{
  "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": false,
    "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.5564,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3565,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 4,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212",
            "SZSE.000990"
          ],
          "top_return_pct": 13.3965
        },
        {
          "theme": "机器人链 / 人形机器人",
          "count": 4,
          "top_symbols": [
            "SHSE.688160",
            "SHSE.688165",
            "SZSE.003021",
            "SZSE.300403"
          ],
          "top_return_pct": 13.2665
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 3,
          "top_symbols": [
            "SZSE.002403",
            "SZSE.300503",
            "SHSE.688580"
          ],
          "top_return_pct": 9.9776
        },
        {
          "theme": "机器人链 / 减速器",
          "count": 2,
          "top_symbols": [
            "SZSE.002921",
            "SHSE.603275"
          ],
          "top_return_pct": 8.6686
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SHSE.688017",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 13.396481732070352,
          "last": 41.9,
          "vwap": 40.82463274429523,
          "above_vwap": true,
          "amount": 1801758424.0
        },
        {
          "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": 13.26652569642366,
          "last": 123.2,
          "vwap": 119.80846635282309,
          "above_vwap": true,
          "amount": 781102798.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.07078039927405,
          "last": 6.12,
          "vwap": 5.891449402663031,
          "above_vwap": true,
          "amount": 700903968.0
        },
        {
          "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": 3.594121448337686,
          "above_vwap": true,
          "amount": 368857496.0
        },
        {
          "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": 39.03001424210111,
          "above_vwap": false,
          "amount": 534391149.0
        },
        {
          "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": 9.977578475336335,
          "last": 9.81,
          "vwap": 9.530637958372639,
          "above_vwap": true,
          "amount": 94968995.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.967320261437917,
          "last": 13.46,
          "vwap": 13.107833877983854,
          "above_vwap": true,
          "amount": 484538944.0
        },
        {
          "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": 9.079089924160355,
          "last": 100.68,
          "vwap": 99.54741410120255,
          "above_vwap": true,
          "amount": 4696119396.0
        },
        {
          "symbol": "SZSE.000990",
          "name": "诚志股份",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.679706601466997,
          "last": 8.89,
          "vwap": 8.766279615264605,
          "above_vwap": true,
          "amount": 483228891.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.668617410387714,
          "last": 29.71,
          "vwap": 28.578789507563567,
          "above_vwap": true,
          "amount": 443971495.0
        },
        {
          "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": 7.25490196078431,
          "last": 21.88,
          "vwap": 21.80038433566508,
          "above_vwap": true,
          "amount": 674960762.0
        },
        {
          "symbol": "SHSE.688580",
          "name": "伟思医疗",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.002064952130649,
          "last": 57.0,
          "vwap": 54.67130462994603,
          "above_vwap": true,
          "amount": 272313504.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "NORMAL_THREE_RESONANCE",
        "label": "常规三振共振",
        "entry_policy": "strict_gate",
        "official_buy_allowed": true,
        "reason": "market_sector_stock_resonance_confirmed",
        "pool_up_ratio": 0.5564,
        "active_up_ratio": 0.6154,
        "active_positive": 8,
        "active_positive_min": 1,
        "active_above_vwap": 5,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "显示面板链 / MiniLED",
        "dominant_theme_share": 0.3565,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.300812"
        ],
        "structural_hot_themes": [
          {
            "theme": "显示面板链 / OLED",
            "count": 4,
            "top_symbols": [
              "SZSE.300566",
              "SZSE.000536",
              "SHSE.603212",
              "SZSE.000990"
            ],
            "top_return_pct": 13.3965
          },
          {
            "theme": "机器人链 / 人形机器人",
            "count": 4,
            "top_symbols": [
              "SHSE.688160",
              "SHSE.688165",
              "SZSE.003021",
              "SZSE.300403"
            ],
            "top_return_pct": 13.2665
          },
          {
            "theme": "机器人链 / 机器人概念",
            "count": 3,
            "top_symbols": [
              "SZSE.002403",
              "SZSE.300503",
              "SHSE.688580"
            ],
            "top_return_pct": 9.9776
          },
          {
            "theme": "机器人链 / 减速器",
            "count": 2,
            "top_symbols": [
              "SZSE.002921",
              "SHSE.603275"
            ],
            "top_return_pct": 8.6686
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000536",
          "SHSE.688017",
          "SHSE.688165"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 10,
            "ret_pct": 13.396481732070352,
            "last": 41.9,
            "vwap": 40.82463274429523,
            "above_vwap": true,
            "amount": 1801758424.0
          },
          {
            "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": 13.26652569642366,
            "last": 123.2,
            "vwap": 119.80846635282309,
            "above_vwap": true,
            "amount": 781102798.0
          },
          {
            "symbol": "SZSE.300269",
            "name": "联建光电",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 11.07078039927405,
            "last": 6.12,
            "vwap": 5.891449402663031,
            "above_vwap": true,
            "amount": 700903968.0
          },
          {
            "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": 3.594121448337686,
            "above_vwap": true,
            "amount": 368857496.0
          },
          {
            "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": 39.03001424210111,
            "above_vwap": false,
            "amount": 534391149.0
          },
          {
            "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": 9.977578475336335,
            "last": 9.81,
            "vwap": 9.530637958372639,
            "above_vwap": true,
            "amount": 94968995.0
          },
          {
            "symbol": "SHSE.603212",
            "name": "赛伍技术",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.967320261437917,
            "last": 13.46,
            "vwap": 13.107833877983854,
            "above_vwap": true,
            "amount": 484538944.0
          },
          {
            "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": 9.079089924160355,
            "last": 100.68,
            "vwap": 99.54741410120255,
            "above_vwap": true,
            "amount": 4696119396.0
          },
          {
            "symbol": "SZSE.000990",
            "name": "诚志股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.679706601466997,
            "last": 8.89,
            "vwap": 8.766279615264605,
            "above_vwap": true,
            "amount": 483228891.0
          },
          {
            "symbol": "SZSE.002921",
            "name": "联诚精密",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.668617410387714,
            "last": 29.71,
            "vwap": 28.578789507563567,
            "above_vwap": true,
            "amount": 443971495.0
          },
          {
            "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": 7.25490196078431,
            "last": 21.88,
            "vwap": 21.80038433566508,
            "above_vwap": true,
            "amount": 674960762.0
          },
          {
            "symbol": "SHSE.688580",
            "name": "伟思医疗",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.002064952130649,
            "last": 57.0,
            "vwap": 54.67130462994603,
            "above_vwap": true,
            "amount": 272313504.0
          }
        ]
      },
      "style_code": "NORMAL_THREE_RESONANCE",
      "style_label": "常规三振共振",
      "entry_policy": "strict_gate"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.5564,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3565,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 4,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212",
            "SZSE.000990"
          ],
          "top_return_pct": 13.3965
        },
        {
          "theme": "机器人链 / 人形机器人",
          "count": 4,
          "top_symbols": [
            "SHSE.688160",
            "SHSE.688165",
            "SZSE.003021",
            "SZSE.300403"
          ],
          "top_return_pct": 13.2665
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 3,
          "top_symbols": [
            "SZSE.002403",
            "SZSE.300503",
            "SHSE.688580"
          ],
          "top_return_pct": 9.9776
        },
        {
          "theme": "机器人链 / 减速器",
          "count": 2,
          "top_symbols": [
            "SZSE.002921",
            "SHSE.603275"
          ],
          "top_return_pct": 8.6686
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SHSE.688017",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 13.396481732070352,
          "last": 41.9,
          "vwap": 40.82463274429523,
          "above_vwap": true,
          "amount": 1801758424.0
        },
        {
          "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": 13.26652569642366,
          "last": 123.2,
          "vwap": 119.80846635282309,
          "above_vwap": true,
          "amount": 781102798.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.07078039927405,
          "last": 6.12,
          "vwap": 5.891449402663031,
          "above_vwap": true,
          "amount": 700903968.0
        },
        {
          "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": 3.594121448337686,
          "above_vwap": true,
          "amount": 368857496.0
        },
        {
          "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": 39.03001424210111,
          "above_vwap": false,
          "amount": 534391149.0
        },
        {
          "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": 9.977578475336335,
          "last": 9.81,
          "vwap": 9.530637958372639,
          "above_vwap": true,
          "amount": 94968995.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.967320261437917,
          "last": 13.46,
          "vwap": 13.107833877983854,
          "above_vwap": true,
          "amount": 484538944.0
        },
        {
          "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": 9.079089924160355,
          "last": 100.68,
          "vwap": 99.54741410120255,
          "above_vwap": true,
          "amount": 4696119396.0
        },
        {
          "symbol": "SZSE.000990",
          "name": "诚志股份",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.679706601466997,
          "last": 8.89,
          "vwap": 8.766279615264605,
          "above_vwap": true,
          "amount": 483228891.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.668617410387714,
          "last": 29.71,
          "vwap": 28.578789507563567,
          "above_vwap": true,
          "amount": 443971495.0
        },
        {
          "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": 7.25490196078431,
          "last": 21.88,
          "vwap": 21.80038433566508,
          "above_vwap": true,
          "amount": 674960762.0
        },
        {
          "symbol": "SHSE.688580",
          "name": "伟思医疗",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.002064952130649,
          "last": 57.0,
          "vwap": 54.67130462994603,
          "above_vwap": true,
          "amount": 272313504.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.5564,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 5,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3565,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "theme": "显示面板链 / OLED",
          "count": 4,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212",
            "SZSE.000990"
          ],
          "top_return_pct": 13.3965
        },
        {
          "theme": "机器人链 / 人形机器人",
          "count": 4,
          "top_symbols": [
            "SHSE.688160",
            "SHSE.688165",
            "SZSE.003021",
            "SZSE.300403"
          ],
          "top_return_pct": 13.2665
        },
        {
          "theme": "机器人链 / 机器人概念",
          "count": 3,
          "top_symbols": [
            "SZSE.002403",
            "SZSE.300503",
            "SHSE.688580"
          ],
          "top_return_pct": 9.9776
        },
        {
          "theme": "机器人链 / 减速器",
          "count": 2,
          "top_symbols": [
            "SZSE.002921",
            "SHSE.603275"
          ],
          "top_return_pct": 8.6686
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SHSE.688017",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 13.396481732070352,
          "last": 41.9,
          "vwap": 40.82463274429523,
          "above_vwap": true,
          "amount": 1801758424.0
        },
        {
          "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": 13.26652569642366,
          "last": 123.2,
          "vwap": 119.80846635282309,
          "above_vwap": true,
          "amount": 781102798.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.07078039927405,
          "last": 6.12,
          "vwap": 5.891449402663031,
          "above_vwap": true,
          "amount": 700903968.0
        },
        {
          "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": 3.594121448337686,
          "above_vwap": true,
          "amount": 368857496.0
        },
        {
          "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": 39.03001424210111,
          "above_vwap": false,
          "amount": 534391149.0
        },
        {
          "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": 9.977578475336335,
          "last": 9.81,
          "vwap": 9.530637958372639,
          "above_vwap": true,
          "amount": 94968995.0
        },
        {
          "symbol": "SHSE.603212",
          "name": "赛伍技术",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.967320261437917,
          "last": 13.46,
          "vwap": 13.107833877983854,
          "above_vwap": true,
          "amount": 484538944.0
        },
        {
          "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": 9.079089924160355,
          "last": 100.68,
          "vwap": 99.54741410120255,
          "above_vwap": true,
          "amount": 4696119396.0
        },
        {
          "symbol": "SZSE.000990",
          "name": "诚志股份",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.679706601466997,
          "last": 8.89,
          "vwap": 8.766279615264605,
          "above_vwap": true,
          "amount": 483228891.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.668617410387714,
          "last": 29.71,
          "vwap": 28.578789507563567,
          "above_vwap": true,
          "amount": 443971495.0
        },
        {
          "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": 7.25490196078431,
          "last": 21.88,
          "vwap": 21.80038433566508,
          "above_vwap": true,
          "amount": 674960762.0
        },
        {
          "symbol": "SHSE.688580",
          "name": "伟思医疗",
          "theme": "机器人链 / 机器人概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.002064952130649,
          "last": 57.0,
          "vwap": 54.67130462994603,
          "above_vwap": true,
          "amount": 272313504.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-07-01T14:34:35",
  "signals": [
    {
      "event_id": "20260630:20260701:SZSE.300812:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300812:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300812",
      "name": "易天股份",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.43,
      "exec_low": 29.43,
      "exec_high": 30.31,
      "invalid_price": 28.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.8397,
      "intraday_vwap": 29.4718,
      "price_vs_vwap_pct": 0.7404,
      "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": 0.0663,
        "prev_amount_yi": 0.0826,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8027,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 29.71,
            "high": 29.71,
            "low": 29.71,
            "close": 29.71,
            "amount_yi": 0.0088
          },
          {
            "time": "14:33",
            "open": 29.77,
            "high": 29.77,
            "low": 29.68,
            "close": 29.68,
            "amount_yi": 0.0391
          },
          {
            "time": "14:34",
            "open": 29.67,
            "high": 29.69,
            "low": 29.67,
            "close": 29.69,
            "amount_yi": 0.0184
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64969.86,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.69,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 29.31,
        "open": 29.04,
        "high": 30.48,
        "low": 28.72,
        "bid1": 29.67,
        "ask1": 29.69,
        "bid_qty1": 21,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "side": "BUY",
      "priority": "P1",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 3.39,
      "exec_low": 3.39,
      "exec_high": 3.49,
      "invalid_price": 3.29,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 3.5941,
      "price_vs_vwap_pct": 2.6683,
      "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": "2026-07-01T14:34:33",
        "prev_close": 3.35,
        "open": 3.3,
        "high": 3.69,
        "low": 3.26,
        "bid1": 3.69,
        "ask1": 0.0,
        "bid_qty1": 226225,
        "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": "2026-07-01T14:34:35",
      "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": 13.0163,
      "price_vs_vwap_pct": -0.8167,
      "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": 0.0075,
        "prev_amount_yi": 0.0131,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5725,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 12.92,
            "high": 12.92,
            "low": 12.92,
            "close": 12.92,
            "amount_yi": 0.0018
          },
          {
            "time": "14:33",
            "open": 12.92,
            "high": 12.92,
            "low": 12.92,
            "close": 12.92,
            "amount_yi": 0.003
          },
          {
            "time": "14:34",
            "open": 12.92,
            "high": 12.92,
            "low": 12.91,
            "close": 12.91,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.91,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 13.03,
        "open": 13.02,
        "high": 13.16,
        "low": 12.74,
        "bid1": 12.91,
        "ask1": 12.92,
        "bid_qty1": 1666,
        "ask_qty1": 54
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "sim_reason": "near_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_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5508,
        "prev_amount_yi": 0.6394,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 422.62,
            "high": 422.62,
            "low": 422.62,
            "close": 422.62,
            "amount_yi": 0.2107
          },
          {
            "time": "14:33",
            "open": 422.32,
            "high": 422.32,
            "low": 422.31,
            "close": 422.31,
            "amount_yi": 0.1978
          },
          {
            "time": "14:34",
            "open": 421.97,
            "high": 421.97,
            "low": 421.0,
            "close": 421.0,
            "amount_yi": 0.1423
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 421.0,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 417.86,
        "open": 406.0,
        "high": 434.96,
        "low": 400.28,
        "bid1": 421.0,
        "ask1": 421.03,
        "bid_qty1": 30,
        "ask_qty1": 11
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000727:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000727:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000727",
      "name": "冠捷科技",
      "side": "BUY",
      "priority": "P4",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 2.74,
      "exec_low": 2.74,
      "exec_high": 2.82,
      "invalid_price": 2.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 2.82,
      "max_chase_pct": 3.0,
      "base_exec_high": 2.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.7,
      "entry_zone_high": 2.78,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6692,
      "price_vs_vwap_pct": -0.7193,
      "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": 0.0212,
        "prev_amount_yi": 0.0217,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.977,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 2.65,
            "high": 2.65,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0062
          },
          {
            "time": "14:33",
            "open": 2.66,
            "high": 2.66,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0068
          },
          {
            "time": "14:34",
            "open": 2.66,
            "high": 2.66,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.65,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.73,
        "low": 2.64,
        "bid1": 2.65,
        "ask1": 2.66,
        "bid_qty1": 52320,
        "ask_qty1": 25045
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688165:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688165:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688165",
      "name": "埃夫特-U",
      "side": "BUY",
      "priority": "P5",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.46,
      "exec_low": 20.46,
      "exec_high": 21.07,
      "invalid_price": 19.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 0.028,
        "prev_amount_yi": 0.0266,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 21.93,
            "high": 21.93,
            "low": 21.93,
            "close": 21.93,
            "amount_yi": 0.0038
          },
          {
            "time": "14:33",
            "open": 21.94,
            "high": 21.94,
            "low": 21.9,
            "close": 21.9,
            "amount_yi": 0.0175
          },
          {
            "time": "14:34",
            "open": 21.88,
            "high": 21.88,
            "low": 21.88,
            "close": 21.88,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.88,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 20.4,
        "open": 20.18,
        "high": 22.58,
        "low": 20.18,
        "bid1": 21.87,
        "ask1": 21.88,
        "bid_qty1": 28,
        "ask_qty1": 1
      },
      "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": "2026-07-01T14:34:35",
      "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": 256.3325,
      "price_vs_vwap_pct": -2.6382,
      "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": 0.058,
        "prev_amount_yi": 0.1408,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4119,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 250.33,
            "high": 250.33,
            "low": 250.33,
            "close": 250.33,
            "amount_yi": 0.01
          },
          {
            "time": "14:33",
            "open": 250.12,
            "high": 250.12,
            "low": 250.1,
            "close": 250.1,
            "amount_yi": 0.0173
          },
          {
            "time": "14:34",
            "open": 250.0,
            "high": 250.0,
            "low": 249.57,
            "close": 249.57,
            "amount_yi": 0.0307
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 249.57,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 264.87,
        "open": 262.0,
        "high": 266.23,
        "low": 248.0,
        "bid1": 249.56,
        "ask1": 249.92,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "2026-07-01T14:34:35",
      "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": 118.1079,
      "price_vs_vwap_pct": -0.0914,
      "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": 118.0,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 118.17,
        "open": 118.35,
        "high": 121.5,
        "low": 116.3,
        "bid1": 117.9,
        "ask1": 117.99,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688158:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688158:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688158",
      "name": "优刻得-W",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.57,
      "exec_low": 37.57,
      "exec_high": 38.7,
      "invalid_price": 36.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 0.0562,
        "prev_amount_yi": 0.0509,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1041,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 36.83,
            "high": 36.83,
            "low": 36.83,
            "close": 36.83,
            "amount_yi": 0.0129
          },
          {
            "time": "14:33",
            "open": 36.82,
            "high": 36.82,
            "low": 36.82,
            "close": 36.82,
            "amount_yi": 0.0129
          },
          {
            "time": "14:34",
            "open": 36.8,
            "high": 36.8,
            "low": 36.8,
            "close": 36.8,
            "amount_yi": 0.0304
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.8,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 36.76,
        "open": 36.95,
        "high": 37.99,
        "low": 36.31,
        "bid1": 36.79,
        "ask1": 36.8,
        "bid_qty1": 99,
        "ask_qty1": 15
      },
      "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": "2026-07-01T14:34:35",
      "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": 16.371,
      "price_vs_vwap_pct": -0.6169,
      "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": 0.0155,
        "prev_amount_yi": 0.0279,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5556,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 16.27,
            "high": 16.27,
            "low": 16.27,
            "close": 16.27,
            "amount_yi": 0.0037
          },
          {
            "time": "14:33",
            "open": 16.28,
            "high": 16.28,
            "low": 16.27,
            "close": 16.27,
            "amount_yi": 0.0072
          },
          {
            "time": "14:34",
            "open": 16.27,
            "high": 16.27,
            "low": 16.27,
            "close": 16.27,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:33",
        "prev_close": 16.4,
        "open": 16.26,
        "high": 16.66,
