open": 92.4,
            "high": 92.47,
            "low": 92.4,
            "close": 92.47,
            "amount_yi": 0.0032
          },
          {
            "time": "10:53",
            "open": 92.5,
            "high": 92.5,
            "low": 92.48,
            "close": 92.48,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 92.48,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 87.35,
        "open": 88.5,
        "high": 94.58,
        "low": 87.96,
        "bid1": 92.47,
        "ask1": 92.48,
        "bid_qty1": 18,
        "ask_qty1": 2
      },
      "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": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "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": 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": null,
      "intraday_vwap": 43.0792,
      "price_vs_vwap_pct": 1.1161,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0158,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 43.53,
            "high": 43.53,
            "low": 43.53,
            "close": 43.53,
            "amount_yi": 0.0023
          },
          {
            "time": "10:50",
            "open": 43.59,
            "high": 43.59,
            "low": 43.53,
            "close": 43.53,
            "amount_yi": 0.0017
          },
          {
            "time": "10:51",
            "open": 43.53,
            "high": 43.53,
            "low": 43.46,
            "close": 43.46,
            "amount_yi": 0.0054
          },
          {
            "time": "10:52",
            "open": 43.53,
            "high": 43.56,
            "low": 43.53,
            "close": 43.56,
            "amount_yi": 0.0038
          },
          {
            "time": "10:53",
            "open": 43.56,
            "high": 43.56,
            "low": 43.56,
            "close": 43.56,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 43.56,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 41.63,
        "open": 42.53,
        "high": 43.98,
        "low": 41.9,
        "bid1": 43.54,
        "ask1": 43.55,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.3603,
      "intraday_vwap": 28.686,
      "price_vs_vwap_pct": 0.0837,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0213,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 28.81,
            "high": 28.81,
            "low": 28.81,
            "close": 28.81,
            "amount_yi": 0.0028
          },
          {
            "time": "10:50",
            "open": 28.83,
            "high": 28.83,
            "low": 28.8,
            "close": 28.8,
            "amount_yi": 0.0082
          },
          {
            "time": "10:51",
            "open": 28.8,
            "high": 28.8,
            "low": 28.75,
            "close": 28.75,
            "amount_yi": 0.0053
          },
          {
            "time": "10:52",
            "open": 28.75,
            "high": 28.75,
            "low": 28.73,
            "close": 28.73,
            "amount_yi": 0.0028
          },
          {
            "time": "10:53",
            "open": 28.71,
            "high": 28.71,
            "low": 28.71,
            "close": 28.71,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.71,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 27.86,
        "open": 27.97,
        "high": 29.5,
        "low": 27.86,
        "bid1": 28.71,
        "ask1": 28.73,
        "bid_qty1": 5,
        "ask_qty1": 25
      },
      "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": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "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": 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": null,
      "intraday_vwap": 34.889,
      "price_vs_vwap_pct": 0.8914,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0091,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 35.28,
            "high": 35.28,
            "low": 35.28,
            "close": 35.28,
            "amount_yi": 0.0021
          },
          {
            "time": "10:50",
            "open": 35.2,
            "high": 35.2,
            "low": 35.2,
            "close": 35.2,
            "amount_yi": 0.0018
          },
          {
            "time": "10:51",
            "open": 35.2,
            "high": 35.2,
            "low": 35.19,
            "close": 35.19,
            "amount_yi": 0.0015
          },
          {
            "time": "10:52",
            "open": 35.19,
            "high": 35.19,
            "low": 35.18,
            "close": 35.18,
            "amount_yi": 0.0023
          },
          {
            "time": "10:53",
            "open": 35.18,
            "high": 35.2,
            "low": 35.18,
            "close": 35.2,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 35.2,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 33.95,
        "open": 33.7,
        "high": 35.51,
        "low": 33.51,
        "bid1": 35.2,
        "ask1": 35.26,
        "bid_qty1": 31,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "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": 9.8173,
      "price_vs_vwap_pct": 1.861,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0101,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 9.98,
            "high": 9.98,
            "low": 9.98,
            "close": 9.98,
            "amount_yi": 0.0008
          },
          {
            "time": "10:50",
            "open": 9.98,
            "high": 9.98,
            "low": 9.98,
            "close": 9.98,
            "amount_yi": 0.0015
          },
          {
            "time": "10:51",
            "open": 9.97,
            "high": 9.98,
            "low": 9.97,
            "close": 9.98,
            "amount_yi": 0.0008
          },
          {
            "time": "10:52",
            "open": 10.0,
            "high": 10.0,
            "low": 10.0,
            "close": 10.0,
            "amount_yi": 0.0041
          },
          {
            "time": "10:53",
            "open": 10.0,
            "high": 10.0,
            "low": 10.0,
            "close": 10.0,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 10.0,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 9.42,
        "open": 9.35,
        "high": 10.11,
        "low": 9.33,
        "bid1": 10.0,
        "ask1": 10.01,
        "bid_qty1": 229,
        "ask_qty1": 130
      },
      "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": "2026-07-01T10:53:44",
      "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": 22.9861,
      "price_vs_vwap_pct": 0.2345,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0195,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 23.03,
            "high": 23.03,
            "low": 23.03,
            "close": 23.03,
            "amount_yi": 0.0011
          },
          {
            "time": "10:50",
            "open": 23.03,
            "high": 23.03,
            "low": 23.02,
            "close": 23.02,
            "amount_yi": 0.004
          },
          {
            "time": "10:51",
            "open": 23.04,
            "high": 23.04,
            "low": 23.02,
            "close": 23.02,
            "amount_yi": 0.0093
          },
          {
            "time": "10:52",
            "open": 23.0,
            "high": 23.03,
            "low": 23.0,
            "close": 23.03,
            "amount_yi": 0.0022
          },
          {
            "time": "10:53",
            "open": 23.01,
            "high": 23.04,
            "low": 23.01,
            "close": 23.04,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 23.04,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 22.72,
        "open": 22.71,
        "high": 23.3,
        "low": 22.6,
        "bid1": 23.04,
        "ask1": 23.06,
