{
  "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": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.5489,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3561,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "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": 13.6343
        },
        {
          "theme": "显示面板链 / OLED",
          "count": 4,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212",
            "SZSE.000990"
          ],
          "top_return_pct": 12.4763
        },
        {
          "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
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SHSE.688017",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688160",
          "name": "步科股份",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 13.634274156476977,
          "last": 123.6,
          "vwap": 119.86272201709987,
          "above_vwap": true,
          "amount": 795264349.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 12.47631935047362,
          "last": 41.56,
          "vwap": 40.84807520632669,
          "above_vwap": true,
          "amount": 1860495027.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.344827586206895,
          "last": 6.08,
          "vwap": 5.894680926025784,
          "above_vwap": true,
          "amount": 712740018.0
        },
        {
          "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": 3.5949112295661787,
          "above_vwap": true,
          "amount": 372002852.0
        },
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 552020805.0
        },
        {
          "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": 9.531300821961695,
          "above_vwap": true,
          "amount": 95201492.0
        },
        {
          "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": 13.11030671286969,
          "above_vwap": true,
          "amount": 488057388.0
        },
        {
          "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": 9.144095341278447,
          "last": 100.74,
          "vwap": 99.56977271556052,
          "above_vwap": true,
          "amount": 4830318857.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.9246525237747,
          "last": 29.78,
          "vwap": 28.632099580744867,
          "above_vwap": true,
          "amount": 467805559.0
        },
        {
          "symbol": "SZSE.000990",
          "name": "诚志股份",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.312958435207829,
          "last": 8.86,
          "vwap": 8.771452297889066,
          "above_vwap": true,
          "amount": 504363770.0
        },
        {
          "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": 21.801472679101998,
          "above_vwap": true,
          "amount": 691018933.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.227630637079451,
          "last": 29.68,
          "vwap": 30.338313830818663,
          "above_vwap": false,
          "amount": 2628462969.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
        "official_buy_allowed": true,
        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.5489,
        "active_up_ratio": 0.6154,
        "active_positive": 8,
        "active_positive_min": 1,
        "active_above_vwap": 7,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "显示面板链 / MiniLED",
        "dominant_theme_share": 0.3561,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.300812"
        ],
        "structural_hot_themes": [
          {
            "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": 13.6343
          },
          {
            "theme": "显示面板链 / OLED",
            "count": 4,
            "top_symbols": [
              "SZSE.300566",
              "SZSE.000536",
              "SHSE.603212",
              "SZSE.000990"
            ],
            "top_return_pct": 12.4763
          },
          {
            "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
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000536",
          "SHSE.688017",
          "SHSE.688165"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "sample_rows": [
          {
            "symbol": "SHSE.688160",
            "name": "步科股份",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 13.634274156476977,
            "last": 123.6,
            "vwap": 119.86272201709987,
            "above_vwap": true,
            "amount": 795264349.0
          },
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 10,
            "ret_pct": 12.47631935047362,
            "last": 41.56,
            "vwap": 40.84807520632669,
            "above_vwap": true,
            "amount": 1860495027.0
          },
          {
            "symbol": "SZSE.300269",
            "name": "联建光电",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.344827586206895,
            "last": 6.08,
            "vwap": 5.894680926025784,
            "above_vwap": true,
            "amount": 712740018.0
          },
          {
            "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": 3.5949112295661787,
            "above_vwap": true,
            "amount": 372002852.0
          },
          {
            "symbol": "SZSE.002273",
            "name": "水晶光电",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.005636978579503,
            "last": 39.03,
            "vwap": 39.03,
            "above_vwap": true,
            "amount": 552020805.0
          },
          {
            "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": 9.531300821961695,
            "above_vwap": true,
            "amount": 95201492.0
          },
          {
            "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": 13.11030671286969,
            "above_vwap": true,
            "amount": 488057388.0
          },
          {
            "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": 9.144095341278447,
            "last": 100.74,
            "vwap": 99.56977271556052,
            "above_vwap": true,
            "amount": 4830318857.0
          },
          {
            "symbol": "SZSE.002921",
            "name": "联诚精密",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.9246525237747,
            "last": 29.78,
            "vwap": 28.632099580744867,
            "above_vwap": true,
            "amount": 467805559.0
          },
          {
            "symbol": "SZSE.000990",
            "name": "诚志股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.312958435207829,
            "last": 8.86,
            "vwap": 8.771452297889066,
            "above_vwap": true,
            "amount": 504363770.0
          },
          {
            "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": 21.801472679101998,
            "above_vwap": true,
            "amount": 691018933.0
          },
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.227630637079451,
            "last": 29.68,
            "vwap": 30.338313830818663,
            "above_vwap": false,
            "amount": 2628462969.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.5489,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3561,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "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": 13.6343
        },
        {
          "theme": "显示面板链 / OLED",
          "count": 4,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212",
            "SZSE.000990"
          ],
          "top_return_pct": 12.4763
        },
        {
          "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
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SHSE.688017",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688160",
          "name": "步科股份",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 13.634274156476977,
          "last": 123.6,
          "vwap": 119.86272201709987,
          "above_vwap": true,
          "amount": 795264349.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 12.47631935047362,
          "last": 41.56,
          "vwap": 40.84807520632669,
          "above_vwap": true,
          "amount": 1860495027.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.344827586206895,
          "last": 6.08,
          "vwap": 5.894680926025784,
          "above_vwap": true,
          "amount": 712740018.0
        },
        {
          "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": 3.5949112295661787,
          "above_vwap": true,
          "amount": 372002852.0
        },
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 552020805.0
        },
        {
          "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": 9.531300821961695,
          "above_vwap": true,
          "amount": 95201492.0
        },
        {
          "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": 13.11030671286969,
          "above_vwap": true,
          "amount": 488057388.0
        },
        {
          "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": 9.144095341278447,
          "last": 100.74,
          "vwap": 99.56977271556052,
          "above_vwap": true,
          "amount": 4830318857.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.9246525237747,
          "last": 29.78,
          "vwap": 28.632099580744867,
          "above_vwap": true,
          "amount": 467805559.0
        },
        {
          "symbol": "SZSE.000990",
          "name": "诚志股份",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.312958435207829,
          "last": 8.86,
          "vwap": 8.771452297889066,
          "above_vwap": true,
          "amount": 504363770.0
        },
        {
          "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": 21.801472679101998,
          "above_vwap": true,
          "amount": 691018933.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.227630637079451,
          "last": 29.68,
          "vwap": 30.338313830818663,
          "above_vwap": false,
          "amount": 2628462969.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.5489,
      "active_up_ratio": 0.6154,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "显示面板链 / MiniLED",
      "dominant_theme_share": 0.3561,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.300812"
      ],
      "structural_hot_themes": [
        {
          "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": 13.6343
        },
        {
          "theme": "显示面板链 / OLED",
          "count": 4,
          "top_symbols": [
            "SZSE.300566",
            "SZSE.000536",
            "SHSE.603212",
            "SZSE.000990"
          ],
          "top_return_pct": 12.4763
        },
        {
          "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
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000536",
        "SHSE.688017",
        "SHSE.688165"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688160",
          "name": "步科股份",
          "theme": "机器人链 / 人形机器人",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 13.634274156476977,
          "last": 123.6,
          "vwap": 119.86272201709987,
          "above_vwap": true,
          "amount": 795264349.0
        },
        {
          "symbol": "SZSE.300566",
          "name": "激智科技",
          "theme": "显示面板链 / OLED",
          "paper_scope": "active",
          "priority": 10,
          "ret_pct": 12.47631935047362,
          "last": 41.56,
          "vwap": 40.84807520632669,
          "above_vwap": true,
          "amount": 1860495027.0
        },
        {
          "symbol": "SZSE.300269",
          "name": "联建光电",
          "theme": "显示面板链 / MiniLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.344827586206895,
          "last": 6.08,
          "vwap": 5.894680926025784,
          "above_vwap": true,
          "amount": 712740018.0
        },
        {
          "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": 3.5949112295661787,
          "above_vwap": true,
          "amount": 372002852.0
        },
        {
          "symbol": "SZSE.002273",
          "name": "水晶光电",
          "theme": "显示面板链 / 显示技术",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.005636978579503,
          "last": 39.03,
          "vwap": 39.03,
          "above_vwap": true,
          "amount": 552020805.0
        },
        {
          "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": 9.531300821961695,
          "above_vwap": true,
          "amount": 95201492.0
        },
        {
          "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": 13.11030671286969,
          "above_vwap": true,
          "amount": 488057388.0
        },
        {
          "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": 9.144095341278447,
          "last": 100.74,
          "vwap": 99.56977271556052,
          "above_vwap": true,
          "amount": 4830318857.0
        },
        {
          "symbol": "SZSE.002921",
          "name": "联诚精密",
          "theme": "机器人链 / 减速器",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.9246525237747,
          "last": 29.78,
          "vwap": 28.632099580744867,
          "above_vwap": true,
          "amount": 467805559.0
        },
        {
          "symbol": "SZSE.000990",
          "name": "诚志股份",
          "theme": "显示面板链 / OLED",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.312958435207829,
          "last": 8.86,
          "vwap": 8.771452297889066,
          "above_vwap": true,
          "amount": 504363770.0
        },
        {
          "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": 21.801472679101998,
          "above_vwap": true,
          "amount": 691018933.0
        },
        {
          "symbol": "SZSE.300115",
          "name": "长盈精密",
          "theme": "显示面板链 / 柔性屏(折叠屏)",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.227630637079451,
          "last": 29.68,
          "vwap": 30.338313830818663,
          "above_vwap": false,
          "amount": 2628462969.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate"
  },
  "quote_source": "public_http_tencent:136/136",
  "quote_stale_lock": false,
  "generated_at": "2026-07-01T14:43:54",
  "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": "2026-07-01T14:43:54",
      "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": 3.5147,
      "intraday_vwap": 29.4762,
      "price_vs_vwap_pct": 0.3861,
      "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": 0.0687,
        "prev_amount_yi": 0.0844,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.814,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 29.58,
            "high": 29.59,
            "low": 29.58,
            "close": 29.59,
            "amount_yi": 0.0151
          },
          {
            "time": "14:42",
            "open": 29.6,
            "high": 29.6,
            "low": 29.57,
            "close": 29.57,
            "amount_yi": 0.0236
          },
          {
            "time": "14:43",
            "open": 29.66,
            "high": 29.66,
            "low": 29.59,
            "close": 29.59,
            "amount_yi": 0.03
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64912.26,
      "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": 29.59,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 29.31,
        "open": 29.04,
        "high": 30.48,
        "low": 28.72,
        "bid1": 29.58,
        "ask1": 29.59,
        "bid_qty1": 2,
        "ask_qty1": 73
      },
      "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": "2026-07-01T14:43:54",
      "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": 3.5949,
      "price_vs_vwap_pct": 2.6454,
      "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": "2026-07-01T14:43:54",
        "prev_close": 3.35,
        "open": 3.3,
        "high": 3.69,
        "low": 3.26,
        "bid1": 3.69,
        "ask1": 0.0,
        "bid_qty1": 220062,
        "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": "2026-07-01T14:43:54",
      "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": 13.0104,
      "price_vs_vwap_pct": -0.8486,
      "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": 0.0124,
        "prev_amount_yi": 0.0197,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 12.9,
            "high": 12.9,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0051
          },
          {
            "time": "14:42",
            "open": 12.89,
            "high": 12.9,
            "low": 12.89,
            "close": 12.9,
            "amount_yi": 0.0057
          },
          {
            "time": "14:43",
            "open": 12.91,
            "high": 12.91,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": 12.9,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 13.03,
        "open": 13.02,
        "high": 13.16,
        "low": 12.74,
        "bid1": 12.9,
        "ask1": 12.91,
        "bid_qty1": 39,
        "ask_qty1": 1
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.6685,
        "prev_amount_yi": 0.6468,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 419.19,
            "high": 419.88,
            "low": 419.19,
            "close": 419.88,
            "amount_yi": 0.1839
          },
          {
            "time": "14:42",
            "open": 420.0,
            "high": 420.0,
            "low": 419.98,
            "close": 419.98,
            "amount_yi": 0.2872
          },
          {
            "time": "14:43",
            "open": 419.9,
            "high": 419.9,
            "low": 419.9,
            "close": 419.9,
            "amount_yi": 0.1974
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": 419.9,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 417.86,
        "open": 406.0,
        "high": 434.96,
        "low": 400.28,
        "bid1": 419.86,
        "ask1": 419.89,
        "bid_qty1": 4,
        "ask_qty1": 6
      },
      "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": "2026-07-01T14:43:54",
      "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": 2.668,
      "price_vs_vwap_pct": -0.6747,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0949,
        "prev_amount_yi": 0.0283,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3534,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 2.64,
            "high": 2.65,
            "low": 2.64,
            "close": 2.65,
            "amount_yi": 0.0669
          },
          {
            "time": "14:42",
            "open": 2.65,
            "high": 2.66,
            "low": 2.65,
            "close": 2.66,
            "amount_yi": 0.0089
          },
          {
            "time": "14:43",
            "open": 2.66,
            "high": 2.66,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": "2026-07-01T14:43:54",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.73,
        "low": 2.64,
        "bid1": 2.65,
        "ask1": 2.66,
        "bid_qty1": 7889,
        "ask_qty1": 26085
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.055,
        "prev_amount_yi": 0.0454,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 21.86,
            "high": 21.88,
            "low": 21.86,
            "close": 21.88,
            "amount_yi": 0.0235
          },
          {
            "time": "14:42",
            "open": 21.88,
            "high": 21.88,
            "low": 21.88,
            "close": 21.88,
            "amount_yi": 0.0143
          },
          {
            "time": "14:43",
            "open": 21.88,
            "high": 21.88,
            "low": 21.88,
            "close": 21.88,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": "2026-07-01T14:43:54",
        "prev_close": 20.4,
        "open": 20.18,
        "high": 22.58,
        "low": 20.18,
        "bid1": 21.87,
        "ask1": 21.88,
        "bid_qty1": 33,
        "ask_qty1": 13
      },
      "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": "2026-07-01T14:43:54",
      "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": 256.1656,
      "price_vs_vwap_pct": -2.0634,
      "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": 0.0797,
        "prev_amount_yi": 0.1894,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4208,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 249.87,
            "high": 250.16,
            "low": 249.87,
            "close": 250.16,
            "amount_yi": 0.0193
          },
          {
            "time": "14:42",
            "open": 249.99,
            "high": 250.13,
            "low": 249.99,
            "close": 250.13,
            "amount_yi": 0.0213
          },
          {
            "time": "14:43",
            "open": 250.51,
            "high": 250.88,
            "low": 250.51,
            "close": 250.88,
            "amount_yi": 0.0391
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": 250.88,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 264.87,
        "open": 262.0,
        "high": 266.23,
        "low": 248.0,
        "bid1": 250.87,
        "ask1": 250.88,
        "bid_qty1": 3,
        "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": "2026-07-01T14:43:54",
      "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": 118.0988,
      "price_vs_vwap_pct": 0.0603,
      "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": 118.17,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 118.17,
        "open": 118.35,
        "high": 121.5,
        "low": 116.3,
        "bid1": 118.17,
        "ask1": 118.18,
        "bid_qty1": 46,
        "ask_qty1": 7
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.0439,
        "prev_amount_yi": 0.0643,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6827,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 36.74,
            "high": 36.76,
            "low": 36.74,
            "close": 36.76,
            "amount_yi": 0.0206
          },
          {
            "time": "14:42",
            "open": 36.74,
            "high": 36.77,
            "low": 36.74,
            "close": 36.77,
            "amount_yi": 0.0145
          },
          {
            "time": "14:43",
            "open": 36.78,
            "high": 36.81,
            "low": 36.78,
            "close": 36.81,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": 36.81,
        "ts": "2026-07-01T14:43:55",
        "prev_close": 36.76,
        "open": 36.95,
        "high": 37.99,
        "low": 36.31,
        "bid1": 36.8,
        "ask1": 36.81,
        "bid_qty1": 134,
        "ask_qty1": 63
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:43:54",
      "sim_reason": "near_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": 16.3683,
      "price_vs_vwap_pct": -0.4784,
      "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": 0.0277,
        "prev_amount_yi": 0.0302,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 16.27,
            "high": 16.27,
            "low": 16.27,
            "close": 16.27,
            "amount_yi": 0.0122
          },
          {
            "time": "14:42",
            "open": 16.28,
            "high": 16.29,
            "low": 16.28,
            "close": 16.29,
            "amount_yi": 0.009
          },
          {
            "time": "14:43",
            "open": 16.29,
            "high": 16.29,
            "low": 16.29,
            "close": 16.29,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": 16.29,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 16.4,
        "open": 16.26,
        "high": 16.66,
        "low": 16.11,
        "bid1": 16.28,
        "ask1": 16.29,
        "bid_qty1": 62,
        "ask_qty1": 120
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T14:43:54",
      "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": 40.8481,
      "price_vs_vwap_pct": 1.7428,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2142,
        "prev_amount_yi": 0.1469,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:41",
            "open": 41.55,
            "high": 41.59,
            "low": 41.55,
            "close": 41.59,
            "amount_yi": 0.104
          },
          {
            "time": "14:42",
            "open": 41.58,
            "high": 41.58,
            "low": 41.51,
            "close": 41.51,
            "amount_yi": 0.0322
          },
          {
            "time": "14:43",
            "open": 41.51,
            "high": 41.56,
            "low": 41.51,
            "close": 41.56,
            "amount_yi": 0.078
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129824.52,
      "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": 41.56,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 36.95,
        "open": 36.59,
        "high": 43.38,
        "low": 36.21,
        "bid1": 41.55,
        "ask1": 41.56,
        "bid_qty1": 12,
        "ask_qty1": 54
      },
      "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": "2026-07-01T14:43:54",
      "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": 69.18,
        "ts": "2026-07-01T14:43:53",
        "prev_close": 68.62,
        "open": 71.01,
        "high": 73.79,
        "low": 68.36,
        "bid1": 69.17,
        "ask1": 69.18,
        "bid_qty1": 2,
        "ask_qty1": 40
      },
      "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": "2026-07-01T14:43:54",
      "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": 5.075,
      "intraday_vwap": 57.293,
      "price_vs_vwap_pct": 0.0646,
      "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": 57.33,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 55.78,
        "open": 55.82,
        "high": 58.38,
        "low": 55.82,
        "bid1": 57.33,
        "ask1": 57.34,
        "bid_qty1": 60,
        "ask_qty1": 29
      },
      "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": "2026-07-01T14:43:54",
      "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": 25.8759,
      "price_vs_vwap_pct": -1.4913,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5147,
        "prev_amount_yi": 0.2591,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9865,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 25.46,
            "high": 25.46,
            "low": 25.41,
            "close": 25.41,
            "amount_yi": 0.0898
          },
          {
            "time": "14:40",
            "open": 25.43,
            "high": 25.45,
            "low": 25.43,
            "close": 25.45,
            "amount_yi": 0.0741
          },
          {
            "time": "14:41",
            "open": 25.41,
            "high": 25.41,
            "low": 25.41,
            "close": 25.41,
            "amount_yi": 0.1776
          },
          {
            "time": "14:42",
            "open": 25.43,
            "high": 25.45,
            "low": 25.43,
            "close": 25.45,
            "amount_yi": 0.1272
          },
          {
            "time": "14:43",
            "open": 25.47,
            "high": 25.49,
            "low": 25.47,
            "close": 25.49,