        "low": 16.11,
        "bid1": 16.26,
        "ask1": 16.27,
        "bid_qty1": 186,
        "ask_qty1": 27
      },
      "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": "2026-07-01T14:34:35",
      "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": 40.8246,
      "price_vs_vwap_pct": 2.6342,
      "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": 0.0721,
        "prev_amount_yi": 0.0742,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9717,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:32",
            "open": 42.01,
            "high": 42.01,
            "low": 42.01,
            "close": 42.01,
            "amount_yi": 0.0165
          },
          {
            "time": "14:33",
            "open": 42.02,
            "high": 42.02,
            "low": 41.97,
            "close": 41.97,
            "amount_yi": 0.0191
          },
          {
            "time": "14:34",
            "open": 41.94,
            "high": 41.94,
            "low": 41.9,
            "close": 41.9,
            "amount_yi": 0.0365
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129939.72,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 41.9,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 36.95,
        "open": 36.59,
        "high": 43.38,
        "low": 36.21,
        "bid1": 41.88,
        "ask1": 41.91,
        "bid_qty1": 34,
        "ask_qty1": 4
      },
      "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": "2026-07-01T14:34:35",
      "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": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.01,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 68.62,
        "open": 71.01,
        "high": 73.79,
        "low": 68.36,
        "bid1": 69.0,
        "ask1": 69.01,
        "bid_qty1": 4,
        "ask_qty1": 65
      },
      "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": "2026-07-01T14:34:35",
      "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": 4.7261,
      "intraday_vwap": 57.297,
      "price_vs_vwap_pct": -0.3089,
      "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": 57.12,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 55.78,
        "open": 55.82,
        "high": 58.38,
        "low": 55.82,
        "bid1": 57.12,
        "ask1": 57.13,
        "bid_qty1": 2,
        "ask_qty1": 14
      },
      "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": "2026-07-01T14:34:35",
      "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": 25.897,
      "price_vs_vwap_pct": -1.6102,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4198,
        "prev_amount_yi": 0.2037,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0609,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 25.57,
            "high": 25.57,
            "low": 25.54,
            "close": 25.54,
            "amount_yi": 0.0601
          },
          {
            "time": "14:31",
            "open": 25.51,
            "high": 25.51,
            "low": 25.5,
            "close": 25.5,
            "amount_yi": 0.181
          },
          {
            "time": "14:32",
            "open": 25.5,
            "high": 25.5,
            "low": 25.5,
            "close": 25.5,
            "amount_yi": 0.0377
          },
          {
            "time": "14:33",
            "open": 25.52,
            "high": 25.52,
            "low": 25.49,
            "close": 25.49,
            "amount_yi": 0.0545
          },
          {
            "time": "14:34",
            "open": 25.47,
            "high": 25.48,
            "low": 25.47,
            "close": 25.48,
            "amount_yi": 0.0865
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.48,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 26.04,
        "open": 26.0,
        "high": 26.5,
        "low": 25.46,
        "bid1": 25.47,
        "ask1": 25.48,
        "bid_qty1": 75,
        "ask_qty1": 145
      },
      "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": "2026-07-01T14:34:35",
      "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": 7.1993,
      "price_vs_vwap_pct": -0.9626,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0534,
        "prev_amount_yi": 0.0509,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 7.15,
            "high": 7.15,
            "low": 7.14,
            "close": 7.14,
            "amount_yi": 0.0085
          },
          {
            "time": "14:31",
            "open": 7.13,
            "high": 7.13,
            "low": 7.13,
            "close": 7.13,
            "amount_yi": 0.014
          },
          {
            "time": "14:32",
            "open": 7.12,
            "high": 7.12,
            "low": 7.12,
            "close": 7.12,
            "amount_yi": 0.0041
          },
          {
            "time": "14:33",
            "open": 7.13,
            "high": 7.13,
            "low": 7.12,
            "close": 7.12,
            "amount_yi": 0.013
          },
          {
            "time": "14:34",
            "open": 7.13,
            "high": 7.13,
            "low": 7.13,
            "close": 7.13,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.13,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 7.24,
        "open": 7.18,
        "high": 7.29,
        "low": 7.09,
        "bid1": 7.12,
        "ask1": 7.13,
        "bid_qty1": 1193,
        "ask_qty1": 385
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 13.1238,
      "price_vs_vwap_pct": -0.2575,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1048,
        "prev_amount_yi": 0.0779,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3453,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 13.13,
            "high": 13.13,
            "low": 13.13,
            "close": 13.13,
            "amount_yi": 0.0126
          },
          {
            "time": "14:31",
            "open": 13.12,
            "high": 13.12,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.029
          },
          {
            "time": "14:32",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.014
          },
          {
            "time": "14:33",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.032
          },
          {
            "time": "14:34",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:33",
        "prev_close": 13.81,
        "open": 13.55,
        "high": 13.62,
        "low": 12.85,
        "bid1": 13.08,
        "ask1": 13.09,
        "bid_qty1": 610,
        "ask_qty1": 528
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "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": 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": 8.5459,
      "price_vs_vwap_pct": 1.5692,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.0803,
        "prev_amount_yi": 3.8168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.069,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 8.7,
            "high": 8.7,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.9797
          },
          {
            "time": "14:31",
            "open": 8.68,
            "high": 8.69,
            "low": 8.68,
            "close": 8.69,
            "amount_yi": 1.0174
          },
          {
            "time": "14:32",
            "open": 8.68,
            "high": 8.68,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.2943
          },
          {
            "time": "14:33",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.9135
          },
          {
            "time": "14:34",
            "open": 8.69,
            "high": 8.69,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.8754
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:33",
        "prev_close": 8.68,
        "open": 8.49,
        "high": 8.81,
        "low": 8.31,
        "bid1": 8.67,
        "ask1": 8.68,
        "bid_qty1": 6106,
        "ask_qty1": 26817
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "TOUCHED",
      "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": "2026-07-01T14:34:35",
      "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": 16.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.1,
      "entry_zone_high": 16.6,
      "entry_risk_pct": null,
      "intraday_vwap": 16.6085,
      "price_vs_vwap_pct": 0.4907,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2152,
        "prev_amount_yi": 0.2212,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9729,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 16.73,
            "high": 16.73,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.035
          },
          {
            "time": "14:31",
            "open": 16.69,
            "high": 16.69,
            "low": 16.67,
            "close": 16.67,
            "amount_yi": 0.0785
          },
          {
            "time": "14:32",
            "open": 16.69,
            "high": 16.69,
            "low": 16.69,
            "close": 16.69,
            "amount_yi": 0.0238
          },
          {
            "time": "14:33",
            "open": 16.7,
            "high": 16.7,
            "low": 16.7,
            "close": 16.7,
            "amount_yi": 0.028
          },
          {
            "time": "14:34",
            "open": 16.69,
            "high": 16.69,
            "low": 16.69,
            "close": 16.69,
            "amount_yi": 0.0499
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.69,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 16.3,
        "open": 16.05,
        "high": 17.06,
        "low": 15.93,
        "bid1": 16.68,
        "ask1": 16.69,
        "bid_qty1": 449,
        "ask_qty1": 11
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-01T14:34:35",
      "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": 0.1002,
        "prev_amount_yi": 0.1078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9295,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 59.54,
            "high": 59.54,
            "low": 59.53,
            "close": 59.53,
            "amount_yi": 0.0224
          },
          {
            "time": "14:31",
            "open": 59.39,
            "high": 59.39,
            "low": 59.37,
            "close": 59.37,
            "amount_yi": 0.0187
          },
          {
            "time": "14:32",
            "open": 59.32,
            "high": 59.32,
            "low": 59.32,
            "close": 59.32,
            "amount_yi": 0.0097
          },
          {
            "time": "14:33",
            "open": 59.34,
            "high": 59.34,
            "low": 59.3,
            "close": 59.3,
            "amount_yi": 0.022
          },
          {
            "time": "14:34",
            "open": 59.38,
            "high": 59.38,
            "low": 59.31,
            "close": 59.31,
            "amount_yi": 0.0274
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.31,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 62.0,
        "open": 62.01,
        "high": 62.89,
        "low": 58.3,
        "bid1": 59.34,
        "ask1": 59.35,
        "bid_qty1": 2,
        "ask_qty1": 26
      },
      "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": "2026-07-01T14:34:35",
      "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": 30.3569,
      "price_vs_vwap_pct": -2.9216,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2217,
        "prev_amount_yi": 0.1616,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 29.53,
            "high": 29.53,
            "low": 29.52,
            "close": 29.52,
            "amount_yi": 0.0462
          },
          {
            "time": "14:31",
            "open": 29.51,
            "high": 29.51,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.0855
          },
          {
            "time": "14:32",
            "open": 29.48,
            "high": 29.48,
            "low": 29.48,
            "close": 29.48,
            "amount_yi": 0.0137
          },
          {
            "time": "14:33",
            "open": 29.5,
            "high": 29.5,
            "low": 29.5,
            "close": 29.5,
            "amount_yi": 0.0383
          },
          {
            "time": "14:34",
            "open": 29.48,
            "high": 29.48,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.47,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 27.94,
        "open": 27.96,
        "high": 31.86,
        "low": 27.96,
        "bid1": 29.47,
        "ask1": 29.48,
        "bid_qty1": 547,
        "ask_qty1": 119
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 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": 74.0827,
      "price_vs_vwap_pct": -3.2028,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1715,
        "prev_amount_yi": 0.0956,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7939,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 72.13,
            "high": 72.13,
            "low": 72.1,
            "close": 72.1,
            "amount_yi": 0.0853
          },
          {
            "time": "14:31",
            "open": 72.01,
            "high": 72.01,
            "low": 71.97,
            "close": 71.97,
            "amount_yi": 0.0238
          },
          {
            "time": "14:32",
            "open": 71.93,
            "high": 71.93,
            "low": 71.93,
            "close": 71.93,
            "amount_yi": 0.0077
          },
          {
            "time": "14:33",
            "open": 71.9,
            "high": 71.9,
            "low": 71.81,
            "close": 71.81,
            "amount_yi": 0.0281
          },
          {
            "time": "14:34",
            "open": 71.79,
            "high": 71.79,
            "low": 71.71,
            "close": 71.71,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 71.71,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 71.11,
        "open": 71.48,
        "high": 75.9,
        "low": 70.44,
        "bid1": 71.71,
        "ask1": 71.72,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701: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": "2026-07-01T14:34:35",
      "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": 4.2706,
      "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": 0.5376,
        "prev_amount_yi": 0.4955,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.085,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 134.68,
            "high": 134.69,
            "low": 134.68,
            "close": 134.69,
            "amount_yi": 0.1569
          },
          {
            "time": "14:31",
            "open": 135.07,
            "high": 135.07,
            "low": 134.97,
            "close": 134.97,
            "amount_yi": 0.1528
          },
          {
            "time": "14:32",
            "open": 135.04,
            "high": 135.04,
            "low": 135.04,
            "close": 135.04,
            "amount_yi": 0.0346
          },
          {
            "time": "14:33",
            "open": 135.04,
            "high": 135.04,
            "low": 135.02,
            "close": 135.02,
            "amount_yi": 0.11
          },
          {
            "time": "14:34",
            "open": 134.82,
            "high": 134.82,
            "low": 134.61,
            "close": 134.61,
            "amount_yi": 0.0833
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 134.61,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 130.55,
        "open": 132.5,
        "high": 137.69,
        "low": 129.3,
        "bid1": 134.61,
        "ask1": 134.64,
        "bid_qty1": 56,
        "ask_qty1": 0
      },
      "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": "2026-07-01T14:34:35",
      "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": 68.1476,
      "price_vs_vwap_pct": -0.6421,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2613,
        "prev_amount_yi": 0.1491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 67.91,
            "high": 67.91,
            "low": 67.91,
            "close": 67.91,
            "amount_yi": 0.0575
          },
          {
            "time": "14:31",
            "open": 67.93,
            "high": 67.93,
            "low": 67.84,
            "close": 67.84,
            "amount_yi": 0.0671
          },
          {
            "time": "14:32",
            "open": 67.79,
            "high": 67.79,
            "low": 67.79,
            "close": 67.79,
            "amount_yi": 0.0295
          },
          {
            "time": "14:33",
            "open": 67.71,
            "high": 67.71,
            "low": 67.62,
            "close": 67.62,
            "amount_yi": 0.041
          },
          {
            "time": "14:34",
            "open": 67.55,
            "high": 67.71,
            "low": 67.55,
            "close": 67.71,
            "amount_yi": 0.0662
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.71,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 65.52,
        "open": 65.46,
        "high": 70.72,
        "low": 64.8,
        "bid1": 67.71,
        "ask1": 67.73,
        "bid_qty1": 7,
        "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": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 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": 0.0339,
        "prev_amount_yi": 0.0407,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 10.65,
            "high": 10.65,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0049
          },
          {
            "time": "14:31",
            "open": 10.63,
            "high": 10.63,
            "low": 10.62,
            "close": 10.62,
            "amount_yi": 0.0106
          },
          {
            "time": "14:32",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0004
          },
          {
            "time": "14:33",
            "open": 10.62,
            "high": 10.62,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0111
          },
          {
            "time": "14:34",
            "open": 10.6,
            "high": 10.6,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.6,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 11.01,
        "open": 10.97,
        "high": 11.29,
        "low": 10.6,
        "bid1": 10.59,
        "ask1": 10.6,
        "bid_qty1": 425,
        "ask_qty1": 115
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 252.5072,
      "price_vs_vwap_pct": -4.4106,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9479,
        "prev_amount_yi": 0.6544,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4485,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:30",
            "open": 241.63,
            "high": 241.63,
            "low": 241.32,
            "close": 241.32,
            "amount_yi": 0.1679
          },
          {
            "time": "14:31",
            "open": 241.1,
            "high": 241.1,
            "low": 240.78,
            "close": 240.78,
            "amount_yi": 0.3053
          },
          {
            "time": "14:32",
            "open": 241.08,
            "high": 241.08,
            "low": 241.08,
            "close": 241.08,
            "amount_yi": 0.0687
          },
          {
            "time": "14:33",
            "open": 241.54,
            "high": 241.54,
            "low": 241.42,
            "close": 241.42,
            "amount_yi": 0.183
          },
          {
            "time": "14:34",
            "open": 241.38,
            "high": 241.38,
            "low": 241.37,
            "close": 241.37,
            "amount_yi": 0.223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 241.37,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 256.94,
        "open": 258.0,
        "high": 264.88,
        "low": 239.0,
        "bid1": 241.2,
        "ask1": 241.37,
        "bid_qty1": 3,
        "ask_qty1": 9
      },
      "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": "2026-07-01T14:34:35",
      "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": 5.8914,
      "price_vs_vwap_pct": 3.8802,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0472,
        "prev_amount_yi": 0.0278,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6978,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 6.15,
            "high": 6.15,
            "low": 6.15,
            "close": 6.15,
            "amount_yi": 0.0091
          },
          {
            "time": "14:31",
            "open": 6.14,
            "high": 6.14,
            "low": 6.14,
            "close": 6.14,
            "amount_yi": 0.0093
          },
          {
            "time": "14:32",
            "open": 6.13,
            "high": 6.13,
            "low": 6.13,
            "close": 6.13,
            "amount_yi": 0.006
          },
          {
            "time": "14:33",
            "open": 6.12,
            "high": 6.12,
            "low": 6.11,
            "close": 6.11,
            "amount_yi": 0.0086
          },
          {
            "time": "14:34",
            "open": 6.11,
            "high": 6.12,
            "low": 6.11,
            "close": 6.12,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.12,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 5.51,
        "open": 5.88,
        "high": 6.5,
        "low": 5.6,
        "bid1": 6.11,
        "ask1": 6.12,
        "bid_qty1": 349,
        "ask_qty1": 238
      },
      "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": "2026-07-01T14:34:35",
      "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": 44.4277,
      "price_vs_vwap_pct": -2.9659,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1036,
        "prev_amount_yi": 0.1518,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 43.12,
            "high": 43.15,
            "low": 43.12,
            "close": 43.15,
            "amount_yi": 0.0256
          },
          {
            "time": "14:31",
            "open": 43.2,
            "high": 43.21,
            "low": 43.2,
            "close": 43.21,
            "amount_yi": 0.0258
          },
          {
            "time": "14:32",
            "open": 43.2,
            "high": 43.2,
            "low": 43.2,
            "close": 43.2,
            "amount_yi": 0.0057
          },
          {
            "time": "14:33",
            "open": 43.19,
            "high": 43.19,
            "low": 43.11,
            "close": 43.11,
            "amount_yi": 0.034
          },
          {
            "time": "14:34",
            "open": 43.14,
            "high": 43.14,
            "low": 43.11,
            "close": 43.11,
            "amount_yi": 0.0125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.11,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 46.2,
        "open": 47.54,
        "high": 48.2,
        "low": 42.65,
        "bid1": 43.11,
        "ask1": 43.12,
        "bid_qty1": 96,
        "ask_qty1": 15
      },
      "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": "2026-07-01T14:34:35",
      "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": 7.5661,
      "price_vs_vwap_pct": -1.4023,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1134,
        "prev_amount_yi": 0.0981,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.156,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 7.45,
            "high": 7.46,
            "low": 7.45,
            "close": 7.46,
            "amount_yi": 0.0143
          },
          {
            "time": "14:31",
            "open": 7.46,
            "high": 7.46,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.034
          },
          {
            "time": "14:32",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0118
          },
          {
            "time": "14:33",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0251
          },
          {
            "time": "14:34",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0282
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.46,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 7.81,
        "open": 7.76,
        "high": 7.88,
        "low": 7.43,
        "bid1": 7.45,
        "ask1": 7.46,
        "bid_qty1": 1814,
        "ask_qty1": 1634
      },
      "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": "2026-07-01T14:34:35",
      "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": 6.0539,
      "price_vs_vwap_pct": -0.3948,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0122,
        "prev_amount_yi": 0.9821,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0306,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 6.06,
            "high": 6.06,
            "low": 6.05,
            "close": 6.05,
            "amount_yi": 0.2339
          },
          {
            "time": "14:31",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.2966
          },
          {
            "time": "14:32",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0627
          },
          {
            "time": "14:33",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.1563
          },
          {
            "time": "14:34",
            "open": 6.03,
            "high": 6.03,
            "low": 6.03,
            "close": 6.03,
            "amount_yi": 0.2627
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.03,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 5.82,
        "open": 5.98,
        "high": 6.26,
        "low": 5.86,
        "bid1": 6.03,
        "ask1": 6.04,
        "bid_qty1": 28653,
        "ask_qty1": 283
      },
      "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": "2026-07-01T14:34:35",
      "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": 147.7423,
      "price_vs_vwap_pct": -0.4686,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0276,
        "prev_amount_yi": 0.0179,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 147.09,
            "high": 147.09,
            "low": 147.03,
            "close": 147.03,
            "amount_yi": 0.0069
          },
          {
            "time": "14:31",
            "open": 147.18,
            "high": 147.18,
            "low": 147.05,
            "close": 147.05,
            "amount_yi": 0.0104
          },
          {
            "time": "14:32",
            "open": 147.05,
            "high": 147.05,
            "low": 147.05,
            "close": 147.05,
            "amount_yi": 0.0022
          },
          {
            "time": "14:33",
            "open": 147.2,
            "high": 147.22,
            "low": 147.2,
            "close": 147.22,
            "amount_yi": 0.0066
          },
          {
            "time": "14:34",
            "open": 147.05,
            "high": 147.05,
            "low": 147.05,
            "close": 147.05,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 147.05,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 148.98,
        "open": 147.0,
        "high": 149.9,
        "low": 145.01,
        "bid1": 147.02,
        "ask1": 147.23,
        "bid_qty1": 8,
        "ask_qty1": 10
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "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": 28.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.37,
      "entry_zone_high": 28.21,
      "entry_risk_pct": null,
      "intraday_vwap": 27.7816,
      "price_vs_vwap_pct": -0.8696,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0266,