        "bid_qty1": 12,
        "ask_qty1": 6
      },
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": null,
      "intraday_vwap": 56.1044,
      "price_vs_vwap_pct": 1.2577,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0108,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 56.86,
            "high": 56.86,
            "low": 56.86,
            "close": 56.86,
            "amount_yi": 0.0018
          },
          {
            "time": "10:50",
            "open": 56.8,
            "high": 56.87,
            "low": 56.8,
            "close": 56.87,
            "amount_yi": 0.0037
          },
          {
            "time": "10:51",
            "open": 56.87,
            "high": 56.87,
            "low": 56.87,
            "close": 56.87,
            "amount_yi": 0.0015
          },
          {
            "time": "10:52",
            "open": 56.8,
            "high": 56.87,
            "low": 56.8,
            "close": 56.87,
            "amount_yi": 0.0003
          },
          {
            "time": "10:53",
            "open": 56.81,
            "high": 56.81,
            "low": 56.81,
            "close": 56.81,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 56.81,
        "ts": "2026-07-01T10:53:39",
        "prev_close": 54.57,
        "open": 55.0,
        "high": 57.14,
        "low": 54.5,
        "bid1": 56.8,
        "ask1": 56.83,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 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": 21.838,
      "price_vs_vwap_pct": 0.4213,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0993,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 21.95,
            "high": 21.95,
            "low": 21.95,
            "close": 21.95,
            "amount_yi": 0.0043
          },
          {
            "time": "10:50",
            "open": 21.96,
            "high": 21.96,
            "low": 21.96,
            "close": 21.96,
            "amount_yi": 0.0302
          },
          {
            "time": "10:51",
            "open": 21.96,
            "high": 21.97,
            "low": 21.96,
            "close": 21.97,
            "amount_yi": 0.0366
          },
          {
            "time": "10:52",
            "open": 21.96,
            "high": 21.96,
            "low": 21.95,
            "close": 21.95,
            "amount_yi": 0.021
          },
          {
            "time": "10:53",
            "open": 21.93,
            "high": 21.93,
            "low": 21.93,
            "close": 21.93,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": "2026-07-01T10:53:40",
        "prev_close": 21.61,
        "open": 21.56,
        "high": 22.2,
        "low": 21.46,
        "bid1": 21.92,
        "ask1": 21.93,
        "bid_qty1": 465,
        "ask_qty1": 16
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": 11.24,
      "exec_high": 11.29,
      "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": "2026-07-01T10:53:44",
      "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": 11.29,
      "entry_zone_low": 10.89,
      "entry_zone_high": 11.23,
      "entry_risk_pct": 4.8759,
      "intraday_vwap": 11.2433,
      "price_vs_vwap_pct": 0.2375,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0062,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 11.26,
            "high": 11.26,
            "low": 11.26,
            "close": 11.26,
            "amount_yi": 0.0006
          },
          {
            "time": "10:50",
            "open": 11.28,
            "high": 11.28,
            "low": 11.27,
            "close": 11.27,
            "amount_yi": 0.0009
          },
          {
            "time": "10:51",
            "open": 11.28,
            "high": 11.28,
            "low": 11.28,
            "close": 11.28,
            "amount_yi": 0.0014
          },
          {
            "time": "10:52",
            "open": 11.28,
            "high": 11.28,
            "low": 11.28,
            "close": 11.28,
            "amount_yi": 0.0025
          },
          {
            "time": "10:53",
            "open": 11.28,
            "high": 11.28,
            "low": 11.27,
            "close": 11.27,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 11.27,
        "ts": "2026-07-01T10:53:21",
        "prev_close": 11.03,
        "open": 11.0,
        "high": 11.41,
        "low": 10.98,
        "bid1": 11.27,
        "ask1": 11.28,
        "bid_qty1": 714,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 19.5214,
      "price_vs_vwap_pct": 1.7857,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1229,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 19.9,
            "high": 19.9,
            "low": 19.9,
            "close": 19.9,
            "amount_yi": 0.0258
          },
          {
            "time": "10:50",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0413
          },
          {
            "time": "10:51",
            "open": 19.91,
            "high": 19.91,
            "low": 19.9,
            "close": 19.9,
            "amount_yi": 0.018
          },
          {
            "time": "10:52",
            "open": 19.91,
            "high": 19.91,
            "low": 19.89,
            "close": 19.89,
            "amount_yi": 0.0157
          },
          {
            "time": "10:53",
            "open": 19.9,
            "high": 19.9,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0221
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 19.87,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 20.09,
        "open": 20.09,
        "high": 20.1,
        "low": 19.1,
        "bid1": 19.87,
        "ask1": 19.89,
        "bid_qty1": 16,
        "ask_qty1": 56
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8688,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 496.0,
            "high": 496.0,
            "low": 496.0,
            "close": 496.0,
            "amount_yi": 0.1339
          },
          {
            "time": "10:50",
            "open": 495.0,
            "high": 495.0,
            "low": 494.13,
            "close": 494.13,
            "amount_yi": 0.3739
          },
          {
            "time": "10:51",
            "open": 493.95,
            "high": 493.95,
            "low": 493.94,
            "close": 493.94,
            "amount_yi": 0.1497
          },
          {
            "time": "10:52",
            "open": 491.99,
            "high": 491.99,
            "low": 490.9,
            "close": 490.9,
            "amount_yi": 0.1409
          },
          {
            "time": "10:53",
            "open": 491.0,
            "high": 491.0,
            "low": 490.2,
            "close": 490.2,
            "amount_yi": 0.0704
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 490.2,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 502.0,
        "open": 504.0,
        "high": 509.11,
        "low": 471.77,
        "bid1": 490.11,
        "ask1": 490.2,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 68.7971,
      "price_vs_vwap_pct": -1.7691,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2365,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 67.5,
            "high": 67.5,
            "low": 67.5,
            "close": 67.5,
            "amount_yi": 0.1801
          },
          {
            "time": "10:50",
            "open": 67.58,
            "high": 67.66,
            "low": 67.58,
            "close": 67.66,
            "amount_yi": 0.5173
          },
          {
            "time": "10:51",
            "open": 67.78,
            "high": 67.78,
            "low": 67.75,
            "close": 67.75,
            "amount_yi": 0.6163
          },
          {
            "time": "10:52",
            "open": 67.71,
            "high": 67.71,
            "low": 67.64,
