{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260701",
  "trade_date": "20260702",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.6617,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.5279,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.300765"
          ],
          "top_return_pct": 10.0182
        }
      ],
      "structural_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.018214936247727,
          "last": 6.04,
          "vwap": 6.024454770755886,
          "above_vwap": true,
          "amount": 347127879.0
        },
        {
          "symbol": "SHSE.603538",
          "name": "美诺华",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.997207483943038,
          "last": 39.39,
          "vwap": 38.895012038230504,
          "above_vwap": true,
          "amount": 319864800.0
        },
        {
          "symbol": "SZSE.002826",
          "name": "易明医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.981851179673317,
          "last": 18.18,
          "vwap": 17.756874044795783,
          "above_vwap": true,
          "amount": 67387337.0
        },
        {
          "symbol": "SZSE.002020",
          "name": "京新药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.977494373593409,
          "last": 14.66,
          "vwap": 14.66,
          "above_vwap": true,
          "amount": 99604438.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.317073170731714,
          "last": 33.0,
          "vwap": 32.75674279929245,
          "above_vwap": true,
          "amount": 294440534.0
        },
        {
          "symbol": "SZSE.002458",
          "name": "益生股份",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.783625730994158,
          "last": 9.13,
          "vwap": 9.286173630026159,
          "above_vwap": false,
          "amount": 550944967.0
        },
        {
          "symbol": "SHSE.688553",
          "name": "汇宇制药-W",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.347962382445149,
          "last": 13.57,
          "vwap": 13.775987325472336,
          "above_vwap": false,
          "amount": 152653410.0
        },
        {
          "symbol": "SHSE.688382",
          "name": "益方生物-U",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.308068459657701,
          "last": 21.74,
          "vwap": 21.824294366426546,
          "above_vwap": false,
          "amount": 182262539.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.543237250554323,
          "last": 9.52,
          "vwap": 9.555227824755509,
          "above_vwap": false,
          "amount": 60507840.0
        },
        {
          "symbol": "SHSE.603717",
          "name": "天域生物",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.454545454545445,
          "last": 6.38,
          "vwap": 6.295911303964111,
          "above_vwap": true,
          "amount": 42802753.0
        },
        {
          "symbol": "SZSE.002102",
          "name": "ST能特",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.444444444444451,
          "last": 2.35,
          "vwap": 2.3332920038150324,
          "above_vwap": true,
          "amount": 22751697.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5937499999999956,
          "last": 6.63,
          "vwap": 6.757018626351123,
          "above_vwap": false,
          "amount": 75890779.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "preopen_sector_flow_confirmed,wait_for_intraday_style_confirmation",
      "source": "public_quote_auction_proxy",
      "window": "09:25-09:45",
      "pool_up_ratio": 0.6617,
      "pool_up_ratio_min": 0.6,
      "active_up_ratio": 0.4615,
      "active_up_ratio_min": 0.5,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "strong_themes": [
        {
          "theme": "化学制药",
          "passed": true,
          "sample_count": 75,
          "active_count": 3,
          "up_count": 55,
          "active_up_count": 2,
          "up_ratio": 0.7333,
          "active_up_ratio": 0.6667,
          "avg_ret_pct": 1.3527,
          "amount_yi": 80.4485,
          "samples": [
            {
              "symbol": "SZSE.000566",
              "name": "海南海药",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 10.0182,
              "last": 6.04,
              "open": 5.99,
              "prev_close": 5.49,
              "amount_yi": 3.4713,
              "bid1": 6.04,
              "bid_qty1": 490998,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.603538",
              "name": "美诺华",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 9.9972,
              "last": 39.39,
              "open": 38.25,
              "prev_close": 35.81,
              "amount_yi": 3.1986,
              "bid1": 39.39,
              "bid_qty1": 39060,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SZSE.002826",
              "name": "易明医药",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 9.9819,
              "last": 18.18,
              "open": 16.5,
              "prev_close": 16.53,
              "amount_yi": 0.6739,
              "bid1": 18.18,
              "bid_qty1": 72354,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.002020",
              "name": "京新药业",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 9.9775,