        "prev_amount_yi": 0.034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7824,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 27.61,
            "high": 27.63,
            "low": 27.61,
            "close": 27.63,
            "amount_yi": 0.0063
          },
          {
            "time": "14:31",
            "open": 27.63,
            "high": 27.63,
            "low": 27.62,
            "close": 27.62,
            "amount_yi": 0.0025
          },
          {
            "time": "14:32",
            "open": 27.61,
            "high": 27.61,
            "low": 27.61,
            "close": 27.61,
            "amount_yi": 0.0008
          },
          {
            "time": "14:33",
            "open": 27.59,
            "high": 27.59,
            "low": 27.57,
            "close": 27.57,
            "amount_yi": 0.01
          },
          {
            "time": "14:34",
            "open": 27.55,
            "high": 27.55,
            "low": 27.54,
            "close": 27.54,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.54,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 27.68,
        "open": 27.26,
        "high": 28.66,
        "low": 26.82,
        "bid1": 27.53,
        "ask1": 27.54,
        "bid_qty1": 21,
        "ask_qty1": 54
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "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": 26.9705,
      "price_vs_vwap_pct": 0.2948,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0978,
        "prev_amount_yi": 0.1236,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7913,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 26.97,
            "high": 26.97,
            "low": 26.96,
            "close": 26.96,
            "amount_yi": 0.0269
          },
          {
            "time": "14:31",
            "open": 26.97,
            "high": 27.01,
            "low": 26.97,
            "close": 27.01,
            "amount_yi": 0.0298
          },
          {
            "time": "14:32",
            "open": 27.04,
            "high": 27.04,
            "low": 27.04,
            "close": 27.04,
            "amount_yi": 0.007
          },
          {
            "time": "14:33",
            "open": 27.04,
            "high": 27.07,
            "low": 27.04,
            "close": 27.07,
            "amount_yi": 0.0151
          },
          {
            "time": "14:34",
            "open": 27.07,
            "high": 27.07,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 0.019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.05,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 27.87,
        "open": 27.87,
        "high": 27.87,
        "low": 26.58,
        "bid1": 27.05,
        "ask1": 27.06,
        "bid_qty1": 26,
        "ask_qty1": 14
      },
      "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": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 13.25,
      "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": 4.0769,
      "intraday_vwap": 12.9214,
      "price_vs_vwap_pct": 0.6083,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0097,
        "prev_amount_yi": 0.0043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2558,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 13.02,
            "high": 13.02,
            "low": 13.01,
            "close": 13.01,
            "amount_yi": 0.0017
          },
          {
            "time": "14:31",
            "open": 13.01,
            "high": 13.01,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0045
          },
          {
            "time": "14:32",
            "open": 13.0,
            "high": 13.0,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0005
          },
          {
            "time": "14:33",
            "open": 13.0,
            "high": 13.01,
            "low": 13.0,
            "close": 13.01,
            "amount_yi": 0.0005
          },
          {
            "time": "14:34",
            "open": 13.01,
            "high": 13.01,
            "low": 13.0,
            "close": 13.0,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.0,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 12.82,
        "open": 12.83,
        "high": 13.22,
        "low": 12.62,
        "bid1": 12.99,
        "ask1": 13.0,
        "bid_qty1": 113,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 3.132,
      "intraday_vwap": 13.4196,
      "price_vs_vwap_pct": -0.0715,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0554,
        "prev_amount_yi": 0.0525,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 13.39,
            "high": 13.39,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0185
          },
          {
            "time": "14:31",
            "open": 13.4,
            "high": 13.4,
            "low": 13.4,
            "close": 13.4,
            "amount_yi": 0.0119
          },
          {
            "time": "14:32",
            "open": 13.39,
            "high": 13.39,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0026
          },
          {
            "time": "14:33",
            "open": 13.41,
            "high": 13.41,
            "low": 13.41,
            "close": 13.41,
            "amount_yi": 0.0131
          },
          {
            "time": "14:34",
            "open": 13.41,
            "high": 13.41,
            "low": 13.41,
            "close": 13.41,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.41,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 13.25,
        "open": 13.26,
        "high": 13.75,
        "low": 13.04,
        "bid1": 13.4,
        "ask1": 13.41,
        "bid_qty1": 554,
        "ask_qty1": 216
      },
      "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": "2026-07-01T14:34:35",
      "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": 9.9434,
      "price_vs_vwap_pct": -2.3473,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1153,
        "prev_amount_yi": 0.1102,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0463,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 9.75,
            "high": 9.75,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.0173
          },
          {
            "time": "14:31",
            "open": 9.76,
            "high": 9.76,
            "low": 9.76,
            "close": 9.76,
            "amount_yi": 0.0156
          },
          {
            "time": "14:32",
            "open": 9.76,
            "high": 9.76,
            "low": 9.76,
            "close": 9.76,
            "amount_yi": 0.006
          },
          {
            "time": "14:33",
            "open": 9.75,
            "high": 9.75,
            "low": 9.74,
            "close": 9.74,
            "amount_yi": 0.0428
          },
          {
            "time": "14:34",
            "open": 9.73,
            "high": 9.73,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0336
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.71,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 10.43,
        "open": 10.16,
        "high": 10.22,
        "low": 9.71,
        "bid1": 9.71,
        "ask1": 9.72,
        "bid_qty1": 1240,
        "ask_qty1": 508
      },
      "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": "2026-07-01T14:34:35",
      "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": 17.1978,
      "price_vs_vwap_pct": -1.499,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0082,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 16.94,
            "high": 16.94,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.0027
          },
          {
            "time": "14:31",
            "open": 16.93,
            "high": 16.93,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0013
          },
          {
            "time": "14:32",
            "open": 16.92,
            "high": 16.92,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0001
          },
          {
            "time": "14:33",
            "open": 16.95,
            "high": 16.95,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.0027
          },
          {
            "time": "14:34",
            "open": 16.93,
            "high": 16.94,
            "low": 16.93,
            "close": 16.94,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.94,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 16.53,
        "open": 16.44,
        "high": 17.68,
        "low": 16.38,
        "bid1": 16.93,
        "ask1": 16.94,
        "bid_qty1": 20,
        "ask_qty1": 10
      },
      "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": "2026-07-01T14:34:35",
      "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": 7.7316,
      "price_vs_vwap_pct": 0.626,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0228,
        "prev_amount_yi": 0.013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7538,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 7.78,
            "high": 7.79,
            "low": 7.78,
            "close": 7.79,
            "amount_yi": 0.0062
          },
          {
            "time": "14:31",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0062
          },
          {
            "time": "14:32",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0037
          },
          {
            "time": "14:33",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0048
          },
          {
            "time": "14:34",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.78,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 7.75,
        "open": 7.73,
        "high": 7.84,
        "low": 7.58,
        "bid1": 7.77,
        "ask1": 7.78,
        "bid_qty1": 631,
        "ask_qty1": 175
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "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": 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": 5.7083,
      "price_vs_vwap_pct": 1.2561,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0156,
        "prev_amount_yi": 0.008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.95,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0017
          },
          {
            "time": "14:31",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0091
          },
          {
            "time": "14:32",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0017
          },
          {
            "time": "14:33",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0021
          },
          {
            "time": "14:34",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.78,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 5.73,
        "open": 5.75,
        "high": 5.85,
        "low": 5.61,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 845,
        "ask_qty1": 261
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "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": 143.4315,
      "price_vs_vwap_pct": -4.0936,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.11,
        "prev_amount_yi": 1.312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 138.0,
            "high": 138.0,
            "low": 137.97,
            "close": 137.97,
            "amount_yi": 0.2862
          },
          {
            "time": "14:31",
            "open": 137.95,
            "high": 137.95,
            "low": 137.9,
            "close": 137.9,
            "amount_yi": 0.249
          },
          {
            "time": "14:32",
            "open": 137.9,
            "high": 137.9,
            "low": 137.9,
            "close": 137.9,
            "amount_yi": 0.0751
          },
          {
            "time": "14:33",
            "open": 138.03,
            "high": 138.03,
            "low": 137.74,
            "close": 137.74,
            "amount_yi": 0.2993
          },
          {
            "time": "14:34",
            "open": 137.5,
            "high": 137.56,
            "low": 137.5,
            "close": 137.56,
            "amount_yi": 0.2004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 137.56,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 150.11,
        "open": 149.0,
        "high": 150.49,
        "low": 137.1,
        "bid1": 137.56,
        "ask1": 137.58,
        "bid_qty1": 16,
        "ask_qty1": 1
      },
      "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": "2026-07-01T14:34:35",
      "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": 5.5334,
      "price_vs_vwap_pct": 0.6614,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0888,
        "prev_amount_yi": 0.032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 5.57,
            "high": 5.57,
            "low": 5.56,
            "close": 5.56,
            "amount_yi": 0.0037
          },
          {
            "time": "14:31",
            "open": 5.56,
            "high": 5.56,
            "low": 5.56,
            "close": 5.56,
            "amount_yi": 0.0343
          },
          {
            "time": "14:32",
            "open": 5.57,
            "high": 5.57,
            "low": 5.57,
            "close": 5.57,
            "amount_yi": 0.0278
          },
          {
            "time": "14:33",
            "open": 5.57,
            "high": 5.57,
            "low": 5.57,
            "close": 5.57,
            "amount_yi": 0.0148
          },
          {
            "time": "14:34",
            "open": 5.56,
            "high": 5.57,
            "low": 5.56,
            "close": 5.57,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.57,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 5.6,
        "open": 5.55,
        "high": 5.65,
        "low": 5.44,
        "bid1": 5.56,
        "ask1": 5.57,
        "bid_qty1": 771,
        "ask_qty1": 1284
      },
      "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": "2026-07-01T14:34:35",
      "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": 9.6469,
      "price_vs_vwap_pct": -1.4191,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1027,
        "prev_amount_yi": 0.1046,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 9.51,
            "high": 9.51,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0286
          },
          {
            "time": "14:31",
            "open": 9.5,
            "high": 9.5,
            "low": 9.5,
            "close": 9.5,
            "amount_yi": 0.022
          },
          {
            "time": "14:32",
            "open": 9.51,
            "high": 9.51,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0127
          },
          {
            "time": "14:33",
            "open": 9.5,
            "high": 9.51,
            "low": 9.5,
            "close": 9.51,
            "amount_yi": 0.0267
          },
          {
            "time": "14:34",
            "open": 9.52,
            "high": 9.52,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.51,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 9.91,
        "open": 9.9,
        "high": 9.94,
        "low": 9.48,
        "bid1": 9.51,
        "ask1": 9.52,
        "bid_qty1": 960,
        "ask_qty1": 356
      },
      "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": "2026-07-01T14:34:35",
      "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": 67.3624,
      "price_vs_vwap_pct": -1.6662,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0675,
        "prev_amount_yi": 0.0332,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0331,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 66.36,
            "high": 66.5,
            "low": 66.36,
            "close": 66.5,
            "amount_yi": 0.0297
          },
          {
            "time": "14:31",
            "open": 66.34,
            "high": 66.34,
            "low": 66.32,
            "close": 66.32,
            "amount_yi": 0.0173
          },
          {
            "time": "14:32",
            "open": 66.25,
            "high": 66.25,
            "low": 66.25,
            "close": 66.25,
            "amount_yi": 0.0009
          },
          {
            "time": "14:33",
            "open": 66.27,
            "high": 66.31,
            "low": 66.27,
            "close": 66.31,
            "amount_yi": 0.0117
          },
          {
            "time": "14:34",
            "open": 66.29,
            "high": 66.29,
            "low": 66.24,
            "close": 66.24,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 66.24,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 69.2,
        "open": 68.65,
        "high": 70.4,
        "low": 65.16,
        "bid1": 66.23,
        "ask1": 66.24,
        "bid_qty1": 2,
        "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": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 1.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 1.83,
      "entry_zone_high": 1.89,
      "entry_risk_pct": null,
      "intraday_vwap": 1.77,
      "price_vs_vwap_pct": 0.0,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0011,
        "prev_amount_yi": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:28",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0002
          },
          {
            "time": "14:29",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0001
          },
          {
            "time": "14:30",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0003
          },
          {
            "time": "14:31",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0002
          },
          {
            "time": "14:33",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:33",
        "prev_close": 1.86,
        "open": 1.77,
        "high": 1.77,
        "low": 1.77,
        "bid1": 0.0,
        "ask1": 1.77,
        "bid_qty1": 0,
        "ask_qty1": 4729775
      },
      "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": "2026-07-01T14:34:35",
      "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": 154.5104,
      "price_vs_vwap_pct": -4.1812,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6067,
        "prev_amount_yi": 0.3564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7023,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 148.08,
            "high": 148.16,
            "low": 148.08,
            "close": 148.16,
            "amount_yi": 0.166
          },
          {
            "time": "14:31",
            "open": 148.24,
            "high": 148.24,
            "low": 148.23,
            "close": 148.23,
            "amount_yi": 0.0944
          },
          {
            "time": "14:32",
            "open": 148.19,
            "high": 148.19,
            "low": 148.19,
            "close": 148.19,
            "amount_yi": 0.0411
          },
          {
            "time": "14:33",
            "open": 148.15,
            "high": 148.15,
            "low": 148.08,
            "close": 148.08,
            "amount_yi": 0.1042
          },
          {
            "time": "14:34",
            "open": 148.0,
            "high": 148.05,
            "low": 148.0,
            "close": 148.05,
            "amount_yi": 0.201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 148.05,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 162.97,
        "open": 157.01,
        "high": 161.86,
        "low": 147.7,
        "bid1": 148.0,
        "ask1": 148.02,
        "bid_qty1": 304,
        "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": "2026-07-01T14:34:35",
      "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": 27.3124,
      "price_vs_vwap_pct": -1.1072,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.075,
        "prev_amount_yi": 0.0597,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2563,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 27.1,
            "high": 27.1,
            "low": 27.1,
            "close": 27.1,
            "amount_yi": 0.0044
          },
          {
            "time": "14:31",
            "open": 27.08,
            "high": 27.08,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 0.0104
          },
          {
            "time": "14:32",
            "open": 27.04,
            "high": 27.04,
            "low": 27.04,
            "close": 27.04,
            "amount_yi": 0.0034
          },
          {
            "time": "14:33",
            "open": 27.02,
            "high": 27.02,
            "low": 26.99,
            "close": 26.99,
            "amount_yi": 0.018
          },
          {
            "time": "14:34",
            "open": 26.98,
            "high": 27.01,
            "low": 26.98,
            "close": 27.01,
            "amount_yi": 0.0388
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.01,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 28.55,
        "open": 28.62,
        "high": 28.8,
        "low": 26.5,
        "bid1": 27.01,
        "ask1": 27.03,
        "bid_qty1": 115,
        "ask_qty1": 300
      },
      "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": "2026-07-01T14:34:35",
      "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": 25.9557,
      "price_vs_vwap_pct": -2.0254,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1207,
        "prev_amount_yi": 0.1429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8446,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 25.55,
            "high": 25.55,
            "low": 25.52,
            "close": 25.52,
            "amount_yi": 0.072
          },
          {
            "time": "14:31",
            "open": 25.49,
            "high": 25.49,
            "low": 25.48,
            "close": 25.48,
            "amount_yi": 0.0113
          },
          {
            "time": "14:32",
            "open": 25.46,
            "high": 25.46,
            "low": 25.46,
            "close": 25.46,
            "amount_yi": 0.0042
          },
          {
            "time": "14:33",
            "open": 25.48,
            "high": 25.48,
            "low": 25.46,
            "close": 25.46,
            "amount_yi": 0.0173
          },
          {
            "time": "14:34",
            "open": 25.44,
            "high": 25.44,
            "low": 25.43,
            "close": 25.43,
            "amount_yi": 0.0159
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.43,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 26.71,
        "open": 26.41,
        "high": 26.84,
        "low": 25.1,
        "bid1": 25.42,
        "ask1": 25.44,
        "bid_qty1": 102,
        "ask_qty1": 36
      },
      "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": "2026-07-01T14:34:35",
      "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": 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": null,
      "intraday_vwap": 10.6445,
      "price_vs_vwap_pct": -2.4849,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1152,
        "prev_amount_yi": 0.0962,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1975,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 10.4,
            "high": 10.4,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0356
          },
          {
            "time": "14:31",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0514
          },
          {
            "time": "14:32",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0047
          },
          {
            "time": "14:33",
            "open": 10.38,
            "high": 10.39,
            "low": 10.38,
            "close": 10.39,
            "amount_yi": 0.0105
          },
          {
            "time": "14:34",
            "open": 10.38,
            "high": 10.38,
            "low": 10.38,
            "close": 10.38,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.38,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 10.39,
        "open": 10.39,
        "high": 10.98,
        "low": 10.23,
        "bid1": 10.37,
        "ask1": 10.38,
        "bid_qty1": 1430,
        "ask_qty1": 24
      },
      "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": "2026-07-01T14:34:35",
      "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": 13.1078,
      "price_vs_vwap_pct": 2.6869,
      "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": 0.0056,
        "prev_amount_yi": 0.0067,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8358,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0021
          },
          {
            "time": "14:31",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0007
          },
          {
            "time": "14:32",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.002
          },
          {
            "time": "14:33",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0003
          },
          {
            "time": "14:34",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.46,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 12.24,
        "open": 12.51,
        "high": 13.46,
        "low": 12.48,
        "bid1": 13.46,
        "ask1": 0.0,
        "bid_qty1": 32395,
        "ask_qty1": 0
      },
      "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": "2026-07-01T14:34:35",
      "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": 7.6821,
      "price_vs_vwap_pct": -0.9385,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0847,
        "prev_amount_yi": 0.0276,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.0688,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 7.62,
            "high": 7.62,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0153
          },
          {
            "time": "14:31",
            "open": 7.61,
            "high": 7.62,
            "low": 7.61,
            "close": 7.62,
            "amount_yi": 0.0048
          },
          {
            "time": "14:32",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0018
          },
          {
            "time": "14:33",
            "open": 7.61,
            "high": 7.61,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0196
          },
          {
            "time": "14:34",
            "open": 7.6,
            "high": 7.61,
            "low": 7.6,
            "close": 7.61,
            "amount_yi": 0.0432
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.61,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 7.57,
        "open": 7.7,
        "high": 7.86,
        "low": 7.51,
        "bid1": 7.6,
        "ask1": 7.61,
        "bid_qty1": 203,
        "ask_qty1": 400
      },
      "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": "2026-07-01T14:34:35",
      "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": 16.9886,
      "price_vs_vwap_pct": 6.7186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8141,
        "prev_amount_yi": 1.2505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 18.06,
            "high": 18.21,
            "low": 18.06,
            "close": 18.21,
            "amount_yi": 0.2001
          },
          {
            "time": "14:31",
            "open": 18.32,
            "high": 18.32,
            "low": 18.3,
            "close": 18.3,
            "amount_yi": 0.2882
          },
          {
            "time": "14:32",
            "open": 18.22,
            "high": 18.22,
            "low": 18.22,
            "close": 18.22,
            "amount_yi": 0.051
          },
          {