            "close": 67.64,
            "amount_yi": 0.5351
          },
          {
            "time": "10:53",
            "open": 67.49,
            "high": 67.58,
            "low": 67.49,
            "close": 67.58,
            "amount_yi": 0.3877
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 67.58,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 70.4,
        "open": 70.4,
        "high": 70.77,
        "low": 66.8,
        "bid1": 67.58,
        "ask1": 67.59,
        "bid_qty1": 2,
        "ask_qty1": 45
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 367.6597,
      "price_vs_vwap_pct": -1.2756,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4953,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 362.87,
            "high": 362.87,
            "low": 362.87,
            "close": 362.87,
            "amount_yi": 0.0424
          },
          {
            "time": "10:50",
            "open": 363.49,
            "high": 363.85,
            "low": 363.49,
            "close": 363.85,
            "amount_yi": 0.1286
          },
          {
            "time": "10:51",
            "open": 364.0,
            "high": 364.0,
            "low": 364.0,
            "close": 364.0,
            "amount_yi": 0.0954
          },
          {
            "time": "10:52",
            "open": 363.5,
            "high": 363.5,
            "low": 362.98,
            "close": 362.98,
            "amount_yi": 0.0766
          },
          {
            "time": "10:53",
            "open": 362.7,
            "high": 362.97,
            "low": 362.7,
            "close": 362.97,
            "amount_yi": 0.1523
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 362.97,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 378.2,
        "open": 373.15,
        "high": 375.73,
        "low": 360.0,
        "bid1": 362.56,
        "ask1": 362.97,
        "bid_qty1": 2,
        "ask_qty1": 23
      },
      "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": "2026-07-01T10:53:44",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1661,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 187.94,
            "high": 187.94,
            "low": 187.94,
            "close": 187.94,
            "amount_yi": 0.0084
          },
          {
            "time": "10:50",
            "open": 188.31,
            "high": 188.31,
            "low": 188.26,
            "close": 188.26,
            "amount_yi": 0.0378
          },
          {
            "time": "10:51",
            "open": 188.33,
            "high": 188.33,
            "low": 188.31,
            "close": 188.31,
            "amount_yi": 0.0462
          },
          {
            "time": "10:52",
            "open": 188.0,
            "high": 188.0,
            "low": 187.89,
            "close": 187.89,
            "amount_yi": 0.0399
          },
          {
            "time": "10:53",
            "open": 188.22,
            "high": 188.38,
            "low": 188.22,
            "close": 188.38,
            "amount_yi": 0.0338
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 188.38,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 192.58,
        "open": 191.13,
        "high": 193.99,
        "low": 186.22,
        "bid1": 188.1,
        "ask1": 188.38,
        "bid_qty1": 28,
        "ask_qty1": 41
      },
      "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": "2026-07-01T10:53:44",
      "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_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4718,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 177.84,
            "high": 177.84,
            "low": 177.84,
            "close": 177.84,
            "amount_yi": 0.0723
          },
          {
            "time": "10:50",
            "open": 178.21,
            "high": 178.86,
            "low": 178.21,
            "close": 178.86,
            "amount_yi": 0.1077
          },
          {
            "time": "10:51",
            "open": 178.79,
            "high": 178.79,
            "low": 178.79,
            "close": 178.79,
            "amount_yi": 0.1339
          },
          {
            "time": "10:52",
            "open": 178.2,
            "high": 178.2,
            "low": 177.99,
            "close": 177.99,
            "amount_yi": 0.0984
          },
          {
            "time": "10:53",
            "open": 178.19,
            "high": 178.19,
            "low": 178.01,
            "close": 178.01,
            "amount_yi": 0.0595
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 178.01,
        "ts": "2026-07-01T10:53:43",
        "prev_close": 184.65,
        "open": 181.55,
        "high": 183.97,
        "low": 176.58,
        "bid1": 178.0,
        "ask1": 178.2,
        "bid_qty1": 50,
        "ask_qty1": 5
      },
      "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": "2026-07-01T10:53:44",
      "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": 17.2802,
      "price_vs_vwap_pct": -1.7372,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.117,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 16.95,
            "high": 16.95,
            "low": 16.95,
            "close": 16.95,
            "amount_yi": 0.0091
          },
          {
            "time": "10:50",
            "open": 16.97,
            "high": 16.97,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0381
          },
          {
            "time": "10:51",
            "open": 16.93,
            "high": 16.95,
            "low": 16.93,
            "close": 16.95,
            "amount_yi": 0.0184
          },
          {
            "time": "10:52",
            "open": 16.94,
            "high": 16.94,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.0261
          },
          {
            "time": "10:53",
            "open": 16.94,
            "high": 16.98,
            "low": 16.94,
            "close": 16.98,
            "amount_yi": 0.0253
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 16.98,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 17.25,
        "open": 17.2,
        "high": 17.65,
        "low": 16.8,
        "bid1": 16.97,
        "ask1": 16.98,
        "bid_qty1": 66,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 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": 27.1201,
      "price_vs_vwap_pct": -4.0564,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.774,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 25.8,
            "high": 25.8,
            "low": 25.8,
            "close": 25.8,
            "amount_yi": 0.1176
          },
          {
            "time": "10:50",
            "open": 25.8,
            "high": 25.85,
            "low": 25.8,
            "close": 25.85,
            "amount_yi": 0.1213
          },
          {
            "time": "10:51",
            "open": 25.88,
            "high": 25.88,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.2322
          },
          {
            "time": "10:52",
            "open": 25.85,
            "high": 25.87,
            "low": 25.85,
            "close": 25.87,
            "amount_yi": 0.143
          },
          {
            "time": "10:53",
            "open": 25.92,
            "high": 26.02,
            "low": 25.92,
            "close": 26.02,
            "amount_yi": 0.1599
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 26.02,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 25.65,
        "open": 25.65,
        "high": 28.22,
        "low": 25.26,
        "bid1": 26.01,
        "ask1": 26.02,
        "bid_qty1": 193,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T10:53:44",
      "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": 90.3167,