              "last": 14.66,
              "open": 14.66,
              "prev_close": 13.33,
              "amount_yi": 0.996,
              "bid1": 14.66,
              "bid_qty1": 182173,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.300765",
              "name": "石药创新",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.3171,
              "last": 33.0,
              "open": 30.9,
              "prev_close": 30.75,
              "amount_yi": 2.9444,
              "bid1": 33.0,
              "bid_qty1": 26,
              "ask1": 33.03,
              "ask_qty1": 2,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.688553",
              "name": "汇宇制药-W",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.348,
              "last": 13.57,
              "open": 13.05,
              "prev_close": 12.76,
              "amount_yi": 1.5265,
              "bid1": 13.57,
              "bid_qty1": 963,
              "ask1": 13.59,
              "ask_qty1": 39,
              "quote_ts": "2026-07-02T09:37:22"
            }
          ]
        },
        {
          "theme": "肝炎概念",
          "passed": true,
          "sample_count": 5,
          "active_count": 2,
          "up_count": 3,
          "active_up_count": 2,
          "up_ratio": 0.6,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 0.4859,
          "amount_yi": 8.1798,
          "samples": [
            {
              "symbol": "SHSE.688068",
              "name": "热景生物",
              "theme": "肝炎概念",
              "paper_scope": "active",
              "ret_pct": 2.8172,
              "last": 95.62,
              "open": 94.67,
              "prev_close": 93.0,
              "amount_yi": 1.2305,
              "bid1": 95.62,
              "bid_qty1": 1,
              "ask1": 95.65,
              "ask_qty1": 43,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SZSE.300049",
              "name": "福瑞医科",
              "theme": "肝炎概念",
              "paper_scope": "active",
              "ret_pct": 0.7973,
              "last": 44.25,
              "open": 43.5,
              "prev_close": 43.9,
              "amount_yi": 0.7861,
              "bid1": 44.18,
              "bid_qty1": 11,
              "ask1": 44.25,
              "ask_qty1": 6,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.300878",
              "name": "维康药业",
              "theme": "肝炎概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.4578,
              "last": 35.11,
              "open": 34.93,
              "prev_close": 34.95,
              "amount_yi": 0.3082,
              "bid1": 35.1,
              "bid_qty1": 53,
              "ask1": 35.11,
              "ask_qty1": 5,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.002317",
              "name": "众生药业",
              "theme": "肝炎概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.3744,
              "last": 26.61,
              "open": 26.49,
              "prev_close": 26.71,
              "amount_yi": 4.0885,
              "bid1": 26.61,
              "bid_qty1": 82,
              "ask1": 26.63,
              "ask_qty1": 3,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.300244",
              "name": "迪安诊断",
              "theme": "肝炎概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.2683,
              "last": 20.24,
              "open": 20.54,
              "prev_close": 20.5,
              "amount_yi": 1.7665,
              "bid1": 20.24,
              "bid_qty1": 1,
              "ask1": 20.25,
              "ask_qty1": 128,
              "quote_ts": "2026-07-02T09:37:21"
            }
          ]
        },
        {
          "theme": "单抗概念",
          "passed": true,
          "sample_count": 3,
          "active_count": 2,
          "up_count": 2,
          "active_up_count": 2,
          "up_ratio": 0.6667,
          "active_up_ratio": 1.0,
          "avg_ret_pct": -0.9416,
          "amount_yi": 4.6462,
          "samples": [
            {
              "symbol": "SHSE.688520",
              "name": "神州细胞",
              "theme": "单抗概念",
              "paper_scope": "active",
              "ret_pct": 0.7447,
              "last": 37.88,
              "open": 37.15,
              "prev_close": 37.6,
              "amount_yi": 0.396,
              "bid1": 37.79,
              "bid_qty1": 9,
              "ask1": 37.88,
              "ask_qty1": 72,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SZSE.002773",
              "name": "康弘药业",
              "theme": "单抗概念",
              "paper_scope": "active",
              "ret_pct": 0.362,
              "last": 22.18,
              "open": 22.08,
              "prev_close": 22.1,
              "amount_yi": 0.8707,
              "bid1": 22.18,
              "bid_qty1": 107,
              "ask1": 22.2,
              "ask_qty1": 102,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.688336",
              "name": "三生国健",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -3.9316,
              "last": 56.2,
              "open": 57.75,
              "prev_close": 58.5,
              "amount_yi": 3.3795,
              "bid1": 56.18,
              "bid_qty1": 4,
              "ask1": 56.2,