            "time": "14:33",
            "open": 18.23,
            "high": 18.23,
            "low": 18.22,
            "close": 18.22,
            "amount_yi": 0.1606
          },
          {
            "time": "14:34",
            "open": 18.17,
            "high": 18.17,
            "low": 18.13,
            "close": 18.13,
            "amount_yi": 0.1142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.13,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 17.52,
        "open": 17.35,
        "high": 18.35,
        "low": 16.37,
        "bid1": 18.13,
        "ask1": 18.14,
        "bid_qty1": 42,
        "ask_qty1": 72
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300567:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300567:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300567",
      "name": "精测电子",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 324.55,
      "exec_low": 324.55,
      "exec_high": 329.42,
      "invalid_price": 314.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 334.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 329.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 319.68,
      "entry_zone_high": 329.42,
      "entry_risk_pct": null,
      "intraday_vwap": 315.8798,
      "price_vs_vwap_pct": -3.6975,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2373,
        "prev_amount_yi": 0.2943,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8063,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 307.0,
            "high": 307.0,
            "low": 306.49,
            "close": 306.49,
            "amount_yi": 0.0619
          },
          {
            "time": "14:31",
            "open": 305.5,
            "high": 305.5,
            "low": 305.22,
            "close": 305.22,
            "amount_yi": 0.0649
          },
          {
            "time": "14:32",
            "open": 305.23,
            "high": 305.23,
            "low": 305.23,
            "close": 305.23,
            "amount_yi": 0.0168
          },
          {
            "time": "14:33",
            "open": 305.75,
            "high": 305.75,
            "low": 305.32,
            "close": 305.32,
            "amount_yi": 0.037
          },
          {
            "time": "14:34",
            "open": 305.37,
            "high": 305.37,
            "low": 304.2,
            "close": 304.2,
            "amount_yi": 0.0567
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 304.2,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 317.6,
        "open": 317.36,
        "high": 335.12,
        "low": 302.0,
        "bid1": 304.21,
        "ask1": 304.34,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000045:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000045:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000045",
      "name": "深纺织Ａ",
      "side": "BUY",
      "priority": "W38",
      "status": "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": "2026-07-01T14:34:35",
      "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": 10.326,
      "price_vs_vwap_pct": -0.736,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0117,
        "prev_amount_yi": 0.0114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0263,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 10.28,
            "high": 10.28,
            "low": 10.26,
            "close": 10.26,
            "amount_yi": 0.0021
          },
          {
            "time": "14:31",
            "open": 10.27,
            "high": 10.27,
            "low": 10.26,
            "close": 10.26,
            "amount_yi": 0.0057
          },
          {
            "time": "14:32",
            "open": 10.25,
            "high": 10.25,
            "low": 10.25,
            "close": 10.25,
            "amount_yi": 0.0011
          },
          {
            "time": "14:33",
            "open": 10.26,
            "high": 10.26,
            "low": 10.26,
            "close": 10.26,
            "amount_yi": 0.0018
          },
          {
            "time": "14:34",
            "open": 10.25,
            "high": 10.25,
            "low": 10.25,
            "close": 10.25,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.25,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 10.54,
        "open": 10.55,
        "high": 10.55,
        "low": 10.22,
        "bid1": 10.25,
        "ask1": 10.26,
        "bid_qty1": 2014,
        "ask_qty1": 28
      },
      "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": "2026-07-01T14:34:35",
      "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": 9.4847,
      "price_vs_vwap_pct": -0.4713,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.163,
        "prev_amount_yi": 0.1424,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1447,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 9.46,
            "high": 9.46,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0327
          },
          {
            "time": "14:31",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0583
          },
          {
            "time": "14:32",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0166
          },
          {
            "time": "14:33",
            "open": 9.44,
            "high": 9.44,
            "low": 9.44,
            "close": 9.44,
            "amount_yi": 0.0161
          },
          {
            "time": "14:34",
            "open": 9.43,
            "high": 9.44,
            "low": 9.43,
            "close": 9.44,
            "amount_yi": 0.0393
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.44,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 9.46,
        "open": 9.5,
        "high": 9.62,
        "low": 9.32,
        "bid1": 9.43,
        "ask1": 9.44,
        "bid_qty1": 4656,
        "ask_qty1": 832
      },
      "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": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "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": 21.6808,
      "price_vs_vwap_pct": 0.3653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0786,
        "prev_amount_yi": 0.079,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 21.78,
            "high": 21.78,
            "low": 21.76,
            "close": 21.76,
            "amount_yi": 0.0163
          },
          {
            "time": "14:31",
            "open": 21.77,
            "high": 21.77,
            "low": 21.77,
            "close": 21.77,
            "amount_yi": 0.0163
          },
          {
            "time": "14:32",
            "open": 21.77,
            "high": 21.77,
            "low": 21.77,
            "close": 21.77,
            "amount_yi": 0.0088
          },
          {
            "time": "14:33",
            "open": 21.78,
            "high": 21.78,
            "low": 21.78,
            "close": 21.78,
            "amount_yi": 0.025
          },
          {
            "time": "14:34",
            "open": 21.77,
            "high": 21.77,
            "low": 21.76,
            "close": 21.76,
            "amount_yi": 0.0122
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.76,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 20.95,
        "open": 21.0,
        "high": 22.22,
        "low": 20.81,
        "bid1": 21.76,
        "ask1": 21.77,
        "bid_qty1": 112,
        "ask_qty1": 126
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 34.2275,
      "price_vs_vwap_pct": -1.3951,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0765,
        "prev_amount_yi": 0.0515,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4854,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 33.82,
            "high": 33.83,
            "low": 33.82,
            "close": 33.83,
            "amount_yi": 0.0113
          },
          {
            "time": "14:31",
            "open": 33.83,
            "high": 33.83,
            "low": 33.82,
            "close": 33.82,
            "amount_yi": 0.0247
          },
          {
            "time": "14:32",
            "open": 33.81,
            "high": 33.81,
            "low": 33.81,
            "close": 33.81,
            "amount_yi": 0.0023
          },
          {
            "time": "14:33",
            "open": 33.81,
            "high": 33.81,
            "low": 33.8,
            "close": 33.8,
            "amount_yi": 0.0117
          },
          {
            "time": "14:34",
            "open": 33.77,
            "high": 33.77,
            "low": 33.75,
            "close": 33.75,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.75,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 35.21,
        "open": 34.58,
        "high": 35.27,
        "low": 33.46,
        "bid1": 33.74,
        "ask1": 33.75,
        "bid_qty1": 6,
        "ask_qty1": 10
      },
      "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": "2026-07-01T14:34:35",
      "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": 11.255,
      "price_vs_vwap_pct": -2.6211,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4709,
        "prev_amount_yi": 0.3291,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4309,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 10.98,
            "high": 10.98,
            "low": 10.96,
            "close": 10.96,
            "amount_yi": 0.0978
          },
          {
            "time": "14:31",
            "open": 10.96,
            "high": 10.98,
            "low": 10.96,
            "close": 10.98,
            "amount_yi": 0.145
          },
          {
            "time": "14:32",
            "open": 10.98,
            "high": 10.98,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.0331
          },
          {
            "time": "14:33",
            "open": 10.97,
            "high": 10.98,
            "low": 10.97,
            "close": 10.98,
            "amount_yi": 0.0722
          },
          {
            "time": "14:34",
            "open": 10.98,
            "high": 10.98,
            "low": 10.96,
            "close": 10.96,
            "amount_yi": 0.1228
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.96,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 11.6,
        "open": 11.55,
        "high": 11.75,
        "low": 10.84,
        "bid1": 10.96,
        "ask1": 10.97,
        "bid_qty1": 3226,
        "ask_qty1": 138
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002387:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002387:VWAP_RECLAIM",
      "symbol": "SZSE.002387",
      "name": "维信诺",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.05,
      "exec_low": 9.19,
      "exec_high": 9.19,
      "invalid_price": 8.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.91,
      "entry_zone_high": 9.19,
      "entry_risk_pct": null,
      "intraday_vwap": 8.975,
      "price_vs_vwap_pct": -0.8357,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0796,
        "prev_amount_yi": 0.0564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4113,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 8.93,
            "high": 8.93,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0032
          },
          {
            "time": "14:31",
            "open": 8.93,
            "high": 8.93,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0248
          },
          {
            "time": "14:32",
            "open": 8.91,
            "high": 8.91,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0045
          },
          {
            "time": "14:33",
            "open": 8.91,
            "high": 8.92,
            "low": 8.91,
            "close": 8.92,
            "amount_yi": 0.016
          },
          {
            "time": "14:34",
            "open": 8.9,
            "high": 8.9,
            "low": 8.9,
            "close": 8.9,
            "amount_yi": 0.0311
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.9,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 9.0,
        "open": 8.87,
        "high": 9.11,
        "low": 8.81,
        "bid1": 8.89,
        "ask1": 8.9,
        "bid_qty1": 733,
        "ask_qty1": 77
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300400:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300400:VWAP_RECLAIM",
      "symbol": "SZSE.300400",
      "name": "劲拓股份",
      "side": "BUY",
      "priority": "W44",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 38.1,
      "exec_low": 38.67,
      "exec_high": 38.67,
      "invalid_price": 36.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 36.6342,
      "price_vs_vwap_pct": -2.086,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0429,
        "prev_amount_yi": 0.0353,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2153,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 35.92,
            "high": 35.92,
            "low": 35.9,
            "close": 35.9,
            "amount_yi": 0.0085
          },
          {
            "time": "14:31",
            "open": 35.88,
            "high": 35.88,
            "low": 35.84,
            "close": 35.84,
            "amount_yi": 0.0083
          },
          {
            "time": "14:32",
            "open": 35.84,
            "high": 35.84,
            "low": 35.84,
            "close": 35.84,
            "amount_yi": 0.0036
          },
          {
            "time": "14:33",
            "open": 35.87,
            "high": 35.87,
            "low": 35.87,
            "close": 35.87,
            "amount_yi": 0.0168
          },
          {
            "time": "14:34",
            "open": 35.88,
            "high": 35.88,
            "low": 35.87,
            "close": 35.87,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.87,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 37.65,
        "open": 37.65,
        "high": 38.26,
        "low": 35.6,
        "bid1": 35.87,
        "ask1": 35.88,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "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": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 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": null,
      "intraday_vwap": 106.0092,
      "price_vs_vwap_pct": -5.5742,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5006,
        "prev_amount_yi": 1.2672,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.395,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 100.49,
            "high": 100.68,
            "low": 100.49,
            "close": 100.68,
            "amount_yi": 0.1229
          },
          {
            "time": "14:31",
            "open": 100.86,
            "high": 100.86,
            "low": 100.77,
            "close": 100.77,
            "amount_yi": 0.086
          },
          {
            "time": "14:32",
            "open": 100.7,
            "high": 100.7,
            "low": 100.7,
            "close": 100.7,
            "amount_yi": 0.053
          },
          {
            "time": "14:33",
            "open": 100.49,
            "high": 100.49,
            "low": 100.36,
            "close": 100.36,
            "amount_yi": 0.1019
          },
          {
            "time": "14:34",
            "open": 100.2,
            "high": 100.2,
            "low": 100.1,
            "close": 100.1,
            "amount_yi": 0.1368
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 100.1,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 105.97,
        "open": 105.0,
        "high": 111.03,
        "low": 99.95,
        "bid1": 100.09,
        "ask1": 100.1,
        "bid_qty1": 6,
        "ask_qty1": 38
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 8.7663,
      "price_vs_vwap_pct": 1.4111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1802,
        "prev_amount_yi": 0.0932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 8.92,
            "high": 8.92,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0341
          },
          {
            "time": "14:31",
            "open": 8.91,
            "high": 8.91,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0682
          },
          {
            "time": "14:32",
            "open": 8.88,
            "high": 8.88,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.0414
          },
          {
            "time": "14:33",
            "open": 8.89,
            "high": 8.9,
            "low": 8.89,
            "close": 8.9,
            "amount_yi": 0.0185
          },
          {
            "time": "14:34",
            "open": 8.9,
            "high": 8.9,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.89,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 8.18,
        "open": 8.2,
        "high": 9.0,
        "low": 8.2,
        "bid1": 8.89,
        "ask1": 8.9,
        "bid_qty1": 918,
        "ask_qty1": 40
      },
      "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": "2026-07-01T14:34:35",
      "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": 12.323,
      "price_vs_vwap_pct": -2.54,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0675,
        "prev_amount_yi": 0.1471,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4589,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 12.04,
            "high": 12.04,
            "low": 12.03,
            "close": 12.03,
            "amount_yi": 0.0149
          },
          {
            "time": "14:31",
            "open": 12.04,
            "high": 12.04,
            "low": 12.04,
            "close": 12.04,
            "amount_yi": 0.011
          },
          {
            "time": "14:32",
            "open": 12.03,
            "high": 12.03,
            "low": 12.03,
            "close": 12.03,
            "amount_yi": 0.0047
          },
          {
            "time": "14:33",
            "open": 12.02,
            "high": 12.02,
            "low": 12.02,
            "close": 12.02,
            "amount_yi": 0.0207
          },
          {
            "time": "14:34",
            "open": 12.02,
            "high": 12.02,
            "low": 12.01,
            "close": 12.01,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.01,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 12.4,
        "open": 12.66,
        "high": 12.85,
        "low": 11.94,
        "bid1": 12.01,
        "ask1": 12.02,
        "bid_qty1": 3,
        "ask_qty1": 673
      },
      "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": "2026-07-01T14:34:35",
      "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": 18.8548,
      "price_vs_vwap_pct": -2.253,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1224,
        "prev_amount_yi": 0.1203,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 18.5,
            "high": 18.5,
            "low": 18.49,
            "close": 18.49,
            "amount_yi": 0.0351
          },
          {
            "time": "14:31",
            "open": 18.49,
            "high": 18.49,
            "low": 18.47,
            "close": 18.47,
            "amount_yi": 0.0215
          },
          {
            "time": "14:32",
            "open": 18.47,
            "high": 18.47,
            "low": 18.47,
            "close": 18.47,
            "amount_yi": 0.0036
          },
          {
            "time": "14:33",
            "open": 18.46,
            "high": 18.46,
            "low": 18.45,
            "close": 18.45,
            "amount_yi": 0.0245
          },
          {
            "time": "14:34",
            "open": 18.43,
            "high": 18.43,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0377
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.43,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 19.03,
        "open": 18.79,
        "high": 19.45,
        "low": 18.38,
        "bid1": 18.43,
        "ask1": 18.44,
        "bid_qty1": 128,
        "ask_qty1": 37
      },
      "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": "2026-07-01T14:34:35",
      "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": 0.1379,
        "prev_amount_yi": 0.1439,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9583,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 90.54,
            "high": 90.6,
            "low": 90.54,
            "close": 90.6,
            "amount_yi": 0.0255
          },
          {
            "time": "14:31",
            "open": 90.65,
            "high": 90.65,
            "low": 90.58,
            "close": 90.58,
            "amount_yi": 0.0377
          },
          {
            "time": "14:32",
            "open": 90.74,
            "high": 90.74,
            "low": 90.74,
            "close": 90.74,
            "amount_yi": 0.0122
          },
          {
            "time": "14:33",
            "open": 90.8,
            "high": 90.8,
            "low": 90.68,
            "close": 90.68,
            "amount_yi": 0.0403
          },
          {
            "time": "14:34",
            "open": 90.82,
            "high": 90.82,
            "low": 90.73,
            "close": 90.73,
            "amount_yi": 0.0222
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.73,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 95.7,
        "open": 99.74,
        "high": 103.0,
        "low": 90.2,
        "bid1": 90.7,
        "ask1": 90.73,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.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": "2026-07-01T14:34:35",
      "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": 17.8826,
      "price_vs_vwap_pct": -1.3566,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7955,
        "prev_amount_yi": 0.6713,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.185,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 17.68,
            "high": 17.68,
            "low": 17.67,
            "close": 17.67,
            "amount_yi": 0.2126
          },
          {
            "time": "14:31",
            "open": 17.67,
            "high": 17.67,
            "low": 17.64,
            "close": 17.64,
            "amount_yi": 0.1698
          },
          {
            "time": "14:32",
            "open": 17.64,
            "high": 17.64,
            "low": 17.64,
            "close": 17.64,
            "amount_yi": 0.1436
          },
          {
            "time": "14:33",
            "open": 17.65,
            "high": 17.65,
            "low": 17.63,
            "close": 17.63,
            "amount_yi": 0.096
          },
          {
            "time": "14:34",
            "open": 17.64,
            "high": 17.64,
            "low": 17.64,
            "close": 17.64,
            "amount_yi": 0.1735
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.64,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 17.34,
        "open": 17.34,
        "high": 18.54,
        "low": 17.34,
        "bid1": 17.64,
        "ask1": 17.65,
        "bid_qty1": 509,
        "ask_qty1": 1489
      },
      "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": "2026-07-01T14:34:35",
      "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": 69.8567,
      "price_vs_vwap_pct": -0.1527,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0184,
        "prev_amount_yi": 0.023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 69.69,
            "high": 69.69,
            "low": 69.61,
            "close": 69.61,
            "amount_yi": 0.0023
          },
          {
            "time": "14:31",
            "open": 69.6,
            "high": 69.62,
            "low": 69.6,
            "close": 69.62,
            "amount_yi": 0.0038
          },
          {
            "time": "14:32",
            "open": 69.7,
            "high": 69.7,
            "low": 69.7,
            "close": 69.7,
            "amount_yi": 0.0008
          },
          {
            "time": "14:33",
            "open": 69.66,
            "high": 69.75,
            "low": 69.66,
            "close": 69.75,
            "amount_yi": 0.0065
          },
          {
            "time": "14:34",
            "open": 69.75,
            "high": 69.75,
            "low": 69.75,
            "close": 69.75,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.75,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 67.17,
        "open": 67.18,
        "high": 72.0,
        "low": 66.38,
        "bid1": 69.66,
        "ask1": 69.76,
        "bid_qty1": 13,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:34:35",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.15,
      "entry_zone_high": 19.73,
      "entry_risk_pct": 3.7264,
      "intraday_vwap": 19.5957,
      "price_vs_vwap_pct": -0.0801,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0085,
        "prev_amount_yi": 0.0107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7944,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 19.6,
            "high": 19.6,
            "low": 19.58,
            "close": 19.58,
            "amount_yi": 0.0049
          },
          {
            "time": "14:31",
            "open": 19.59,
            "high": 19.59,
            "low": 19.59,
            "close": 19.59,
            "amount_yi": 0.0004
          },
          {
            "time": "14:32",
            "open": 19.58,
            "high": 19.58,
            "low": 19.58,
            "close": 19.58,
            "amount_yi": 0.0003
          },
          {
            "time": "14:33",
            "open": 19.59,
            "high": 19.59,
            "low": 19.59,
            "close": 19.59,
            "amount_yi": 0.0013
          },
          {
            "time": "14:34",
            "open": 19.58,
            "high": 19.58,
            "low": 19.58,
            "close": 19.58,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.58,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 19.28,
        "open": 19.28,
        "high": 19.89,
        "low": 19.19,
        "bid1": 19.58,
        "ask1": 19.59,
        "bid_qty1": 132,
        "ask_qty1": 10
      },
      "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": "2026-07-01T14:34:35",
      "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": 22.1965,
      "price_vs_vwap_pct": 0.1509,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0114,
        "prev_amount_yi": 0.0077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4805,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 22.28,
            "high": 22.28,
            "low": 22.28,
            "close": 22.28,
            "amount_yi": 0.005
          },
          {
            "time": "14:31",
            "open": 22.25,
            "high": 22.25,
            "low": 22.24,
            "close": 22.24,
            "amount_yi": 0.0015
          },
          {
            "time": "14:32",
            "open": 22.24,
            "high": 22.24,
            "low": 22.24,
            "close": 22.24,
            "amount_yi": 0.0002
          },
          {
            "time": "14:33",
            "open": 22.25,
            "high": 22.25,
            "low": 22.24,
            "close": 22.24,
            "amount_yi": 0.0019
          },
          {
            "time": "14:34",
            "open": 22.24,
            "high": 22.24,
            "low": 22.23,
            "close": 22.23,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.23,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 22.03,