      "price_vs_vwap_pct": -0.7382,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2744,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 89.48,
            "high": 89.48,
            "low": 89.48,
            "close": 89.48,
            "amount_yi": 0.0701
          },
          {
            "time": "10:50",
            "open": 89.55,
            "high": 89.59,
            "low": 89.55,
            "close": 89.59,
            "amount_yi": 0.0542
          },
          {
            "time": "10:51",
            "open": 89.71,
            "high": 89.71,
            "low": 89.65,
            "close": 89.65,
            "amount_yi": 0.0705
          },
          {
            "time": "10:52",
            "open": 89.59,
            "high": 89.65,
            "low": 89.59,
            "close": 89.65,
            "amount_yi": 0.0385
          },
          {
            "time": "10:53",
            "open": 89.61,
            "high": 89.65,
            "low": 89.61,
            "close": 89.65,
            "amount_yi": 0.0411
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 89.65,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 92.28,
        "open": 92.0,
        "high": 92.16,
        "low": 88.62,
        "bid1": 89.65,
        "ask1": 89.68,
        "bid_qty1": 5,
        "ask_qty1": 33
      },
      "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": "2026-07-01T10:53:44",
      "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": 43.1346,
      "price_vs_vwap_pct": -0.0338,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.201,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 43.13,
            "high": 43.13,
            "low": 43.13,
            "close": 43.13,
            "amount_yi": 0.0201
          },
          {
            "time": "10:50",
            "open": 43.17,
            "high": 43.18,
            "low": 43.17,
            "close": 43.18,
            "amount_yi": 0.0624
          },
          {
            "time": "10:51",
            "open": 43.14,
            "high": 43.14,
            "low": 43.13,
            "close": 43.13,
            "amount_yi": 0.0246
          },
          {
            "time": "10:52",
            "open": 43.1,
            "high": 43.11,
            "low": 43.1,
            "close": 43.11,
            "amount_yi": 0.0365
          },
          {
            "time": "10:53",
            "open": 43.13,
            "high": 43.13,
            "low": 43.12,
            "close": 43.12,
            "amount_yi": 0.0574
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 43.12,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 41.51,
        "open": 42.21,
        "high": 43.68,
        "low": 42.05,
        "bid1": 43.12,
        "ask1": 43.13,
        "bid_qty1": 1,
        "ask_qty1": 107
      },
      "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": "2026-07-01T10:53:44",
      "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": 16.5716,
      "price_vs_vwap_pct": 1.0162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0258,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 16.71,
            "high": 16.71,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.0022
          },
          {
            "time": "10:50",
            "open": 16.72,
            "high": 16.73,
            "low": 16.72,
            "close": 16.73,
            "amount_yi": 0.0058
          },
          {
            "time": "10:51",
            "open": 16.73,
            "high": 16.73,
            "low": 16.67,
            "close": 16.67,
            "amount_yi": 0.0058
          },
          {
            "time": "10:52",
            "open": 16.71,
            "high": 16.71,
            "low": 16.7,
            "close": 16.7,
            "amount_yi": 0.0007
          },
          {
            "time": "10:53",
            "open": 16.73,
            "high": 16.74,
            "low": 16.73,
            "close": 16.74,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": "2026-07-01T10:53:39",
        "prev_close": 15.95,
        "open": 16.61,
        "high": 16.88,
        "low": 16.12,
        "bid1": 16.73,
        "ask1": 16.74,
        "bid_qty1": 14,
        "ask_qty1": 211
      },
      "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": "2026-07-01T10:53:44",
      "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": 28.1617,
      "price_vs_vwap_pct": 3.6869,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0445,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 29.2,
            "high": 29.2,
            "low": 29.2,
            "close": 29.2,
            "amount_yi": 0.0035
          },
          {
            "time": "10:50",
            "open": 29.22,
            "high": 29.25,
            "low": 29.22,
            "close": 29.25,
            "amount_yi": 0.0115
          },
          {
            "time": "10:51",
            "open": 29.25,
            "high": 29.35,
            "low": 29.25,
            "close": 29.35,
            "amount_yi": 0.0173
          },
          {
            "time": "10:52",
            "open": 29.2,
            "high": 29.2,
            "low": 29.18,
            "close": 29.18,
            "amount_yi": 0.0083
          },
          {
            "time": "10:53",
            "open": 29.23,
            "high": 29.23,
            "low": 29.2,
            "close": 29.2,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 29.2,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 27.34,
        "open": 28.23,
        "high": 29.5,
        "low": 27.0,
        "bid1": 29.17,
        "ask1": 29.2,
        "bid_qty1": 18,
        "ask_qty1": 61
      },
      "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": "2026-07-01T10:53:44",
      "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": 21.4179,
      "price_vs_vwap_pct": -1.4376,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.023,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0018
          },
          {
            "time": "10:50",
            "open": 21.16,
            "high": 21.16,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.0064
          },
          {
            "time": "10:51",
            "open": 21.11,
            "high": 21.11,
            "low": 21.09,
            "close": 21.09,
            "amount_yi": 0.004
          },
          {
            "time": "10:52",
            "open": 21.1,
            "high": 21.1,
            "low": 21.1,
            "close": 21.1,
            "amount_yi": 0.009
          },
          {
            "time": "10:53",
            "open": 21.1,
            "high": 21.11,
            "low": 21.1,
            "close": 21.11,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 21.11,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 21.54,
        "open": 22.26,
        "high": 22.45,
        "low": 20.9,
        "bid1": 21.1,
        "ask1": 21.11,
        "bid_qty1": 61,
        "ask_qty1": 7
      },
      "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": "2026-07-01T10:53:44",
      "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": 19.2732,
      "price_vs_vwap_pct": 0.606,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.028,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 19.41,
            "high": 19.41,
            "low": 19.41,
            "close": 19.41,
            "amount_yi": 0.0041
          },
          {
            "time": "10:50",
            "open": 19.41,
            "high": 19.41,
            "low": 19.37,
            "close": 19.37,
            "amount_yi": 0.0083
          },
          {
            "time": "10:51",
            "open": 19.4,
            "high": 19.4,
            "low": 19.4,
            "close": 19.4,
            "amount_yi": 0.005
          },
          {