            "amount_yi": 0.046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 25.49,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 26.04,
        "open": 26.0,
        "high": 26.5,
        "low": 25.39,
        "bid1": 25.49,
        "ask1": 25.5,
        "bid_qty1": 111,
        "ask_qty1": 235
      },
      "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": "2026-07-01T14:43:54",
      "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": 7.1972,
      "price_vs_vwap_pct": -0.7948,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0551,
        "prev_amount_yi": 0.0792,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 7.11,
            "high": 7.11,
            "low": 7.11,
            "close": 7.11,
            "amount_yi": 0.0096
          },
          {
            "time": "14:40",
            "open": 7.12,
            "high": 7.12,
            "low": 7.12,
            "close": 7.12,
            "amount_yi": 0.0206
          },
          {
            "time": "14:41",
            "open": 7.12,
            "high": 7.12,
            "low": 7.12,
            "close": 7.12,
            "amount_yi": 0.0048
          },
          {
            "time": "14:42",
            "open": 7.13,
            "high": 7.13,
            "low": 7.13,
            "close": 7.13,
            "amount_yi": 0.0101
          },
          {
            "time": "14:43",
            "open": 7.14,
            "high": 7.14,
            "low": 7.14,
            "close": 7.14,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 7.14,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 7.24,
        "open": 7.18,
        "high": 7.29,
        "low": 7.09,
        "bid1": 7.14,
        "ask1": 7.15,
        "bid_qty1": 156,
        "ask_qty1": 884
      },
      "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": "2026-07-01T14:43:54",
      "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": 13.1218,
      "price_vs_vwap_pct": -0.2423,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1474,
        "prev_amount_yi": 0.1568,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9401,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 13.05,
            "high": 13.05,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.0273
          },
          {
            "time": "14:40",
            "open": 13.05,
            "high": 13.05,
            "low": 13.05,
            "close": 13.05,
            "amount_yi": 0.0323
          },
          {
            "time": "14:41",
            "open": 13.05,
            "high": 13.05,
            "low": 13.05,
            "close": 13.05,
            "amount_yi": 0.0231
          },
          {
            "time": "14:42",
            "open": 13.07,
            "high": 13.07,
            "low": 13.07,
            "close": 13.07,
            "amount_yi": 0.0485
          },
          {
            "time": "14:43",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 13.81,
        "open": 13.55,
        "high": 13.62,
        "low": 12.85,
        "bid1": 13.08,
        "ask1": 13.09,
        "bid_qty1": 159,
        "ask_qty1": 86
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.000725:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.000725:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.75,
      "exec_low": 8.75,
      "exec_high": 8.88,
      "invalid_price": 8.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.62,
      "entry_zone_high": 8.88,
      "entry_risk_pct": null,
      "intraday_vwap": 8.5478,
      "price_vs_vwap_pct": 1.1956,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.669,
        "prev_amount_yi": 4.9551,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1441,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 8.6,
            "high": 8.6,
            "low": 8.58,
            "close": 8.58,
            "amount_yi": 1.444
          },
          {
            "time": "14:40",
            "open": 8.59,
            "high": 8.6,
            "low": 8.59,
            "close": 8.6,
            "amount_yi": 1.2303
          },
          {
            "time": "14:41",
            "open": 8.61,
            "high": 8.62,
            "low": 8.61,
            "close": 8.62,
            "amount_yi": 0.9602
          },
          {
            "time": "14:42",
            "open": 8.62,
            "high": 8.62,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 1.0259
          },
          {
            "time": "14:43",
            "open": 8.64,
            "high": 8.65,
            "low": 8.64,
            "close": 8.65,
            "amount_yi": 1.0086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 8.65,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 8.68,
        "open": 8.49,
        "high": 8.81,
        "low": 8.31,
        "bid1": 8.64,
        "ask1": 8.65,
        "bid_qty1": 11304,
        "ask_qty1": 12420
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300263:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SZSE.300263:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300263",
      "name": "隆华科技",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 16.35,
      "exec_low": 16.61,
      "exec_high": 16.68,
      "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": "2026-07-01T14:43:54",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.6,
      "dynamic_exec_high": 16.68,
      "entry_zone_low": 16.1,
      "entry_zone_high": 16.6,
      "entry_risk_pct": 4.6875,
      "intraday_vwap": 16.6092,
      "price_vs_vwap_pct": 0.1854,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.597,
        "prev_amount_yi": 0.3005,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9867,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 16.64,
            "high": 16.64,
            "low": 16.62,
            "close": 16.62,
            "amount_yi": 0.2417
          },
          {
            "time": "14:40",
            "open": 16.62,
            "high": 16.62,
            "low": 16.62,
            "close": 16.62,
            "amount_yi": 0.0861
          },
          {
            "time": "14:41",
            "open": 16.63,
            "high": 16.64,
            "low": 16.63,
            "close": 16.64,
            "amount_yi": 0.0729
          },
          {
            "time": "14:42",
            "open": 16.62,
            "high": 16.63,
            "low": 16.62,
            "close": 16.63,
            "amount_yi": 0.0725
          },
          {
            "time": "14:43",
            "open": 16.65,
            "high": 16.65,
            "low": 16.64,
            "close": 16.64,
            "amount_yi": 0.1238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 16.64,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 16.3,
        "open": 16.05,
        "high": 17.06,
        "low": 15.93,
        "bid1": 16.63,
        "ask1": 16.64,
        "bid_qty1": 66,
        "ask_qty1": 490
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688378:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260630:SHSE.688378:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688378",
      "name": "奥来德",
      "side": "BUY",
      "priority": "W5",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 62.0,
      "exec_low": 62.0,
      "exec_high": 62.93,
      "invalid_price": 60.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "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": 0.1478,
        "prev_amount_yi": 0.1384,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0679,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 59.13,
            "high": 59.16,
            "low": 59.13,
            "close": 59.16,
            "amount_yi": 0.0337
          },
          {
            "time": "14:40",
            "open": 59.14,
            "high": 59.19,
            "low": 59.14,
            "close": 59.19,
            "amount_yi": 0.0217
          },
          {
            "time": "14:41",
            "open": 59.21,
            "high": 59.25,
            "low": 59.21,
            "close": 59.25,
            "amount_yi": 0.0338
          },
          {
            "time": "14:42",
            "open": 59.23,
            "high": 59.25,
            "low": 59.23,
            "close": 59.25,
            "amount_yi": 0.0317
          },
          {
            "time": "14:43",
            "open": 59.26,
            "high": 59.27,
            "low": 59.26,
            "close": 59.27,
            "amount_yi": 0.0269
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 59.27,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 62.0,
        "open": 62.01,
        "high": 62.89,
        "low": 58.3,
        "bid1": 59.26,
        "ask1": 59.27,
        "bid_qty1": 14,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:43:54",
      "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": 30.3383,
      "price_vs_vwap_pct": -2.1699,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3074,
        "prev_amount_yi": 0.2765,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1118,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 29.48,
            "high": 29.48,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.0527
          },
          {
            "time": "14:40",
            "open": 29.48,
            "high": 29.48,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.0374
          },
          {
            "time": "14:41",
            "open": 29.51,
            "high": 29.55,
            "low": 29.51,
            "close": 29.55,
            "amount_yi": 0.1173
          },
          {
            "time": "14:42",
            "open": 29.55,
            "high": 29.58,
            "low": 29.55,
            "close": 29.58,
            "amount_yi": 0.049
          },
          {
            "time": "14:43",
            "open": 29.63,
            "high": 29.68,
            "low": 29.63,
            "close": 29.68,
            "amount_yi": 0.051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 29.68,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 27.94,
        "open": 27.96,
        "high": 31.86,
        "low": 27.96,
        "bid1": 29.67,
        "ask1": 29.68,
        "bid_qty1": 110,
        "ask_qty1": 53
      },
      "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": "OBSERVE",
      "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": "2026-07-01T14:43:54",
      "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": 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": 3.1667,
      "intraday_vwap": 74.0193,
      "price_vs_vwap_pct": -2.7416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1697,
        "prev_amount_yi": 0.216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7856,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 71.69,
            "high": 71.69,
            "low": 71.69,
            "close": 71.69,
            "amount_yi": 0.0262
          },
          {
            "time": "14:40",
            "open": 71.74,
            "high": 71.87,
            "low": 71.74,
            "close": 71.87,
            "amount_yi": 0.0263
          },
          {
            "time": "14:41",
            "open": 71.83,
            "high": 71.87,
            "low": 71.83,
            "close": 71.87,
            "amount_yi": 0.0357
          },
          {
            "time": "14:42",
            "open": 71.88,
            "high": 71.93,
            "low": 71.88,
            "close": 71.93,
            "amount_yi": 0.0305
          },
          {
            "time": "14:43",
            "open": 71.99,
            "high": 71.99,
            "low": 71.99,
            "close": 71.99,
            "amount_yi": 0.051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 71.99,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 71.11,
        "open": 71.48,
        "high": 75.9,
        "low": 70.44,
        "bid1": 71.99,
        "ask1": 72.0,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-01T14:43:54",
      "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": 4.0926,
      "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": 0.5707,
        "prev_amount_yi": 0.3953,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 133.5,
            "high": 133.5,
            "low": 133.4,
            "close": 133.4,
            "amount_yi": 0.1187
          },
          {
            "time": "14:40",
            "open": 133.44,
            "high": 133.66,
            "low": 133.44,
            "close": 133.66,
            "amount_yi": 0.1105
          },
          {
            "time": "14:41",
            "open": 133.86,
            "high": 134.16,
            "low": 133.86,
            "close": 134.16,
            "amount_yi": 0.0984
          },
          {
            "time": "14:42",
            "open": 134.28,
            "high": 134.31,
            "low": 134.28,
            "close": 134.31,
            "amount_yi": 0.1283
          },
          {
            "time": "14:43",
            "open": 134.45,
            "high": 134.45,
            "low": 134.38,
            "close": 134.38,
            "amount_yi": 0.1148
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 134.38,
        "ts": "2026-07-01T14:43:55",
        "prev_close": 130.55,
        "open": 132.5,
        "high": 137.69,
        "low": 129.3,
        "bid1": 134.38,
        "ask1": 134.39,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "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": "2026-07-01T14:43:54",
      "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": 68.1322,
      "price_vs_vwap_pct": -0.4142,
      "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": 0.3431,
        "prev_amount_yi": 0.3655,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 67.35,
            "high": 67.39,
            "low": 67.35,
            "close": 67.39,
            "amount_yi": 0.0758
          },
          {
            "time": "14:40",
            "open": 67.52,
            "high": 67.7,
            "low": 67.52,
            "close": 67.7,
            "amount_yi": 0.1033
          },
          {
            "time": "14:41",
            "open": 67.77,
            "high": 67.83,
            "low": 67.77,
            "close": 67.83,
            "amount_yi": 0.0478
          },
          {
            "time": "14:42",
            "open": 67.82,
            "high": 67.83,
            "low": 67.82,
            "close": 67.83,
            "amount_yi": 0.0717
          },
          {
            "time": "14:43",
            "open": 67.86,
            "high": 67.86,
            "low": 67.85,
            "close": 67.85,
            "amount_yi": 0.0445
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 67.85,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 65.52,
        "open": 65.46,
        "high": 70.72,
        "low": 64.8,
        "bid1": 67.84,
        "ask1": 67.85,
        "bid_qty1": 58,
        "ask_qty1": 8
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.0288,
        "prev_amount_yi": 0.0488,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5902,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 10.56,
            "high": 10.57,
            "low": 10.56,
            "close": 10.57,
            "amount_yi": 0.0085
          },
          {
            "time": "14:40",
            "open": 10.58,
            "high": 10.59,
            "low": 10.58,
            "close": 10.59,
            "amount_yi": 0.0066
          },
          {
            "time": "14:41",
            "open": 10.58,
            "high": 10.59,
            "low": 10.58,
            "close": 10.59,
            "amount_yi": 0.004
          },
          {
            "time": "14:42",
            "open": 10.58,
            "high": 10.59,
            "low": 10.58,
            "close": 10.59,
            "amount_yi": 0.0058
          },
          {
            "time": "14:43",
            "open": 10.59,
            "high": 10.59,
            "low": 10.59,
            "close": 10.59,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 10.59,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 11.01,
        "open": 10.97,
        "high": 11.29,
        "low": 10.55,
        "bid1": 10.59,
        "ask1": 10.6,
        "bid_qty1": 10,
        "ask_qty1": 144
      },
      "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": "2026-07-01T14:43:54",
      "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": 252.2445,
      "price_vs_vwap_pct": -4.6164,
      "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": 1.272,
        "prev_amount_yi": 1.3107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9705,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:39",
            "open": 239.38,
            "high": 239.38,
            "low": 239.35,
            "close": 239.35,
            "amount_yi": 0.3031
          },
          {
            "time": "14:40",
            "open": 239.34,
            "high": 239.9,
            "low": 239.34,
            "close": 239.9,
            "amount_yi": 0.3107
          },
          {
            "time": "14:41",
            "open": 240.11,
            "high": 240.38,
            "low": 240.11,
            "close": 240.38,
            "amount_yi": 0.1832
          },
          {
            "time": "14:42",
            "open": 240.2,
            "high": 240.3,
            "low": 240.2,
            "close": 240.3,
            "amount_yi": 0.2411
          },
          {
            "time": "14:43",
            "open": 240.37,
            "high": 240.6,
            "low": 240.37,
            "close": 240.6,
            "amount_yi": 0.2339
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 240.6,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 256.94,
        "open": 258.0,
        "high": 264.88,
        "low": 239.0,
        "bid1": 240.6,
        "ask1": 240.75,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300269:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SZSE.300269:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300269",
      "name": "联建光电",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "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": 5.8947,
      "price_vs_vwap_pct": 3.1435,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.058,
        "prev_amount_yi": 0.0746,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 6.09,
            "high": 6.1,
            "low": 6.09,
            "close": 6.1,
            "amount_yi": 0.0071
          },
          {
            "time": "14:40",
            "open": 6.1,
            "high": 6.1,
            "low": 6.09,
            "close": 6.09,
            "amount_yi": 0.0101
          },
          {
            "time": "14:41",
            "open": 6.08,
            "high": 6.08,
            "low": 6.08,
            "close": 6.08,
            "amount_yi": 0.0131
          },
          {
            "time": "14:42",
            "open": 6.08,
            "high": 6.09,
            "low": 6.08,
            "close": 6.09,
            "amount_yi": 0.0165
          },
          {
            "time": "14:43",
            "open": 6.09,
            "high": 6.09,
            "low": 6.08,
            "close": 6.08,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 6.08,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 5.51,
        "open": 5.88,
        "high": 6.5,
        "low": 5.6,
        "bid1": 6.08,
        "ask1": 6.09,
        "bid_qty1": 1081,
        "ask_qty1": 1053
      },
      "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": "2026-07-01T14:43:54",
      "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": 44.393,
      "price_vs_vwap_pct": -3.1154,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2049,
        "prev_amount_yi": 0.2089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9809,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 42.88,
            "high": 42.88,
            "low": 42.88,
            "close": 42.88,
            "amount_yi": 0.031
          },
          {
            "time": "14:40",
            "open": 42.95,
            "high": 42.95,
            "low": 42.95,
            "close": 42.95,
            "amount_yi": 0.0309
          },
          {
            "time": "14:41",
            "open": 42.96,
            "high": 43.0,
            "low": 42.96,
            "close": 43.0,
            "amount_yi": 0.0338
          },
          {
            "time": "14:42",
            "open": 42.95,
            "high": 42.98,
            "low": 42.95,
            "close": 42.98,
            "amount_yi": 0.0778
          },
          {
            "time": "14:43",
            "open": 43.0,
            "high": 43.01,
            "low": 43.0,
            "close": 43.01,
            "amount_yi": 0.0314
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 43.01,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 46.2,
        "open": 47.54,
        "high": 48.2,
        "low": 42.65,
        "bid1": 43.0,
        "ask1": 43.01,
        "bid_qty1": 97,
        "ask_qty1": 95
      },
      "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": "2026-07-01T14:43:54",
      "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": 7.5622,
      "price_vs_vwap_pct": -1.3515,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1494,
        "prev_amount_yi": 0.149,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0027,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 7.44,
            "high": 7.44,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0238
          },
          {
            "time": "14:40",
            "open": 7.44,
            "high": 7.44,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0599
          },
          {
            "time": "14:41",
            "open": 7.45,
            "high": 7.45,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0141
          },
          {
            "time": "14:42",
            "open": 7.45,
            "high": 7.46,
            "low": 7.45,
            "close": 7.46,
            "amount_yi": 0.0271
          },
          {
            "time": "14:43",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0245
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 7.81,
        "open": 7.76,
        "high": 7.88,
        "low": 7.43,
        "bid1": 7.46,
        "ask1": 7.47,
        "bid_qty1": 287,
        "ask_qty1": 749
      },
      "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": "2026-07-01T14:43:54",
      "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": 6.0531,
      "price_vs_vwap_pct": -0.3816,
      "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": 1.8274,
        "prev_amount_yi": 1.9447,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9397,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 6.02,
            "high": 6.02,
            "low": 6.02,
            "close": 6.02,
            "amount_yi": 0.2564
          },
          {
            "time": "14:40",
            "open": 6.02,
            "high": 6.02,
            "low": 6.02,
            "close": 6.02,
            "amount_yi": 0.5163
          },
          {
            "time": "14:41",
            "open": 6.02,
            "high": 6.02,
            "low": 6.01,
            "close": 6.01,
            "amount_yi": 0.433
          },
          {
            "time": "14:42",
            "open": 6.01,
            "high": 6.01,
            "low": 6.01,
            "close": 6.01,
            "amount_yi": 0.2995
          },
          {
            "time": "14:43",
            "open": 6.02,
            "high": 6.03,
            "low": 6.02,
            "close": 6.03,
            "amount_yi": 0.3222
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 5.82,
        "open": 5.98,
        "high": 6.26,
        "low": 5.86,
        "bid1": 6.02,
        "ask1": 6.03,
        "bid_qty1": 16779,
        "ask_qty1": 13339
      },
      "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": "2026-07-01T14:43:54",
      "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": 147.7055,
      "price_vs_vwap_pct": -0.3152,
      "energy_floor_hint_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": 0.0336,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.869,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 146.93,
            "high": 146.93,
            "low": 146.88,
            "close": 146.88,
            "amount_yi": 0.0037
          },
          {
            "time": "14:40",
            "open": 146.86,
            "high": 147.0,
            "low": 146.86,
            "close": 147.0,
            "amount_yi": 0.0093
          },
          {
            "time": "14:41",
            "open": 147.38,
            "high": 147.38,
            "low": 147.22,
            "close": 147.22,
            "amount_yi": 0.0078
          },
          {
            "time": "14:42",
            "open": 147.22,
            "high": 147.22,
            "low": 147.09,
            "close": 147.09,
            "amount_yi": 0.0043
          },
          {
            "time": "14:43",
            "open": 147.09,
            "high": 147.24,
            "low": 147.09,
            "close": 147.24,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 147.24,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 148.98,
        "open": 147.0,
        "high": 149.9,
        "low": 145.01,
        "bid1": 147.24,
        "ask1": 147.26,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002983:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002983:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002983",
      "name": "芯瑞达",
      "side": "BUY",
      "priority": "W17",
      "status": "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": "2026-07-01T14:43:54",
      "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": 27.7704,
      "price_vs_vwap_pct": -0.3255,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0628,
        "prev_amount_yi": 0.0782,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 27.49,
            "high": 27.55,
            "low": 27.49,
            "close": 27.55,
            "amount_yi": 0.0261
          },
          {
            "time": "14:40",
            "open": 27.65,
            "high": 27.65,
            "low": 27.62,
            "close": 27.62,
            "amount_yi": 0.0152
          },
          {
            "time": "14:41",
            "open": 27.6,
            "high": 27.7,
            "low": 27.6,
            "close": 27.7,
            "amount_yi": 0.0061
          },
          {
            "time": "14:42",
            "open": 27.69,
            "high": 27.69,
            "low": 27.66,
            "close": 27.66,
            "amount_yi": 0.0084
          },
          {
            "time": "14:43",
            "open": 27.68,
            "high": 27.68,
            "low": 27.68,