        "open": 21.93,
        "high": 22.57,
        "low": 21.6,
        "bid1": 22.22,
        "ask1": 22.24,
        "bid_qty1": 41,
        "ask_qty1": 22
      },
      "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": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 56.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.98,
      "entry_zone_high": 55.62,
      "entry_risk_pct": null,
      "intraday_vwap": 54.5584,
      "price_vs_vwap_pct": -3.0397,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9307,
        "prev_amount_yi": 1.9138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 53.1,
            "high": 53.17,
            "low": 53.1,
            "close": 53.17,
            "amount_yi": 0.1453
          },
          {
            "time": "14:31",
            "open": 53.2,
            "high": 53.2,
            "low": 53.09,
            "close": 53.09,
            "amount_yi": 0.2317
          },
          {
            "time": "14:32",
            "open": 53.09,
            "high": 53.09,
            "low": 53.09,
            "close": 53.09,
            "amount_yi": 0.0796
          },
          {
            "time": "14:33",
            "open": 53.04,
            "high": 53.04,
            "low": 53.0,
            "close": 53.0,
            "amount_yi": 0.2418
          },
          {
            "time": "14:34",
            "open": 52.97,
            "high": 52.97,
            "low": 52.9,
            "close": 52.9,
            "amount_yi": 0.2323
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.9,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 53.66,
        "open": 53.8,
        "high": 56.41,
        "low": 52.87,
        "bid1": 52.89,
        "ask1": 52.9,
        "bid_qty1": 922,
        "ask_qty1": 100
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300709:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300709:VWAP_RECLAIM",
      "symbol": "SZSE.300709",
      "name": "精研科技",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 57.13,
      "exec_low": 57.99,
      "exec_high": 57.99,
      "invalid_price": 55.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 58.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.27,
      "entry_zone_high": 57.99,
      "entry_risk_pct": null,
      "intraday_vwap": 54.6618,
      "price_vs_vwap_pct": -4.5952,
      "energy_floor_hint_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": 0.1932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9353,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 52.17,
            "high": 52.17,
            "low": 52.17,
            "close": 52.17,
            "amount_yi": 0.0385
          },
          {
            "time": "14:31",
            "open": 52.32,
            "high": 52.32,
            "low": 52.19,
            "close": 52.19,
            "amount_yi": 0.051
          },
          {
            "time": "14:32",
            "open": 52.17,
            "high": 52.17,
            "low": 52.17,
            "close": 52.17,
            "amount_yi": 0.0061
          },
          {
            "time": "14:33",
            "open": 52.2,
            "high": 52.2,
            "low": 52.18,
            "close": 52.18,
            "amount_yi": 0.0472
          },
          {
            "time": "14:34",
            "open": 52.15,
            "high": 52.15,
            "low": 52.15,
            "close": 52.15,
            "amount_yi": 0.0379
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.15,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 56.25,
        "open": 56.05,
        "high": 58.88,
        "low": 51.85,
        "bid1": 52.14,
        "ask1": 52.15,
        "bid_qty1": 17,
        "ask_qty1": 40
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.600203:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.600203:VWAP_RECLAIM",
      "symbol": "SHSE.600203",
      "name": "福日电子",
      "side": "BUY",
      "priority": "W56",
      "status": "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": "2026-07-01T14:34:35",
      "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": 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": 3.7398,
      "intraday_vwap": 12.4845,
      "price_vs_vwap_pct": -1.5579,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0369,
        "prev_amount_yi": 0.0288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 12.32,
            "high": 12.32,
            "low": 12.32,
            "close": 12.32,
            "amount_yi": 0.0043
          },
          {
            "time": "14:31",
            "open": 12.31,
            "high": 12.31,
            "low": 12.3,
            "close": 12.3,
            "amount_yi": 0.0097
          },
          {
            "time": "14:32",
            "open": 12.31,
            "high": 12.31,
            "low": 12.31,
            "close": 12.31,
            "amount_yi": 0.0008
          },
          {
            "time": "14:33",
            "open": 12.31,
            "high": 12.31,
            "low": 12.3,
            "close": 12.3,
            "amount_yi": 0.0051
          },
          {
            "time": "14:34",
            "open": 12.3,
            "high": 12.3,
            "low": 12.29,
            "close": 12.29,
            "amount_yi": 0.017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.29,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 12.15,
        "open": 12.18,
        "high": 12.96,
        "low": 11.97,
        "bid1": 12.29,
        "ask1": 12.3,
        "bid_qty1": 241,
        "ask_qty1": 87
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002632:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002632:VWAP_RECLAIM",
      "symbol": "SZSE.002632",
      "name": "道明光学",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.04,
      "exec_low": 9.18,
      "exec_high": 9.18,
      "invalid_price": 8.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 8.9518,
      "price_vs_vwap_pct": -0.1318,
      "energy_floor_hint_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": 0.0086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 8.93,
            "high": 8.93,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0039
          },
          {
            "time": "14:31",
            "open": 8.93,
            "high": 8.93,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0027
          },
          {
            "time": "14:32",
            "open": 8.93,
            "high": 8.93,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0004
          },
          {
            "time": "14:33",
            "open": 8.93,
            "high": 8.93,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0008
          },
          {
            "time": "14:34",
            "open": 8.92,
            "high": 8.94,
            "low": 8.92,
            "close": 8.94,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.94,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 9.01,
        "open": 8.99,
        "high": 9.09,
        "low": 8.82,
        "bid1": 8.93,
        "ask1": 8.94,
        "bid_qty1": 40,
        "ask_qty1": 610
      },
      "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": "2026-07-01T14:34:35",
      "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": 2.2722,
      "price_vs_vwap_pct": 3.8641,
      "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": 0.0015,
        "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": "14:10",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0009
          },
          {
            "time": "14:19",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0003
          },
          {
            "time": "14:26",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "14:33",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:18",
        "prev_close": 2.25,
        "open": 2.16,
        "high": 2.36,
        "low": 2.15,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 28818,
        "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": "2026-07-01T14:34:35",
      "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": 99.5474,
      "price_vs_vwap_pct": 1.1377,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3789,
        "prev_amount_yi": 0.4013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9442,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 100.77,
            "high": 100.77,
            "low": 100.7,
            "close": 100.7,
            "amount_yi": 0.11
          },
          {
            "time": "14:31",
            "open": 100.76,
            "high": 100.76,
            "low": 100.68,
            "close": 100.68,
            "amount_yi": 0.039
          },
          {
            "time": "14:32",
            "open": 100.74,
            "high": 100.74,
            "low": 100.74,
            "close": 100.74,
            "amount_yi": 0.0286
          },
          {
            "time": "14:33",
            "open": 100.8,
            "high": 100.8,
            "low": 100.77,
            "close": 100.77,
            "amount_yi": 0.1255
          },
          {
            "time": "14:34",
            "open": 100.69,
            "high": 100.69,
            "low": 100.68,
            "close": 100.68,
            "amount_yi": 0.0758
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 100.68,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 92.3,
        "open": 97.37,
        "high": 102.0,
        "low": 96.2,
        "bid1": 100.68,
        "ask1": 100.7,
        "bid_qty1": 1,
        "ask_qty1": 65
      },
      "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": "2026-07-01T14:34:35",
      "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": 62.9403,
      "price_vs_vwap_pct": -0.0481,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0654,
        "prev_amount_yi": 0.06,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.09,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 63.03,
            "high": 63.03,
            "low": 62.97,
            "close": 62.97,
            "amount_yi": 0.0114
          },
          {
            "time": "14:31",
            "open": 63.0,
            "high": 63.0,
            "low": 62.97,
            "close": 62.97,
            "amount_yi": 0.0164
          },
          {
            "time": "14:32",
            "open": 62.93,
            "high": 62.93,
            "low": 62.93,
            "close": 62.93,
            "amount_yi": 0.0072
          },
          {
            "time": "14:33",
            "open": 62.96,
            "high": 62.96,
            "low": 62.91,
            "close": 62.91,
            "amount_yi": 0.0183
          },
          {
            "time": "14:34",
            "open": 62.86,
            "high": 62.91,
            "low": 62.86,
            "close": 62.91,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.91,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 60.92,
        "open": 60.88,
        "high": 63.8,
        "low": 60.6,
        "bid1": 62.9,
        "ask1": 62.91,
        "bid_qty1": 5,
        "ask_qty1": 27
      },
      "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": "2026-07-01T14:34:35",
      "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": 7.6813,
      "price_vs_vwap_pct": 0.634,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0138,
        "prev_amount_yi": 0.0192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7188,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:29",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0003
          },
          {
            "time": "14:30",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0015
          },
          {
            "time": "14:31",
            "open": 7.73,
            "high": 7.74,
            "low": 7.73,
            "close": 7.74,
            "amount_yi": 0.0044
          },
          {
            "time": "14:33",
            "open": 7.73,
            "high": 7.74,
            "low": 7.73,
            "close": 7.74,
            "amount_yi": 0.0014
          },
          {
            "time": "14:34",
            "open": 7.73,
            "high": 7.73,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:33",
        "prev_close": 7.55,
        "open": 7.76,
        "high": 7.84,
        "low": 7.51,
        "bid1": 7.72,
        "ask1": 7.73,
        "bid_qty1": 218,
        "ask_qty1": 61
      },
      "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": "2026-07-01T14:34:35",
      "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": 9.5306,
      "price_vs_vwap_pct": 2.9316,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0022,
        "prev_amount_yi": 0.0011,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0004
          },
          {
            "time": "14:31",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0001
          },
          {
            "time": "14:32",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0013
          },
          {
            "time": "14:33",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0002
          },
          {
            "time": "14:34",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.81,
        "ts": "2026-07-01T14:34:27",
        "prev_close": 8.92,
        "open": 8.91,
        "high": 9.81,
        "low": 8.86,
        "bid1": 9.81,
        "ask1": 0.0,
        "bid_qty1": 50535,
        "ask_qty1": 0
      },
      "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": "2026-07-01T14:34:35",
      "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": 76.854,
      "price_vs_vwap_pct": -0.5257,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0668,
        "prev_amount_yi": 0.06,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 76.45,
            "high": 76.45,
            "low": 76.4,
            "close": 76.4,
            "amount_yi": 0.0176
          },
          {
            "time": "14:31",
            "open": 76.49,
            "high": 76.49,
            "low": 76.43,
            "close": 76.43,
            "amount_yi": 0.0236
          },
          {
            "time": "14:32",
            "open": 76.42,
            "high": 76.42,
            "low": 76.42,
            "close": 76.42,
            "amount_yi": 0.0028
          },
          {
            "time": "14:33",
            "open": 76.47,
            "high": 76.47,
            "low": 76.43,
            "close": 76.43,
            "amount_yi": 0.0092
          },
          {
            "time": "14:34",
            "open": 76.44,
            "high": 76.45,
            "low": 76.44,
            "close": 76.45,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.45,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 76.38,
        "open": 76.08,
        "high": 78.29,
        "low": 75.69,
        "bid1": 76.45,
        "ask1": 76.46,
        "bid_qty1": 1,
        "ask_qty1": 28
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300691:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300691:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300691",
      "name": "联合光电",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 16.18,
      "exec_low": 16.18,
      "exec_high": 16.42,
      "invalid_price": 15.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.94,
      "entry_zone_high": 16.42,
      "entry_risk_pct": null,
      "intraday_vwap": 15.9987,
      "price_vs_vwap_pct": -0.2419,
      "energy_floor_hint_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": 0.0106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0189,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 16.0,
            "high": 16.0,
            "low": 15.98,
            "close": 15.98,
            "amount_yi": 0.004
          },
          {
            "time": "14:31",
            "open": 15.97,
            "high": 15.97,
            "low": 15.97,
            "close": 15.97,
            "amount_yi": 0.0033
          },
          {
            "time": "14:32",
            "open": 15.97,
            "high": 15.97,
            "low": 15.97,
            "close": 15.97,
            "amount_yi": 0.0007
          },
          {
            "time": "14:33",
            "open": 15.96,
            "high": 15.96,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.0012
          },
          {
            "time": "14:34",
            "open": 15.97,
            "high": 15.97,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.96,
        "ts": "2026-07-01T14:34:30",
        "prev_close": 15.81,
        "open": 15.82,
        "high": 16.24,
        "low": 15.7,
        "bid1": 15.96,
        "ask1": 15.97,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.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": "2026-07-01T14:34:35",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.43,
      "entry_zone_high": 9.71,
      "entry_risk_pct": 4.1322,
      "intraday_vwap": 9.7158,
      "price_vs_vwap_pct": -0.3685,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0203,
        "prev_amount_yi": 0.0174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0038
          },
          {
            "time": "14:31",
            "open": 9.68,
            "high": 9.68,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0047
          },
          {
            "time": "14:32",
            "open": 9.67,
            "high": 9.67,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0001
          },
          {
            "time": "14:33",
            "open": 9.68,
            "high": 9.68,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0025
          },
          {
            "time": "14:34",
            "open": 9.67,
            "high": 9.68,
            "low": 9.67,
            "close": 9.68,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.68,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 9.52,
        "open": 9.55,
        "high": 9.84,
        "low": 9.55,
        "bid1": 9.67,
        "ask1": 9.68,
        "bid_qty1": 156,
        "ask_qty1": 306
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000837:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.000837:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000837",
      "name": "秦川机床",
      "side": "BUY",
      "priority": "W66",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.14,
      "exec_low": 11.14,
      "exec_high": 11.31,
      "invalid_price": 10.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 11.4146,
      "price_vs_vwap_pct": -0.0403,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0281,
        "prev_amount_yi": 0.0164,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 11.44,
            "high": 11.44,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.0059
          },
          {
            "time": "14:31",
            "open": 11.42,
            "high": 11.42,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.0068
          },
          {
            "time": "14:32",
            "open": 11.42,
            "high": 11.42,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.0009
          },
          {
            "time": "14:33",
            "open": 11.43,
            "high": 11.43,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0075
          },
          {
            "time": "14:34",
            "open": 11.4,
            "high": 11.41,
            "low": 11.4,
            "close": 11.41,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.41,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 11.11,
        "open": 11.18,
        "high": 11.67,
        "low": 11.12,
        "bid1": 11.4,
        "ask1": 11.41,
        "bid_qty1": 211,
        "ask_qty1": 590
      },
      "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": "2026-07-01T14:34:35",
      "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": 5.6981,
      "price_vs_vwap_pct": 0.0333,
      "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": 0.0965,
        "prev_amount_yi": 0.0308,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1331,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0184
          },
          {
            "time": "14:31",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0122
          },
          {
            "time": "14:32",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0051
          },
          {
            "time": "14:33",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0047
          },
          {
            "time": "14:34",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0561
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.7,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 5.58,
        "open": 5.53,
        "high": 5.78,
        "low": 5.5,
        "bid1": 5.7,
        "ask1": 5.71,
        "bid_qty1": 130,
        "ask_qty1": 1839
      },
      "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": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 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": 13.043,
      "price_vs_vwap_pct": -1.3264,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0292,
        "prev_amount_yi": 0.0261,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1188,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 12.91,
            "high": 12.91,
            "low": 12.87,
            "close": 12.87,
            "amount_yi": 0.0082
          },
          {
            "time": "14:31",
            "open": 12.88,
            "high": 12.88,
            "low": 12.88,
            "close": 12.88,
            "amount_yi": 0.0039
          },
          {
            "time": "14:32",
            "open": 12.87,
            "high": 12.87,
            "low": 12.87,
            "close": 12.87,
            "amount_yi": 0.0032
          },
          {
            "time": "14:33",
            "open": 12.87,
            "high": 12.87,
            "low": 12.87,
            "close": 12.87,
            "amount_yi": 0.0059
          },
          {
            "time": "14:34",
            "open": 12.86,
            "high": 12.87,
            "low": 12.86,
            "close": 12.87,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.87,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 13.19,
        "open": 13.1,
        "high": 13.42,
        "low": 12.83,
        "bid1": 12.86,
        "ask1": 12.87,
        "bid_qty1": 58,
        "ask_qty1": 120
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 13.3592,
      "price_vs_vwap_pct": -0.5928,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0155,
        "prev_amount_yi": 0.0131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1832,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 13.3,
            "high": 13.3,
            "low": 13.3,
            "close": 13.3,
            "amount_yi": 0.0013
          },
          {
            "time": "14:31",
            "open": 13.29,
            "high": 13.29,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.0039
          },
          {
            "time": "14:32",
            "open": 13.3,
            "high": 13.3,
            "low": 13.3,
            "close": 13.3,
            "amount_yi": 0.0018
          },
          {
            "time": "14:33",
            "open": 13.29,
            "high": 13.29,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.0047
          },
          {
            "time": "14:34",
            "open": 13.28,
            "high": 13.28,
            "low": 13.28,
            "close": 13.28,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.28,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 12.83,
        "open": 12.75,
        "high": 13.72,
        "low": 12.7,
        "bid1": 13.28,
        "ask1": 13.29,
        "bid_qty1": 249,
        "ask_qty1": 466
      },
      "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": "2026-07-01T14:34:35",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 机器人概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.39,
      "entry_zone_high": 24.11,
      "entry_risk_pct": null,
      "intraday_vwap": 23.6729,
      "price_vs_vwap_pct": -0.8571,
      "energy_floor_hint_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": 0.0415,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 23.55,
            "high": 23.55,
            "low": 23.53,
            "close": 23.53,
            "amount_yi": 0.0174
          },
          {
            "time": "14:31",
            "open": 23.49,
            "high": 23.51,
            "low": 23.49,
            "close": 23.51,
            "amount_yi": 0.0083
          },
          {
            "time": "14:32",
            "open": 23.5,
            "high": 23.5,
            "low": 23.5,
            "close": 23.5,
            "amount_yi": 0.0033
          },
          {
            "time": "14:33",
            "open": 23.48,
            "high": 23.48,
            "low": 23.47,
            "close": 23.47,
            "amount_yi": 0.0069
          },
          {
            "time": "14:34",
            "open": 23.47,
            "high": 23.47,
            "low": 23.47,
            "close": 23.47,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.47,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 23.45,
        "open": 23.49,
        "high": 24.05,
        "low": 23.31,
        "bid1": 23.46,
        "ask1": 23.47,
        "bid_qty1": 60,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688580:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688580:VWAP_RECLAIM",
      "symbol": "SHSE.688580",
      "name": "伟思医疗",
      "side": "BUY",
      "priority": "W71",
      "status": "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": "2026-07-01T14:34:35",
      "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": 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": 4.5629,
      "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": 0.0744,
        "prev_amount_yi": 0.1196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6221,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 56.51,
            "high": 56.51,
            "low": 56.37,
            "close": 56.37,
            "amount_yi": 0.0131
          },
          {
            "time": "14:31",
            "open": 56.3,
            "high": 56.37,
            "low": 56.3,
            "close": 56.37,
            "amount_yi": 0.0055
          },
          {
            "time": "14:32",
            "open": 55.91,
            "high": 55.91,
            "low": 55.91,
            "close": 55.91,
            "amount_yi": 0.002
          },
          {
            "time": "14:33",
            "open": 56.3,
            "high": 56.3,
            "low": 56.0,
            "close": 56.0,
            "amount_yi": 0.0038
          },
          {
            "time": "14:34",
            "open": 56.35,
            "high": 57.0,
            "low": 56.35,
            "close": 57.0,
            "amount_yi": 0.05
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.0,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 53.27,
        "open": 53.5,
        "high": 58.0,
        "low": 52.0,
        "bid1": 57.0,
        "ask1": 57.2,
        "bid_qty1": 34,
        "ask_qty1": 19
      },
      "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": "2026-07-01T14:34:35",