            "time": "10:52",
            "open": 19.37,
            "high": 19.37,
            "low": 19.37,
            "close": 19.37,
            "amount_yi": 0.0055
          },
          {
            "time": "10:53",
            "open": 19.38,
            "high": 19.39,
            "low": 19.38,
            "close": 19.39,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 19.39,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 19.29,
        "open": 19.17,
        "high": 19.49,
        "low": 18.88,
        "bid1": 19.38,
        "ask1": 19.39,
        "bid_qty1": 36,
        "ask_qty1": 50
      },
      "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": "2026-07-01T10:53:44",
      "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": 45.7883,
      "price_vs_vwap_pct": -1.6561,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0302,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:49",
            "open": 45.02,
            "high": 45.02,
            "low": 45.02,
            "close": 45.02,
            "amount_yi": 0.0004
          },
          {
            "time": "10:50",
            "open": 45.04,
            "high": 45.04,
            "low": 44.98,
            "close": 44.98,
            "amount_yi": 0.0099
          },
          {
            "time": "10:51",
            "open": 45.01,
            "high": 45.01,
            "low": 45.0,
            "close": 45.0,
            "amount_yi": 0.0081
          },
          {
            "time": "10:52",
            "open": 45.02,
            "high": 45.02,
            "low": 45.01,
            "close": 45.01,
            "amount_yi": 0.0082
          },
          {
            "time": "10:53",
            "open": 45.03,
            "high": 45.03,
            "low": 45.03,
            "close": 45.03,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 45.03,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 45.42,
        "open": 46.33,
        "high": 47.5,
        "low": 44.53,
        "bid1": 45.01,
        "ask1": 45.03,
        "bid_qty1": 3,
        "ask_qty1": 32
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 22.9025,
      "price_vs_vwap_pct": 0.8187,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1083,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 22.88,
            "high": 22.88,
            "low": 22.88,
            "close": 22.88,
            "amount_yi": 0.0097
          },
          {
            "time": "10:50",
            "open": 22.9,
            "high": 22.9,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.0143
          },
          {
            "time": "10:51",
            "open": 22.89,
            "high": 22.96,
            "low": 22.89,
            "close": 22.96,
            "amount_yi": 0.0183
          },
          {
            "time": "10:52",
            "open": 22.94,
            "high": 22.97,
            "low": 22.94,
            "close": 22.97,
            "amount_yi": 0.0085
          },
          {
            "time": "10:53",
            "open": 23.07,
            "high": 23.09,
            "low": 23.07,
            "close": 23.09,
            "amount_yi": 0.0575
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 23.09,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 23.11,
        "open": 22.93,
        "high": 23.8,
        "low": 22.18,
        "bid1": 23.08,
        "ask1": 23.09,
        "bid_qty1": 14,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 14.1,
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0892,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 13.45,
            "high": 13.45,
            "low": 13.45,
            "close": 13.45,
            "amount_yi": 0.0143
          },
          {
            "time": "10:50",
            "open": 13.47,
            "high": 13.5,
            "low": 13.47,
            "close": 13.5,
            "amount_yi": 0.0162
          },
          {
            "time": "10:51",
            "open": 13.51,
            "high": 13.52,
            "low": 13.51,
            "close": 13.52,
            "amount_yi": 0.0145
          },
          {
            "time": "10:52",
            "open": 13.52,
            "high": 13.52,
            "low": 13.51,
            "close": 13.51,
            "amount_yi": 0.0358
          },
          {
            "time": "10:53",
            "open": 13.52,
            "high": 13.53,
            "low": 13.52,
            "close": 13.53,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 13.53,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 13.28,
        "open": 13.4,
        "high": 13.93,
        "low": 12.89,
        "bid1": 13.52,
        "ask1": 13.53,
        "bid_qty1": 111,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 47.0863,
      "price_vs_vwap_pct": 1.3458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0254,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 47.84,
            "high": 47.84,
            "low": 47.84,
            "close": 47.84,
            "amount_yi": 0.0034
          },
          {
            "time": "10:50",
            "open": 47.81,
            "high": 47.81,
            "low": 47.7,
            "close": 47.7,
            "amount_yi": 0.0032
          },
          {
            "time": "10:51",
            "open": 47.74,
            "high": 47.74,
            "low": 47.68,
            "close": 47.68,
            "amount_yi": 0.0063
          },
          {
            "time": "10:52",
            "open": 47.6,
            "high": 47.77,
            "low": 47.6,
            "close": 47.77,
            "amount_yi": 0.0087
          },
          {
            "time": "10:53",
            "open": 47.75,
            "high": 47.75,
            "low": 47.72,
            "close": 47.72,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 47.72,
        "ts": "2026-07-01T10:53:39",
        "prev_close": 46.83,
        "open": 46.0,
        "high": 48.8,
        "low": 45.01,
        "bid1": 47.7,
        "ask1": 47.72,
        "bid_qty1": 1,
        "ask_qty1": 32
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "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": 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": null,
      "intraday_vwap": 35.4696,
      "price_vs_vwap_pct": -0.6191,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0026,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 35.27,
            "high": 35.27,
            "low": 35.27,
            "close": 35.27,
            "amount_yi": 0.0004
          },
          {
            "time": "10:50",
            "open": 35.29,
            "high": 35.3,
            "low": 35.29,
            "close": 35.3,
            "amount_yi": 0.0007
          },
          {
            "time": "10:51",
            "open": 35.3,
            "high": 35.3,
            "low": 35.27,
            "close": 35.27,
            "amount_yi": 0.0006
          },
          {
            "time": "10:52",
            "open": 35.2,
            "high": 35.24,
            "low": 35.2,
            "close": 35.24,
            "amount_yi": 0.0007
          },
          {
            "time": "10:53",
            "open": 35.24,
            "high": 35.25,
            "low": 35.24,
            "close": 35.25,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 35.25,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 35.11,
        "open": 35.2,
        "high": 36.3,
        "low": 34.66,
        "bid1": 35.23,
        "ask1": 35.26,
        "bid_qty1": 4,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 17.8901,
      "price_vs_vwap_pct": 0.1671,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0458,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 17.91,
            "high": 17.91,
            "low": 17.91,