            "close": 27.68,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 27.68,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 27.68,
        "open": 27.26,
        "high": 28.66,
        "low": 26.82,
        "bid1": 27.66,
        "ask1": 27.68,
        "bid_qty1": 27,
        "ask_qty1": 16
      },
      "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": "2026-07-01T14:43:54",
      "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": 26.9713,
      "price_vs_vwap_pct": 0.0323,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0831,
        "prev_amount_yi": 0.0695,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 27.02,
            "high": 27.02,
            "low": 27.0,
            "close": 27.0,
            "amount_yi": 0.019
          },
          {
            "time": "14:40",
            "open": 27.01,
            "high": 27.01,
            "low": 26.99,
            "close": 26.99,
            "amount_yi": 0.0218
          },
          {
            "time": "14:41",
            "open": 26.98,
            "high": 26.98,
            "low": 26.97,
            "close": 26.97,
            "amount_yi": 0.0185
          },
          {
            "time": "14:42",
            "open": 26.96,
            "high": 26.97,
            "low": 26.96,
            "close": 26.97,
            "amount_yi": 0.0141
          },
          {
            "time": "14:43",
            "open": 26.97,
            "high": 26.98,
            "low": 26.97,
            "close": 26.98,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 26.98,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 27.87,
        "open": 27.87,
        "high": 27.87,
        "low": 26.58,
        "bid1": 26.98,
        "ask1": 26.99,
        "bid_qty1": 11,
        "ask_qty1": 42
      },
      "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": "2026-07-01T14:43:54",
      "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": 4.0031,
      "intraday_vwap": 12.9231,
      "price_vs_vwap_pct": 0.5177,
      "energy_floor_hint_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": 0.0156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6795,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 12.97,
            "high": 12.97,
            "low": 12.97,
            "close": 12.97,
            "amount_yi": 0.0008
          },
          {
            "time": "14:40",
            "open": 12.97,
            "high": 12.97,
            "low": 12.96,
            "close": 12.96,
            "amount_yi": 0.0005
          },
          {
            "time": "14:41",
            "open": 12.98,
            "high": 12.98,
            "low": 12.97,
            "close": 12.97,
            "amount_yi": 0.0045
          },
          {
            "time": "14:42",
            "open": 12.99,
            "high": 12.99,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0021
          },
          {
            "time": "14:43",
            "open": 12.98,
            "high": 12.99,
            "low": 12.98,
            "close": 12.99,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 12.99,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 12.82,
        "open": 12.83,
        "high": 13.22,
        "low": 12.62,
        "bid1": 12.98,
        "ask1": 12.99,
        "bid_qty1": 4,
        "ask_qty1": 59
      },
      "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": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.39,
      "exec_low": 13.39,
      "exec_high": 13.59,
      "invalid_price": 12.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / MiniLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.19,
      "entry_zone_high": 13.59,
      "entry_risk_pct": null,
      "intraday_vwap": 13.418,
      "price_vs_vwap_pct": -0.2832,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0905,
        "prev_amount_yi": 0.0817,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1077,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 13.36,
            "high": 13.36,
            "low": 13.36,
            "close": 13.36,
            "amount_yi": 0.0379
          },
          {
            "time": "14:40",
            "open": 13.38,
            "high": 13.38,
            "low": 13.38,
            "close": 13.38,
            "amount_yi": 0.0142
          },
          {
            "time": "14:41",
            "open": 13.39,
            "high": 13.39,
            "low": 13.39,
            "close": 13.39,
            "amount_yi": 0.0102
          },
          {
            "time": "14:42",
            "open": 13.39,
            "high": 13.39,
            "low": 13.38,
            "close": 13.38,
            "amount_yi": 0.0155
          },
          {
            "time": "14:43",
            "open": 13.39,
            "high": 13.39,
            "low": 13.38,
            "close": 13.38,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 13.38,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 13.25,
        "open": 13.26,
        "high": 13.75,
        "low": 13.04,
        "bid1": 13.38,
        "ask1": 13.39,
        "bid_qty1": 94,
        "ask_qty1": 234
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300219:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.300219:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300219",
      "name": "鸿利智汇",
      "side": "BUY",
      "priority": "W21",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.53,
      "exec_low": 10.53,
      "exec_high": 10.69,
      "invalid_price": 10.21,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "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": 9.9299,
      "price_vs_vwap_pct": -2.1138,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1965,
        "prev_amount_yi": 0.2681,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 9.71,
            "high": 9.72,
            "low": 9.71,
            "close": 9.72,
            "amount_yi": 0.0597
          },
          {
            "time": "14:40",
            "open": 9.7,
            "high": 9.71,
            "low": 9.7,
            "close": 9.71,
            "amount_yi": 0.0581
          },
          {
            "time": "14:41",
            "open": 9.7,
            "high": 9.71,
            "low": 9.7,
            "close": 9.71,
            "amount_yi": 0.0332
          },
          {
            "time": "14:42",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0229
          },
          {
            "time": "14:43",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 9.72,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 10.43,
        "open": 10.16,
        "high": 10.22,
        "low": 9.66,
        "bid1": 9.71,
        "ask1": 9.72,
        "bid_qty1": 1325,
        "ask_qty1": 435
      },
      "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": "2026-07-01T14:43:54",
      "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": 17.1874,
      "price_vs_vwap_pct": -1.5558,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0174,
        "prev_amount_yi": 0.0151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1523,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 16.89,
            "high": 16.89,
            "low": 16.89,
            "close": 16.89,
            "amount_yi": 0.0054
          },
          {
            "time": "14:40",
            "open": 16.88,
            "high": 16.91,
            "low": 16.88,
            "close": 16.91,
            "amount_yi": 0.0049
          },
          {
            "time": "14:41",
            "open": 16.91,
            "high": 16.93,
            "low": 16.91,
            "close": 16.93,
            "amount_yi": 0.0023
          },
          {
            "time": "14:42",
            "open": 16.92,
            "high": 16.92,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.002
          },
          {
            "time": "14:43",
            "open": 16.92,
            "high": 16.92,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 16.92,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 16.53,
        "open": 16.44,
        "high": 17.68,
        "low": 16.38,
        "bid1": 16.92,
        "ask1": 16.93,
        "bid_qty1": 13,
        "ask_qty1": 13
      },
      "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": "2026-07-01T14:43:54",
      "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": 7.7324,
      "price_vs_vwap_pct": 0.6156,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0128,
        "prev_amount_yi": 0.02,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.64,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 7.77,
            "high": 7.77,
            "low": 7.76,
            "close": 7.76,
            "amount_yi": 0.0024
          },
          {
            "time": "14:40",
            "open": 7.77,
            "high": 7.77,
            "low": 7.77,
            "close": 7.77,
            "amount_yi": 0.0036
          },
          {
            "time": "14:41",
            "open": 7.77,
            "high": 7.77,
            "low": 7.77,
            "close": 7.77,
            "amount_yi": 0.002
          },
          {
            "time": "14:42",
            "open": 7.77,
            "high": 7.78,
            "low": 7.77,
            "close": 7.78,
            "amount_yi": 0.0024
          },
          {
            "time": "14:43",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 7.75,
        "open": 7.73,
        "high": 7.84,
        "low": 7.58,
        "bid1": 7.77,
        "ask1": 7.78,
        "bid_qty1": 490,
        "ask_qty1": 271
      },
      "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": "2026-07-01T14:43:54",
      "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": 5.7092,
      "price_vs_vwap_pct": 1.2401,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.005,
        "prev_amount_yi": 0.0175,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2857,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0014
          },
          {
            "time": "14:40",
            "open": 5.76,
            "high": 5.77,
            "low": 5.76,
            "close": 5.77,
            "amount_yi": 0.0013
          },
          {
            "time": "14:41",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0006
          },
          {
            "time": "14:42",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0003
          },
          {
            "time": "14:43",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 5.73,
        "open": 5.75,
        "high": 5.85,
        "low": 5.61,
        "bid1": 5.77,
        "ask1": 5.78,
        "bid_qty1": 210,
        "ask_qty1": 1381
      },
      "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": "2026-07-01T14:43:54",
      "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": 143.2528,
      "price_vs_vwap_pct": -3.3597,
      "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": 1.4181,
        "prev_amount_yi": 1.9563,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 137.61,
            "high": 137.68,
            "low": 137.61,
            "close": 137.68,
            "amount_yi": 0.2893
          },
          {
            "time": "14:40",
            "open": 137.69,
            "high": 137.75,
            "low": 137.69,
            "close": 137.75,
            "amount_yi": 0.3468
          },
          {
            "time": "14:41",
            "open": 137.99,
            "high": 138.3,
            "low": 137.99,
            "close": 138.3,
            "amount_yi": 0.2586
          },
          {
            "time": "14:42",
            "open": 137.99,
            "high": 138.35,
            "low": 137.99,
            "close": 138.35,
            "amount_yi": 0.3169
          },
          {
            "time": "14:43",
            "open": 138.41,
            "high": 138.44,
            "low": 138.41,
            "close": 138.44,
            "amount_yi": 0.2065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 138.44,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 150.11,
        "open": 149.0,
        "high": 150.49,
        "low": 136.88,
        "bid1": 138.44,
        "ask1": 138.46,
        "bid_qty1": 20,
        "ask_qty1": 10
      },
      "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": "2026-07-01T14:43:54",
      "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": 5.5339,
      "price_vs_vwap_pct": 0.4716,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0611,
        "prev_amount_yi": 0.0674,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 5.55,
            "high": 5.56,
            "low": 5.55,
            "close": 5.56,
            "amount_yi": 0.0192
          },
          {
            "time": "14:40",
            "open": 5.55,
            "high": 5.56,
            "low": 5.55,
            "close": 5.56,
            "amount_yi": 0.023
          },
          {
            "time": "14:41",
            "open": 5.57,
            "high": 5.57,
            "low": 5.56,
            "close": 5.56,
            "amount_yi": 0.0093
          },
          {
            "time": "14:42",
            "open": 5.56,
            "high": 5.57,
            "low": 5.56,
            "close": 5.57,
            "amount_yi": 0.0034
          },
          {
            "time": "14:43",
            "open": 5.56,
            "high": 5.56,
            "low": 5.56,
            "close": 5.56,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 5.56,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 5.6,
        "open": 5.55,
        "high": 5.65,
        "low": 5.44,
        "bid1": 5.56,
        "ask1": 5.57,
        "bid_qty1": 890,
        "ask_qty1": 6195
      },
      "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": "2026-07-01T14:43:54",
      "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": 9.6433,
      "price_vs_vwap_pct": -1.2786,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1227,
        "prev_amount_yi": 0.0935,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3123,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 9.51,
            "high": 9.51,
            "low": 9.51,
            "close": 9.51,
            "amount_yi": 0.0306
          },
          {
            "time": "14:40",
            "open": 9.5,
            "high": 9.51,
            "low": 9.5,
            "close": 9.51,
            "amount_yi": 0.0365
          },
          {
            "time": "14:41",
            "open": 9.53,
            "high": 9.53,
            "low": 9.53,
            "close": 9.53,
            "amount_yi": 0.024
          },
          {
            "time": "14:42",
            "open": 9.51,
            "high": 9.52,
            "low": 9.51,
            "close": 9.52,
            "amount_yi": 0.0225
          },
          {
            "time": "14:43",
            "open": 9.52,
            "high": 9.52,
            "low": 9.52,
            "close": 9.52,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 9.52,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 9.91,
        "open": 9.9,
        "high": 9.94,
        "low": 9.48,
        "bid1": 9.52,
        "ask1": 9.53,
        "bid_qty1": 615,
        "ask_qty1": 589
      },
      "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": "2026-07-01T14:43:54",
      "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": 67.3248,
      "price_vs_vwap_pct": -1.6559,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0403,
        "prev_amount_yi": 0.0685,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 66.14,
            "high": 66.17,
            "low": 66.14,
            "close": 66.17,
            "amount_yi": 0.0128
          },
          {
            "time": "14:40",
            "open": 66.16,
            "high": 66.16,
            "low": 66.15,
            "close": 66.15,
            "amount_yi": 0.0093
          },
          {
            "time": "14:41",
            "open": 66.15,
            "high": 66.23,
            "low": 66.15,
            "close": 66.23,
            "amount_yi": 0.005
          },
          {
            "time": "14:42",
            "open": 66.25,
            "high": 66.26,
            "low": 66.25,
            "close": 66.26,
            "amount_yi": 0.0046
          },
          {
            "time": "14:43",
            "open": 66.23,
            "high": 66.23,
            "low": 66.21,
            "close": 66.21,
            "amount_yi": 0.0086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 66.21,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 69.2,
        "open": 68.65,
        "high": 70.4,
        "low": 65.16,
        "bid1": 66.2,
        "ask1": 66.21,
        "bid_qty1": 14,
        "ask_qty1": 11
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.0013,
        "prev_amount_yi": 0.0012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0003
          },
          {
            "time": "14:40",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0005
          },
          {
            "time": "14:41",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0003
          },
          {
            "time": "14:42",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0001
          },
          {
            "time": "14:43",
            "open": 1.77,
            "high": 1.77,
            "low": 1.77,
            "close": 1.77,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 1.86,
        "open": 1.77,
        "high": 1.77,
        "low": 1.77,
        "bid1": 0.0,
        "ask1": 1.77,
        "bid_qty1": 0,
        "ask_qty1": 4712258
      },
      "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": "2026-07-01T14:43:54",
      "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": 154.237,
      "price_vs_vwap_pct": -3.9919,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1125,
        "prev_amount_yi": 0.9373,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1869,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 147.5,
            "high": 147.5,
            "low": 147.21,
            "close": 147.21,
            "amount_yi": 0.31
          },
          {
            "time": "14:40",
            "open": 147.2,
            "high": 147.49,
            "low": 147.2,
            "close": 147.49,
            "amount_yi": 0.3361
          },
          {
            "time": "14:41",
            "open": 147.91,
            "high": 148.23,
            "low": 147.91,
            "close": 148.23,
            "amount_yi": 0.2023
          },
          {
            "time": "14:42",
            "open": 148.23,
            "high": 148.23,
            "low": 148.1,
            "close": 148.1,
            "amount_yi": 0.1566
          },
          {
            "time": "14:43",
            "open": 148.09,
            "high": 148.09,
            "low": 148.08,
            "close": 148.08,
            "amount_yi": 0.1075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 148.08,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 162.97,
        "open": 157.01,
        "high": 161.86,
        "low": 147.0,
        "bid1": 148.07,
        "ask1": 148.08,
        "bid_qty1": 12,
        "ask_qty1": 35
      },
      "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": "2026-07-01T14:43:54",
      "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": 27.3049,
      "price_vs_vwap_pct": -0.5673,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1297,
        "prev_amount_yi": 0.1294,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0023,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 26.99,
            "high": 27.01,
            "low": 26.99,
            "close": 27.01,
            "amount_yi": 0.0176
          },
          {
            "time": "14:40",
            "open": 27.03,
            "high": 27.05,
            "low": 27.03,
            "close": 27.05,
            "amount_yi": 0.0419
          },
          {
            "time": "14:41",
            "open": 27.1,
            "high": 27.1,
            "low": 27.07,
            "close": 27.07,
            "amount_yi": 0.0184
          },
          {
            "time": "14:42",
            "open": 27.16,
            "high": 27.17,
            "low": 27.16,
            "close": 27.17,
            "amount_yi": 0.0367
          },
          {
            "time": "14:43",
            "open": 27.15,
            "high": 27.15,
            "low": 27.15,
            "close": 27.15,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 27.15,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 28.55,
        "open": 28.62,
        "high": 28.8,
        "low": 26.5,
        "bid1": 27.13,
        "ask1": 27.14,
        "bid_qty1": 27,
        "ask_qty1": 3
      },
      "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": "2026-07-01T14:43:54",
      "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": 25.9411,
      "price_vs_vwap_pct": -1.5847,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1879,
        "prev_amount_yi": 0.1705,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1021,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 25.38,
            "high": 25.38,
            "low": 25.37,
            "close": 25.37,
            "amount_yi": 0.034
          },
          {
            "time": "14:40",
            "open": 25.38,
            "high": 25.4,
            "low": 25.38,
            "close": 25.4,
            "amount_yi": 0.0321
          },
          {
            "time": "14:41",
            "open": 25.43,
            "high": 25.45,
            "low": 25.43,
            "close": 25.45,
            "amount_yi": 0.0329
          },
          {
            "time": "14:42",
            "open": 25.45,
            "high": 25.49,
            "low": 25.45,
            "close": 25.49,
            "amount_yi": 0.0596
          },
          {
            "time": "14:43",
            "open": 25.51,
            "high": 25.53,
            "low": 25.51,
            "close": 25.53,
            "amount_yi": 0.0293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 25.53,
        "ts": "2026-07-01T14:43:53",
        "prev_close": 26.71,
        "open": 26.41,
        "high": 26.84,
        "low": 25.1,
        "bid1": 25.52,
        "ask1": 25.53,
        "bid_qty1": 79,
        "ask_qty1": 47
      },
      "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": "2026-07-01T14:43:54",
      "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": 10.637,
      "price_vs_vwap_pct": -2.3221,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1623,
        "prev_amount_yi": 0.1414,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1478,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 10.35,
            "high": 10.36,
            "low": 10.35,
            "close": 10.36,
            "amount_yi": 0.0337
          },
          {
            "time": "14:40",
            "open": 10.35,
            "high": 10.36,
            "low": 10.35,
            "close": 10.36,
            "amount_yi": 0.0211
          },
          {
            "time": "14:41",
            "open": 10.36,
            "high": 10.37,
            "low": 10.36,
            "close": 10.37,
            "amount_yi": 0.0231
          },
          {
            "time": "14:42",
            "open": 10.37,
            "high": 10.38,
            "low": 10.37,
            "close": 10.38,
            "amount_yi": 0.0267
          },
          {
            "time": "14:43",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0577
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 10.39,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 10.39,
        "open": 10.39,
        "high": 10.98,
        "low": 10.23,
        "bid1": 10.4,
        "ask1": 10.42,
        "bid_qty1": 14,
        "ask_qty1": 197
      },
      "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": "2026-07-01T14:43:54",
      "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": 13.1103,
      "price_vs_vwap_pct": 2.6674,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.031,
        "prev_amount_yi": 0.0046,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.7391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0225
          },
          {
            "time": "14:40",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0033
          },
          {
            "time": "14:41",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0039
          },
          {
            "time": "14:42",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0009
          },
          {
            "time": "14:43",
            "open": 13.46,
            "high": 13.46,
            "low": 13.46,
            "close": 13.46,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:50",
        "prev_close": 12.24,
        "open": 12.51,
        "high": 13.46,
        "low": 12.48,
        "bid1": 13.46,
        "ask1": 0.0,
        "bid_qty1": 21806,
        "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": "2026-07-01T14:43:54",
      "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": 7.6804,
      "price_vs_vwap_pct": -1.177,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0408,
        "prev_amount_yi": 0.0843,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 7.59,
            "high": 7.59,
            "low": 7.59,
            "close": 7.59,
            "amount_yi": 0.009
          },
          {
            "time": "14:40",
            "open": 7.58,
            "high": 7.59,
            "low": 7.58,
            "close": 7.59,
            "amount_yi": 0.0086
          },
          {
            "time": "14:41",
            "open": 7.6,
            "high": 7.6,
            "low": 7.59,
            "close": 7.59,
            "amount_yi": 0.0094
          },
          {
            "time": "14:42",
            "open": 7.6,
            "high": 7.6,
            "low": 7.6,
            "close": 7.6,
            "amount_yi": 0.0072
          },
          {
            "time": "14:43",
            "open": 7.59,
            "high": 7.59,
            "low": 7.59,
            "close": 7.59,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 7.59,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 7.57,
        "open": 7.7,
        "high": 7.86,
        "low": 7.51,
        "bid1": 7.59,
        "ask1": 7.6,
        "bid_qty1": 1829,
        "ask_qty1": 1974
      },
      "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": "2026-07-01T14:43:54",
      "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": 17.0224,
      "price_vs_vwap_pct": 4.1569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4908,
        "prev_amount_yi": 0.3725,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 18.03,
            "high": 18.03,
            "low": 17.93,
            "close": 17.93,
            "amount_yi": 0.0597
          },
          {
            "time": "14:40",