      "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": 25.9001,
      "price_vs_vwap_pct": 0.2699,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0066,
        "prev_amount_yi": 0.008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.825,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:29",
            "open": 26.0,
            "high": 26.0,
            "low": 25.99,
            "close": 25.99,
            "amount_yi": 0.0004
          },
          {
            "time": "14:30",
            "open": 26.01,
            "high": 26.02,
            "low": 26.01,
            "close": 26.02,
            "amount_yi": 0.0018
          },
          {
            "time": "14:31",
            "open": 26.03,
            "high": 26.03,
            "low": 26.0,
            "close": 26.0,
            "amount_yi": 0.0026
          },
          {
            "time": "14:33",
            "open": 25.99,
            "high": 25.99,
            "low": 25.99,
            "close": 25.99,
            "amount_yi": 0.0006
          },
          {
            "time": "14:34",
            "open": 25.97,
            "high": 25.97,
            "low": 25.97,
            "close": 25.97,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.97,
        "ts": "2026-07-01T14:34:24",
        "prev_close": 25.85,
        "open": 25.69,
        "high": 26.28,
        "low": 25.47,
        "bid1": 25.97,
        "ask1": 25.98,
        "bid_qty1": 29,
        "ask_qty1": 12
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002526:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002526:VWAP_RECLAIM",
      "symbol": "SZSE.002526",
      "name": "山东矿机",
      "side": "BUY",
      "priority": "W73",
      "status": "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": "2026-07-01T14:34:35",
      "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": 2.6513,
      "price_vs_vwap_pct": -0.049,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0066,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1786,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 2.64,
            "high": 2.65,
            "low": 2.64,
            "close": 2.65,
            "amount_yi": 0.0008
          },
          {
            "time": "14:31",
            "open": 2.64,
            "high": 2.65,
            "low": 2.64,
            "close": 2.65,
            "amount_yi": 0.0019
          },
          {
            "time": "14:32",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0003
          },
          {
            "time": "14:33",
            "open": 2.65,
            "high": 2.65,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0013
          },
          {
            "time": "14:34",
            "open": 2.64,
            "high": 2.65,
            "low": 2.64,
            "close": 2.65,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.65,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 2.56,
        "open": 2.57,
        "high": 2.73,
        "low": 2.56,
        "bid1": 2.64,
        "ask1": 2.65,
        "bid_qty1": 44,
        "ask_qty1": 12767
      },
      "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": "2026-07-01T14:34:35",
      "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": 0.02,
        "prev_amount_yi": 0.0289,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.692,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0058
          },
          {
            "time": "14:31",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0025
          },
          {
            "time": "14:32",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0007
          },
          {
            "time": "14:33",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0066
          },
          {
            "time": "14:34",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:30",
        "prev_close": 35.48,
        "open": 39.03,
        "high": 39.03,
        "low": 39.03,
        "bid1": 39.03,
        "ask1": 0.0,
        "bid_qty1": 178225,
        "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": "2026-07-01T14:34:35",
      "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": 35.5865,
      "price_vs_vwap_pct": 1.3587,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0359,
        "prev_amount_yi": 0.035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 36.09,
            "high": 36.09,
            "low": 36.07,
            "close": 36.07,
            "amount_yi": 0.0092
          },
          {
            "time": "14:31",
            "open": 36.05,
            "high": 36.06,
            "low": 36.05,
            "close": 36.06,
            "amount_yi": 0.0104
          },
          {
            "time": "14:32",
            "open": 36.09,
            "high": 36.09,
            "low": 36.09,
            "close": 36.09,
            "amount_yi": 0.0016
          },
          {
            "time": "14:33",
            "open": 36.09,
            "high": 36.09,
            "low": 36.09,
            "close": 36.09,
            "amount_yi": 0.0113
          },
          {
            "time": "14:34",
            "open": 36.06,
            "high": 36.07,
            "low": 36.06,
            "close": 36.07,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.07,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 34.53,
        "open": 34.58,
        "high": 36.36,
        "low": 34.08,
        "bid1": 36.07,
        "ask1": 36.08,
        "bid_qty1": 33,
        "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": "2026-07-01T14:34:35",
      "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": 142.0507,
      "price_vs_vwap_pct": -2.746,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0259,
        "prev_amount_yi": 0.0223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 138.08,
            "high": 138.1,
            "low": 138.08,
            "close": 138.1,
            "amount_yi": 0.0032
          },
          {
            "time": "14:31",
            "open": 138.19,
            "high": 138.19,
            "low": 138.19,
            "close": 138.19,
            "amount_yi": 0.0032
          },
          {
            "time": "14:32",
            "open": 138.12,
            "high": 138.12,
            "low": 138.12,
            "close": 138.12,
            "amount_yi": 0.0007
          },
          {
            "time": "14:33",
            "open": 138.15,
            "high": 138.16,
            "low": 138.15,
            "close": 138.16,
            "amount_yi": 0.0127
          },
          {
            "time": "14:34",
            "open": 138.15,
            "high": 138.15,
            "low": 138.15,
            "close": 138.15,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 138.15,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 146.95,
        "open": 146.97,
        "high": 146.98,
        "low": 137.7,
        "bid1": 138.13,
        "ask1": 138.16,
        "bid_qty1": 1,
        "ask_qty1": 51
      },
      "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": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 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": 0.0105,
        "prev_amount_yi": 0.0118,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8898,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 36.49,
            "high": 36.49,
            "low": 36.48,
            "close": 36.48,
            "amount_yi": 0.0017
          },
          {
            "time": "14:31",
            "open": 36.58,
            "high": 36.58,
            "low": 36.45,
            "close": 36.45,
            "amount_yi": 0.0014
          },
          {
            "time": "14:32",
            "open": 36.41,
            "high": 36.41,
            "low": 36.41,
            "close": 36.41,
            "amount_yi": 0.0049
          },
          {
            "time": "14:33",
            "open": 36.48,
            "high": 36.48,
            "low": 36.43,
            "close": 36.43,
            "amount_yi": 0.0015
          },
          {
            "time": "14:34",
            "open": 36.43,
            "high": 36.43,
            "low": 36.43,
            "close": 36.43,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.43,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 37.32,
        "open": 37.8,
        "high": 37.8,
        "low": 36.41,
        "bid1": 36.41,
        "ask1": 36.43,
        "bid_qty1": 25,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 显示技术",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 0.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 0.97,
      "entry_zone_high": 0.99,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0017,
        "prev_amount_yi": 0.003,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:24",
            "open": 0.9,
            "high": 0.91,
            "low": 0.9,
            "close": 0.91,
            "amount_yi": 0.0006
          },
          {
            "time": "14:26",
            "open": 0.92,
            "high": 0.92,
            "low": 0.92,
            "close": 0.92,
            "amount_yi": 0.0001
          },
          {
            "time": "14:29",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0005
          },
          {
            "time": "14:32",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0003
          },
          {
            "time": "14:33",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 0.91,
        "ts": "2026-07-01T14:34:30",
        "prev_close": 0.92,
        "open": 0.91,
        "high": 0.93,
        "low": 0.89,
        "bid1": 0.91,
        "ask1": 0.92,
        "bid_qty1": 179,
        "ask_qty1": 4989
      },
      "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": "2026-07-01T14:34:35",
      "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": 74.2653,
      "price_vs_vwap_pct": 0.0063,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1722,
        "prev_amount_yi": 0.1697,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0147,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 74.23,
            "high": 74.27,
            "low": 74.23,
            "close": 74.27,
            "amount_yi": 0.045
          },
          {
            "time": "14:31",
            "open": 74.32,
            "high": 74.32,
            "low": 74.3,
            "close": 74.3,
            "amount_yi": 0.0448
          },
          {
            "time": "14:32",
            "open": 74.35,
            "high": 74.35,
            "low": 74.35,
            "close": 74.35,
            "amount_yi": 0.0092
          },
          {
            "time": "14:33",
            "open": 74.36,
            "high": 74.36,
            "low": 74.31,
            "close": 74.31,
            "amount_yi": 0.0347
          },
          {
            "time": "14:34",
            "open": 74.25,
            "high": 74.27,
            "low": 74.25,
            "close": 74.27,
            "amount_yi": 0.0385
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.27,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 71.17,
        "open": 72.5,
        "high": 75.38,
        "low": 71.95,
        "bid1": 74.25,
        "ask1": 74.27,
        "bid_qty1": 16,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:34:35",
      "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": 0.0441,
        "prev_amount_yi": 0.0343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2857,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 123.46,
            "high": 123.48,
            "low": 123.46,
            "close": 123.48,
            "amount_yi": 0.0091
          },
          {
            "time": "14:31",
            "open": 123.7,
            "high": 123.7,
            "low": 123.29,
            "close": 123.29,
            "amount_yi": 0.0126
          },
          {
            "time": "14:32",
            "open": 123.45,
            "high": 123.45,
            "low": 123.45,
            "close": 123.45,
            "amount_yi": 0.0046
          },
          {
            "time": "14:33",
            "open": 123.65,
            "high": 123.65,
            "low": 123.36,
            "close": 123.36,
            "amount_yi": 0.0103
          },
          {
            "time": "14:34",
            "open": 123.36,
            "high": 123.36,
            "low": 123.2,
            "close": 123.2,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 123.2,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 108.77,
        "open": 108.7,
        "high": 126.4,
        "low": 107.56,
        "bid1": 123.2,
        "ask1": 123.24,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:34:35",
      "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": 3.4261,
      "intraday_vwap": 23.3406,
      "price_vs_vwap_pct": -0.0026,
      "energy_floor_hint_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": 0.0246,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4837,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 23.37,
            "high": 23.37,
            "low": 23.36,
            "close": 23.36,
            "amount_yi": 0.0016
          },
          {
            "time": "14:31",
            "open": 23.36,
            "high": 23.36,
            "low": 23.35,
            "close": 23.35,
            "amount_yi": 0.0056
          },
          {
            "time": "14:32",
            "open": 23.34,
            "high": 23.34,
            "low": 23.34,
            "close": 23.34,
            "amount_yi": 0.0007
          },
          {
            "time": "14:33",
            "open": 23.36,
            "high": 23.36,
            "low": 23.35,
            "close": 23.35,
            "amount_yi": 0.0005
          },
          {
            "time": "14:34",
            "open": 23.36,
            "high": 23.36,
            "low": 23.34,
            "close": 23.34,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.34,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 22.8,
        "open": 22.81,
        "high": 23.64,
        "low": 22.66,
        "bid1": 23.34,
        "ask1": 23.35,
        "bid_qty1": 158,
        "ask_qty1": 292
      },
      "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": "2026-07-01T14:34:35",
      "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": 92.4123,
      "price_vs_vwap_pct": 0.2897,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0505,
        "prev_amount_yi": 0.0425,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1882,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 92.74,
            "high": 92.82,
            "low": 92.74,
            "close": 92.82,
            "amount_yi": 0.0206
          },
          {
            "time": "14:31",
            "open": 92.74,
            "high": 92.74,
            "low": 92.73,
            "close": 92.73,
            "amount_yi": 0.0035
          },
          {
            "time": "14:32",
            "open": 92.69,
            "high": 92.69,
            "low": 92.69,
            "close": 92.69,
            "amount_yi": 0.0082
          },
          {
            "time": "14:33",
            "open": 92.7,
            "high": 92.7,
            "low": 92.7,
            "close": 92.7,
            "amount_yi": 0.0074
          },
          {
            "time": "14:34",
            "open": 92.69,
            "high": 92.69,
            "low": 92.68,
            "close": 92.68,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 92.68,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 87.35,
        "open": 88.5,
        "high": 94.58,
        "low": 87.96,
        "bid1": 92.66,
        "ask1": 92.68,
        "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.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": "2026-07-01T14:34:35",
      "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": 43.2073,
      "price_vs_vwap_pct": -0.1558,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0138,
        "prev_amount_yi": 0.0095,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 43.21,
            "high": 43.21,
            "low": 43.18,
            "close": 43.18,
            "amount_yi": 0.0051
          },
          {
            "time": "14:31",
            "open": 43.2,
            "high": 43.2,
            "low": 43.18,
            "close": 43.18,
            "amount_yi": 0.0035
          },
          {
            "time": "14:32",
            "open": 43.15,
            "high": 43.15,
            "low": 43.15,
            "close": 43.15,
            "amount_yi": 0.0001
          },
          {
            "time": "14:33",
            "open": 43.16,
            "high": 43.16,
            "low": 43.15,
            "close": 43.15,
            "amount_yi": 0.0016
          },
          {
            "time": "14:34",
            "open": 43.15,
            "high": 43.15,
            "low": 43.14,
            "close": 43.14,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.14,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 41.63,
        "open": 42.53,
        "high": 44.08,
        "low": 41.9,
        "bid1": 43.13,
        "ask1": 43.14,
        "bid_qty1": 155,
        "ask_qty1": 48
      },
      "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": "2026-07-01T14:34:35",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.61,
      "entry_zone_high": 28.45,
      "entry_risk_pct": 4.1593,
      "intraday_vwap": 28.642,
      "price_vs_vwap_pct": -0.9497,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0467,
        "prev_amount_yi": 0.0133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5113,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 28.4,
            "high": 28.4,
            "low": 28.39,
            "close": 28.39,
            "amount_yi": 0.0039
          },
          {
            "time": "14:31",
            "open": 28.4,
            "high": 28.4,
            "low": 28.38,
            "close": 28.38,
            "amount_yi": 0.0092
          },
          {
            "time": "14:32",
            "open": 28.38,
            "high": 28.38,
            "low": 28.38,
            "close": 28.38,
            "amount_yi": 0.0059
          },
          {
            "time": "14:33",
            "open": 28.38,
            "high": 28.38,
            "low": 28.38,
            "close": 28.38,
            "amount_yi": 0.0073
          },
          {
            "time": "14:34",
            "open": 28.35,
            "high": 28.37,
            "low": 28.35,
            "close": 28.37,
            "amount_yi": 0.0204
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.37,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 27.86,
        "open": 27.97,
        "high": 29.5,
        "low": 27.86,
        "bid1": 28.36,
        "ask1": 28.37,
        "bid_qty1": 18,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.301023:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.301023:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301023",
      "name": "奕帆传动",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.38,
      "exec_low": 34.9,
      "exec_high": 35.06,
      "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": "2026-07-01T14:34:35",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.9,
      "dynamic_exec_high": 35.06,
      "entry_zone_low": 33.86,
      "entry_zone_high": 34.9,
      "entry_risk_pct": 4.7687,
      "intraday_vwap": 34.9016,
      "price_vs_vwap_pct": 0.2819,
      "energy_floor_hint_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": 0.022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7636,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 34.84,
            "high": 34.89,
            "low": 34.84,
            "close": 34.89,
            "amount_yi": 0.0051
          },
          {
            "time": "14:31",
            "open": 34.96,
            "high": 34.96,
            "low": 34.96,
            "close": 34.96,
            "amount_yi": 0.0151
          },
          {
            "time": "14:32",
            "open": 34.99,
            "high": 34.99,
            "low": 34.99,
            "close": 34.99,
            "amount_yi": 0.0031
          },
          {
            "time": "14:33",
            "open": 34.99,
            "high": 34.99,
            "low": 34.96,
            "close": 34.96,
            "amount_yi": 0.0014
          },
          {
            "time": "14:34",
            "open": 35.0,
            "high": 35.0,
            "low": 35.0,
            "close": 35.0,
            "amount_yi": 0.0141
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.0,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 33.95,
        "open": 33.7,
        "high": 35.51,
        "low": 33.51,
        "bid1": 35.0,
        "ask1": 35.02,
        "bid_qty1": 55,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300403:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300403:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300403",
      "name": "汉宇集团",
      "side": "BUY",
      "priority": "W86",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.45,
      "exec_low": 9.45,
      "exec_high": 9.59,
      "invalid_price": 9.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 9.8558,
      "price_vs_vwap_pct": 0.6514,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0074,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:29",
            "open": 9.93,
            "high": 9.94,
            "low": 9.93,
            "close": 9.94,
            "amount_yi": 0.0009
          },
          {
            "time": "14:30",
            "open": 9.95,
            "high": 9.95,
            "low": 9.94,
            "close": 9.94,
            "amount_yi": 0.0015
          },
          {
            "time": "14:31",
            "open": 9.94,
            "high": 9.94,
            "low": 9.93,
            "close": 9.93,
            "amount_yi": 0.0024
          },
          {
            "time": "14:33",
            "open": 9.94,
            "high": 9.94,
            "low": 9.94,
            "close": 9.94,
            "amount_yi": 0.0007
          },
          {
            "time": "14:34",
            "open": 9.93,
            "high": 9.93,
            "low": 9.92,
            "close": 9.92,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.92,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 9.42,
        "open": 9.35,
        "high": 10.11,
        "low": 9.33,
        "bid1": 9.92,
        "ask1": 9.93,
        "bid_qty1": 89,
        "ask_qty1": 41
      },
      "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": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 23.76,
      "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": 3.5345,
      "intraday_vwap": 23.1055,
      "price_vs_vwap_pct": 0.3657,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0245,
        "prev_amount_yi": 0.0232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.056,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 23.2,
            "high": 23.2,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.0067
          },
          {
            "time": "14:31",
            "open": 23.17,
            "high": 23.17,
            "low": 23.16,
            "close": 23.16,
            "amount_yi": 0.0066
          },
          {
            "time": "14:32",
            "open": 23.17,
            "high": 23.17,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.001
          },
          {
            "time": "14:33",
            "open": 23.18,
            "high": 23.18,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.004
          },
          {
            "time": "14:34",
            "open": 23.19,
            "high": 23.19,
            "low": 23.19,
            "close": 23.19,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.19,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 22.72,
        "open": 22.71,
        "high": 23.41,
        "low": 22.6,
        "bid1": 23.19,
        "ask1": 23.2,
        "bid_qty1": 9,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 56.4831,
      "price_vs_vwap_pct": 0.8797,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0064,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 57.1,
            "high": 57.1,
            "low": 57.04,
            "close": 57.04,
            "amount_yi": 0.002
          },
          {
            "time": "14:31",
            "open": 57.04,
            "high": 57.04,
            "low": 56.97,
            "close": 56.97,
            "amount_yi": 0.0007
          },
          {
            "time": "14:32",
            "open": 56.96,
            "high": 56.96,
            "low": 56.96,
            "close": 56.96,
            "amount_yi": 0.0005
          },
          {
            "time": "14:33",
            "open": 56.96,
            "high": 56.96,
            "low": 56.96,
            "close": 56.96,
            "amount_yi": 0.0013
          },
          {
            "time": "14:34",
            "open": 56.95,
            "high": 56.98,
            "low": 56.95,
            "close": 56.98,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.98,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 54.57,
        "open": 55.0,
        "high": 57.57,
        "low": 54.5,
        "bid1": 56.96,
        "ask1": 57.02,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "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": "2026-07-01T14:34:35",
      "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": 21.8503,
      "price_vs_vwap_pct": -0.276,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0735,
        "prev_amount_yi": 0.196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 21.86,
            "high": 21.86,
            "low": 21.82,
            "close": 21.82,
            "amount_yi": 0.0272
          },
          {
            "time": "14:31",
            "open": 21.8,
            "high": 21.81,
            "low": 21.8,
            "close": 21.81,
            "amount_yi": 0.0161
          },
          {
            "time": "14:32",
            "open": 21.81,
            "high": 21.81,
            "low": 21.81,
            "close": 21.81,
            "amount_yi": 0.0045
          },
          {
            "time": "14:33",
            "open": 21.79,
            "high": 21.79,
            "low": 21.79,
            "close": 21.79,
            "amount_yi": 0.0126
          },
          {
            "time": "14:34",
            "open": 21.8,
            "high": 21.8,
            "low": 21.79,
            "close": 21.79,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.79,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 21.61,
        "open": 21.56,
        "high": 22.2,
        "low": 21.46,
        "bid1": 21.79,
        "ask1": 21.8,
        "bid_qty1": 15,
        "ask_qty1": 916
      },
      "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": 11.23,
      "exec_high": 11.23,
      "invalid_price": 10.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "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": 11.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.89,
      "entry_zone_high": 11.23,
      "entry_risk_pct": null,
      "intraday_vwap": 11.3604,