            "close": 17.91,
            "amount_yi": 0.0054
          },
          {
            "time": "10:50",
            "open": 17.94,
            "high": 17.95,
            "low": 17.94,
            "close": 17.95,
            "amount_yi": 0.0099
          },
          {
            "time": "10:51",
            "open": 17.94,
            "high": 17.94,
            "low": 17.94,
            "close": 17.94,
            "amount_yi": 0.0109
          },
          {
            "time": "10:52",
            "open": 17.93,
            "high": 17.93,
            "low": 17.93,
            "close": 17.93,
            "amount_yi": 0.0079
          },
          {
            "time": "10:53",
            "open": 17.92,
            "high": 17.92,
            "low": 17.92,
            "close": 17.92,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 17.92,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 17.89,
        "open": 17.8,
        "high": 18.15,
        "low": 17.68,
        "bid1": 17.92,
        "ask1": 17.93,
        "bid_qty1": 707,
        "ask_qty1": 488
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 3.1618,
      "intraday_vwap": 16.1103,
      "price_vs_vwap_pct": 0.0602,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0107,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 16.15,
            "high": 16.15,
            "low": 16.15,
            "close": 16.15,
            "amount_yi": 0.0019
          },
          {
            "time": "10:50",
            "open": 16.15,
            "high": 16.15,
            "low": 16.15,
            "close": 16.15,
            "amount_yi": 0.0029
          },
          {
            "time": "10:51",
            "open": 16.15,
            "high": 16.15,
            "low": 16.14,
            "close": 16.14,
            "amount_yi": 0.0019
          },
          {
            "time": "10:52",
            "open": 16.13,
            "high": 16.13,
            "low": 16.13,
            "close": 16.13,
            "amount_yi": 0.0032
          },
          {
            "time": "10:53",
            "open": 16.13,
            "high": 16.13,
            "low": 16.12,
            "close": 16.12,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 16.12,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 15.99,
        "open": 16.03,
        "high": 16.24,
        "low": 15.91,
        "bid1": 16.12,
        "ask1": 16.13,
        "bid_qty1": 68,
        "ask_qty1": 37
      },
      "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": "2026-07-01T10:53:44",
      "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": 3.964,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0119,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 5.53,
            "high": 5.53,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.007
          },
          {
            "time": "10:50",
            "open": 5.54,
            "high": 5.54,
            "low": 5.54,
            "close": 5.54,
            "amount_yi": 0.0012
          },
          {
            "time": "10:51",
            "open": 5.54,
            "high": 5.55,
            "low": 5.54,
            "close": 5.55,
            "amount_yi": 0.0021
          },
          {
            "time": "10:52",
            "open": 5.54,
            "high": 5.55,
            "low": 5.54,
            "close": 5.55,
            "amount_yi": 0.0014
          },
          {
            "time": "10:53",
            "open": 5.54,
            "high": 5.54,
            "low": 5.54,
            "close": 5.54,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 5.54,
        "ts": "2026-07-01T10:53:38",
        "prev_close": 5.49,
        "open": 5.46,
        "high": 5.56,
        "low": 5.41,
        "bid1": 5.54,
        "ask1": 5.55,
        "bid_qty1": 287,
        "ask_qty1": 279
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": 79.3795,
      "price_vs_vwap_pct": 1.5376,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0347,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 80.35,
            "high": 80.35,
            "low": 80.35,
            "close": 80.35,
            "amount_yi": 0.0014
          },
          {
            "time": "10:50",
            "open": 80.45,
            "high": 80.45,
            "low": 80.37,
            "close": 80.37,
            "amount_yi": 0.005
          },
          {
            "time": "10:51",
            "open": 80.44,
            "high": 80.44,
            "low": 80.37,
            "close": 80.37,
            "amount_yi": 0.0048
          },
          {
            "time": "10:52",
            "open": 80.36,
            "high": 80.36,
            "low": 80.36,
            "close": 80.36,
            "amount_yi": 0.0057
          },
          {
            "time": "10:53",
            "open": 80.4,
            "high": 80.6,
            "low": 80.4,
            "close": 80.6,
            "amount_yi": 0.0178
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 80.6,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 78.1,
        "open": 78.1,
        "high": 80.7,
        "low": 77.32,
        "bid1": 80.6,
        "ask1": 80.66,
        "bid_qty1": 9,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 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": 3.9753,
      "intraday_vwap": 14.4684,
      "price_vs_vwap_pct": 0.8405,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0101,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 14.56,
            "high": 14.56,
            "low": 14.56,
            "close": 14.56,
            "amount_yi": 0.0021
          },
          {
            "time": "10:50",
            "open": 14.56,
            "high": 14.56,
            "low": 14.53,
            "close": 14.53,
            "amount_yi": 0.0011
          },
          {
            "time": "10:51",
            "open": 14.52,
            "high": 14.52,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.0014
          },
          {
            "time": "10:52",
            "open": 14.53,
            "high": 14.53,
            "low": 14.51,
            "close": 14.51,
            "amount_yi": 0.0005
          },
          {
            "time": "10:53",
            "open": 14.56,
            "high": 14.59,
            "low": 14.56,
            "close": 14.59,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 14.59,
        "ts": "2026-07-01T10:53:41",
        "prev_close": 14.19,
        "open": 14.27,
        "high": 14.66,
        "low": 14.19,
        "bid1": 14.58,
        "ask1": 14.59,
        "bid_qty1": 80,
        "ask_qty1": 54
      },
      "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": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "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": 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": 3.6913,
      "intraday_vwap": 11.8202,
      "price_vs_vwap_pct": 0.7597,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0204,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 11.92,
            "high": 11.92,
            "low": 11.92,
            "close": 11.92,
            "amount_yi": 0.0033
          },
          {
            "time": "10:50",
            "open": 11.93,
            "high": 11.93,
            "low": 11.93,
            "close": 11.93,
            "amount_yi": 0.0068
          },
          {
            "time": "10:51",
            "open": 11.93,
            "high": 11.93,
            "low": 11.92,
            "close": 11.92,
            "amount_yi": 0.0016
          },
          {
            "time": "10:52",
            "open": 11.93,
            "high": 11.93,
            "low": 11.92,
            "close": 11.92,
            "amount_yi": 0.0028
          },
          {