              "ask_qty1": 16,
              "quote_ts": "2026-07-02T09:37:21"
            }
          ]
        }
      ],
      "theme_scores": [
        {
          "theme": "化学制药",
          "passed": true,
          "sample_count": 75,
          "active_count": 3,
          "up_count": 55,
          "active_up_count": 2,
          "up_ratio": 0.7333,
          "active_up_ratio": 0.6667,
          "avg_ret_pct": 1.3527,
          "amount_yi": 80.4485,
          "samples": [
            {
              "symbol": "SZSE.000566",
              "name": "海南海药",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 10.0182,
              "last": 6.04,
              "open": 5.99,
              "prev_close": 5.49,
              "amount_yi": 3.4713,
              "bid1": 6.04,
              "bid_qty1": 490998,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.603538",
              "name": "美诺华",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 9.9972,
              "last": 39.39,
              "open": 38.25,
              "prev_close": 35.81,
              "amount_yi": 3.1986,
              "bid1": 39.39,
              "bid_qty1": 39060,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SZSE.002826",
              "name": "易明医药",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 9.9819,
              "last": 18.18,
              "open": 16.5,
              "prev_close": 16.53,
              "amount_yi": 0.6739,
              "bid1": 18.18,
              "bid_qty1": 72354,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.002020",
              "name": "京新药业",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 9.9775,
              "last": 14.66,
              "open": 14.66,
              "prev_close": 13.33,
              "amount_yi": 0.996,
              "bid1": 14.66,
              "bid_qty1": 182173,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.300765",
              "name": "石药创新",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 7.3171,
              "last": 33.0,
              "open": 30.9,
              "prev_close": 30.75,
              "amount_yi": 2.9444,
              "bid1": 33.0,
              "bid_qty1": 26,
              "ask1": 33.03,
              "ask_qty1": 2,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.688553",
              "name": "汇宇制药-W",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.348,
              "last": 13.57,
              "open": 13.05,
              "prev_close": 12.76,
              "amount_yi": 1.5265,
              "bid1": 13.57,
              "bid_qty1": 963,
              "ask1": 13.59,
              "ask_qty1": 39,
              "quote_ts": "2026-07-02T09:37:22"
            }
          ]
        },
        {
          "theme": "肝炎概念",
          "passed": true,
          "sample_count": 5,
          "active_count": 2,
          "up_count": 3,
          "active_up_count": 2,
          "up_ratio": 0.6,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 0.4859,
          "amount_yi": 8.1798,
          "samples": [
            {
              "symbol": "SHSE.688068",
              "name": "热景生物",
              "theme": "肝炎概念",
              "paper_scope": "active",
              "ret_pct": 2.8172,
              "last": 95.62,
              "open": 94.67,
              "prev_close": 93.0,
              "amount_yi": 1.2305,
              "bid1": 95.62,
              "bid_qty1": 1,
              "ask1": 95.65,
              "ask_qty1": 43,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SZSE.300049",
              "name": "福瑞医科",
              "theme": "肝炎概念",
              "paper_scope": "active",
              "ret_pct": 0.7973,
              "last": 44.25,
              "open": 43.5,
              "prev_close": 43.9,
              "amount_yi": 0.7861,
              "bid1": 44.18,
              "bid_qty1": 11,
              "ask1": 44.25,
              "ask_qty1": 6,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.300878",
              "name": "维康药业",
              "theme": "肝炎概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.4578,
              "last": 35.11,
              "open": 34.93,
              "prev_close": 34.95,
              "amount_yi": 0.3082,
              "bid1": 35.1,
              "bid_qty1": 53,
              "ask1": 35.11,
              "ask_qty1": 5,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.002317",
              "name": "众生药业",
              "theme": "肝炎概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -0.3744,
              "last": 26.61,
              "open": 26.49,
              "prev_close": 26.71,
              "amount_yi": 4.0885,
              "bid1": 26.61,
              "bid_qty1": 82,
              "ask1": 26.63,
              "ask_qty1": 3,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.300244",
              "name": "迪安诊断",
              "theme": "肝炎概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.2683,
              "last": 20.24,
              "open": 20.54,
              "prev_close": 20.5,
              "amount_yi": 1.7665,
              "bid1": 20.24,
              "bid_qty1": 1,
              "ask1": 20.25,
              "ask_qty1": 128,