      "price_vs_vwap_pct": 0.5246,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0124,
        "prev_amount_yi": 0.0358,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3464,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 11.46,
            "high": 11.46,
            "low": 11.45,
            "close": 11.45,
            "amount_yi": 0.0007
          },
          {
            "time": "14:31",
            "open": 11.44,
            "high": 11.44,
            "low": 11.44,
            "close": 11.44,
            "amount_yi": 0.0014
          },
          {
            "time": "14:32",
            "open": 11.43,
            "high": 11.43,
            "low": 11.43,
            "close": 11.43,
            "amount_yi": 0.0036
          },
          {
            "time": "14:33",
            "open": 11.44,
            "high": 11.44,
            "low": 11.43,
            "close": 11.43,
            "amount_yi": 0.0017
          },
          {
            "time": "14:34",
            "open": 11.43,
            "high": 11.43,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.42,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 11.03,
        "open": 11.0,
        "high": 11.65,
        "low": 10.98,
        "bid1": 11.42,
        "ask1": 11.43,
        "bid_qty1": 257,
        "ask_qty1": 30
      },
      "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": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.3,
      "exec_low": 20.6,
      "exec_high": 20.6,
      "invalid_price": 19.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.0,
      "entry_zone_high": 20.6,
      "entry_risk_pct": null,
      "intraday_vwap": 19.706,
      "price_vs_vwap_pct": -0.0812,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1084,
        "prev_amount_yi": 0.0811,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3366,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 19.72,
            "high": 19.72,
            "low": 19.71,
            "close": 19.71,
            "amount_yi": 0.0216
          },
          {
            "time": "14:31",
            "open": 19.7,
            "high": 19.71,
            "low": 19.7,
            "close": 19.71,
            "amount_yi": 0.0147
          },
          {
            "time": "14:32",
            "open": 19.69,
            "high": 19.69,
            "low": 19.69,
            "close": 19.69,
            "amount_yi": 0.0104
          },
          {
            "time": "14:33",
            "open": 19.68,
            "high": 19.68,
            "low": 19.68,
            "close": 19.68,
            "amount_yi": 0.0136
          },
          {
            "time": "14:34",
            "open": 19.67,
            "high": 19.69,
            "low": 19.67,
            "close": 19.69,
            "amount_yi": 0.0481
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.69,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 20.09,
        "open": 20.09,
        "high": 20.38,
        "low": 19.1,
        "bid1": 19.68,
        "ask1": 19.69,
        "bid_qty1": 1,
        "ask_qty1": 76
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688048:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.688048:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688048",
      "name": "长光华芯",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7285,
        "prev_amount_yi": 0.8188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8897,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 469.88,
            "high": 472.0,
            "low": 469.88,
            "close": 472.0,
            "amount_yi": 0.1492
          },
          {
            "time": "14:31",
            "open": 473.93,
            "high": 473.93,
            "low": 472.31,
            "close": 472.31,
            "amount_yi": 0.2784
          },
          {
            "time": "14:32",
            "open": 469.77,
            "high": 469.77,
            "low": 469.77,
            "close": 469.77,
            "amount_yi": 0.0631
          },
          {
            "time": "14:33",
            "open": 471.0,
            "high": 471.0,
            "low": 470.2,
            "close": 470.2,
            "amount_yi": 0.1035
          },
          {
            "time": "14:34",
            "open": 469.9,
            "high": 469.9,
            "low": 469.46,
            "close": 469.46,
            "amount_yi": 0.1343
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 469.46,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 502.0,
        "open": 504.0,
        "high": 509.11,
        "low": 465.0,
        "bid1": 469.42,
        "ask1": 469.46,
        "bid_qty1": 7,
        "ask_qty1": 12
      },
      "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": "2026-07-01T14:34:35",
      "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": 67.879,
      "price_vs_vwap_pct": -3.1807,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1416,
        "prev_amount_yi": 3.945,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 65.9,
            "high": 65.9,
            "low": 65.9,
            "close": 65.9,
            "amount_yi": 0.3568
          },
          {
            "time": "14:31",
            "open": 65.82,
            "high": 65.82,
            "low": 65.76,
            "close": 65.76,
            "amount_yi": 0.8182
          },
          {
            "time": "14:32",
            "open": 65.76,
            "high": 65.76,
            "low": 65.76,
            "close": 65.76,
            "amount_yi": 0.2016
          },
          {
            "time": "14:33",
            "open": 65.77,
            "high": 65.77,
            "low": 65.77,
            "close": 65.77,
            "amount_yi": 0.4072
          },
          {
            "time": "14:34",
            "open": 65.73,
            "high": 65.73,
            "low": 65.72,
            "close": 65.72,
            "amount_yi": 0.3578
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.72,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 70.4,
        "open": 70.4,
        "high": 70.77,
        "low": 65.7,
        "bid1": 65.72,
        "ask1": 65.73,
        "bid_qty1": 7,
        "ask_qty1": 178
      },
      "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": "2026-07-01T14:34:35",
      "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": 361.5609,
      "price_vs_vwap_pct": -3.7202,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5883,
        "prev_amount_yi": 0.6433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 350.0,
            "high": 350.0,
            "low": 349.3,
            "close": 349.3,
            "amount_yi": 0.1034
          },
          {
            "time": "14:31",
            "open": 348.8,
            "high": 348.8,
            "low": 348.29,
            "close": 348.29,
            "amount_yi": 0.1878
          },
          {
            "time": "14:32",
            "open": 348.01,
            "high": 348.01,
            "low": 348.01,
            "close": 348.01,
            "amount_yi": 0.0557
          },
          {
            "time": "14:33",
            "open": 348.0,
            "high": 348.26,
            "low": 348.0,
            "close": 348.26,
            "amount_yi": 0.1331
          },
          {
            "time": "14:34",
            "open": 348.1,
            "high": 348.11,
            "low": 348.1,
            "close": 348.11,
            "amount_yi": 0.1083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 348.11,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 378.2,
        "open": 373.15,
        "high": 375.73,
        "low": 347.62,
        "bid1": 348.1,
        "ask1": 348.11,
        "bid_qty1": 126,
        "ask_qty1": 34
      },
      "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": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 201.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.35,
      "entry_zone_high": 198.21,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2572,
        "prev_amount_yi": 0.1032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4922,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 188.94,
            "high": 189.11,
            "low": 188.94,
            "close": 189.11,
            "amount_yi": 0.0327
          },
          {
            "time": "14:31",
            "open": 189.26,
            "high": 189.26,
            "low": 188.7,
            "close": 188.7,
            "amount_yi": 0.0698
          },
          {
            "time": "14:32",
            "open": 188.69,
            "high": 188.69,
            "low": 188.69,
            "close": 188.69,
            "amount_yi": 0.012
          },
          {
            "time": "14:33",
            "open": 188.56,
            "high": 188.56,
            "low": 188.1,
            "close": 188.1,
            "amount_yi": 0.0962
          },
          {
            "time": "14:34",
            "open": 188.16,
            "high": 188.16,
            "low": 188.16,
            "close": 188.16,
            "amount_yi": 0.0465
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 188.16,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 192.58,
        "open": 191.13,
        "high": 196.0,
        "low": 185.71,
        "bid1": 188.16,
        "ask1": 188.17,
        "bid_qty1": 9,
        "ask_qty1": 19
      },
      "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": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 197.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 194.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 188.73,
      "entry_zone_high": 194.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4449,
        "prev_amount_yi": 0.974,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 170.21,
            "high": 170.22,
            "low": 170.21,
            "close": 170.22,
            "amount_yi": 0.1388
          },
          {
            "time": "14:31",
            "open": 170.22,
            "high": 170.22,
            "low": 170.0,
            "close": 170.0,
            "amount_yi": 0.1267
          },
          {
            "time": "14:32",
            "open": 169.99,
            "high": 169.99,
            "low": 169.99,
            "close": 169.99,
            "amount_yi": 0.0393
          },
          {
            "time": "14:33",
            "open": 170.13,
            "high": 170.41,
            "low": 170.13,
            "close": 170.41,
            "amount_yi": 0.0751
          },
          {
            "time": "14:34",
            "open": 170.11,
            "high": 170.11,
            "low": 170.08,
            "close": 170.08,
            "amount_yi": 0.065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 170.08,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 184.65,
        "open": 181.55,
        "high": 183.97,
        "low": 169.01,
        "bid1": 170.08,
        "ask1": 170.37,
        "bid_qty1": 11,
        "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": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "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": 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": 17.1444,
      "price_vs_vwap_pct": -2.0088,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1045,
        "prev_amount_yi": 0.0539,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9388,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 16.85,
            "high": 16.85,
            "low": 16.82,
            "close": 16.82,
            "amount_yi": 0.0193
          },
          {
            "time": "14:31",
            "open": 16.82,
            "high": 16.83,
            "low": 16.82,
            "close": 16.83,
            "amount_yi": 0.0252
          },
          {
            "time": "14:32",
            "open": 16.82,
            "high": 16.82,
            "low": 16.82,
            "close": 16.82,
            "amount_yi": 0.0059
          },
          {
            "time": "14:33",
            "open": 16.83,
            "high": 16.83,
            "low": 16.81,
            "close": 16.81,
            "amount_yi": 0.0231
          },
          {
            "time": "14:34",
            "open": 16.8,
            "high": 16.8,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.8,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 17.25,
        "open": 17.2,
        "high": 17.65,
        "low": 16.72,
        "bid1": 16.79,
        "ask1": 16.8,
        "bid_qty1": 22,
        "ask_qty1": 50
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 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": 26.8328,
      "price_vs_vwap_pct": -3.8118,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2758,
        "prev_amount_yi": 0.1975,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3965,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 25.9,
            "high": 25.9,
            "low": 25.85,
            "close": 25.85,
            "amount_yi": 0.0699
          },
          {
            "time": "14:31",
            "open": 25.82,
            "high": 25.82,
            "low": 25.8,
            "close": 25.8,
            "amount_yi": 0.0788
          },
          {
            "time": "14:32",
            "open": 25.83,
            "high": 25.83,
            "low": 25.83,
            "close": 25.83,
            "amount_yi": 0.0082
          },
          {
            "time": "14:33",
            "open": 25.81,
            "high": 25.81,
            "low": 25.77,
            "close": 25.77,
            "amount_yi": 0.0536
          },
          {
            "time": "14:34",
            "open": 25.77,
            "high": 25.81,
            "low": 25.77,
            "close": 25.81,
            "amount_yi": 0.0653
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.81,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 25.65,
        "open": 25.65,
        "high": 28.22,
        "low": 25.26,
        "bid1": 25.81,
        "ask1": 25.82,
        "bid_qty1": 6,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 89.5099,
      "price_vs_vwap_pct": -3.1392,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6676,
        "prev_amount_yi": 0.2269,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 87.29,
            "high": 87.29,
            "low": 87.17,
            "close": 87.17,
            "amount_yi": 0.1146
          },
          {
            "time": "14:31",
            "open": 87.11,
            "high": 87.11,
            "low": 87.1,
            "close": 87.1,
            "amount_yi": 0.0668
          },
          {
            "time": "14:32",
            "open": 87.1,
            "high": 87.1,
            "low": 87.1,
            "close": 87.1,
            "amount_yi": 0.0312
          },
          {
            "time": "14:33",
            "open": 87.01,
            "high": 87.01,
            "low": 87.0,
            "close": 87.0,
            "amount_yi": 0.1212
          },
          {
            "time": "14:34",
            "open": 86.66,
            "high": 86.7,
            "low": 86.66,
            "close": 86.7,
            "amount_yi": 0.3338
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 86.7,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 92.28,
        "open": 92.0,
        "high": 92.16,
        "low": 86.5,
        "bid1": 86.69,
        "ask1": 86.74,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:34:35",
      "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": 43.0218,
      "price_vs_vwap_pct": -0.7712,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2298,
        "prev_amount_yi": 0.1942,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 42.72,
            "high": 42.72,
            "low": 42.67,
            "close": 42.67,
            "amount_yi": 0.0686
          },
          {
            "time": "14:31",
            "open": 42.64,
            "high": 42.64,
            "low": 42.63,
            "close": 42.63,
            "amount_yi": 0.0491
          },
          {
            "time": "14:32",
            "open": 42.64,
            "high": 42.64,
            "low": 42.64,
            "close": 42.64,
            "amount_yi": 0.0101
          },
          {
            "time": "14:33",
            "open": 42.68,
            "high": 42.68,
            "low": 42.65,
            "close": 42.65,
            "amount_yi": 0.0533
          },
          {
            "time": "14:34",
            "open": 42.66,
            "high": 42.69,
            "low": 42.66,
            "close": 42.69,
            "amount_yi": 0.0487
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.69,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 41.51,
        "open": 42.21,
        "high": 43.68,
        "low": 42.05,
        "bid1": 42.68,
        "ask1": 42.69,
        "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.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": "2026-07-01T14:34:35",
      "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": 16.5931,
      "price_vs_vwap_pct": -0.0187,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0368,
        "prev_amount_yi": 0.0361,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 16.56,
            "high": 16.56,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.0123
          },
          {
            "time": "14:31",
            "open": 16.56,
            "high": 16.56,
            "low": 16.54,
            "close": 16.54,
            "amount_yi": 0.0062
          },
          {
            "time": "14:32",
            "open": 16.54,
            "high": 16.54,
            "low": 16.54,
            "close": 16.54,
            "amount_yi": 0.0022
          },
          {
            "time": "14:33",
            "open": 16.55,
            "high": 16.56,
            "low": 16.55,
            "close": 16.56,
            "amount_yi": 0.0082
          },
          {
            "time": "14:34",
            "open": 16.58,
            "high": 16.59,
            "low": 16.58,
            "close": 16.59,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.59,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 15.95,
        "open": 16.61,
        "high": 16.88,
        "low": 16.12,
        "bid1": 16.57,
        "ask1": 16.59,
        "bid_qty1": 81,
        "ask_qty1": 125
      },
      "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": "2026-07-01T14:34:35",
      "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": 28.5788,
      "price_vs_vwap_pct": 3.9582,
      "energy_floor_hint_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": 0.0249,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1767,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 29.71,
            "high": 29.71,
            "low": 29.69,
            "close": 29.69,
            "amount_yi": 0.0077
          },
          {
            "time": "14:31",
            "open": 29.7,
            "high": 29.7,
            "low": 29.7,
            "close": 29.7,
            "amount_yi": 0.0043
          },
          {
            "time": "14:32",
            "open": 29.71,
            "high": 29.71,
            "low": 29.71,
            "close": 29.71,
            "amount_yi": 0.001
          },
          {
            "time": "14:33",
            "open": 29.7,
            "high": 29.7,
            "low": 29.7,
            "close": 29.7,
            "amount_yi": 0.005
          },
          {
            "time": "14:34",
            "open": 29.71,
            "high": 29.71,
            "low": 29.71,
            "close": 29.71,
            "amount_yi": 0.0113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.71,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 27.34,
        "open": 28.23,
        "high": 29.9,
        "low": 27.0,
        "bid1": 29.71,
        "ask1": 29.73,
        "bid_qty1": 7,
        "ask_qty1": 8
      },
      "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": "2026-07-01T14:34:35",
      "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": 21.337,
      "price_vs_vwap_pct": -0.9701,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0443,
        "prev_amount_yi": 0.0362,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 21.14,
            "high": 21.14,
            "low": 21.14,
            "close": 21.14,
            "amount_yi": 0.0126
          },
          {
            "time": "14:31",
            "open": 21.12,
            "high": 21.12,
            "low": 21.11,
            "close": 21.11,
            "amount_yi": 0.0074
          },
          {
            "time": "14:32",
            "open": 21.12,
            "high": 21.12,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.001
          },
          {
            "time": "14:33",
            "open": 21.12,
            "high": 21.12,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.01
          },
          {
            "time": "14:34",
            "open": 21.1,
            "high": 21.13,
            "low": 21.1,
            "close": 21.13,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.13,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 21.54,
        "open": 22.26,
        "high": 22.45,
        "low": 20.9,
        "bid1": 21.12,
        "ask1": 21.13,
        "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.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": "2026-07-01T14:34:35",
      "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": 19.2457,
      "price_vs_vwap_pct": -0.6531,
      "energy_floor_hint_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": 0.0195,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6051,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 19.13,
            "high": 19.13,
            "low": 19.12,
            "close": 19.12,
            "amount_yi": 0.006
          },
          {
            "time": "14:31",
            "open": 19.13,
            "high": 19.13,
            "low": 19.12,
            "close": 19.12,
            "amount_yi": 0.0115
          },
          {
            "time": "14:32",
            "open": 19.11,
            "high": 19.11,
            "low": 19.11,
            "close": 19.11,
            "amount_yi": 0.0021
          },
          {
            "time": "14:33",
            "open": 19.13,
            "high": 19.13,
            "low": 19.12,
            "close": 19.12,
            "amount_yi": 0.0058
          },
          {
            "time": "14:34",
            "open": 19.11,
            "high": 19.12,
            "low": 19.11,
            "close": 19.12,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.12,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 19.29,
        "open": 19.17,
        "high": 19.49,
        "low": 18.88,
        "bid1": 19.11,
        "ask1": 19.12,
        "bid_qty1": 109,
        "ask_qty1": 29
      },
      "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": "2026-07-01T14:34:35",
      "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": 45.3116,
      "price_vs_vwap_pct": -3.645,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0544,
        "prev_amount_yi": 0.043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2651,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:30",
            "open": 43.77,
            "high": 43.77,
            "low": 43.71,
            "close": 43.71,
            "amount_yi": 0.015
          },
          {
            "time": "14:31",
            "open": 43.7,
            "high": 43.7,
            "low": 43.69,
            "close": 43.69,
            "amount_yi": 0.0142
          },
          {
            "time": "14:32",
            "open": 43.67,
            "high": 43.67,
            "low": 43.67,
            "close": 43.67,
            "amount_yi": 0.0105
          },
          {
            "time": "14:33",
            "open": 43.65,
            "high": 43.66,
            "low": 43.65,
            "close": 43.66,
            "amount_yi": 0.0064
          },
          {
            "time": "14:34",
            "open": 43.64,
            "high": 43.66,
            "low": 43.64,
            "close": 43.66,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.66,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 45.42,
        "open": 46.33,
        "high": 47.5,
        "low": 43.62,
        "bid1": 43.66,
        "ask1": 43.67,
        "bid_qty1": 34,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300382:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300382:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300382",
      "name": "斯莱克",
      "side": "BUY",
      "priority": "W106",
      "status": "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": "2026-07-01T14:34:35",
      "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": 22.9361,
      "price_vs_vwap_pct": 0.1478,
      "energy_floor_hint_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": 0.0851,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 22.99,
            "high": 22.99,
            "low": 22.98,
            "close": 22.98,
            "amount_yi": 0.0055
          },
          {
            "time": "14:31",
            "open": 22.97,
            "high": 22.97,
            "low": 22.97,
            "close": 22.97,
            "amount_yi": 0.0088
          },
          {
            "time": "14:32",
            "open": 22.97,
            "high": 22.97,
            "low": 22.97,
            "close": 22.97,
            "amount_yi": 0.0044
          },
          {
            "time": "14:33",
            "open": 22.97,
            "high": 22.97,
            "low": 22.97,
            "close": 22.97,
            "amount_yi": 0.0082
          },
          {
            "time": "14:34",
            "open": 22.96,
            "high": 22.97,
            "low": 22.96,
            "close": 22.97,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.97,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 23.11,
        "open": 22.93,
        "high": 23.8,
        "low": 22.18,
        "bid1": 22.97,
        "ask1": 22.98,
        "bid_qty1": 41,
        "ask_qty1": 5
      },
      "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": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.69,
      "exec_low": 13.69,
      "exec_high": 13.9,
      "invalid_price": 13.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.48,
      "entry_zone_high": 13.9,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0616,
        "prev_amount_yi": 0.0501,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2295,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 13.16,
            "high": 13.16,
            "low": 13.15,
            "close": 13.15,
            "amount_yi": 0.014
          },
          {
            "time": "14:31",
            "open": 13.15,
            "high": 13.15,
            "low": 13.14,
            "close": 13.14,
            "amount_yi": 0.0151
          },
          {
            "time": "14:32",
            "open": 13.13,
            "high": 13.13,
            "low": 13.13,
            "close": 13.13,
            "amount_yi": 0.0074
          },
          {
            "time": "14:33",
            "open": 13.14,
            "high": 13.14,