            "time": "10:53",
            "open": 11.9,
            "high": 11.91,
            "low": 11.9,
            "close": 11.91,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 44122.64,
      "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": 11.91,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 11.8,
        "open": 11.79,
        "high": 11.95,
        "low": 11.63,
        "bid1": 11.91,
        "ask1": 11.92,
        "bid_qty1": 35,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T10:53:44",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "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": null,
      "intraday_vwap": 39.5285,
      "price_vs_vwap_pct": 2.6601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0165,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 40.61,
            "high": 40.61,
            "low": 40.61,
            "close": 40.61,
            "amount_yi": 0.005
          },
          {
            "time": "10:50",
            "open": 40.77,
            "high": 40.77,
            "low": 40.77,
            "close": 40.77,
            "amount_yi": 0.0037
          },
          {
            "time": "10:51",
            "open": 40.76,
            "high": 40.8,
            "low": 40.76,
            "close": 40.8,
            "amount_yi": 0.0031
          },
          {
            "time": "10:52",
            "open": 40.75,
            "high": 40.75,
            "low": 40.56,
            "close": 40.56,
            "amount_yi": 0.0044
          },
          {
            "time": "10:53",
            "open": 40.58,
            "high": 40.58,
            "low": 40.58,
            "close": 40.58,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 40.58,
        "ts": "2026-07-01T10:53:37",
        "prev_close": 38.07,
        "open": 38.32,
        "high": 41.2,
        "low": 37.9,
        "bid1": 40.58,
        "ask1": 40.64,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T10:53:44",
      "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": 100.5799,
      "price_vs_vwap_pct": 1.6605,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0585,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 101.2,
            "high": 101.2,
            "low": 101.2,
            "close": 101.2,
            "amount_yi": 0.0012
          },
          {
            "time": "10:50",
            "open": 101.2,
            "high": 101.31,
            "low": 101.2,
            "close": 101.31,
            "amount_yi": 0.002
          },
          {
            "time": "10:51",
            "open": 101.4,
            "high": 101.5,
            "low": 101.4,
            "close": 101.5,
            "amount_yi": 0.0013
          },
          {
            "time": "10:52",
            "open": 101.32,
            "high": 101.8,
            "low": 101.32,
            "close": 101.8,
            "amount_yi": 0.0087
          },
          {
            "time": "10:53",
            "open": 102.17,
            "high": 102.25,
            "low": 102.17,
            "close": 102.25,
            "amount_yi": 0.0453
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 102.25,
        "ts": "2026-07-01T10:53:40",
        "prev_close": 96.0,
        "open": 96.55,
        "high": 102.83,
        "low": 96.0,
        "bid1": 102.04,
        "ask1": 102.23,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "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": "TOUCHED",
      "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": "2026-07-01T10:53:44",
      "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": 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": null,
      "intraday_vwap": 51.9658,
      "price_vs_vwap_pct": 1.5476,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0254,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:49",
            "open": 52.1,
            "high": 52.1,
            "low": 52.1,
            "close": 52.1,
            "amount_yi": 0.0006
          },
          {
            "time": "10:50",
            "open": 52.18,
            "high": 52.18,
            "low": 52.14,
            "close": 52.14,
            "amount_yi": 0.003
          },
          {
            "time": "10:51",
            "open": 52.19,
            "high": 52.3,
            "low": 52.19,
            "close": 52.3,
            "amount_yi": 0.004
          },
          {
            "time": "10:52",
            "open": 52.36,
            "high": 52.36,
            "low": 52.36,
            "close": 52.36,
            "amount_yi": 0.0014
          },
          {
            "time": "10:53",
            "open": 52.43,
            "high": 52.77,
            "low": 52.43,
            "close": 52.77,
            "amount_yi": 0.0164
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 52.77,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 50.4,
        "open": 50.08,
        "high": 53.1,
        "low": 50.08,
        "bid1": 52.74,
        "ask1": 52.78,
        "bid_qty1": 2,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "CANCELLED",
      "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": "2026-07-01T10:53:44",
      "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": 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": 34.078,
      "price_vs_vwap_pct": -0.8745,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0198,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 33.71,
            "high": 33.71,
            "low": 33.71,
            "close": 33.71,
            "amount_yi": 0.0039
          },
          {
            "time": "10:50",
            "open": 33.78,
            "high": 33.78,
            "low": 33.75,
            "close": 33.75,
            "amount_yi": 0.0014
          },
          {
            "time": "10:51",
            "open": 33.78,
            "high": 33.78,
            "low": 33.76,
            "close": 33.76,
            "amount_yi": 0.003
          },
          {
            "time": "10:52",
            "open": 33.68,
            "high": 33.73,
            "low": 33.68,
            "close": 33.73,
            "amount_yi": 0.008
          },
          {
            "time": "10:53",
            "open": 33.75,
            "high": 33.78,
            "low": 33.75,
            "close": 33.78,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 88245.28,
      "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": 33.78,
        "ts": "2026-07-01T10:53:42",
        "prev_close": 34.06,
        "open": 33.61,
        "high": 35.15,
        "low": 33.25,
        "bid1": 33.78,
        "ask1": 33.8,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 356438.0,
    "market_value": 747620.0,
    "total_value": 1104058.0,
    "unrealized_pnl": 91960.99999999997,
    "unrealized_pnl_pct_of_initial": 9.196099999999998,
    "realized_pnl": 12097.00000000003,
    "realized_pnl_pct_of_initial": 1.2097000000000029,
    "total_pnl": 104058.0,
    "total_pnl_pct": 10.4058
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 2000,
      "sellable_qty": 2000,
      "avg_cost": 110.65,
      "last_price": 131.98,
      "market_value": 263960.0,
      "unrealized_pnl": 42659.99999999997,
      "unrealized_pnl_pct": 19.276999548124696,
      "updated_at": "2026-07-01T10:53:44",
      "prev_close": 131.5,
      "holding_days": 10,
      "position_pct_of_total": 23.908164244994374
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1800,
      "sellable_qty": 1600,
      "avg_cost": 83.20444444444445,
      "last_price": 106.9,
      "market_value": 192420.0,
      "unrealized_pnl": 42652.00000000001,
      "unrealized_pnl_pct": 28.478713743923944,
      "updated_at": "2026-07-01T10:53:44",
      "prev_close": 103.55,
      "holding_days": 6,