              "quote_ts": "2026-07-02T09:37:21"
            }
          ]
        },
        {
          "theme": "单抗概念",
          "passed": true,
          "sample_count": 3,
          "active_count": 2,
          "up_count": 2,
          "active_up_count": 2,
          "up_ratio": 0.6667,
          "active_up_ratio": 1.0,
          "avg_ret_pct": -0.9416,
          "amount_yi": 4.6462,
          "samples": [
            {
              "symbol": "SHSE.688520",
              "name": "神州细胞",
              "theme": "单抗概念",
              "paper_scope": "active",
              "ret_pct": 0.7447,
              "last": 37.88,
              "open": 37.15,
              "prev_close": 37.6,
              "amount_yi": 0.396,
              "bid1": 37.79,
              "bid_qty1": 9,
              "ask1": 37.88,
              "ask_qty1": 72,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SZSE.002773",
              "name": "康弘药业",
              "theme": "单抗概念",
              "paper_scope": "active",
              "ret_pct": 0.362,
              "last": 22.18,
              "open": 22.08,
              "prev_close": 22.1,
              "amount_yi": 0.8707,
              "bid1": 22.18,
              "bid_qty1": 107,
              "ask1": 22.2,
              "ask_qty1": 102,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.688336",
              "name": "三生国健",
              "theme": "单抗概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -3.9316,
              "last": 56.2,
              "open": 57.75,
              "prev_close": 58.5,
              "amount_yi": 3.3795,
              "bid1": 56.18,
              "bid_qty1": 4,
              "ask1": 56.2,
              "ask_qty1": 16,
              "quote_ts": "2026-07-02T09:37:21"
            }
          ]
        },
        {
          "theme": "氟化工概念",
          "passed": false,
          "sample_count": 6,
          "active_count": 2,
          "up_count": 1,
          "active_up_count": 0,
          "up_ratio": 0.1667,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -1.8955,
          "amount_yi": 29.0909,
          "samples": [
            {
              "symbol": "SZSE.000422",
              "name": "湖北宜化",
              "theme": "氟化工概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.1993,
              "last": 15.08,
              "open": 14.9,
              "prev_close": 15.05,
              "amount_yi": 1.8167,
              "bid1": 15.06,
              "bid_qty1": 117,
              "ask1": 15.08,
              "ask_qty1": 173,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.002915",
              "name": "中欣氟材",
              "theme": "氟化工概念",
              "paper_scope": "active",
              "ret_pct": -0.0908,
              "last": 22.0,
              "open": 21.03,
              "prev_close": 22.02,
              "amount_yi": 1.2877,
              "bid1": 21.99,
              "bid_qty1": 159,
              "ask1": 22.0,
              "ask_qty1": 79,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.600623",
              "name": "华谊集团",
              "theme": "氟化工概念",
              "paper_scope": "active",
              "ret_pct": -0.6928,
              "last": 8.6,
              "open": 8.64,
              "prev_close": 8.66,
              "amount_yi": 0.6411,
              "bid1": 8.6,
              "bid_qty1": 270,
              "ask1": 8.61,
              "ask_qty1": 372,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SHSE.600378",
              "name": "昊华科技",
              "theme": "氟化工概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -1.8519,
              "last": 79.5,
              "open": 76.81,
              "prev_close": 81.0,
              "amount_yi": 14.8319,
              "bid1": 79.11,
              "bid_qty1": 24,
              "ask1": 79.5,
              "ask_qty1": 2,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.605020",
              "name": "永和股份",
              "theme": "氟化工概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -3.0007,
              "last": 42.67,
              "open": 42.69,
              "prev_close": 43.99,
              "amount_yi": 3.7785,
              "bid1": 42.67,
              "bid_qty1": 239,
              "ask1": 42.68,
              "ask_qty1": 5,
              "quote_ts": "2026-07-02T09:37:22"
            },
            {
              "symbol": "SHSE.688549",
              "name": "中巨芯-U",
              "theme": "氟化工概念",
              "paper_scope": "conditional_watch",
              "ret_pct": -5.936,
              "last": 38.19,
              "open": 38.0,
              "prev_close": 40.6,
              "amount_yi": 6.735,
              "bid1": 38.19,
              "bid_qty1": 509,
              "ask1": 38.2,
              "ask_qty1": 529,
              "quote_ts": "2026-07-02T09:37:22"
            }
          ]
        },
        {
          "theme": "猪肉概念",
          "passed": false,
          "sample_count": 23,
          "active_count": 3,
          "up_count": 13,
          "active_up_count": 0,
          "up_ratio": 0.5652,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.6337,
          "amount_yi": 15.3129,
          "samples": [
            {