            "open": 17.72,
            "high": 17.72,
            "low": 17.55,
            "close": 17.55,
            "amount_yi": 0.1107
          },
          {
            "time": "14:41",
            "open": 17.58,
            "high": 17.8,
            "low": 17.58,
            "close": 17.8,
            "amount_yi": 0.1353
          },
          {
            "time": "14:42",
            "open": 17.88,
            "high": 17.88,
            "low": 17.87,
            "close": 17.87,
            "amount_yi": 0.0962
          },
          {
            "time": "14:43",
            "open": 17.8,
            "high": 17.8,
            "low": 17.73,
            "close": 17.73,
            "amount_yi": 0.0889
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 17.73,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 17.52,
        "open": 17.35,
        "high": 18.35,
        "low": 16.37,
        "bid1": 17.72,
        "ask1": 17.73,
        "bid_qty1": 544,
        "ask_qty1": 509
      },
      "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": "2026-07-01T14:43:54",
      "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": 315.6106,
      "price_vs_vwap_pct": -3.6312,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.489,
        "prev_amount_yi": 0.3512,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3924,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 303.8,
            "high": 303.8,
            "low": 303.8,
            "close": 303.8,
            "amount_yi": 0.0646
          },
          {
            "time": "14:40",
            "open": 304.29,
            "high": 305.02,
            "low": 304.29,
            "close": 305.02,
            "amount_yi": 0.1403
          },
          {
            "time": "14:41",
            "open": 304.1,
            "high": 304.27,
            "low": 304.1,
            "close": 304.27,
            "amount_yi": 0.0893
          },
          {
            "time": "14:42",
            "open": 304.28,
            "high": 304.3,
            "low": 304.28,
            "close": 304.3,
            "amount_yi": 0.0877
          },
          {
            "time": "14:43",
            "open": 304.19,
            "high": 304.19,
            "low": 304.15,
            "close": 304.15,
            "amount_yi": 0.1071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 304.15,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 317.6,
        "open": 317.36,
        "high": 335.12,
        "low": 302.0,
        "bid1": 304.1,
        "ask1": 304.15,
        "bid_qty1": 9,
        "ask_qty1": 4
      },
      "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": "2026-07-01T14:43:54",
      "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": 10.3216,
      "price_vs_vwap_pct": -0.4999,
      "energy_floor_hint_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": 0.0262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4542,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 10.24,
            "high": 10.25,
            "low": 10.24,
            "close": 10.25,
            "amount_yi": 0.002
          },
          {
            "time": "14:40",
            "open": 10.25,
            "high": 10.25,
            "low": 10.25,
            "close": 10.25,
            "amount_yi": 0.0013
          },
          {
            "time": "14:41",
            "open": 10.25,
            "high": 10.25,
            "low": 10.25,
            "close": 10.25,
            "amount_yi": 0.0031
          },
          {
            "time": "14:42",
            "open": 10.25,
            "high": 10.26,
            "low": 10.25,
            "close": 10.26,
            "amount_yi": 0.0028
          },
          {
            "time": "14:43",
            "open": 10.27,
            "high": 10.27,
            "low": 10.27,
            "close": 10.27,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 10.27,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 10.54,
        "open": 10.55,
        "high": 10.55,
        "low": 10.22,
        "bid1": 10.26,
        "ask1": 10.27,
        "bid_qty1": 293,
        "ask_qty1": 45
      },
      "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": "2026-07-01T14:43:54",
      "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": 9.4821,
      "price_vs_vwap_pct": -0.3385,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2808,
        "prev_amount_yi": 0.2674,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0501,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 9.42,
            "high": 9.42,
            "low": 9.42,
            "close": 9.42,
            "amount_yi": 0.1328
          },
          {
            "time": "14:40",
            "open": 9.42,
            "high": 9.43,
            "low": 9.42,
            "close": 9.43,
            "amount_yi": 0.0387
          },
          {
            "time": "14:41",
            "open": 9.44,
            "high": 9.44,
            "low": 9.44,
            "close": 9.44,
            "amount_yi": 0.0519
          },
          {
            "time": "14:42",
            "open": 9.44,
            "high": 9.45,
            "low": 9.44,
            "close": 9.45,
            "amount_yi": 0.0328
          },
          {
            "time": "14:43",
            "open": 9.44,
            "high": 9.45,
            "low": 9.44,
            "close": 9.45,
            "amount_yi": 0.0246
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 9.45,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 9.46,
        "open": 9.5,
        "high": 9.62,
        "low": 9.32,
        "bid1": 9.44,
        "ask1": 9.45,
        "bid_qty1": 969,
        "ask_qty1": 422
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002643:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260630:SZSE.002643:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "side": "BUY",
      "priority": "W40",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 21.16,
      "exec_low": 21.16,
      "exec_high": 21.48,
      "invalid_price": 20.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / OLED",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.84,
      "entry_zone_high": 21.48,
      "entry_risk_pct": null,
      "intraday_vwap": 21.6826,
      "price_vs_vwap_pct": 0.5414,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.141,
        "prev_amount_yi": 0.1449,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9731,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 21.75,
            "high": 21.75,
            "low": 21.74,
            "close": 21.74,
            "amount_yi": 0.0295
          },
          {
            "time": "14:40",
            "open": 21.74,
            "high": 21.75,
            "low": 21.74,
            "close": 21.75,
            "amount_yi": 0.0293
          },
          {
            "time": "14:41",
            "open": 21.76,
            "high": 21.77,
            "low": 21.76,
            "close": 21.77,
            "amount_yi": 0.0358
          },
          {
            "time": "14:42",
            "open": 21.78,
            "high": 21.78,
            "low": 21.78,
            "close": 21.78,
            "amount_yi": 0.0265
          },
          {
            "time": "14:43",
            "open": 21.78,
            "high": 21.8,
            "low": 21.78,
            "close": 21.8,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 21.8,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 20.95,
        "open": 21.0,
        "high": 22.22,
        "low": 20.81,
        "bid1": 21.79,
        "ask1": 21.8,
        "bid_qty1": 63,
        "ask_qty1": 558
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.002876:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.002876:VWAP_RECLAIM",
      "symbol": "SZSE.002876",
      "name": "三利谱",
      "side": "BUY",
      "priority": "W41",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.21,
      "exec_low": 35.74,
      "exec_high": 35.74,
      "invalid_price": 34.15,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "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": 34.2118,
      "price_vs_vwap_pct": -1.2329,
      "energy_floor_hint_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": 0.0992,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6734,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 33.66,
            "high": 33.66,
            "low": 33.63,
            "close": 33.63,
            "amount_yi": 0.0149
          },
          {
            "time": "14:40",
            "open": 33.65,
            "high": 33.67,
            "low": 33.65,
            "close": 33.67,
            "amount_yi": 0.0173
          },
          {
            "time": "14:41",
            "open": 33.75,
            "high": 33.79,
            "low": 33.75,
            "close": 33.79,
            "amount_yi": 0.0119
          },
          {
            "time": "14:42",
            "open": 33.79,
            "high": 33.79,
            "low": 33.78,
            "close": 33.78,
            "amount_yi": 0.0117
          },
          {
            "time": "14:43",
            "open": 33.79,
            "high": 33.79,
            "low": 33.79,
            "close": 33.79,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 33.79,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 35.21,
        "open": 34.58,
        "high": 35.27,
        "low": 33.46,
        "bid1": 33.78,
        "ask1": 33.79,
        "bid_qty1": 34,
        "ask_qty1": 64
      },
      "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": "2026-07-01T14:43:54",
      "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": 11.2473,
      "price_vs_vwap_pct": -2.4655,
      "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": 0.4451,
        "prev_amount_yi": 0.6823,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6524,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 10.91,
            "high": 10.91,
            "low": 10.91,
            "close": 10.91,
            "amount_yi": 0.0712
          },
          {
            "time": "14:40",
            "open": 10.91,
            "high": 10.92,
            "low": 10.91,
            "close": 10.92,
            "amount_yi": 0.0889
          },
          {
            "time": "14:41",
            "open": 10.94,
            "high": 10.96,
            "low": 10.94,
            "close": 10.96,
            "amount_yi": 0.0804
          },
          {
            "time": "14:42",
            "open": 10.94,
            "high": 10.94,
            "low": 10.94,
            "close": 10.94,
            "amount_yi": 0.1017
          },
          {
            "time": "14:43",
            "open": 10.96,
            "high": 10.97,
            "low": 10.96,
            "close": 10.97,
            "amount_yi": 0.1029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 10.97,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 11.6,
        "open": 11.55,
        "high": 11.75,
        "low": 10.84,
        "bid1": 10.96,
        "ask1": 10.97,
        "bid_qty1": 1288,
        "ask_qty1": 795
      },
      "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": "2026-07-01T14:43:54",
      "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": 8.9719,
      "price_vs_vwap_pct": -0.6899,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0515,
        "prev_amount_yi": 0.1105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4661,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 8.89,
            "high": 8.89,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.011
          },
          {
            "time": "14:40",
            "open": 8.89,
            "high": 8.89,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0083
          },
          {
            "time": "14:41",
            "open": 8.9,
            "high": 8.91,
            "low": 8.9,
            "close": 8.91,
            "amount_yi": 0.0134
          },
          {
            "time": "14:42",
            "open": 8.9,
            "high": 8.91,
            "low": 8.9,
            "close": 8.91,
            "amount_yi": 0.0137
          },
          {
            "time": "14:43",
            "open": 8.92,
            "high": 8.92,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 8.91,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 9.0,
        "open": 8.87,
        "high": 9.11,
        "low": 8.81,
        "bid1": 8.91,
        "ask1": 8.92,
        "bid_qty1": 649,
        "ask_qty1": 862
      },
      "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": "2026-07-01T14:43:54",
      "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": 36.6108,
      "price_vs_vwap_pct": -1.9688,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0802,
        "prev_amount_yi": 0.0529,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5161,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 35.82,
            "high": 35.85,
            "low": 35.82,
            "close": 35.85,
            "amount_yi": 0.0112
          },
          {
            "time": "14:40",
            "open": 35.85,
            "high": 35.88,
            "low": 35.85,
            "close": 35.88,
            "amount_yi": 0.0223
          },
          {
            "time": "14:41",
            "open": 35.86,
            "high": 35.9,
            "low": 35.86,
            "close": 35.9,
            "amount_yi": 0.0133
          },
          {
            "time": "14:42",
            "open": 35.85,
            "high": 35.87,
            "low": 35.85,
            "close": 35.87,
            "amount_yi": 0.0159
          },
          {
            "time": "14:43",
            "open": 35.83,
            "high": 35.89,
            "low": 35.83,
            "close": 35.89,
            "amount_yi": 0.0175
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 35.89,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 37.65,
        "open": 37.65,
        "high": 38.26,
        "low": 35.6,
        "bid1": 35.86,
        "ask1": 35.89,
        "bid_qty1": 1,
        "ask_qty1": 32
      },
      "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": "2026-07-01T14:43:54",
      "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": 105.6925,
      "price_vs_vwap_pct": -5.3008,
      "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": 1.3548,
        "prev_amount_yi": 1.8507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.732,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 98.71,
            "high": 98.85,
            "low": 98.71,
            "close": 98.85,
            "amount_yi": 0.4351
          },
          {
            "time": "14:40",
            "open": 98.98,
            "high": 99.44,
            "low": 98.98,
            "close": 99.44,
            "amount_yi": 0.3131
          },
          {
            "time": "14:41",
            "open": 99.67,
            "high": 99.79,
            "low": 99.67,
            "close": 99.79,
            "amount_yi": 0.2554
          },
          {
            "time": "14:42",
            "open": 99.8,
            "high": 99.94,
            "low": 99.8,
            "close": 99.94,
            "amount_yi": 0.201
          },
          {
            "time": "14:43",
            "open": 100.08,
            "high": 100.09,
            "low": 100.08,
            "close": 100.09,
            "amount_yi": 0.1502
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 100.09,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 105.97,
        "open": 105.0,
        "high": 111.03,
        "low": 98.5,
        "bid1": 100.09,
        "ask1": 100.1,
        "bid_qty1": 9,
        "ask_qty1": 3
      },
      "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": "2026-07-01T14:43:54",
      "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": 8.7715,
      "price_vs_vwap_pct": 1.0089,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1308,
        "prev_amount_yi": 0.0984,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3293,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 8.92,
            "high": 8.92,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0156
          },
          {
            "time": "14:40",
            "open": 8.91,
            "high": 8.91,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0294
          },
          {
            "time": "14:41",
            "open": 8.88,
            "high": 8.88,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0402
          },
          {
            "time": "14:42",
            "open": 8.89,
            "high": 8.89,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.0163
          },
          {
            "time": "14:43",
            "open": 8.88,
            "high": 8.88,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.0293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 8.86,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 8.18,
        "open": 8.2,
        "high": 9.0,
        "low": 8.2,
        "bid1": 8.86,
        "ask1": 8.87,
        "bid_qty1": 748,
        "ask_qty1": 668
      },
      "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": "2026-07-01T14:43:54",
      "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": 12.3111,
      "price_vs_vwap_pct": -3.0144,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2245,
        "prev_amount_yi": 0.1634,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 11.95,
            "high": 11.95,
            "low": 11.93,
            "close": 11.93,
            "amount_yi": 0.0552
          },
          {
            "time": "14:40",
            "open": 11.93,
            "high": 11.93,
            "low": 11.92,
            "close": 11.92,
            "amount_yi": 0.0372
          },
          {
            "time": "14:41",
            "open": 11.92,
            "high": 11.92,
            "low": 11.92,
            "close": 11.92,
            "amount_yi": 0.0623
          },
          {
            "time": "14:42",
            "open": 11.94,
            "high": 11.95,
            "low": 11.94,
            "close": 11.95,
            "amount_yi": 0.0408
          },
          {
            "time": "14:43",
            "open": 11.93,
            "high": 11.94,
            "low": 11.93,
            "close": 11.94,
            "amount_yi": 0.029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 11.94,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 12.4,
        "open": 12.66,
        "high": 12.85,
        "low": 11.91,
        "bid1": 11.93,
        "ask1": 11.94,
        "bid_qty1": 503,
        "ask_qty1": 258
      },
      "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": "2026-07-01T14:43:54",
      "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": 18.8377,
      "price_vs_vwap_pct": -1.7396,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2106,
        "prev_amount_yi": 0.2661,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7914,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 18.41,
            "high": 18.41,
            "low": 18.39,
            "close": 18.39,
            "amount_yi": 0.062
          },
          {
            "time": "14:40",
            "open": 18.42,
            "high": 18.46,
            "low": 18.42,
            "close": 18.46,
            "amount_yi": 0.0361
          },
          {
            "time": "14:41",
            "open": 18.43,
            "high": 18.46,
            "low": 18.43,
            "close": 18.46,
            "amount_yi": 0.0545
          },
          {
            "time": "14:42",
            "open": 18.46,
            "high": 18.48,
            "low": 18.46,
            "close": 18.48,
            "amount_yi": 0.023
          },
          {
            "time": "14:43",
            "open": 18.49,
            "high": 18.51,
            "low": 18.49,
            "close": 18.51,
            "amount_yi": 0.035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 18.51,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 19.03,
        "open": 18.79,
        "high": 19.45,
        "low": 18.37,
        "bid1": 18.5,
        "ask1": 18.51,
        "bid_qty1": 67,
        "ask_qty1": 16
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.1239,
        "prev_amount_yi": 0.1421,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 90.4,
            "high": 90.4,
            "low": 90.31,
            "close": 90.31,
            "amount_yi": 0.0309
          },
          {
            "time": "14:40",
            "open": 90.26,
            "high": 90.45,
            "low": 90.26,
            "close": 90.45,
            "amount_yi": 0.0317
          },
          {
            "time": "14:41",
            "open": 90.47,
            "high": 90.5,
            "low": 90.47,
            "close": 90.5,
            "amount_yi": 0.0202
          },
          {
            "time": "14:42",
            "open": 90.55,
            "high": 90.6,
            "low": 90.55,
            "close": 90.6,
            "amount_yi": 0.0179
          },
          {
            "time": "14:43",
            "open": 90.54,
            "high": 90.56,
            "low": 90.54,
            "close": 90.56,
            "amount_yi": 0.0232
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 90.56,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 95.7,
        "open": 99.74,
        "high": 103.0,
        "low": 90.1,
        "bid1": 90.54,
        "ask1": 90.56,
        "bid_qty1": 13,
        "ask_qty1": 10
      },
      "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": "2026-07-01T14:43:54",
      "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": 17.8751,
      "price_vs_vwap_pct": -0.9796,
      "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": 1.1072,
        "prev_amount_yi": 1.1126,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 17.6,
            "high": 17.62,
            "low": 17.6,
            "close": 17.62,
            "amount_yi": 0.2613
          },
          {
            "time": "14:40",
            "open": 17.62,
            "high": 17.66,
            "low": 17.62,
            "close": 17.66,
            "amount_yi": 0.2611
          },
          {
            "time": "14:41",
            "open": 17.66,
            "high": 17.68,
            "low": 17.66,
            "close": 17.68,
            "amount_yi": 0.2001
          },
          {
            "time": "14:42",
            "open": 17.67,
            "high": 17.67,
            "low": 17.67,
            "close": 17.67,
            "amount_yi": 0.1731
          },
          {
            "time": "14:43",
            "open": 17.7,
            "high": 17.7,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.2116
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 17.7,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 17.34,
        "open": 17.34,
        "high": 18.54,
        "low": 17.34,
        "bid1": 17.69,
        "ask1": 17.7,
        "bid_qty1": 617,
        "ask_qty1": 1091
      },
      "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": "2026-07-01T14:43:54",
      "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": 69.8504,
      "price_vs_vwap_pct": -0.3442,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0413,
        "prev_amount_yi": 0.0303,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 69.37,
            "high": 69.5,
            "low": 69.37,
            "close": 69.5,
            "amount_yi": 0.0096
          },
          {
            "time": "14:40",
            "open": 69.49,
            "high": 69.53,
            "low": 69.49,
            "close": 69.53,
            "amount_yi": 0.0115
          },
          {
            "time": "14:41",
            "open": 69.58,
            "high": 69.62,
            "low": 69.58,
            "close": 69.62,
            "amount_yi": 0.0035
          },
          {
            "time": "14:42",
            "open": 69.63,
            "high": 69.64,
            "low": 69.63,
            "close": 69.64,
            "amount_yi": 0.0077
          },
          {
            "time": "14:43",
            "open": 69.61,
            "high": 69.61,
            "low": 69.61,
            "close": 69.61,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 69.61,
        "ts": "2026-07-01T14:43:53",
        "prev_close": 67.17,
        "open": 67.18,
        "high": 72.0,
        "low": 66.38,
        "bid1": 69.6,
        "ask1": 69.61,
        "bid_qty1": 3,
        "ask_qty1": 7
      },
      "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": "2026-07-01T14:43:54",
      "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": 3.6772,
      "intraday_vwap": 19.5947,
      "price_vs_vwap_pct": -0.1261,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.019,
        "prev_amount_yi": 0.0108,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7593,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 19.56,
            "high": 19.56,
            "low": 19.56,
            "close": 19.56,
            "amount_yi": 0.0038
          },
          {
            "time": "14:40",
            "open": 19.55,
            "high": 19.56,
            "low": 19.55,
            "close": 19.56,
            "amount_yi": 0.0042
          },
          {
            "time": "14:41",
            "open": 19.55,
            "high": 19.59,
            "low": 19.55,
            "close": 19.59,
            "amount_yi": 0.0038
          },
          {
            "time": "14:42",
            "open": 19.58,
            "high": 19.59,
            "low": 19.58,
            "close": 19.59,
            "amount_yi": 0.0054
          },
          {
            "time": "14:43",
            "open": 19.57,
            "high": 19.57,
            "low": 19.57,
            "close": 19.57,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 19.57,
        "ts": "2026-07-01T14:43:50",
        "prev_close": 19.28,
        "open": 19.28,
        "high": 19.89,
        "low": 19.19,
        "bid1": 19.56,
        "ask1": 19.58,
        "bid_qty1": 23,
        "ask_qty1": 16
      },
      "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": "2026-07-01T14:43:54",
      "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": 22.1948,
      "price_vs_vwap_pct": -0.2018,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0426,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.13,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 22.17,
            "high": 22.17,
            "low": 22.17,
            "close": 22.17,
            "amount_yi": 0.0144
          },
          {
            "time": "14:40",
            "open": 22.18,
            "high": 22.19,
            "low": 22.18,
            "close": 22.19,
            "amount_yi": 0.0076
          },
          {
            "time": "14:41",
            "open": 22.24,