      "position_pct_of_total": 17.42843220193142
    },
    {
      "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": "2026-07-01T10:53:44",
      "prev_close": 3.35,
      "holding_days": null,
      "position_pct_of_total": 6.417054176501597
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 57.27,
      "last_price": 57.85,
      "market_value": 63635.0,
      "unrealized_pnl": 637.9999999999982,
      "unrealized_pnl_pct": 1.0127466387288342,
      "updated_at": "2026-07-01T10:53:44",
      "prev_close": 55.78,
      "holding_days": null,
      "position_pct_of_total": 5.7637370500462834
    },
    {
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "quantity": 900,
      "sellable_qty": 0,
      "avg_cost": 70.8,
      "last_price": 70.01,
      "market_value": 63009.00000000001,
      "unrealized_pnl": -710.9999999999928,
      "unrealized_pnl_pct": -1.115819209039537,
      "updated_at": "2026-07-01T10:53:44",
      "prev_close": 68.62,
      "holding_days": null,
      "position_pct_of_total": 5.707037130295692
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 120.5,
      "last_price": 117.16,
      "market_value": 58580.0,
      "unrealized_pnl": -1670.0000000000018,
      "unrealized_pnl_pct": -2.7717842323651487,
      "updated_at": "2026-07-01T10:53:44",
      "prev_close": 118.17,
      "holding_days": null,
      "position_pct_of_total": 5.305880669312663
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 39.95,
      "last_price": 43.96,
      "market_value": 35168.0,
      "unrealized_pnl": 3207.999999999998,
      "unrealized_pnl_pct": 10.037546933667073,
      "updated_at": "2026-07-01T10:53:44",
      "prev_close": 45.6,
      "holding_days": 9,
      "position_pct_of_total": 3.1853399006211633
    }
  ],
  "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": [],
  "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": 0.5865,
          "active_up_ratio": 0.4615,
          "active_positive": 6,
          "active_positive_min": 1,
          "active_above_vwap": 6,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "显示面板链 / MiniLED",
          "dominant_theme_share": 0.3749,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SZSE.300812"
          ],
          "structural_hot_themes": [
            {
              "theme": "机器人链 / 人形机器人",
              "count": 6,
              "top_symbols": [
                "SHSE.688160",
                "SHSE.688165",
                "SZSE.300403",
                "SHSE.603667",
                "SZSE.003021"
              ],
              "top_return_pct": 14.6916
            },
            {
              "theme": "显示面板链 / OLED",
              "count": 5,
              "top_symbols": [
                "SZSE.000536",
                "SZSE.300566",
                "SHSE.603212",
                "SZSE.000990",
                "SZSE.002643"
              ],
              "top_return_pct": 10.1493
            },
            {
              "theme": "机器人链 / 减速器",
              "count": 3,
              "top_symbols": [
                "SZSE.002921",
                "SHSE.603275",
                "SHSE.605389"
              ],
              "top_return_pct": 6.8032
            },
            {
              "theme": "机器人链 / 机器人概念",
              "count": 2,
              "top_symbols": [
                "SZSE.300503",
                "SZSE.002403"
              ],
              "top_return_pct": 8.5049
            },
            {
              "theme": "显示面板链 / MiniLED",
              "count": 2,
              "top_symbols": [
                "SZSE.300269",
                "SHSE.605218"
              ],
              "top_return_pct": 5.8076
            },
            {
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "count": 2,
              "top_symbols": [
                "SZSE.300331",
                "SHSE.605588"
              ],
              "top_return_pct": 5.6392
            }
          ],
          "structural_symbol_whitelist": [
            "SZSE.300812",
            "SZSE.000536",
            "SHSE.688165"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "sample_rows": [
            {
              "symbol": "SHSE.688160",
              "name": "步科股份",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 14.691550979130286,
              "last": 124.75,
              "vwap": 118.00609405691185,
              "above_vwap": true,
              "amount": 546223304.0
            },
            {
              "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": 3.585111020148851,
              "above_vwap": true,
              "amount": 336325718.0
            },
            {
              "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": 39.03001775746041,
              "above_vwap": false,
              "amount": 428600334.0
            },
            {
              "symbol": "SZSE.300566",
              "name": "激智科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "priority": 10,
              "ret_pct": 9.986468200270625,
              "last": 40.64,
              "vwap": 40.37226146404644,
              "above_vwap": true,
              "amount": 1209419725.0
            },
            {
              "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": 8.911954187544735,
              "last": 30.43,
              "vwap": 30.521443806148508,
              "above_vwap": false,
              "amount": 1901525627.0
            },
            {
              "symbol": "SHSE.688165",
              "name": "埃夫特-U",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "active",
              "priority": 5,
              "ret_pct": 8.823529411764719,
              "last": 22.2,
              "vwap": 21.73166077653567,
              "above_vwap": true,
              "amount": 518873369.0
            },
            {
              "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": 8.504875406283862,
              "last": 100.15,
              "vwap": 99.22665958382616,
              "above_vwap": true,
              "amount": 3338917559.0
            },
            {
              "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": 8.295964125560552,
              "last": 9.66,
              "vwap": 9.438353327111013,
              "above_vwap": true,
              "amount": 68764067.0
            },
            {
              "symbol": "SHSE.603212",
              "name": "赛伍技术",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.944444444444442,
              "last": 13.09,
              "vwap": 12.982756917887473,
              "above_vwap": true,
              "amount": 331001879.0
            },
            {
              "symbol": "SZSE.002921",
              "name": "联诚精密",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.803218727139715,
              "last": 29.2,
              "vwap": 28.161743820902842,
              "above_vwap": true,
              "amount": 298635580.0
            },
            {
              "symbol": "SHSE.603275",
              "name": "众辰科技",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.593117940635662,
              "last": 40.58,
              "vwap": 39.528477975777214,
              "above_vwap": true,
              "amount": 51240766.0
            },
            {
              "symbol": "SHSE.605389",
              "name": "长龄液压",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.510416666666674,
              "last": 102.25,
              "vwap": 100.5799334900907,
              "above_vwap": true,
              "amount": 149713231.0
            }
          ]
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 5,
    "filled_official_orders": 5,
    "position_add_signals": 0,
    "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": false,
    "preopen_strong_themes": 0
  }
}