              "symbol": "SZSE.002458",
              "name": "益生股份",
              "theme": "猪肉概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 6.7836,
              "last": 9.13,
              "open": 9.21,
              "prev_close": 8.55,
              "amount_yi": 5.5094,
              "bid1": 9.13,
              "bid_qty1": 13,
              "ask1": 9.14,
              "ask_qty1": 53,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.603717",
              "name": "天域生物",
              "theme": "猪肉概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 5.4545,
              "last": 6.38,
              "open": 6.13,
              "prev_close": 6.05,
              "amount_yi": 0.428,
              "bid1": 6.37,
              "bid_qty1": 76,
              "ask1": 6.38,
              "ask_qty1": 11,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.002726",
              "name": "ST龙大",
              "theme": "猪肉概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.2787,
              "last": 1.26,
              "open": 1.21,
              "prev_close": 1.22,
              "amount_yi": 0.2174,
              "bid1": 1.25,
              "bid_qty1": 3805,
              "ask1": 1.26,
              "ask_qty1": 3467,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SZSE.002548",
              "name": "金新农",
              "theme": "猪肉概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.7241,
              "last": 4.13,
              "open": 4.13,
              "prev_close": 4.06,
              "amount_yi": 0.7618,
              "bid1": 4.12,
              "bid_qty1": 284,
              "ask1": 4.13,
              "ask_qty1": 571,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.600975",
              "name": "新五丰",
              "theme": "猪肉概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.2658,
              "last": 4.8,
              "open": 4.77,
              "prev_close": 4.74,
              "amount_yi": 0.5011,
              "bid1": 4.8,
              "bid_qty1": 157,
              "ask1": 4.81,
              "ask_qty1": 66,
              "quote_ts": "2026-07-02T09:37:20"
            },
            {
              "symbol": "SZSE.002982",
              "name": "湘佳股份",
              "theme": "猪肉概念",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.0336,
              "last": 11.73,
              "open": 11.79,
              "prev_close": 11.61,
              "amount_yi": 0.3123,
              "bid1": 11.72,
              "bid_qty1": 30,
              "ask1": 11.73,
              "ask_qty1": 6,
              "quote_ts": "2026-07-02T09:37:21"
            }
          ]
        },
        {
          "theme": "化学制剂",
          "passed": false,
          "sample_count": 20,
          "active_count": 0,
          "up_count": 14,
          "active_up_count": 0,
          "up_ratio": 0.7,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.3749,
          "amount_yi": 14.4059,
          "samples": [
            {
              "symbol": "SZSE.002082",
              "name": "ST万邦",
              "theme": "化学制剂",
              "paper_scope": "conditional_watch",
              "ret_pct": 3.1818,
              "last": 11.35,
              "open": 10.86,
              "prev_close": 11.0,
              "amount_yi": 0.3647,
              "bid1": 11.35,
              "bid_qty1": 3,
              "ask1": 11.36,
              "ask_qty1": 739,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.600420",
              "name": "国药现代",
              "theme": "化学制剂",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.5796,
              "last": 8.36,
              "open": 8.21,
              "prev_close": 8.23,
              "amount_yi": 0.2281,
              "bid1": 8.35,
              "bid_qty1": 236,
              "ask1": 8.36,
              "ask_qty1": 268,
              "quote_ts": "2026-07-02T09:37:22"
            },
            {
              "symbol": "SHSE.603207",
              "name": "小方制药",
              "theme": "化学制剂",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.3328,
              "last": 23.57,
              "open": 23.38,
              "prev_close": 23.26,
              "amount_yi": 0.1136,
              "bid1": 23.56,
              "bid_qty1": 11,
              "ask1": 23.6,
              "ask_qty1": 23,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SHSE.688566",
              "name": "吉贝尔",
              "theme": "化学制剂",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.2066,
              "last": 26.84,
              "open": 26.65,
              "prev_close": 26.52,
              "amount_yi": 0.1415,
              "bid1": 26.71,
              "bid_qty1": 14,
              "ask1": 26.77,
              "ask_qty1": 7,
              "quote_ts": "2026-07-02T09:37:23"
            },
            {
              "symbol": "SZSE.002872",
              "name": "ST天圣",
              "theme": "化学制剂",
              "paper_scope": "conditional_watch",
              "ret_pct": 1.073,
              "last": 4.71,
              "open": 4.66,
              "prev_close": 4.66,
              "amount_yi": 0.0144,
              "bid1": 4.71,
              "bid_qty1": 134,