            "high": 22.24,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.007
          },
          {
            "time": "14:42",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0062
          },
          {
            "time": "14:43",
            "open": 22.2,
            "high": 22.2,
            "low": 22.15,
            "close": 22.15,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 22.15,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 22.03,
        "open": 21.93,
        "high": 22.57,
        "low": 21.6,
        "bid1": 22.15,
        "ask1": 22.18,
        "bid_qty1": 26,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300433:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300433:VWAP_RECLAIM",
      "symbol": "SZSE.300433",
      "name": "蓝思科技",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 54.8,
      "exec_low": 55.62,
      "exec_high": 55.62,
      "invalid_price": 53.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 56.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 53.98,
      "entry_zone_high": 55.62,
      "entry_risk_pct": null,
      "intraday_vwap": 54.4885,
      "price_vs_vwap_pct": -1.9793,
      "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": 1.6175,
        "prev_amount_yi": 1.9807,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8166,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 52.84,
            "high": 52.92,
            "low": 52.84,
            "close": 52.92,
            "amount_yi": 0.4806
          },
          {
            "time": "14:40",
            "open": 52.92,
            "high": 53.15,
            "low": 52.92,
            "close": 53.15,
            "amount_yi": 0.3495
          },
          {
            "time": "14:41",
            "open": 53.14,
            "high": 53.14,
            "low": 53.11,
            "close": 53.11,
            "amount_yi": 0.1991
          },
          {
            "time": "14:42",
            "open": 53.18,
            "high": 53.36,
            "low": 53.18,
            "close": 53.36,
            "amount_yi": 0.3245
          },
          {
            "time": "14:43",
            "open": 53.35,
            "high": 53.41,
            "low": 53.35,
            "close": 53.41,
            "amount_yi": 0.2638
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 53.41,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 53.66,
        "open": 53.8,
        "high": 56.41,
        "low": 52.68,
        "bid1": 53.41,
        "ask1": 53.44,
        "bid_qty1": 64,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300709:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300709:VWAP_RECLAIM",
      "symbol": "SZSE.300709",
      "name": "精研科技",
      "side": "BUY",
      "priority": "W55",
      "status": "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": "2026-07-01T14:43:54",
      "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": 54.5695,
      "price_vs_vwap_pct": -4.7087,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1871,
        "prev_amount_yi": 0.1385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 52.13,
            "high": 52.13,
            "low": 52.13,
            "close": 52.13,
            "amount_yi": 0.0258
          },
          {
            "time": "14:40",
            "open": 52.07,
            "high": 52.08,
            "low": 52.07,
            "close": 52.08,
            "amount_yi": 0.0402
          },
          {
            "time": "14:41",
            "open": 52.08,
            "high": 52.08,
            "low": 52.08,
            "close": 52.08,
            "amount_yi": 0.0343
          },
          {
            "time": "14:42",
            "open": 52.02,
            "high": 52.02,
            "low": 51.98,
            "close": 51.98,
            "amount_yi": 0.0247
          },
          {
            "time": "14:43",
            "open": 51.96,
            "high": 52.0,
            "low": 51.96,
            "close": 52.0,
            "amount_yi": 0.0621
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 52.0,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 56.25,
        "open": 56.05,
        "high": 58.88,
        "low": 51.85,
        "bid1": 51.99,
        "ask1": 52.0,
        "bid_qty1": 4,
        "ask_qty1": 57
      },
      "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": "2026-07-01T14:43:54",
      "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": 3.6615,
      "intraday_vwap": 12.4781,
      "price_vs_vwap_pct": -1.5876,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0589,
        "prev_amount_yi": 0.0656,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 12.27,
            "high": 12.27,
            "low": 12.27,
            "close": 12.27,
            "amount_yi": 0.0163
          },
          {
            "time": "14:40",
            "open": 12.26,
            "high": 12.27,
            "low": 12.26,
            "close": 12.27,
            "amount_yi": 0.0099
          },
          {
            "time": "14:41",
            "open": 12.28,
            "high": 12.28,
            "low": 12.27,
            "close": 12.27,
            "amount_yi": 0.0127
          },
          {
            "time": "14:42",
            "open": 12.28,
            "high": 12.28,
            "low": 12.28,
            "close": 12.28,
            "amount_yi": 0.0114
          },
          {
            "time": "14:43",
            "open": 12.28,
            "high": 12.28,
            "low": 12.28,
            "close": 12.28,
            "amount_yi": 0.0086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 12.28,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 12.15,
        "open": 12.18,
        "high": 12.96,
        "low": 11.97,
        "bid1": 12.28,
        "ask1": 12.29,
        "bid_qty1": 200,
        "ask_qty1": 43
      },
      "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": "2026-07-01T14:43:54",
      "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": 8.9491,
      "price_vs_vwap_pct": -0.3252,
      "energy_floor_hint_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": 0.0364,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 8.9,
            "high": 8.9,
            "low": 8.9,
            "close": 8.9,
            "amount_yi": 0.0079
          },
          {
            "time": "14:40",
            "open": 8.89,
            "high": 8.91,
            "low": 8.89,
            "close": 8.91,
            "amount_yi": 0.0049
          },
          {
            "time": "14:41",
            "open": 8.91,
            "high": 8.91,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0055
          },
          {
            "time": "14:42",
            "open": 8.92,
            "high": 8.92,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0123
          },
          {
            "time": "14:43",
            "open": 8.92,
            "high": 8.92,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 8.92,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 9.01,
        "open": 8.99,
        "high": 9.09,
        "low": 8.82,
        "bid1": 8.91,
        "ask1": 8.92,
        "bid_qty1": 384,
        "ask_qty1": 12
      },
      "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": "2026-07-01T14:43:54",
      "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": 5,
        "min_samples": 3,
        "amount_yi": 0.0006,
        "prev_amount_yi": 0.0012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "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
          },
          {
            "time": "14:39",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "14:40",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "14:43",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:45",
        "prev_close": 2.25,
        "open": 2.16,
        "high": 2.36,
        "low": 2.15,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 27128,
        "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": "2026-07-01T14:43:54",
      "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": 99.5698,
      "price_vs_vwap_pct": 1.1753,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7763,
        "prev_amount_yi": 0.6416,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2099,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 100.4,
            "high": 100.4,
            "low": 100.31,
            "close": 100.31,
            "amount_yi": 0.1295
          },
          {
            "time": "14:40",
            "open": 100.34,
            "high": 100.34,
            "low": 100.3,
            "close": 100.3,
            "amount_yi": 0.1069
          },
          {
            "time": "14:41",
            "open": 100.36,
            "high": 100.43,
            "low": 100.36,
            "close": 100.43,
            "amount_yi": 0.2264
          },
          {
            "time": "14:42",
            "open": 100.59,
            "high": 100.71,
            "low": 100.59,
            "close": 100.71,
            "amount_yi": 0.146
          },
          {
            "time": "14:43",
            "open": 100.75,
            "high": 100.75,
            "low": 100.74,
            "close": 100.74,
            "amount_yi": 0.1675
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 100.74,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 92.3,
        "open": 97.37,
        "high": 102.0,
        "low": 96.2,
        "bid1": 100.74,
        "ask1": 100.75,
        "bid_qty1": 1,
        "ask_qty1": 16
      },
      "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": "2026-07-01T14:43:54",
      "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": 62.938,
      "price_vs_vwap_pct": 0.2097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1479,
        "prev_amount_yi": 0.1381,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.071,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 62.84,
            "high": 62.84,
            "low": 62.82,
            "close": 62.82,
            "amount_yi": 0.0178
          },
          {
            "time": "14:40",
            "open": 62.85,
            "high": 62.9,
            "low": 62.85,
            "close": 62.9,
            "amount_yi": 0.0337
          },
          {
            "time": "14:41",
            "open": 62.87,
            "high": 62.92,
            "low": 62.87,
            "close": 62.92,
            "amount_yi": 0.0335
          },
          {
            "time": "14:42",
            "open": 62.93,
            "high": 62.98,
            "low": 62.93,
            "close": 62.98,
            "amount_yi": 0.0235
          },
          {
            "time": "14:43",
            "open": 63.06,
            "high": 63.07,
            "low": 63.06,
            "close": 63.07,
            "amount_yi": 0.0394
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 63.07,
        "ts": "2026-07-01T14:43:55",
        "prev_close": 60.92,
        "open": 60.88,
        "high": 63.8,
        "low": 60.6,
        "bid1": 63.07,
        "ask1": 63.08,
        "bid_qty1": 53,
        "ask_qty1": 26
      },
      "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": "2026-07-01T14:43:54",
      "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": 7.6817,
      "price_vs_vwap_pct": 0.108,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0088,
        "prev_amount_yi": 0.0325,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2708,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 7.68,
            "high": 7.68,
            "low": 7.68,
            "close": 7.68,
            "amount_yi": 0.0029
          },
          {
            "time": "14:40",
            "open": 7.69,
            "high": 7.69,
            "low": 7.69,
            "close": 7.69,
            "amount_yi": 0.0008
          },
          {
            "time": "14:41",
            "open": 7.69,
            "high": 7.69,
            "low": 7.69,
            "close": 7.69,
            "amount_yi": 0.0013
          },
          {
            "time": "14:42",
            "open": 7.68,
            "high": 7.69,
            "low": 7.68,
            "close": 7.69,
            "amount_yi": 0.0017
          },
          {
            "time": "14:43",
            "open": 7.69,
            "high": 7.69,
            "low": 7.69,
            "close": 7.69,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 7.69,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 7.55,
        "open": 7.76,
        "high": 7.84,
        "low": 7.51,
        "bid1": 7.68,
        "ask1": 7.69,
        "bid_qty1": 610,
        "ask_qty1": 91
      },
      "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": "2026-07-01T14:43:54",
      "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": 9.5313,
      "price_vs_vwap_pct": 2.9241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0014,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5185,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:37",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0001
          },
          {
            "time": "14:38",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0002
          },
          {
            "time": "14:40",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0003
          },
          {
            "time": "14:41",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0005
          },
          {
            "time": "14:42",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:51",
        "prev_close": 8.92,
        "open": 8.91,
        "high": 9.81,
        "low": 8.86,
        "bid1": 9.81,
        "ask1": 0.0,
        "bid_qty1": 50244,
        "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": "2026-07-01T14:43:54",
      "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": 76.8366,
      "price_vs_vwap_pct": -0.5682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1237,
        "prev_amount_yi": 0.1224,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 76.01,
            "high": 76.01,
            "low": 76.01,
            "close": 76.01,
            "amount_yi": 0.0341
          },
          {
            "time": "14:40",
            "open": 76.04,
            "high": 76.05,
            "low": 76.04,
            "close": 76.05,
            "amount_yi": 0.0207
          },
          {
            "time": "14:41",
            "open": 76.08,
            "high": 76.1,
            "low": 76.08,
            "close": 76.1,
            "amount_yi": 0.0259
          },
          {
            "time": "14:42",
            "open": 76.33,
            "high": 76.45,
            "low": 76.33,
            "close": 76.45,
            "amount_yi": 0.0242
          },
          {
            "time": "14:43",
            "open": 76.4,
            "high": 76.4,
            "low": 76.4,
            "close": 76.4,
            "amount_yi": 0.0188
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 76.4,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 76.38,
        "open": 76.08,
        "high": 78.29,
        "low": 75.69,
        "bid1": 76.38,
        "ask1": 76.39,
        "bid_qty1": 34,
        "ask_qty1": 1
      },
      "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": "2026-07-01T14:43:54",
      "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": 15.9977,
      "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": 0.0174,
        "prev_amount_yi": 0.0126,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.381,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 15.95,
            "high": 15.95,
            "low": 15.95,
            "close": 15.95,
            "amount_yi": 0.0039
          },
          {
            "time": "14:40",
            "open": 15.95,
            "high": 15.99,
            "low": 15.95,
            "close": 15.99,
            "amount_yi": 0.0042
          },
          {
            "time": "14:41",
            "open": 15.96,
            "high": 15.98,
            "low": 15.96,
            "close": 15.98,
            "amount_yi": 0.0032
          },
          {
            "time": "14:42",
            "open": 15.98,
            "high": 15.98,
            "low": 15.98,
            "close": 15.98,
            "amount_yi": 0.0034
          },
          {
            "time": "14:43",
            "open": 15.99,
            "high": 15.99,
            "low": 15.99,
            "close": 15.99,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 15.99,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 15.81,
        "open": 15.82,
        "high": 16.24,
        "low": 15.7,
        "bid1": 15.97,
        "ask1": 15.99,
        "bid_qty1": 26,
        "ask_qty1": 26
      },
      "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": "2026-07-01T14:43:54",
      "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": 9.7139,
      "price_vs_vwap_pct": -0.4519,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0365,
        "prev_amount_yi": 0.047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7766,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 9.65,
            "high": 9.66,
            "low": 9.65,
            "close": 9.66,
            "amount_yi": 0.0099
          },
          {
            "time": "14:40",
            "open": 9.66,
            "high": 9.67,
            "low": 9.66,
            "close": 9.67,
            "amount_yi": 0.0061
          },
          {
            "time": "14:41",
            "open": 9.67,
            "high": 9.67,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0048
          },
          {
            "time": "14:42",
            "open": 9.67,
            "high": 9.67,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0024
          },
          {
            "time": "14:43",
            "open": 9.67,
            "high": 9.67,
            "low": 9.67,
            "close": 9.67,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 9.67,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 9.52,
        "open": 9.55,
        "high": 9.84,
        "low": 9.55,
        "bid1": 9.67,
        "ask1": 9.68,
        "bid_qty1": 81,
        "ask_qty1": 376
      },
      "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": "2026-07-01T14:43:54",
      "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": 11.4139,
      "price_vs_vwap_pct": -0.1218,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0413,
        "prev_amount_yi": 0.0404,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 11.39,
            "high": 11.39,
            "low": 11.38,
            "close": 11.38,
            "amount_yi": 0.0097
          },
          {
            "time": "14:40",
            "open": 11.38,
            "high": 11.38,
            "low": 11.38,
            "close": 11.38,
            "amount_yi": 0.0041
          },
          {
            "time": "14:41",
            "open": 11.39,
            "high": 11.39,
            "low": 11.39,
            "close": 11.39,
            "amount_yi": 0.0125
          },
          {
            "time": "14:42",
            "open": 11.39,
            "high": 11.4,
            "low": 11.39,
            "close": 11.4,
            "amount_yi": 0.0085
          },
          {
            "time": "14:43",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 11.4,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 11.11,
        "open": 11.18,
        "high": 11.67,
        "low": 11.12,
        "bid1": 11.4,
        "ask1": 11.41,
        "bid_qty1": 4,
        "ask_qty1": 56
      },
      "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": "2026-07-01T14:43:54",
      "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": 5.698,
      "price_vs_vwap_pct": 0.2106,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1123,
        "prev_amount_yi": 0.1508,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7447,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 5.69,
            "high": 5.69,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.0196
          },
          {
            "time": "14:40",
            "open": 5.68,
            "high": 5.7,
            "low": 5.68,
            "close": 5.7,
            "amount_yi": 0.0308
          },
          {
            "time": "14:41",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0269
          },
          {
            "time": "14:42",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0225
          },
          {
            "time": "14:43",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 5.71,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 5.58,
        "open": 5.53,
        "high": 5.78,
        "low": 5.5,
        "bid1": 5.7,
        "ask1": 5.71,
        "bid_qty1": 5093,
        "ask_qty1": 2096
      },
      "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": "2026-07-01T14:43:54",
      "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": 13.0343,
      "price_vs_vwap_pct": -1.3372,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0573,
        "prev_amount_yi": 0.0772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7422,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 12.82,
            "high": 12.84,
            "low": 12.82,
            "close": 12.84,
            "amount_yi": 0.0114
          },
          {
            "time": "14:40",
            "open": 12.84,
            "high": 12.85,
            "low": 12.84,
            "close": 12.85,
            "amount_yi": 0.0157
          },
          {
            "time": "14:41",
            "open": 12.86,
            "high": 12.87,
            "low": 12.86,
            "close": 12.87,
            "amount_yi": 0.0129
          },
          {
            "time": "14:42",
            "open": 12.86,
            "high": 12.86,
            "low": 12.86,
            "close": 12.86,
            "amount_yi": 0.0071
          },
          {
            "time": "14:43",
            "open": 12.86,
            "high": 12.86,
            "low": 12.86,
            "close": 12.86,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 12.86,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 13.19,
        "open": 13.1,
        "high": 13.42,
        "low": 12.8,
        "bid1": 12.86,
        "ask1": 12.87,
        "bid_qty1": 1,
        "ask_qty1": 214
      },
      "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": "2026-07-01T14:43:54",
      "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": 13.3564,
      "price_vs_vwap_pct": -0.4223,
      "energy_floor_hint_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": 0.0457,
        "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": "14:39",
            "open": 13.23,
            "high": 13.24,
            "low": 13.23,
            "close": 13.24,
            "amount_yi": 0.0037
          },
          {
            "time": "14:40",
            "open": 13.25,
            "high": 13.26,
            "low": 13.25,
            "close": 13.26,
            "amount_yi": 0.0119
          },
          {
            "time": "14:41",
            "open": 13.26,
            "high": 13.26,
            "low": 13.26,
            "close": 13.26,
            "amount_yi": 0.0037
          },
          {
            "time": "14:42",
            "open": 13.28,
            "high": 13.28,
            "low": 13.27,
            "close": 13.27,
            "amount_yi": 0.0041
          },
          {
            "time": "14:43",
            "open": 13.28,
            "high": 13.3,
            "low": 13.28,
            "close": 13.3,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 13.3,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 12.83,
        "open": 12.75,
        "high": 13.72,
        "low": 12.7,
        "bid1": 13.29,
        "ask1": 13.3,
        "bid_qty1": 336,
        "ask_qty1": 235
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-01T14:43:54",
      "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": 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": 23.6614,
      "price_vs_vwap_pct": -0.5131,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0932,
        "prev_amount_yi": 0.0658,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4164,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 23.44,
            "high": 23.44,
            "low": 23.44,
            "close": 23.44,
            "amount_yi": 0.0194
          },
          {
            "time": "14:40",
            "open": 23.45,
            "high": 23.47,
            "low": 23.45,
            "close": 23.47,
            "amount_yi": 0.017
          },
          {
            "time": "14:41",
            "open": 23.47,
            "high": 23.53,
            "low": 23.47,
            "close": 23.53,
            "amount_yi": 0.0279
          },
          {
            "time": "14:42",
            "open": 23.51,
            "high": 23.51,
            "low": 23.5,
            "close": 23.5,
            "amount_yi": 0.0126
          },
          {
            "time": "14:43",
            "open": 23.5,
            "high": 23.54,
            "low": 23.5,
            "close": 23.54,
            "amount_yi": 0.0163
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 23.54,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 23.45,
        "open": 23.49,
        "high": 24.05,
        "low": 23.31,
        "bid1": 23.53,
        "ask1": 23.54,
        "bid_qty1": 17,
        "ask_qty1": 57
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-01T14:43:54",
      "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": 3.3805,
      "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": 0.0392,
        "prev_amount_yi": 0.1304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3006,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 56.6,
            "high": 56.6,
            "low": 56.6,
            "close": 56.6,
            "amount_yi": 0.0152
          },
          {
            "time": "14:40",
            "open": 56.36,
            "high": 56.36,
            "low": 56.35,
            "close": 56.35,
            "amount_yi": 0.0043
          },
          {
            "time": "14:41",
            "open": 56.35,
            "high": 56.35,
            "low": 56.35,
            "close": 56.35,
            "amount_yi": 0.0062
          },
          {
            "time": "14:42",
            "open": 56.58,
            "high": 56.58,
            "low": 56.39,
            "close": 56.39,
            "amount_yi": 0.0069
          },
          {
            "time": "14:43",
            "open": 56.5,
            "high": 56.5,
            "low": 56.41,
            "close": 56.41,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 56.41,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 53.27,
        "open": 53.5,
        "high": 58.0,
        "low": 52.0,