            "low": 13.14,
            "close": 13.14,
            "amount_yi": 0.009
          },
          {
            "time": "14:34",
            "open": 13.12,
            "high": 13.13,
            "low": 13.12,
            "close": 13.13,
            "amount_yi": 0.0161
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "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": "2026-07-01T14:34:36",
        "prev_close": 13.28,
        "open": 13.4,
        "high": 13.93,
        "low": 12.89,
        "bid1": 13.12,
        "ask1": 13.13,
        "bid_qty1": 239,
        "ask_qty1": 66
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300488:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300488:VWAP_RECLAIM",
      "symbol": "SZSE.300488",
      "name": "恒锋工具",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "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": "2026-07-01T14:34:35",
      "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": 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": 47.3843,
      "price_vs_vwap_pct": 1.2361,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0615,
        "prev_amount_yi": 0.0567,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0847,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 48.05,
            "high": 48.05,
            "low": 48.01,
            "close": 48.01,
            "amount_yi": 0.0218
          },
          {
            "time": "14:31",
            "open": 48.05,
            "high": 48.05,
            "low": 48.0,
            "close": 48.0,
            "amount_yi": 0.0179
          },
          {
            "time": "14:32",
            "open": 47.99,
            "high": 47.99,
            "low": 47.99,
            "close": 47.99,
            "amount_yi": 0.0024
          },
          {
            "time": "14:33",
            "open": 48.02,
            "high": 48.02,
            "low": 48.0,
            "close": 48.0,
            "amount_yi": 0.0106
          },
          {
            "time": "14:34",
            "open": 47.98,
            "high": 47.98,
            "low": 47.97,
            "close": 47.97,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.97,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 46.83,
        "open": 46.0,
        "high": 48.88,
        "low": 45.01,
        "bid1": 47.97,
        "ask1": 47.98,
        "bid_qty1": 5,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-01T14:34:35",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.2,
      "entry_zone_high": 36.28,
      "entry_risk_pct": 4.3586,
      "intraday_vwap": 35.7851,
      "price_vs_vwap_pct": 1.1315,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0034,
        "prev_amount_yi": 0.007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4857,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:29",
            "open": 36.29,
            "high": 36.29,
            "low": 36.2,
            "close": 36.2,
            "amount_yi": 0.0006
          },
          {
            "time": "14:30",
            "open": 36.2,
            "high": 36.2,
            "low": 36.2,
            "close": 36.2,
            "amount_yi": 0.0006
          },
          {
            "time": "14:31",
            "open": 36.21,
            "high": 36.21,
            "low": 36.17,
            "close": 36.17,
            "amount_yi": 0.0012
          },
          {
            "time": "14:33",
            "open": 36.19,
            "high": 36.19,
            "low": 36.18,
            "close": 36.18,
            "amount_yi": 0.0003
          },
          {
            "time": "14:34",
            "open": 36.17,
            "high": 36.19,
            "low": 36.17,
            "close": 36.19,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.19,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 35.11,
        "open": 35.2,
        "high": 36.75,
        "low": 34.66,
        "bid1": 36.18,
        "ask1": 36.25,
        "bid_qty1": 1,
        "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": "2026-07-01T14:34:35",
      "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": 17.8946,
      "price_vs_vwap_pct": -0.3051,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0399,
        "prev_amount_yi": 0.0467,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 17.83,
            "high": 17.83,
            "low": 17.83,
            "close": 17.83,
            "amount_yi": 0.0059
          },
          {
            "time": "14:31",
            "open": 17.83,
            "high": 17.83,
            "low": 17.83,
            "close": 17.83,
            "amount_yi": 0.0078
          },
          {
            "time": "14:32",
            "open": 17.83,
            "high": 17.83,
            "low": 17.83,
            "close": 17.83,
            "amount_yi": 0.0024
          },
          {
            "time": "14:33",
            "open": 17.84,
            "high": 17.84,
            "low": 17.84,
            "close": 17.84,
            "amount_yi": 0.0089
          },
          {
            "time": "14:34",
            "open": 17.82,
            "high": 17.84,
            "low": 17.82,
            "close": 17.84,
            "amount_yi": 0.0149
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.84,
        "ts": "2026-07-01T14:34:36",
        "prev_close": 17.89,
        "open": 17.8,
        "high": 18.15,
        "low": 17.68,
        "bid1": 17.83,
        "ask1": 17.84,
        "bid_qty1": 9,
        "ask_qty1": 269
      },
      "previous_state": "CANCELLED",
      "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": "2026-07-01T14:34:35",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.86,
      "entry_zone_high": 16.34,
      "entry_risk_pct": 3.2218,
      "intraday_vwap": 16.1398,
      "price_vs_vwap_pct": -0.0607,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0197,
        "prev_amount_yi": 0.0101,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9505,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 16.16,
            "high": 16.16,
            "low": 16.15,
            "close": 16.15,
            "amount_yi": 0.0061
          },
          {
            "time": "14:31",
            "open": 16.13,
            "high": 16.13,
            "low": 16.13,
            "close": 16.13,
            "amount_yi": 0.0018
          },
          {
            "time": "14:32",
            "open": 16.14,
            "high": 16.14,
            "low": 16.14,
            "close": 16.14,
            "amount_yi": 0.0003
          },
          {
            "time": "14:33",
            "open": 16.14,
            "high": 16.14,
            "low": 16.13,
            "close": 16.13,
            "amount_yi": 0.0031
          },
          {
            "time": "14:34",
            "open": 16.12,
            "high": 16.13,
            "low": 16.12,
            "close": 16.13,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.13,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 15.99,
        "open": 16.03,
        "high": 16.29,
        "low": 15.91,
        "bid1": 16.13,
        "ask1": 16.14,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "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": "2026-07-01T14:34:35",
      "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": 3.2668,
      "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": 0.0188,
        "prev_amount_yi": 0.0139,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.005
          },
          {
            "time": "14:31",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0031
          },
          {
            "time": "14:32",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0053
          },
          {
            "time": "14:33",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0031
          },
          {
            "time": "14:34",
            "open": 5.5,
            "high": 5.5,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.5,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 5.49,
        "open": 5.46,
        "high": 5.62,
        "low": 5.41,
        "bid1": 5.5,
        "ask1": 5.51,
        "bid_qty1": 572,
        "ask_qty1": 339
      },
      "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": "2026-07-01T14:34:35",
      "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": 79.9485,
      "price_vs_vwap_pct": 0.8399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0148,
        "prev_amount_yi": 0.0281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 80.81,
            "high": 80.81,
            "low": 80.7,
            "close": 80.7,
            "amount_yi": 0.0043
          },
          {
            "time": "14:31",
            "open": 80.79,
            "high": 80.79,
            "low": 80.73,
            "close": 80.73,
            "amount_yi": 0.0031
          },
          {
            "time": "14:32",
            "open": 80.67,
            "high": 80.67,
            "low": 80.67,
            "close": 80.67,
            "amount_yi": 0.0015
          },
          {
            "time": "14:33",
            "open": 80.67,
            "high": 80.67,
            "low": 80.62,
            "close": 80.62,
            "amount_yi": 0.0023
          },
          {
            "time": "14:34",
            "open": 80.61,
            "high": 80.62,
            "low": 80.61,
            "close": 80.62,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.62,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 78.1,
        "open": 78.1,
        "high": 81.88,
        "low": 77.32,
        "bid1": 80.61,
        "ask1": 80.63,
        "bid_qty1": 20,
        "ask_qty1": 10
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.22,
      "entry_zone_high": 14.66,
      "entry_risk_pct": null,
      "intraday_vwap": 14.4712,
      "price_vs_vwap_pct": -0.5611,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.032,
        "prev_amount_yi": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 14.41,
            "high": 14.41,
            "low": 14.38,
            "close": 14.38,
            "amount_yi": 0.0056
          },
          {
            "time": "14:31",
            "open": 14.4,
            "high": 14.4,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.0046
          },
          {
            "time": "14:32",
            "open": 14.4,
            "high": 14.4,
            "low": 14.4,
            "close": 14.4,
            "amount_yi": 0.0022
          },
          {
            "time": "14:33",
            "open": 14.39,
            "high": 14.41,
            "low": 14.39,
            "close": 14.41,
            "amount_yi": 0.0063
          },
          {
            "time": "14:34",
            "open": 14.4,
            "high": 14.4,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.39,
        "ts": "2026-07-01T14:34:35",
        "prev_close": 14.19,
        "open": 14.27,
        "high": 14.73,
        "low": 14.19,
        "bid1": 14.39,
        "ask1": 14.4,
        "bid_qty1": 40,
        "ask_qty1": 35
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T14:34:35",
      "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": 3.4483,
      "intraday_vwap": 11.8649,
      "price_vs_vwap_pct": 0.1273,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0106,
        "prev_amount_yi": 0.0181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5856,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 11.9,
            "high": 11.9,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0028
          },
          {
            "time": "14:31",
            "open": 11.9,
            "high": 11.9,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0009
          },
          {
            "time": "14:32",
            "open": 11.9,
            "high": 11.9,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.0003
          },
          {
            "time": "14:33",
            "open": 11.9,
            "high": 11.9,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.0006
          },
          {
            "time": "14:34",
            "open": 11.89,
            "high": 11.89,
            "low": 11.88,
            "close": 11.88,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43313.24,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.88,
        "ts": "2026-07-01T14:34:30",
        "prev_close": 11.8,
        "open": 11.79,
        "high": 12.02,
        "low": 11.63,
        "bid1": 11.88,
        "ask1": 11.89,
        "bid_qty1": 42,
        "ask_qty1": 192
      },
      "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": "2026-07-01T14:34:35",
      "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": 39.7005,
      "price_vs_vwap_pct": 0.7292,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0087,
        "prev_amount_yi": 0.0013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.6923,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 40.0,
            "high": 40.0,
            "low": 39.99,
            "close": 39.99,
            "amount_yi": 0.0047
          },
          {
            "time": "14:31",
            "open": 40.01,
            "high": 40.01,
            "low": 40.01,
            "close": 40.01,
            "amount_yi": 0.0022
          },
          {
            "time": "14:32",
            "open": 40.0,
            "high": 40.0,
            "low": 40.0,
            "close": 40.0,
            "amount_yi": 0.0004
          },
          {
            "time": "14:33",
            "open": 40.0,
            "high": 40.0,
            "low": 39.99,
            "close": 39.99,
            "amount_yi": 0.0012
          },
          {
            "time": "14:34",
            "open": 39.99,
            "high": 39.99,
            "low": 39.99,
            "close": 39.99,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.99,
        "ts": "2026-07-01T14:34:28",
        "prev_close": 38.07,
        "open": 38.32,
        "high": 41.2,
        "low": 37.9,
        "bid1": 39.99,
        "ask1": 40.0,
        "bid_qty1": 14,
        "ask_qty1": 24
      },
      "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": "2026-07-01T14:34:35",
      "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": 100.5276,
      "price_vs_vwap_pct": -0.5348,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.015,
        "prev_amount_yi": 0.0281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5338,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 99.98,
            "high": 100.02,
            "low": 99.98,
            "close": 100.02,
            "amount_yi": 0.0041
          },
          {
            "time": "14:31",
            "open": 99.95,
            "high": 99.95,
            "low": 99.95,
            "close": 99.95,
            "amount_yi": 0.0025
          },
          {
            "time": "14:32",
            "open": 100.06,
            "high": 100.06,
            "low": 100.06,
            "close": 100.06,
            "amount_yi": 0.0013
          },
          {
            "time": "14:33",
            "open": 100.03,
            "high": 100.03,
            "low": 99.98,
            "close": 99.98,
            "amount_yi": 0.0029
          },
          {
            "time": "14:34",
            "open": 100.02,
            "high": 100.02,
            "low": 99.99,
            "close": 99.99,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 99.99,
        "ts": "2026-07-01T14:34:34",
        "prev_close": 96.0,
        "open": 96.55,
        "high": 102.83,
        "low": 96.0,
        "bid1": 99.99,
        "ask1": 100.02,
        "bid_qty1": 11,
        "ask_qty1": 1
      },
      "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": "2026-07-01T14:34:35",
      "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": 52.0246,
      "price_vs_vwap_pct": -0.547,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0037,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6607,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:30",
            "open": 51.82,
            "high": 51.82,
            "low": 51.82,
            "close": 51.82,
            "amount_yi": 0.0015
          },
          {
            "time": "14:31",
            "open": 51.81,
            "high": 51.83,
            "low": 51.81,
            "close": 51.83,
            "amount_yi": 0.0009
          },
          {
            "time": "14:32",
            "open": 51.84,
            "high": 51.84,
            "low": 51.84,
            "close": 51.84,
            "amount_yi": 0.0003
          },
          {
            "time": "14:33",
            "open": 51.84,
            "high": 51.84,
            "low": 51.8,
            "close": 51.8,
            "amount_yi": 0.0002
          },
          {
            "time": "14:34",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.74,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 50.4,
        "open": 50.08,
        "high": 53.1,
        "low": 50.08,
        "bid1": 51.73,
        "ask1": 51.77,
        "bid_qty1": 1,
        "ask_qty1": 9
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 34.82,
      "exec_low": 35.34,
      "exec_high": 35.34,
      "invalid_price": 33.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:34:35",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.3,
      "entry_zone_high": 35.34,
      "entry_risk_pct": null,
      "intraday_vwap": 34.0524,
      "price_vs_vwap_pct": 0.0517,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0241,
        "prev_amount_yi": 0.0352,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6847,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:30",
            "open": 33.95,
            "high": 33.95,
            "low": 33.91,
            "close": 33.91,
            "amount_yi": 0.0064
          },
          {
            "time": "14:31",
            "open": 33.93,
            "high": 33.93,
            "low": 33.93,
            "close": 33.93,
            "amount_yi": 0.0029
          },
          {
            "time": "14:32",
            "open": 33.97,
            "high": 33.97,
            "low": 33.97,
            "close": 33.97,
            "amount_yi": 0.001
          },
          {
            "time": "14:33",
            "open": 33.95,
            "high": 34.0,
            "low": 33.95,
            "close": 34.0,
            "amount_yi": 0.0047
          },
          {
            "time": "14:34",
            "open": 34.01,
            "high": 34.07,
            "low": 34.01,
            "close": 34.07,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86626.48,
      "current_position_value": 0.0,
      "cash_before_order": 415036.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.07,
        "ts": "2026-07-01T14:34:33",
        "prev_close": 34.06,
        "open": 33.61,
        "high": 35.15,
        "low": 33.25,
        "bid1": 34.04,
        "ask1": 34.08,
        "bid_qty1": 62,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 415036.0,
    "market_value": 667606.0,
    "total_value": 1082642.0,
    "unrealized_pnl": 61782.888888888876,
    "unrealized_pnl_pct_of_initial": 6.178288888888887,
    "realized_pnl": 20859.111111111124,
    "realized_pnl_pct_of_initial": 2.085911111111112,
    "total_pnl": 82642.0,
    "total_pnl_pct": 8.26420000000001
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1700,
      "sellable_qty": 1700,
      "avg_cost": 110.65,
      "last_price": 124.89,
      "market_value": 212313.0,
      "unrealized_pnl": 24207.999999999993,
      "unrealized_pnl_pct": 12.869408043380016,
      "updated_at": "2026-07-01T14:34:35",
      "prev_close": 131.5,
      "holding_days": 10,
      "position_pct_of_total": 19.6106376807846
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1600,
      "sellable_qty": 1400,
      "avg_cost": 83.20444444444445,
      "last_price": 103.89,
      "market_value": 166224.0,
      "unrealized_pnl": 33096.88888888888,
      "unrealized_pnl_pct": 24.861118529993043,
      "updated_at": "2026-07-01T14:34:35",
      "prev_close": 103.55,
      "holding_days": 6,
      "position_pct_of_total": 15.353551774270718
    },
    {
      "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": "2026-07-01T14:34:35",
      "prev_close": 3.35,
      "holding_days": null,
      "position_pct_of_total": 6.543991457933462
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 57.27,
      "last_price": 57.12,
      "market_value": 62832.0,
      "unrealized_pnl": -165.00000000000625,
      "unrealized_pnl_pct": -0.2619172341540188,
      "updated_at": "2026-07-01T14:34:35",
      "prev_close": 55.78,
      "holding_days": null,
      "position_pct_of_total": 5.8035805002946494
    },
    {
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "quantity": 900,
      "sellable_qty": 0,
      "avg_cost": 70.8,
      "last_price": 69.01,
      "market_value": 62109.00000000001,
      "unrealized_pnl": -1610.9999999999927,
      "unrealized_pnl_pct": -2.528248587570614,
      "updated_at": "2026-07-01T14:34:35",
      "prev_close": 68.62,
      "holding_days": null,
      "position_pct_of_total": 5.7367994221543235
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 120.5,
      "last_price": 118.0,
      "market_value": 59000.0,
      "unrealized_pnl": -1250.0,
      "unrealized_pnl_pct": -2.0746887966805017,
      "updated_at": "2026-07-01T14:34:35",
      "prev_close": 118.17,
      "holding_days": null,
      "position_pct_of_total": 5.449631549487273
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 39.95,
      "last_price": 42.85,
      "market_value": 34280.0,
      "unrealized_pnl": 2319.999999999999,
      "unrealized_pnl_pct": 7.259073842302866,
      "updated_at": "2026-07-01T14:34:35",
      "prev_close": 45.6,
      "holding_days": 9,
      "position_pct_of_total": 3.166328296888538
    }
  ],
  "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
    },
    {
      "adjusted_avg_cost": null,
      "amount": 20600.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260701:SHSE.600584:position_invalid_price:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 103.51,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "长电科技",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "RISK:20260630:SHSE.600584:position_invalid_price",
      "position_pnl_pct": 23.8035,
      "price": 103.0,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 200,
      "quote_ask1": 103.01,
      "quote_ask_qty1": 89,
      "quote_bid1": 103.0,
      "quote_bid_qty1": 3897,
      "quote_high": 111.11,
      "quote_last": 103.01,
      "quote_low": 103.0,
      "quote_open": 105.5,
      "quote_prev_close": 103.55,
      "quote_ts": "2026-07-01T13:11:04",
      "raw_avg_cost": 106.44,
      "raw_position_pnl_pct": 23.80348271994017,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_invalid_price",
      "risk_threshold": 103.51,
      "sellable_qty": 200,
      "side": "SELL",
      "sim_reason": "position_add_invalid_t_exit",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SHSE.600584",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260701",
      "trigger_price": 103.51,
      "ts": "2026-07-01T13:11:06",
      "id": 17,
      "realized_pnl_delta": 3959.1111111111104,
      "cost_basis": 16640.88888888889,
      "realized_pnl_source": "position_avg_cost_fallback"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 25256.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260701:SZSE.300236:position_invalid_price:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 126.4,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "上海新阳",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260630",
      "plan_id": "RISK:20260630:SZSE.300236:position_invalid_price",
      "position_pnl_pct": 14.1437,
      "price": 126.28,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 200,
      "quote_ask1": 126.3,
      "quote_ask_qty1": 26,
      "quote_bid1": 126.28,
      "quote_bid_qty1": 10,
      "quote_high": 136.98,
      "quote_last": 126.3,
      "quote_low": 126.3,
      "quote_open": 128.59,
      "quote_prev_close": 131.5,
      "quote_ts": "2026-07-01T13:15:15",
      "raw_avg_cost": 129.64,
      "raw_position_pnl_pct": 14.143696339810209,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_invalid_price",
      "risk_threshold": 126.4,
      "sellable_qty": 200,
      "side": "SELL",
      "sim_reason": "position_add_invalid_t_exit",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.300236",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260701",
      "trigger_price": 126.4,
      "ts": "2026-07-01T13:15:18",
      "id": 18,
      "realized_pnl_delta": 3125.999999999999,
      "cost_basis": 22130.0,
      "realized_pnl_source": "position_avg_cost_fallback"
    },
    {
      "event_id": "20260701:SZSE.300236:overcap_intraday_profit_giveback_v1:overcap_giveback_step1",
      "rule_id": "overcap_intraday_profit_giveback_v1",
      "tier": "overcap_giveback_step1",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "RISK_SELL",
      "qty": 100,
      "quantity": 100,
      "price": 127.42,
      "amount": 12742.0,
      "reason": "大仓位利润回吐保护：仓位超过20%，仍有10%以上浮盈，但从日内高点回撤超过6%，且当日跌幅超过3%，先小比例降仓并把仓位压回常规上限附近。",
      "trigger_price": 127.42,
      "day_return_pct": -3.1027,
      "unrealized_profit_pct": 15.1559,
      "quantity_before": 1800,
      "sellable_qty_before": 1800,
      "avg_cost": 110.65,
      "reduce_ratio": 0.1,
      "day_high": 136.98,
      "high_giveback_pct": -6.9791,
      "position_pct_of_total": 21.0924,
      "position_cap_pct": 20.0,
      "realized_pnl_delta": 1676.9999999999995,
      "cost_basis": 11065.0,
      "realized_pnl_source": "order_raw_cost",
      "id": 19,
      "plan_date": "20260630",
      "trade_date": "20260701",
      "ts": "2026-07-01T14:02:57",
      "sim_reason": "overcap_intraday_profit_giveback_v1"
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 1700,
      "last_price": 124.89,
      "avg_cost": 110.65,
      "pnl_pct": 12.8694,
      "threshold": 126.4,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 10,
      "source_event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 129.64,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "rule": "position_late_weak",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 69.01,
      "avg_cost": 70.8,
      "pnl_pct": -2.5282,
      "threshold": -2.0,
      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 16,
      "source_event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 70.8,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "rule": "position_late_weak",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 118.0,
      "avg_cost": 120.5,
      "pnl_pct": -2.0747,
      "threshold": -2.0,
      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 15,
      "source_event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 120.5,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap"
      }
    },
    "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": 8,
    "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": 3,
    "risk_exit_orders": 2,
    "risk_exit_filled": 2,
    "risk_exit_blocked_t1": 2,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}