              "ask1": 4.73,
              "ask_qty1": 132,
              "quote_ts": "2026-07-02T09:37:21"
            },
            {
              "symbol": "SHSE.603676",
              "name": "卫信康",
              "theme": "化学制剂",
              "paper_scope": "conditional_watch",
              "ret_pct": 0.9501,
              "last": 8.5,
              "open": 8.54,
              "prev_close": 8.42,
              "amount_yi": 0.0511,
              "bid1": 8.5,
              "bid_qty1": 3,
              "ask1": 8.51,
              "ask_qty1": 14,
              "quote_ts": "2026-07-02T09:37:20"
            }
          ]
        },
        {
          "theme": "养殖业",
          "passed": false,
          "sample_count": 1,
          "active_count": 1,
          "up_count": 0,
          "active_up_count": 0,
          "up_ratio": 0.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -0.8145,
          "amount_yi": 0.3099,
          "samples": [
            {
              "symbol": "SZSE.300967",
              "name": "晓鸣股份",
              "theme": "养殖业",
              "paper_scope": "active",
              "ret_pct": -0.8145,
              "last": 15.83,
              "open": 15.85,
              "prev_close": 15.96,
              "amount_yi": 0.3099,
              "bid1": 15.83,
              "bid_qty1": 30,
              "ask1": 15.84,
              "ask_qty1": 21,
              "quote_ts": "2026-07-02T09:37:21"
            }
          ]
        }
      ],
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.6617,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 3,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "化学制药",
        "dominant_theme_share": 0.5279,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "化学制药",
            "count": 5,
            "top_symbols": [
              "SZSE.000566",
              "SHSE.603538",
              "SZSE.002826",
              "SZSE.002020",
              "SZSE.300765"
            ],
            "top_return_pct": 10.0182
          }
        ],
        "structural_symbol_whitelist": [],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SZSE.000566",
            "name": "海南海药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.018214936247727,
            "last": 6.04,
            "vwap": 6.024454770755886,
            "above_vwap": true,
            "amount": 347127879.0
          },
          {
            "symbol": "SHSE.603538",
            "name": "美诺华",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.997207483943038,
            "last": 39.39,
            "vwap": 38.895012038230504,
            "above_vwap": true,
            "amount": 319864800.0
          },
          {
            "symbol": "SZSE.002826",
            "name": "易明医药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.981851179673317,
            "last": 18.18,
            "vwap": 17.756874044795783,
            "above_vwap": true,
            "amount": 67387337.0
          },
          {
            "symbol": "SZSE.002020",
            "name": "京新药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.977494373593409,
            "last": 14.66,
            "vwap": 14.66,
            "above_vwap": true,
            "amount": 99604438.0
          },
          {
            "symbol": "SZSE.300765",
            "name": "石药创新",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.317073170731714,
            "last": 33.0,
            "vwap": 32.75674279929245,
            "above_vwap": true,
            "amount": 294440534.0
          },
          {
            "symbol": "SZSE.002458",
            "name": "益生股份",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.783625730994158,
            "last": 9.13,
            "vwap": 9.286173630026159,
            "above_vwap": false,
            "amount": 550944967.0
          },
          {
            "symbol": "SHSE.688553",
            "name": "汇宇制药-W",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.347962382445149,
            "last": 13.57,
            "vwap": 13.775987325472336,
            "above_vwap": false,
            "amount": 152653410.0
          },
          {
            "symbol": "SHSE.688382",
            "name": "益方生物-U",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.308068459657701,
            "last": 21.74,
            "vwap": 21.824294366426546,
            "above_vwap": false,
            "amount": 182262539.0
          },
          {
            "symbol": "SHSE.688247",
            "name": "宣泰医药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.543237250554323,
            "last": 9.52,
            "vwap": 9.555227824755509,
            "above_vwap": false,
            "amount": 60507840.0
          },
          {
            "symbol": "SHSE.603717",
            "name": "天域生物",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.454545454545445,
            "last": 6.38,
            "vwap": 6.295911303964111,
            "above_vwap": true,
            "amount": 42802753.0
          },
          {
            "symbol": "SZSE.002102",
            "name": "ST能特",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.444444444444451,
            "last": 2.35,
            "vwap": 2.3332920038150324,