        "bid1": 56.41,
        "ask1": 56.5,
        "bid_qty1": 5,
        "ask_qty1": 27
      },
      "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": "2026-07-01T14:43:54",
      "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": 25.9019,
      "price_vs_vwap_pct": 0.0699,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0067,
        "prev_amount_yi": 0.0217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 25.94,
            "high": 25.94,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0013
          },
          {
            "time": "14:40",
            "open": 25.96,
            "high": 25.96,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0003
          },
          {
            "time": "14:41",
            "open": 25.92,
            "high": 25.92,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0043
          },
          {
            "time": "14:42",
            "open": 25.93,
            "high": 25.93,
            "low": 25.92,
            "close": 25.92,
            "amount_yi": 0.0003
          },
          {
            "time": "14:43",
            "open": 25.91,
            "high": 25.92,
            "low": 25.91,
            "close": 25.92,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 25.92,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 25.85,
        "open": 25.69,
        "high": 26.28,
        "low": 25.47,
        "bid1": 25.91,
        "ask1": 25.92,
        "bid_qty1": 9,
        "ask_qty1": 14
      },
      "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": "2026-07-01T14:43:54",
      "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": 2.6505,
      "price_vs_vwap_pct": -0.7734,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0312,
        "prev_amount_yi": 0.0051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.1176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 2.63,
            "high": 2.64,
            "low": 2.63,
            "close": 2.64,
            "amount_yi": 0.0012
          },
          {
            "time": "14:40",
            "open": 2.64,
            "high": 2.64,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0004
          },
          {
            "time": "14:41",
            "open": 2.63,
            "high": 2.63,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0275
          },
          {
            "time": "14:42",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0013
          },
          {
            "time": "14:43",
            "open": 2.63,
            "high": 2.63,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 2.63,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 2.56,
        "open": 2.57,
        "high": 2.73,
        "low": 2.56,
        "bid1": 2.63,
        "ask1": 2.64,
        "bid_qty1": 4170,
        "ask_qty1": 7108
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.0249,
        "prev_amount_yi": 0.1559,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1597,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0048
          },
          {
            "time": "14:40",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0103
          },
          {
            "time": "14:41",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0036
          },
          {
            "time": "14:42",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0039
          },
          {
            "time": "14:43",
            "open": 39.03,
            "high": 39.03,
            "low": 39.03,
            "close": 39.03,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 35.48,
        "open": 39.03,
        "high": 39.03,
        "low": 39.03,
        "bid1": 39.03,
        "ask1": 0.0,
        "bid_qty1": 173106,
        "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": "2026-07-01T14:43:54",
      "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": 35.6035,
      "price_vs_vwap_pct": 1.3945,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0475,
        "prev_amount_yi": 0.0652,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7285,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 36.07,
            "high": 36.07,
            "low": 36.05,
            "close": 36.05,
            "amount_yi": 0.0055
          },
          {
            "time": "14:40",
            "open": 36.04,
            "high": 36.06,
            "low": 36.04,
            "close": 36.06,
            "amount_yi": 0.0156
          },
          {
            "time": "14:41",
            "open": 36.04,
            "high": 36.08,
            "low": 36.04,
            "close": 36.08,
            "amount_yi": 0.0067
          },
          {
            "time": "14:42",
            "open": 36.05,
            "high": 36.07,
            "low": 36.05,
            "close": 36.07,
            "amount_yi": 0.0043
          },
          {
            "time": "14:43",
            "open": 36.12,
            "high": 36.12,
            "low": 36.1,
            "close": 36.1,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 36.1,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 34.53,
        "open": 34.58,
        "high": 36.36,
        "low": 34.08,
        "bid1": 36.09,
        "ask1": 36.1,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:43:54",
      "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": 141.9073,
      "price_vs_vwap_pct": -2.6407,
      "energy_floor_hint_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": 0.0722,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9058,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 138.01,
            "high": 138.01,
            "low": 137.97,
            "close": 137.97,
            "amount_yi": 0.0179
          },
          {
            "time": "14:40",
            "open": 137.93,
            "high": 137.93,
            "low": 137.93,
            "close": 137.93,
            "amount_yi": 0.0179
          },
          {
            "time": "14:41",
            "open": 138.3,
            "high": 138.3,
            "low": 138.14,
            "close": 138.14,
            "amount_yi": 0.0181
          },
          {
            "time": "14:42",
            "open": 138.26,
            "high": 138.26,
            "low": 138.24,
            "close": 138.24,
            "amount_yi": 0.0069
          },
          {
            "time": "14:43",
            "open": 138.24,
            "high": 138.24,
            "low": 138.16,
            "close": 138.16,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 138.16,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 146.95,
        "open": 146.97,
        "high": 146.98,
        "low": 137.7,
        "bid1": 138.17,
        "ask1": 138.18,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.0178,
        "prev_amount_yi": 0.0129,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3798,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 36.39,
            "high": 36.39,
            "low": 36.36,
            "close": 36.36,
            "amount_yi": 0.007
          },
          {
            "time": "14:40",
            "open": 36.36,
            "high": 36.36,
            "low": 36.36,
            "close": 36.36,
            "amount_yi": 0.0045
          },
          {
            "time": "14:41",
            "open": 36.39,
            "high": 36.45,
            "low": 36.39,
            "close": 36.45,
            "amount_yi": 0.0033
          },
          {
            "time": "14:42",
            "open": 36.45,
            "high": 36.48,
            "low": 36.45,
            "close": 36.48,
            "amount_yi": 0.002
          },
          {
            "time": "14:43",
            "open": 36.48,
            "high": 36.55,
            "low": 36.48,
            "close": 36.55,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 36.55,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 37.32,
        "open": 37.8,
        "high": 37.8,
        "low": 36.34,
        "bid1": 36.5,
        "ask1": 36.58,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.0013,
        "prev_amount_yi": 0.0017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:36",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0001
          },
          {
            "time": "14:37",
            "open": 0.9,
            "high": 0.9,
            "low": 0.9,
            "close": 0.9,
            "amount_yi": 0.0001
          },
          {
            "time": "14:39",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0003
          },
          {
            "time": "14:41",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0007
          },
          {
            "time": "14:42",
            "open": 0.91,
            "high": 0.91,
            "low": 0.91,
            "close": 0.91,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 0.92,
        "open": 0.91,
        "high": 0.93,
        "low": 0.89,
        "bid1": 0.9,
        "ask1": 0.91,
        "bid_qty1": 4690,
        "ask_qty1": 1221
      },
      "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": "2026-07-01T14:43:54",
      "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": 74.2622,
      "price_vs_vwap_pct": 0.024,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1899,
        "prev_amount_yi": 0.2268,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8373,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 74.08,
            "high": 74.08,
            "low": 74.06,
            "close": 74.06,
            "amount_yi": 0.0398
          },
          {
            "time": "14:40",
            "open": 74.09,
            "high": 74.13,
            "low": 74.09,
            "close": 74.13,
            "amount_yi": 0.037
          },
          {
            "time": "14:41",
            "open": 74.15,
            "high": 74.19,
            "low": 74.15,
            "close": 74.19,
            "amount_yi": 0.0576
          },
          {
            "time": "14:42",
            "open": 74.23,
            "high": 74.26,
            "low": 74.23,
            "close": 74.26,
            "amount_yi": 0.0247
          },
          {
            "time": "14:43",
            "open": 74.27,
            "high": 74.28,
            "low": 74.27,
            "close": 74.28,
            "amount_yi": 0.0308
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 74.28,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 71.17,
        "open": 72.5,
        "high": 75.38,
        "low": 71.95,
        "bid1": 74.27,
        "ask1": 74.28,
        "bid_qty1": 24,
        "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": "2026-07-01T14:43:54",
      "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": 0.0833,
        "prev_amount_yi": 0.0657,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2679,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 122.85,
            "high": 122.85,
            "low": 122.85,
            "close": 122.85,
            "amount_yi": 0.0107
          },
          {
            "time": "14:40",
            "open": 122.86,
            "high": 122.89,
            "low": 122.86,
            "close": 122.89,
            "amount_yi": 0.0159
          },
          {
            "time": "14:41",
            "open": 122.89,
            "high": 123.0,
            "low": 122.89,
            "close": 123.0,
            "amount_yi": 0.0171
          },
          {
            "time": "14:42",
            "open": 123.21,
            "high": 123.21,
            "low": 123.0,
            "close": 123.0,
            "amount_yi": 0.0225
          },
          {
            "time": "14:43",
            "open": 123.45,
            "high": 123.6,
            "low": 123.45,
            "close": 123.6,
            "amount_yi": 0.0171
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 123.6,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 108.77,
        "open": 108.7,
        "high": 126.4,
        "low": 107.56,
        "bid1": 123.56,
        "ask1": 123.6,
        "bid_qty1": 2,
        "ask_qty1": 18
      },
      "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": "2026-07-01T14:43:54",
      "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": 3.3847,
      "intraday_vwap": 23.3403,
      "price_vs_vwap_pct": -0.0441,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0069,
        "prev_amount_yi": 0.0333,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2072,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 23.32,
            "high": 23.32,
            "low": 23.32,
            "close": 23.32,
            "amount_yi": 0.0009
          },
          {
            "time": "14:40",
            "open": 23.32,
            "high": 23.33,
            "low": 23.32,
            "close": 23.33,
            "amount_yi": 0.0016
          },
          {
            "time": "14:41",
            "open": 23.31,
            "high": 23.32,
            "low": 23.31,
            "close": 23.32,
            "amount_yi": 0.0015
          },
          {
            "time": "14:42",
            "open": 23.32,
            "high": 23.33,
            "low": 23.32,
            "close": 23.33,
            "amount_yi": 0.0012
          },
          {
            "time": "14:43",
            "open": 23.32,
            "high": 23.33,
            "low": 23.32,
            "close": 23.33,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 23.33,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 22.8,
        "open": 22.81,
        "high": 23.64,
        "low": 22.66,
        "bid1": 23.33,
        "ask1": 23.34,
        "bid_qty1": 277,
        "ask_qty1": 20
      },
      "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": "2026-07-01T14:43:54",
      "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": 92.4158,
      "price_vs_vwap_pct": 0.2967,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1056,
        "prev_amount_yi": 0.0505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0911,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 92.48,
            "high": 92.5,
            "low": 92.48,
            "close": 92.5,
            "amount_yi": 0.0214
          },
          {
            "time": "14:40",
            "open": 92.44,
            "high": 92.44,
            "low": 92.41,
            "close": 92.41,
            "amount_yi": 0.0311
          },
          {
            "time": "14:41",
            "open": 92.54,
            "high": 92.54,
            "low": 92.49,
            "close": 92.49,
            "amount_yi": 0.0157
          },
          {
            "time": "14:42",
            "open": 92.58,
            "high": 92.67,
            "low": 92.58,
            "close": 92.67,
            "amount_yi": 0.0193
          },
          {
            "time": "14:43",
            "open": 92.66,
            "high": 92.69,
            "low": 92.66,
            "close": 92.69,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 92.69,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 87.35,
        "open": 88.5,
        "high": 94.58,
        "low": 87.96,
        "bid1": 92.68,
        "ask1": 92.69,
        "bid_qty1": 4,
        "ask_qty1": 38
      },
      "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": "2026-07-01T14:43:54",
      "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": 43.2017,
      "price_vs_vwap_pct": -0.0271,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0283,
        "prev_amount_yi": 0.0431,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6566,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 42.95,
            "high": 42.96,
            "low": 42.95,
            "close": 42.96,
            "amount_yi": 0.0063
          },
          {
            "time": "14:40",
            "open": 42.98,
            "high": 43.06,
            "low": 42.98,
            "close": 43.06,
            "amount_yi": 0.0064
          },
          {
            "time": "14:41",
            "open": 43.06,
            "high": 43.09,
            "low": 43.06,
            "close": 43.09,
            "amount_yi": 0.0031
          },
          {
            "time": "14:42",
            "open": 43.1,
            "high": 43.13,
            "low": 43.1,
            "close": 43.13,
            "amount_yi": 0.0059
          },
          {
            "time": "14:43",
            "open": 43.16,
            "high": 43.19,
            "low": 43.16,
            "close": 43.19,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 43.19,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 41.63,
        "open": 42.53,
        "high": 44.08,
        "low": 41.9,
        "bid1": 43.17,
        "ask1": 43.2,
        "bid_qty1": 1,
        "ask_qty1": 21
      },
      "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": "2026-07-01T14:43:54",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.61,
      "entry_zone_high": 28.45,
      "entry_risk_pct": 4.2268,
      "intraday_vwap": 28.6347,
      "price_vs_vwap_pct": -0.8546,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.053,
        "prev_amount_yi": 0.0612,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.866,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 28.33,
            "high": 28.33,
            "low": 28.33,
            "close": 28.33,
            "amount_yi": 0.0104
          },
          {
            "time": "14:40",
            "open": 28.36,
            "high": 28.37,
            "low": 28.36,
            "close": 28.37,
            "amount_yi": 0.0068
          },
          {
            "time": "14:41",
            "open": 28.39,
            "high": 28.4,
            "low": 28.39,
            "close": 28.4,
            "amount_yi": 0.0193
          },
          {
            "time": "14:42",
            "open": 28.37,
            "high": 28.38,
            "low": 28.37,
            "close": 28.38,
            "amount_yi": 0.006
          },
          {
            "time": "14:43",
            "open": 28.39,
            "high": 28.39,
            "low": 28.39,
            "close": 28.39,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 28.39,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 27.86,
        "open": 27.97,
        "high": 29.5,
        "low": 27.86,
        "bid1": 28.37,
        "ask1": 28.39,
        "bid_qty1": 1,
        "ask_qty1": 24
      },
      "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": "2026-07-01T14:43:54",
      "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": 4.6871,
      "intraday_vwap": 34.9043,
      "price_vs_vwap_pct": 0.2169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0386,
        "prev_amount_yi": 0.0405,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9531,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 34.99,
            "high": 35.01,
            "low": 34.99,
            "close": 35.01,
            "amount_yi": 0.01
          },
          {
            "time": "14:40",
            "open": 35.02,
            "high": 35.03,
            "low": 35.02,
            "close": 35.03,
            "amount_yi": 0.0027
          },
          {
            "time": "14:41",
            "open": 35.01,
            "high": 35.01,
            "low": 34.97,
            "close": 34.97,
            "amount_yi": 0.0112
          },
          {
            "time": "14:42",
            "open": 34.91,
            "high": 34.95,
            "low": 34.91,
            "close": 34.95,
            "amount_yi": 0.0092
          },
          {
            "time": "14:43",
            "open": 34.95,
            "high": 34.98,
            "low": 34.95,
            "close": 34.98,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 34.98,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 33.95,
        "open": 33.7,
        "high": 35.51,
        "low": 33.51,
        "bid1": 34.98,
        "ask1": 34.99,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:43:54",
      "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": 9.8564,
      "price_vs_vwap_pct": 0.5438,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0227,
        "prev_amount_yi": 0.014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 9.88,
            "high": 9.88,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.0142
          },
          {
            "time": "14:40",
            "open": 9.88,
            "high": 9.89,
            "low": 9.88,
            "close": 9.89,
            "amount_yi": 0.0022
          },
          {
            "time": "14:41",
            "open": 9.9,
            "high": 9.9,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0039
          },
          {
            "time": "14:42",
            "open": 9.9,
            "high": 9.9,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0009
          },
          {
            "time": "14:43",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 9.91,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 9.42,
        "open": 9.35,
        "high": 10.11,
        "low": 9.33,
        "bid1": 9.9,
        "ask1": 9.91,
        "bid_qty1": 517,
        "ask_qty1": 59
      },
      "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": "2026-07-01T14:43:54",
      "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": 3.4929,
      "intraday_vwap": 23.1068,
      "price_vs_vwap_pct": 0.2735,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0518,
        "prev_amount_yi": 0.039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 23.14,
            "high": 23.14,
            "low": 23.14,
            "close": 23.14,
            "amount_yi": 0.0171
          },
          {
            "time": "14:40",
            "open": 23.14,
            "high": 23.14,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.0068
          },
          {
            "time": "14:41",
            "open": 23.15,
            "high": 23.17,
            "low": 23.15,
            "close": 23.17,
            "amount_yi": 0.0174
          },
          {
            "time": "14:42",
            "open": 23.17,
            "high": 23.17,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.0061
          },
          {
            "time": "14:43",
            "open": 23.18,
            "high": 23.18,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 23.17,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 22.72,
        "open": 22.71,
        "high": 23.41,
        "low": 22.6,
        "bid1": 23.17,
        "ask1": 23.19,
        "bid_qty1": 11,
        "ask_qty1": 130
      },
      "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": "2026-07-01T14:43:54",
      "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": 56.4935,
      "price_vs_vwap_pct": 0.6841,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0042,
        "prev_amount_yi": 0.0109,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3853,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 56.81,
            "high": 56.82,
            "low": 56.81,
            "close": 56.82,
            "amount_yi": 0.0011
          },
          {
            "time": "14:40",
            "open": 56.82,
            "high": 56.86,
            "low": 56.82,
            "close": 56.86,
            "amount_yi": 0.0003
          },
          {
            "time": "14:41",
            "open": 56.88,
            "high": 56.94,
            "low": 56.88,
            "close": 56.94,
            "amount_yi": 0.0011
          },
          {
            "time": "14:42",
            "open": 56.88,
            "high": 56.94,
            "low": 56.88,
            "close": 56.94,
            "amount_yi": 0.0003
          },
          {
            "time": "14:43",
            "open": 56.85,
            "high": 56.88,
            "low": 56.85,
            "close": 56.88,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 56.88,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 54.57,
        "open": 55.0,
        "high": 57.57,
        "low": 54.5,
        "bid1": 56.88,
        "ask1": 56.93,
        "bid_qty1": 2,
        "ask_qty1": 14
      },
      "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": "2026-07-01T14:43:54",
      "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": 21.8476,
      "price_vs_vwap_pct": -0.3094,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1132,
        "prev_amount_yi": 0.0891,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2705,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 21.74,
            "high": 21.74,
            "low": 21.74,
            "close": 21.74,
            "amount_yi": 0.021
          },
          {
            "time": "14:40",
            "open": 21.75,
            "high": 21.75,
            "low": 21.75,
            "close": 21.75,
            "amount_yi": 0.0256
          },
          {
            "time": "14:41",
            "open": 21.75,
            "high": 21.77,
            "low": 21.75,
            "close": 21.77,
            "amount_yi": 0.0185
          },
          {
            "time": "14:42",
            "open": 21.76,
            "high": 21.77,
            "low": 21.76,
            "close": 21.77,
            "amount_yi": 0.0287
          },
          {
            "time": "14:43",
            "open": 21.78,
            "high": 21.78,
            "low": 21.78,
            "close": 21.78,
            "amount_yi": 0.0194
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 21.78,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 21.61,
        "open": 21.56,
        "high": 22.2,
        "low": 21.46,
        "bid1": 21.78,
        "ask1": 21.79,
        "bid_qty1": 68,
        "ask_qty1": 214
      },
      "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": "2026-07-01T14:43:54",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "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": 11.3609,
      "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": 0.0191,
        "prev_amount_yi": 0.0287,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6655,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 11.37,
            "high": 11.37,
            "low": 11.37,
            "close": 11.37,
            "amount_yi": 0.0061
          },
          {
            "time": "14:40",
            "open": 11.37,
            "high": 11.38,
            "low": 11.37,
            "close": 11.38,
            "amount_yi": 0.0023
          },
          {
            "time": "14:41",
            "open": 11.37,
            "high": 11.37,
            "low": 11.37,
            "close": 11.37,
            "amount_yi": 0.0048
          },
          {
            "time": "14:42",
            "open": 11.36,
            "high": 11.36,
            "low": 11.36,
            "close": 11.36,
            "amount_yi": 0.0027
          },
          {
            "time": "14:43",
            "open": 11.36,
            "high": 11.37,
            "low": 11.36,
            "close": 11.37,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 11.37,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 11.03,
        "open": 11.0,
        "high": 11.65,
        "low": 10.98,
        "bid1": 11.37,
        "ask1": 11.38,
        "bid_qty1": 54,
        "ask_qty1": 278
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SZSE.300432:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SZSE.300432:VWAP_RECLAIM",
      "symbol": "SZSE.300432",
      "name": "富临精工",
      "side": "BUY",
      "priority": "W91",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.3,
      "exec_low": 20.6,
      "exec_high": 20.6,
      "invalid_price": 19.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 人形机器人",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.0,
      "entry_zone_high": 20.6,
      "entry_risk_pct": null,
      "intraday_vwap": 19.7049,
      "price_vs_vwap_pct": 0.1274,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1122,
        "prev_amount_yi": 0.1327,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 19.63,
            "high": 19.63,
            "low": 19.63,
            "close": 19.63,
            "amount_yi": 0.0271
          },
          {
            "time": "14:40",
            "open": 19.64,
            "high": 19.65,
            "low": 19.64,
            "close": 19.65,
            "amount_yi": 0.0139
          },
          {
            "time": "14:41",
            "open": 19.67,
            "high": 19.69,
            "low": 19.67,
            "close": 19.69,
            "amount_yi": 0.0181
          },
          {
            "time": "14:42",
            "open": 19.69,
            "high": 19.69,
            "low": 19.68,
            "close": 19.68,
            "amount_yi": 0.0215
          },
          {
            "time": "14:43",
            "open": 19.71,
            "high": 19.73,
            "low": 19.71,
            "close": 19.73,
            "amount_yi": 0.0316
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 19.73,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 20.09,
        "open": 20.09,
        "high": 20.38,
        "low": 19.1,
        "bid1": 19.73,
        "ask1": 19.74,
        "bid_qty1": 19,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688048:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260630:SHSE.688048:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688048",
      "name": "长光华芯",
      "side": "BUY",
      "priority": "W92",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1582,
        "prev_amount_yi": 0.8558,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3534,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 469.96,
            "high": 469.96,
            "low": 469.92,
            "close": 469.92,
            "amount_yi": 0.1629
          },
          {
            "time": "14:40",
            "open": 470.5,
            "high": 473.49,
            "low": 470.5,
            "close": 473.49,
            "amount_yi": 0.2029
          },
          {
            "time": "14:41",
            "open": 473.97,
            "high": 474.7,
            "low": 473.97,
            "close": 474.7,
            "amount_yi": 0.2946
          },
          {
            "time": "14:42",
            "open": 473.97,
            "high": 474.59,
            "low": 473.97,
            "close": 474.59,
            "amount_yi": 0.2709
          },
          {
            "time": "14:43",
            "open": 474.49,
            "high": 474.49,
            "low": 474.39,
            "close": 474.39,
            "amount_yi": 0.2269
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 474.39,
        "ts": "2026-07-01T14:43:53",
        "prev_close": 502.0,
        "open": 504.0,
        "high": 509.11,
        "low": 465.0,
        "bid1": 474.2,
        "ask1": 474.39,
        "bid_qty1": 15,
        "ask_qty1": 8
      },
      "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": "2026-07-01T14:43:54",
      "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": 67.8087,
      "price_vs_vwap_pct": -2.6526,
      "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": 2.0693,
        "prev_amount_yi": 2.4892,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8313,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 65.57,
            "high": 65.57,
            "low": 65.57,
            "close": 65.57,
            "amount_yi": 0.4245
          },
          {
            "time": "14:40",
            "open": 65.6,
            "high": 65.72,
            "low": 65.6,
            "close": 65.72,
            "amount_yi": 0.515
          },
          {
            "time": "14:41",
            "open": 65.8,
            "high": 65.9,
            "low": 65.8,
            "close": 65.9,
            "amount_yi": 0.3058
          },
          {
            "time": "14:42",
            "open": 65.94,
            "high": 65.97,
            "low": 65.94,
            "close": 65.97,
            "amount_yi": 0.4705
          },
          {
            "time": "14:43",
            "open": 65.98,
            "high": 66.01,
            "low": 65.98,
            "close": 66.01,
            "amount_yi": 0.3535
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 66.01,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 70.4,
        "open": 70.4,
        "high": 70.77,
        "low": 65.5,
        "bid1": 66.01,
        "ask1": 66.02,
        "bid_qty1": 211,
        "ask_qty1": 6
      },
      "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": "2026-07-01T14:43:54",
      "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": 360.9794,
      "price_vs_vwap_pct": -3.374,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0337,
        "prev_amount_yi": 0.7854,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3161,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 346.25,
            "high": 346.25,
            "low": 346.05,
            "close": 346.05,
            "amount_yi": 0.3223
          },
          {
            "time": "14:40",
            "open": 347.08,
            "high": 347.08,
            "low": 347.0,
            "close": 347.0,
            "amount_yi": 0.1741
          },
          {
            "time": "14:41",
            "open": 347.25,
            "high": 347.28,
            "low": 347.25,
            "close": 347.28,
            "amount_yi": 0.2426
          },
          {
            "time": "14:42",
            "open": 347.49,
            "high": 347.49,
            "low": 347.26,
            "close": 347.26,
            "amount_yi": 0.1282
          },
          {
            "time": "14:43",
            "open": 347.57,
            "high": 348.8,
            "low": 347.57,
            "close": 348.8,
            "amount_yi": 0.1665
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 348.8,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 378.2,
        "open": 373.15,
        "high": 375.73,
        "low": 346.01,
        "bid1": 348.8,
        "ask1": 348.84,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260630:20260701:SHSE.688195:VWAP_RECLAIM:BUY",
      "plan_id": "20260630:SHSE.688195:VWAP_RECLAIM",
      "symbol": "SHSE.688195",
      "name": "腾景科技",
      "side": "BUY",
      "priority": "W95",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 195.28,
      "exec_low": 198.21,
      "exec_high": 198.21,
      "invalid_price": 189.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-01T14:43:54",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力链 / 光通信模块",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 201.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 192.35,
      "entry_zone_high": 198.21,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1709,
        "prev_amount_yi": 0.2033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 187.76,
            "high": 187.98,
            "low": 187.76,
            "close": 187.98,
            "amount_yi": 0.0347
          },
          {
            "time": "14:40",
            "open": 188.31,
            "high": 188.31,
            "low": 188.3,
            "close": 188.3,
            "amount_yi": 0.0356
          },
          {
            "time": "14:41",
            "open": 188.44,
            "high": 188.5,
            "low": 188.44,
            "close": 188.5,
            "amount_yi": 0.0383
          },
          {
            "time": "14:42",
            "open": 188.41,
            "high": 188.71,
            "low": 188.41,
            "close": 188.71,
            "amount_yi": 0.0266
          },
          {
            "time": "14:43",
            "open": 188.77,
            "high": 188.77,
            "low": 188.75,
            "close": 188.75,
            "amount_yi": 0.0357
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 188.75,
        "ts": "2026-07-01T14:43:53",
        "prev_close": 192.58,
        "open": 191.13,
        "high": 196.0,
        "low": 185.71,
        "bid1": 188.79,
        "ask1": 188.9,
        "bid_qty1": 6,
        "ask_qty1": 46
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.7661,
        "prev_amount_yi": 0.9802,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7816,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 168.5,
            "high": 168.6,
            "low": 168.5,
            "close": 168.6,
            "amount_yi": 0.1552
          },
          {
            "time": "14:40",
            "open": 168.89,
            "high": 169.01,
            "low": 168.89,
            "close": 169.01,
            "amount_yi": 0.1562
          },
          {
            "time": "14:41",
            "open": 169.13,
            "high": 169.26,
            "low": 169.13,
            "close": 169.26,
            "amount_yi": 0.1134
          },
          {
            "time": "14:42",
            "open": 169.26,
            "high": 169.26,
            "low": 169.18,
            "close": 169.18,
            "amount_yi": 0.1437
          },
          {
            "time": "14:43",
            "open": 169.25,
            "high": 169.6,
            "low": 169.25,
            "close": 169.6,
            "amount_yi": 0.1976
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 169.6,
        "ts": "2026-07-01T14:43:55",
        "prev_close": 184.65,
        "open": 181.55,
        "high": 183.97,
        "low": 168.0,
        "bid1": 169.58,
        "ask1": 169.6,
        "bid_qty1": 119,
        "ask_qty1": 1
      },
      "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": "2026-07-01T14:43:54",
      "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": 17.1333,
      "price_vs_vwap_pct": -1.7119,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1151,
        "prev_amount_yi": 0.1622,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7096,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 16.78,
            "high": 16.78,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.0218
          },
          {
            "time": "14:40",
            "open": 16.8,
            "high": 16.81,
            "low": 16.8,
            "close": 16.81,
            "amount_yi": 0.0297
          },
          {
            "time": "14:41",
            "open": 16.8,
            "high": 16.84,
            "low": 16.8,
            "close": 16.84,
            "amount_yi": 0.0266
          },
          {
            "time": "14:42",
            "open": 16.82,
            "high": 16.83,
            "low": 16.82,
            "close": 16.83,
            "amount_yi": 0.0136
          },
          {
            "time": "14:43",
            "open": 16.85,
            "high": 16.85,
            "low": 16.84,
            "close": 16.84,
            "amount_yi": 0.0234
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 16.84,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 17.25,
        "open": 17.2,
        "high": 17.65,
        "low": 16.72,
        "bid1": 16.84,
        "ask1": 16.85,
        "bid_qty1": 23,
        "ask_qty1": 545
      },
      "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": "2026-07-01T14:43:54",
      "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": 26.8057,
      "price_vs_vwap_pct": -3.5653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5993,
        "prev_amount_yi": 0.4614,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2989,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 25.7,
            "high": 25.73,
            "low": 25.7,
            "close": 25.73,
            "amount_yi": 0.1475
          },
          {
            "time": "14:40",
            "open": 25.71,
            "high": 25.71,
            "low": 25.68,
            "close": 25.68,
            "amount_yi": 0.1325
          },
          {
            "time": "14:41",
            "open": 25.71,
            "high": 25.73,
            "low": 25.71,
            "close": 25.73,
            "amount_yi": 0.1398
          },
          {
            "time": "14:42",
            "open": 25.85,
            "high": 25.94,
            "low": 25.85,
            "close": 25.94,
            "amount_yi": 0.0832
          },
          {
            "time": "14:43",
            "open": 25.88,
            "high": 25.88,
            "low": 25.85,
            "close": 25.85,
            "amount_yi": 0.0963
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 25.85,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 25.65,
        "open": 25.65,
        "high": 28.22,
        "low": 25.26,
        "bid1": 25.85,
        "ask1": 25.86,
        "bid_qty1": 22,
        "ask_qty1": 903
      },
      "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": "2026-07-01T14:43:54",
      "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": 89.4285,
      "price_vs_vwap_pct": -2.6038,
      "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": 0.3767,
        "prev_amount_yi": 0.6225,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6051,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 86.55,
            "high": 86.55,
            "low": 86.54,
            "close": 86.54,
            "amount_yi": 0.083
          },
          {
            "time": "14:40",
            "open": 86.63,
            "high": 86.8,
            "low": 86.63,
            "close": 86.8,
            "amount_yi": 0.1031
          },
          {
            "time": "14:41",
            "open": 86.83,
            "high": 86.91,
            "low": 86.83,
            "close": 86.91,
            "amount_yi": 0.0423
          },
          {
            "time": "14:42",
            "open": 86.92,
            "high": 86.95,
            "low": 86.92,
            "close": 86.95,
            "amount_yi": 0.0912
          },
          {
            "time": "14:43",
            "open": 87.0,
            "high": 87.1,
            "low": 87.0,
            "close": 87.1,
            "amount_yi": 0.0571
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 87.1,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 92.28,
        "open": 92.0,
        "high": 92.16,
        "low": 86.38,
        "bid1": 87.09,
        "ask1": 87.1,
        "bid_qty1": 39,
        "ask_qty1": 4
      },
      "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": "2026-07-01T14:43:54",
      "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": 43.0106,
      "price_vs_vwap_pct": -0.6756,
      "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": 0.3664,
        "prev_amount_yi": 0.3582,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0229,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 42.57,
            "high": 42.57,
            "low": 42.54,
            "close": 42.54,
            "amount_yi": 0.0795
          },
          {
            "time": "14:40",
            "open": 42.58,
            "high": 42.58,
            "low": 42.58,
            "close": 42.58,
            "amount_yi": 0.065
          },
          {
            "time": "14:41",
            "open": 42.63,
            "high": 42.64,
            "low": 42.63,
            "close": 42.64,
            "amount_yi": 0.091
          },
          {
            "time": "14:42",
            "open": 42.65,
            "high": 42.65,
            "low": 42.65,
            "close": 42.65,
            "amount_yi": 0.0563
          },
          {
            "time": "14:43",
            "open": 42.72,
            "high": 42.72,
            "low": 42.72,
            "close": 42.72,
            "amount_yi": 0.0746
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 42.72,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 41.51,
        "open": 42.21,
        "high": 43.68,
        "low": 42.05,
        "bid1": 42.71,
        "ask1": 42.72,
        "bid_qty1": 18,
        "ask_qty1": 97
      },
      "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": "2026-07-01T14:43:54",
      "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": 16.5918,
      "price_vs_vwap_pct": -0.0711,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0857,
        "prev_amount_yi": 0.043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.993,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 16.53,
            "high": 16.55,
            "low": 16.53,
            "close": 16.55,
            "amount_yi": 0.0115
          },
          {
            "time": "14:40",
            "open": 16.53,
            "high": 16.54,
            "low": 16.53,
            "close": 16.54,
            "amount_yi": 0.0124
          },
          {
            "time": "14:41",
            "open": 16.56,
            "high": 16.58,
            "low": 16.56,
            "close": 16.58,
            "amount_yi": 0.0145
          },
          {
            "time": "14:42",
            "open": 16.57,
            "high": 16.57,
            "low": 16.56,
            "close": 16.56,
            "amount_yi": 0.0268
          },
          {
            "time": "14:43",
            "open": 16.59,
            "high": 16.59,
            "low": 16.58,
            "close": 16.58,
            "amount_yi": 0.0205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 16.58,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 15.95,
        "open": 16.61,
        "high": 16.88,
        "low": 16.12,
        "bid1": 16.57,
        "ask1": 16.58,
        "bid_qty1": 309,
        "ask_qty1": 8
      },
      "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": "2026-07-01T14:43:54",
      "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": 28.6321,
      "price_vs_vwap_pct": 4.0091,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0901,
        "prev_amount_yi": 0.1595,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5649,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 29.65,
            "high": 29.65,
            "low": 29.65,
            "close": 29.65,
            "amount_yi": 0.0111
          },
          {
            "time": "14:40",
            "open": 29.61,
            "high": 29.61,
            "low": 29.61,
            "close": 29.61,
            "amount_yi": 0.0081
          },
          {
            "time": "14:41",
            "open": 29.62,
            "high": 29.77,
            "low": 29.62,
            "close": 29.77,
            "amount_yi": 0.032
          },
          {
            "time": "14:42",
            "open": 29.78,
            "high": 29.78,
            "low": 29.77,
            "close": 29.77,
            "amount_yi": 0.0289
          },
          {
            "time": "14:43",
            "open": 29.77,
            "high": 29.78,
            "low": 29.77,
            "close": 29.78,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 29.78,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 27.34,
        "open": 28.23,
        "high": 29.9,
        "low": 27.0,
        "bid1": 29.77,
        "ask1": 29.78,
        "bid_qty1": 41,
        "ask_qty1": 136
      },
      "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": "2026-07-01T14:43:54",
      "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": 21.3268,
      "price_vs_vwap_pct": -1.1572,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0415,
        "prev_amount_yi": 0.0721,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5756,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 21.03,
            "high": 21.04,
            "low": 21.03,
            "close": 21.04,
            "amount_yi": 0.0106
          },
          {
            "time": "14:40",
            "open": 21.02,
            "high": 21.04,
            "low": 21.02,
            "close": 21.04,
            "amount_yi": 0.0097
          },
          {
            "time": "14:41",
            "open": 21.07,
            "high": 21.09,
            "low": 21.07,
            "close": 21.09,
            "amount_yi": 0.0075
          },
          {
            "time": "14:42",
            "open": 21.07,
            "high": 21.07,
            "low": 21.07,
            "close": 21.07,
            "amount_yi": 0.0082
          },
          {
            "time": "14:43",
            "open": 21.07,
            "high": 21.08,
            "low": 21.07,
            "close": 21.08,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 21.08,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 21.54,
        "open": 22.26,
        "high": 22.45,
        "low": 20.9,
        "bid1": 21.07,
        "ask1": 21.08,
        "bid_qty1": 19,
        "ask_qty1": 9
      },
      "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": "2026-07-01T14:43:54",
      "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": 19.2397,
      "price_vs_vwap_pct": -0.8301,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0515,
        "prev_amount_yi": 0.0526,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 19.06,
            "high": 19.07,
            "low": 19.06,
            "close": 19.07,
            "amount_yi": 0.0116
          },
          {
            "time": "14:40",
            "open": 19.06,
            "high": 19.06,
            "low": 19.05,
            "close": 19.05,
            "amount_yi": 0.0091
          },
          {
            "time": "14:41",
            "open": 19.07,
            "high": 19.07,
            "low": 19.07,
            "close": 19.07,
            "amount_yi": 0.0103
          },
          {
            "time": "14:42",
            "open": 19.06,
            "high": 19.06,
            "low": 19.06,
            "close": 19.06,
            "amount_yi": 0.0154
          },
          {
            "time": "14:43",
            "open": 19.07,
            "high": 19.08,
            "low": 19.07,
            "close": 19.08,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 19.08,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 19.29,
        "open": 19.17,
        "high": 19.49,
        "low": 18.88,
        "bid1": 19.07,
        "ask1": 19.08,
        "bid_qty1": 9,
        "ask_qty1": 118
      },
      "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": "2026-07-01T14:43:54",
      "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": 45.2462,
      "price_vs_vwap_pct": -3.3068,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0648,
        "prev_amount_yi": 0.1018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6365,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:39",
            "open": 43.51,
            "high": 43.55,
            "low": 43.51,
            "close": 43.55,
            "amount_yi": 0.0113
          },
          {
            "time": "14:40",
            "open": 43.56,
            "high": 43.6,
            "low": 43.56,
            "close": 43.6,
            "amount_yi": 0.0128
          },
          {
            "time": "14:41",
            "open": 43.63,
            "high": 43.69,
            "low": 43.63,
            "close": 43.69,
            "amount_yi": 0.0121
          },
          {
            "time": "14:42",
            "open": 43.69,
            "high": 43.71,
            "low": 43.69,
            "close": 43.71,
            "amount_yi": 0.0127
          },
          {
            "time": "14:43",
            "open": 43.74,
            "high": 43.75,
            "low": 43.74,
            "close": 43.75,
            "amount_yi": 0.0159
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 43.75,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 45.42,
        "open": 46.33,
        "high": 47.5,
        "low": 43.3,
        "bid1": 43.74,
        "ask1": 43.75,
        "bid_qty1": 5,
        "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": "2026-07-01T14:43:54",
      "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": 22.9368,
      "price_vs_vwap_pct": 0.2319,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1485,
        "prev_amount_yi": 0.0845,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 22.99,
            "high": 22.99,
            "low": 22.95,
            "close": 22.95,
            "amount_yi": 0.0525
          },
          {
            "time": "14:40",
            "open": 22.95,
            "high": 22.95,
            "low": 22.94,
            "close": 22.94,
            "amount_yi": 0.0416
          },
          {
            "time": "14:41",
            "open": 22.94,
            "high": 22.97,
            "low": 22.94,
            "close": 22.97,
            "amount_yi": 0.0232
          },
          {
            "time": "14:42",
            "open": 22.96,
            "high": 22.98,
            "low": 22.96,
            "close": 22.98,
            "amount_yi": 0.0188
          },
          {
            "time": "14:43",
            "open": 22.98,
            "high": 22.99,
            "low": 22.98,
            "close": 22.99,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 22.99,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 23.11,
        "open": 22.93,
        "high": 23.8,
        "low": 22.18,
        "bid1": 22.99,
        "ask1": 23.0,
        "bid_qty1": 20,
        "ask_qty1": 32
      },
      "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": "2026-07-01T14:43:54",
      "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": 0.1115,
        "prev_amount_yi": 0.1453,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7674,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 13.07,
            "high": 13.09,
            "low": 13.07,
            "close": 13.09,
            "amount_yi": 0.016
          },
          {
            "time": "14:40",
            "open": 13.07,
            "high": 13.08,
            "low": 13.07,
            "close": 13.08,
            "amount_yi": 0.0342
          },
          {
            "time": "14:41",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0202
          },
          {
            "time": "14:42",
            "open": 13.1,
            "high": 13.11,
            "low": 13.1,
            "close": 13.11,
            "amount_yi": 0.0194
          },
          {
            "time": "14:43",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0217
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 13.1,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 13.28,
        "open": 13.4,
        "high": 13.93,
        "low": 12.89,
        "bid1": 13.09,
        "ask1": 13.1,
        "bid_qty1": 147,
        "ask_qty1": 10
      },
      "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": "2026-07-01T14:43:54",
      "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": 47.3955,
      "price_vs_vwap_pct": 1.0644,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0848,
        "prev_amount_yi": 0.0526,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6122,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 47.81,
            "high": 47.81,
            "low": 47.81,
            "close": 47.81,
            "amount_yi": 0.0157
          },
          {
            "time": "14:40",
            "open": 47.81,
            "high": 47.83,
            "low": 47.81,
            "close": 47.83,
            "amount_yi": 0.018
          },
          {
            "time": "14:41",
            "open": 47.89,
            "high": 47.9,
            "low": 47.89,
            "close": 47.9,
            "amount_yi": 0.0084
          },
          {
            "time": "14:42",
            "open": 47.92,
            "high": 47.95,
            "low": 47.92,
            "close": 47.95,
            "amount_yi": 0.0226
          },
          {
            "time": "14:43",
            "open": 47.97,
            "high": 47.97,
            "low": 47.9,
            "close": 47.9,
            "amount_yi": 0.0201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 47.9,
        "ts": "2026-07-01T14:43:54",
        "prev_close": 46.83,
        "open": 46.0,
        "high": 48.88,
        "low": 45.01,
        "bid1": 47.9,
        "ask1": 47.91,
        "bid_qty1": 12,
        "ask_qty1": 5
      },
      "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": "2026-07-01T14:43:54",
      "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": 4.1206,
      "intraday_vwap": 35.7908,
      "price_vs_vwap_pct": 1.0036,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0081,
        "prev_amount_yi": 0.0039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0769,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 36.1,
            "high": 36.1,
            "low": 36.09,
            "close": 36.09,
            "amount_yi": 0.0014
          },
          {
            "time": "14:40",
            "open": 36.1,
            "high": 36.1,
            "low": 36.08,
            "close": 36.08,
            "amount_yi": 0.0017
          },
          {
            "time": "14:41",
            "open": 36.09,
            "high": 36.1,
            "low": 36.09,
            "close": 36.1,
            "amount_yi": 0.0024
          },
          {
            "time": "14:42",
            "open": 36.09,
            "high": 36.12,
            "low": 36.09,
            "close": 36.12,
            "amount_yi": 0.0013
          },
          {
            "time": "14:43",
            "open": 36.11,
            "high": 36.15,
            "low": 36.11,
            "close": 36.15,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": 36.15,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 35.11,
        "open": 35.2,
        "high": 36.75,
        "low": 34.66,
        "bid1": 36.11,
        "ask1": 36.16,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "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": "2026-07-01T14:43:54",
      "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": 17.8923,
      "price_vs_vwap_pct": -0.2923,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0549,
        "prev_amount_yi": 0.1042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 17.8,
            "high": 17.81,
            "low": 17.8,
            "close": 17.81,
            "amount_yi": 0.0102
          },
          {
            "time": "14:40",
            "open": 17.8,
            "high": 17.81,
            "low": 17.8,
            "close": 17.81,
            "amount_yi": 0.009
          },
          {
            "time": "14:41",
            "open": 17.8,
            "high": 17.82,
            "low": 17.8,
            "close": 17.82,
            "amount_yi": 0.0206
          },
          {
            "time": "14:42",
            "open": 17.82,
            "high": 17.83,
            "low": 17.82,
            "close": 17.83,
            "amount_yi": 0.0081
          },
          {
            "time": "14:43",
            "open": 17.83,
            "high": 17.84,
            "low": 17.83,
            "close": 17.84,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:54",
        "prev_close": 17.89,
        "open": 17.8,
        "high": 18.15,
        "low": 17.68,
        "bid1": 17.84,
        "ask1": 17.85,
        "bid_qty1": 9,
        "ask_qty1": 491
      },
      "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": "2026-07-01T14:43:54",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "机器人链 / 减速器",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.86,
      "entry_zone_high": 16.34,
      "entry_risk_pct": 3.1618,
      "intraday_vwap": 16.1391,
      "price_vs_vwap_pct": -0.0564,
      "energy_floor_hint_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": 0.0213,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 16.11,
            "high": 16.12,
            "low": 16.11,
            "close": 16.12,
            "amount_yi": 0.0022
          },
          {
            "time": "14:40",
            "open": 16.12,
            "high": 16.12,
            "low": 16.11,
            "close": 16.11,
            "amount_yi": 0.0061
          },
          {
            "time": "14:41",
            "open": 16.11,
            "high": 16.12,
            "low": 16.11,
            "close": 16.12,
            "amount_yi": 0.0054
          },
          {
            "time": "14:42",
            "open": 16.12,
            "high": 16.12,
            "low": 16.12,
            "close": 16.12,
            "amount_yi": 0.0017
          },
          {
            "time": "14:43",
            "open": 16.12,
            "high": 16.13,
            "low": 16.12,
            "close": 16.13,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": "2026-07-01T14:43:54",
        "prev_close": 15.99,
        "open": 16.03,
        "high": 16.29,
        "low": 15.91,
        "bid1": 16.12,
        "ask1": 16.13,
        "bid_qty1": 55,
        "ask_qty1": 3
      },
      "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": "2026-07-01T14:43:54",
      "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": 3.0909,
      "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": 0.0269,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.005
          },
          {
            "time": "14:40",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0031
          },
          {
            "time": "14:41",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0044
          },
          {
            "time": "14:42",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0098
          },
          {
            "time": "14:43",
            "open": 5.49,
            "high": 5.5,
            "low": 5.49,
            "close": 5.5,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": "2026-07-01T14:43:53",
        "prev_close": 5.49,
        "open": 5.46,
        "high": 5.62,
        "low": 5.41,
        "bid1": 5.49,
        "ask1": 5.5,
        "bid_qty1": 271,
        "ask_qty1": 120
      },
      "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": "2026-07-01T14:43:54",
      "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": 79.9597,
      "price_vs_vwap_pct": 0.6257,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0247,
        "prev_amount_yi": 0.0356,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 80.27,
            "high": 80.27,
            "low": 80.23,
            "close": 80.23,
            "amount_yi": 0.0104
          },
          {
            "time": "14:40",
            "open": 80.34,
            "high": 80.41,
            "low": 80.34,
            "close": 80.41,
            "amount_yi": 0.0022
          },
          {
            "time": "14:41",
            "open": 80.42,
            "high": 80.49,
            "low": 80.42,
            "close": 80.49,
            "amount_yi": 0.0033
          },
          {
            "time": "14:42",
            "open": 80.46,
            "high": 80.46,
            "low": 80.46,
            "close": 80.46,
            "amount_yi": 0.0035
          },
          {
            "time": "14:43",
            "open": 80.47,
            "high": 80.47,
            "low": 80.46,
            "close": 80.46,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 80.46,
        "ts": "2026-07-01T14:43:45",
        "prev_close": 78.1,
        "open": 78.1,
        "high": 81.88,
        "low": 77.32,
        "bid1": 80.46,
        "ask1": 80.48,
        "bid_qty1": 29,
        "ask_qty1": 4
      },
      "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": "2026-07-01T14:43:54",
      "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": 14.4667,
      "price_vs_vwap_pct": -0.5302,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0286,
        "prev_amount_yi": 0.0418,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6842,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 14.35,
            "high": 14.35,
            "low": 14.35,
            "close": 14.35,
            "amount_yi": 0.0046
          },
          {
            "time": "14:40",
            "open": 14.37,
            "high": 14.38,
            "low": 14.37,
            "close": 14.38,
            "amount_yi": 0.0116
          },
          {
            "time": "14:41",
            "open": 14.38,
            "high": 14.4,
            "low": 14.38,
            "close": 14.4,
            "amount_yi": 0.0065
          },
          {
            "time": "14:42",
            "open": 14.38,
            "high": 14.4,
            "low": 14.38,
            "close": 14.4,
            "amount_yi": 0.003
          },
          {
            "time": "14:43",
            "open": 14.4,
            "high": 14.4,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": "2026-07-01T14:43:53",
        "prev_close": 14.19,
        "open": 14.27,
        "high": 14.73,
        "low": 14.19,
        "bid1": 14.39,
        "ask1": 14.4,
        "bid_qty1": 40,
        "ask_qty1": 5
      },
      "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": "2026-07-01T14:43:54",
      "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": 3.367,
      "intraday_vwap": 11.8647,
      "price_vs_vwap_pct": 0.129,
      "energy_floor_hint_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": 0.0221,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6787,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 11.85,
            "high": 11.85,
            "low": 11.84,
            "close": 11.84,
            "amount_yi": 0.0045
          },
          {
            "time": "14:40",
            "open": 11.84,
            "high": 11.84,
            "low": 11.84,
            "close": 11.84,
            "amount_yi": 0.0024
          },
          {
            "time": "14:41",
            "open": 11.86,
            "high": 11.86,
            "low": 11.86,
            "close": 11.86,
            "amount_yi": 0.006
          },
          {
            "time": "14:42",
            "open": 11.86,
            "high": 11.87,
            "low": 11.86,
            "close": 11.87,
            "amount_yi": 0.0009
          },
          {
            "time": "14:43",
            "open": 11.87,
            "high": 11.88,
            "low": 11.87,
            "close": 11.88,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43274.84,
      "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": "2026-07-01T14:43:54",
        "prev_close": 11.8,
        "open": 11.79,
        "high": 12.02,
        "low": 11.63,
        "bid1": 11.87,
        "ask1": 11.88,
        "bid_qty1": 118,
        "ask_qty1": 327
      },
      "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": "2026-07-01T14:43:54",
      "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": 39.7041,
      "price_vs_vwap_pct": 0.569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0113,
        "prev_amount_yi": 0.0042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6905,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 39.86,
            "high": 39.86,
            "low": 39.85,
            "close": 39.85,
            "amount_yi": 0.0018
          },
          {
            "time": "14:40",
            "open": 39.85,
            "high": 39.85,
            "low": 39.81,
            "close": 39.81,
            "amount_yi": 0.0033
          },
          {
            "time": "14:41",
            "open": 39.87,
            "high": 39.88,
            "low": 39.87,
            "close": 39.88,
            "amount_yi": 0.0051
          },
          {
            "time": "14:42",
            "open": 39.9,
            "high": 39.97,
            "low": 39.9,
            "close": 39.97,
            "amount_yi": 0.0005
          },
          {
            "time": "14:43",
            "open": 39.91,
            "high": 39.93,
            "low": 39.91,
            "close": 39.93,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 39.93,
        "ts": "2026-07-01T14:43:55",
        "prev_close": 38.07,
        "open": 38.32,
        "high": 41.2,
        "low": 37.9,
        "bid1": 39.93,
        "ask1": 39.97,
        "bid_qty1": 27,
        "ask_qty1": 2
      },
      "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": "2026-07-01T14:43:54",
      "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": 100.5209,
      "price_vs_vwap_pct": -0.1601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0519,
        "prev_amount_yi": 0.0398,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.304,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 100.41,
            "high": 100.41,
            "low": 100.34,
            "close": 100.34,
            "amount_yi": 0.0101
          },
          {
            "time": "14:40",
            "open": 100.4,
            "high": 100.42,
            "low": 100.4,
            "close": 100.42,
            "amount_yi": 0.0058
          },
          {
            "time": "14:41",
            "open": 100.49,
            "high": 100.49,
            "low": 100.48,
            "close": 100.48,
            "amount_yi": 0.02
          },
          {
            "time": "14:42",
            "open": 100.34,
            "high": 100.34,
            "low": 100.29,
            "close": 100.29,
            "amount_yi": 0.0088
          },
          {
            "time": "14:43",
            "open": 100.37,
            "high": 100.37,
            "low": 100.36,
            "close": 100.36,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 100.36,
        "ts": "2026-07-01T14:43:52",
        "prev_close": 96.0,
        "open": 96.55,
        "high": 102.83,
        "low": 96.0,
        "bid1": 100.35,
        "ask1": 100.37,
        "bid_qty1": 6,
        "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": "2026-07-01T14:43:54",
      "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": 52.0161,
      "price_vs_vwap_pct": -0.6846,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0142,
        "prev_amount_yi": 0.0094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:39",
            "open": 51.58,
            "high": 51.58,
            "low": 51.52,
            "close": 51.52,
            "amount_yi": 0.0039
          },
          {
            "time": "14:40",
            "open": 51.59,
            "high": 51.59,
            "low": 51.58,
            "close": 51.58,
            "amount_yi": 0.0028
          },
          {
            "time": "14:41",
            "open": 51.64,
            "high": 51.65,
            "low": 51.64,
            "close": 51.65,
            "amount_yi": 0.0036
          },
          {
            "time": "14:42",
            "open": 51.64,
            "high": 51.65,
            "low": 51.64,
            "close": 51.65,
            "amount_yi": 0.0016
          },
          {
            "time": "14:43",
            "open": 51.7,
            "high": 51.7,
            "low": 51.66,
            "close": 51.66,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 51.66,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 50.4,
        "open": 50.08,
        "high": 53.1,
        "low": 50.08,
        "bid1": 51.66,
        "ask1": 51.7,
        "bid_qty1": 71,
        "ask_qty1": 26
      },
      "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": "2026-07-01T14:43:54",
      "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": 34.0483,
      "price_vs_vwap_pct": -0.3474,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.043,
        "prev_amount_yi": 0.0443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:39",
            "open": 33.8,
            "high": 33.8,
            "low": 33.8,
            "close": 33.8,
            "amount_yi": 0.0059
          },
          {
            "time": "14:40",
            "open": 33.91,
            "high": 33.91,
            "low": 33.84,
            "close": 33.84,
            "amount_yi": 0.0139
          },
          {
            "time": "14:41",
            "open": 33.87,
            "high": 33.9,
            "low": 33.87,
            "close": 33.9,
            "amount_yi": 0.007
          },
          {
            "time": "14:42",
            "open": 33.93,
            "high": 33.95,
            "low": 33.93,
            "close": 33.95,
            "amount_yi": 0.0095
          },
          {
            "time": "14:43",
            "open": 33.93,
            "high": 33.93,
            "low": 33.93,
            "close": 33.93,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86549.68,
      "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": 33.93,
        "ts": "2026-07-01T14:43:51",
        "prev_close": 34.06,
        "open": 33.61,
        "high": 35.15,
        "low": 33.25,
        "bid1": 33.93,
        "ask1": 33.94,
        "bid_qty1": 2,
        "ask_qty1": 10
      },
      "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": 667174.0,
    "total_value": 1082210.0,
    "unrealized_pnl": 61350.88888888888,
    "unrealized_pnl_pct_of_initial": 6.135088888888888,
    "realized_pnl": 20859.111111111117,
    "realized_pnl_pct_of_initial": 2.0859111111111117,
    "total_pnl": 82210.0,
    "total_pnl_pct": 8.22099999999999
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1700,
      "sellable_qty": 1700,
      "avg_cost": 110.65,
      "last_price": 124.68,
      "market_value": 211956.0,
      "unrealized_pnl": 23851.000000000004,
      "unrealized_pnl_pct": 12.67962042476276,
      "updated_at": "2026-07-01T14:43:54",
      "prev_close": 131.5,
      "holding_days": 10,
      "position_pct_of_total": 19.585477864739744
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1600,
      "sellable_qty": 1400,
      "avg_cost": 83.20444444444445,
      "last_price": 103.55,
      "market_value": 165680.0,
      "unrealized_pnl": 32552.88888888888,
      "unrealized_pnl_pct": 24.452486512472625,
      "updated_at": "2026-07-01T14:43:54",
      "prev_close": 103.55,
      "holding_days": 6,
      "position_pct_of_total": 15.309413145322997
    },
    {
      "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": "2026-07-01T14:43:54",
      "prev_close": 3.35,
      "holding_days": null,
      "position_pct_of_total": 6.546603709076797
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 57.27,
      "last_price": 57.33,
      "market_value": 63063.0,
      "unrealized_pnl": 65.99999999999469,
      "unrealized_pnl_pct": 0.10476689366158976,
      "updated_at": "2026-07-01T14:43:54",
      "prev_close": 55.78,
      "holding_days": null,
      "position_pct_of_total": 5.827242402121584
    },
    {
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "quantity": 900,
      "sellable_qty": 0,
      "avg_cost": 70.8,
      "last_price": 69.18,
      "market_value": 62262.00000000001,
      "unrealized_pnl": -1457.9999999999914,
      "unrealized_pnl_pct": -2.2881355932203307,
      "updated_at": "2026-07-01T14:43:54",
      "prev_close": 68.62,
      "holding_days": null,
      "position_pct_of_total": 5.753227192504228
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 120.5,
      "last_price": 118.17,
      "market_value": 59085.0,
      "unrealized_pnl": -1164.999999999999,
      "unrealized_pnl_pct": -1.9336099585062216,
      "updated_at": "2026-07-01T14:43:54",
      "prev_close": 118.17,
      "holding_days": null,
      "position_pct_of_total": 5.459661248741003
    },
    {
      "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": "2026-07-01T14:43:54",
      "prev_close": 45.6,
      "holding_days": 9,
      "position_pct_of_total": 3.167592241801499
    }
  ],
  "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": 124.68,
      "avg_cost": 110.65,
      "pnl_pct": 12.6796,
      "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": 69.18,
      "avg_cost": 70.8,
      "pnl_pct": -2.2881,
      "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
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "STRUCTURAL_HOTSPOT",
    "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "STRUCTURAL_HOTSPOT",
      "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "STRUCTURAL_HOTSPOT",
          "label": "结构性热点确认：热点内 Strict Gate",
          "entry_policy": "hot_theme_strict_gate",
          "official_buy_allowed": true,
          "reason": "structural_hotspot_confirmed_hot_theme_only",
          "pool_up_ratio": 0.5489,
          "active_up_ratio": 0.6154,
          "active_positive": 8,
          "active_positive_min": 1,
          "active_above_vwap": 7,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "显示面板链 / MiniLED",
          "dominant_theme_share": 0.3561,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SZSE.300812"
          ],
          "structural_hot_themes": [
            {
              "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": 13.6343
            },
            {
              "theme": "显示面板链 / OLED",
              "count": 4,
              "top_symbols": [
                "SZSE.300566",
                "SZSE.000536",
                "SHSE.603212",
                "SZSE.000990"
              ],
              "top_return_pct": 12.4763
            },
            {
              "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
            }
          ],
          "structural_symbol_whitelist": [
            "SZSE.000536",
            "SHSE.688017",
            "SHSE.688165"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "sample_rows": [
            {
              "symbol": "SHSE.688160",
              "name": "步科股份",
              "theme": "机器人链 / 人形机器人",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 13.634274156476977,
              "last": 123.6,
              "vwap": 119.86272201709987,
              "above_vwap": true,
              "amount": 795264349.0
            },
            {
              "symbol": "SZSE.300566",
              "name": "激智科技",
              "theme": "显示面板链 / OLED",
              "paper_scope": "active",
              "priority": 10,
              "ret_pct": 12.47631935047362,
              "last": 41.56,
              "vwap": 40.84807520632669,
              "above_vwap": true,
              "amount": 1860495027.0
            },
            {
              "symbol": "SZSE.300269",
              "name": "联建光电",
              "theme": "显示面板链 / MiniLED",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 10.344827586206895,
              "last": 6.08,
              "vwap": 5.894680926025784,
              "above_vwap": true,
              "amount": 712740018.0
            },
            {
              "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": 3.5949112295661787,
              "above_vwap": true,
              "amount": 372002852.0
            },
            {
              "symbol": "SZSE.002273",
              "name": "水晶光电",
              "theme": "显示面板链 / 显示技术",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 10.005636978579503,
              "last": 39.03,
              "vwap": 39.03,
              "above_vwap": true,
              "amount": 552020805.0
            },
            {
              "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": 9.531300821961695,
              "above_vwap": true,
              "amount": 95201492.0
            },
            {
              "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": 13.11030671286969,
              "above_vwap": true,
              "amount": 488057388.0
            },
            {
              "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": 9.144095341278447,
              "last": 100.74,
              "vwap": 99.56977271556052,
              "above_vwap": true,
              "amount": 4830318857.0
            },
            {
              "symbol": "SZSE.002921",
              "name": "联诚精密",
              "theme": "机器人链 / 减速器",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 8.9246525237747,
              "last": 29.78,
              "vwap": 28.632099580744867,
              "above_vwap": true,
              "amount": 467805559.0
            },
            {
              "symbol": "SZSE.000990",
              "name": "诚志股份",
              "theme": "显示面板链 / OLED",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 8.312958435207829,
              "last": 8.86,
              "vwap": 8.771452297889066,
              "above_vwap": true,
              "amount": 504363770.0
            },
            {
              "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": 21.801472679101998,
              "above_vwap": true,
              "amount": 691018933.0
            },
            {
              "symbol": "SZSE.300115",
              "name": "长盈精密",
              "theme": "显示面板链 / 柔性屏(折叠屏)",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.227630637079451,
              "last": 29.68,
              "vwap": 30.338313830818663,
              "above_vwap": false,
              "amount": 2628462969.0
            }
          ]
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 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": 2,
    "risk_exit_orders": 2,
    "risk_exit_filled": 2,
    "risk_exit_blocked_t1": 1,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}