            "above_vwap": true,
            "amount": 22751697.0
          },
          {
            "symbol": "SZSE.300086",
            "name": "康芝药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.5937499999999956,
            "last": 6.63,
            "vwap": 6.757018626351123,
            "above_vwap": false,
            "amount": 75890779.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.6617,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.5279,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.300765"
          ],
          "top_return_pct": 10.0182
        }
      ],
      "structural_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.018214936247727,
          "last": 6.04,
          "vwap": 6.024454770755886,
          "above_vwap": true,
          "amount": 347127879.0
        },
        {
          "symbol": "SHSE.603538",
          "name": "美诺华",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.997207483943038,
          "last": 39.39,
          "vwap": 38.895012038230504,
          "above_vwap": true,
          "amount": 319864800.0
        },
        {
          "symbol": "SZSE.002826",
          "name": "易明医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.981851179673317,
          "last": 18.18,
          "vwap": 17.756874044795783,
          "above_vwap": true,
          "amount": 67387337.0
        },
        {
          "symbol": "SZSE.002020",
          "name": "京新药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.977494373593409,
          "last": 14.66,
          "vwap": 14.66,
          "above_vwap": true,
          "amount": 99604438.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.317073170731714,
          "last": 33.0,
          "vwap": 32.75674279929245,
          "above_vwap": true,
          "amount": 294440534.0
        },
        {
          "symbol": "SZSE.002458",
          "name": "益生股份",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.783625730994158,
          "last": 9.13,
          "vwap": 9.286173630026159,
          "above_vwap": false,
          "amount": 550944967.0
        },
        {
          "symbol": "SHSE.688553",
          "name": "汇宇制药-W",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.347962382445149,
          "last": 13.57,
          "vwap": 13.775987325472336,
          "above_vwap": false,
          "amount": 152653410.0
        },
        {
          "symbol": "SHSE.688382",
          "name": "益方生物-U",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.308068459657701,
          "last": 21.74,
          "vwap": 21.824294366426546,
          "above_vwap": false,
          "amount": 182262539.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.543237250554323,
          "last": 9.52,
          "vwap": 9.555227824755509,
          "above_vwap": false,
          "amount": 60507840.0
        },
        {
          "symbol": "SHSE.603717",
          "name": "天域生物",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.454545454545445,
          "last": 6.38,
          "vwap": 6.295911303964111,
          "above_vwap": true,
          "amount": 42802753.0
        },
        {
          "symbol": "SZSE.002102",
          "name": "ST能特",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.444444444444451,
          "last": 2.35,
          "vwap": 2.3332920038150324,
          "above_vwap": true,
          "amount": 22751697.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5937499999999956,
          "last": 6.63,
          "vwap": 6.757018626351123,
          "above_vwap": false,
          "amount": 75890779.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "preopen_sector_flow_confirmed,wait_for_intraday_style_confirmation",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.6617,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.4615,
    "active_up_ratio_min": 0.5,
    "active_positive": 6,
    "active_positive_min": 1,
    "active_above_vwap": 6,
    "active_total": 13,
    "sample_total": 133,
    "strong_themes": [
      {
        "theme": "化学制药",
        "passed": true,
        "sample_count": 75,
        "active_count": 3,
        "up_count": 55,
        "active_up_count": 2,
        "up_ratio": 0.7333,
        "active_up_ratio": 0.6667,
        "avg_ret_pct": 1.3527,
        "amount_yi": 80.4485,
        "samples": [
          {
            "symbol": "SZSE.000566",
            "name": "海南海药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 10.0182,
            "last": 6.04,
            "open": 5.99,
            "prev_close": 5.49,
            "amount_yi": 3.4713,
            "bid1": 6.04,
            "bid_qty1": 490998,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.603538",
            "name": "美诺华",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 9.9972,
            "last": 39.39,
            "open": 38.25,
            "prev_close": 35.81,
            "amount_yi": 3.1986,
            "bid1": 39.39,
            "bid_qty1": 39060,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SZSE.002826",
            "name": "易明医药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 9.9819,
            "last": 18.18,
            "open": 16.5,
            "prev_close": 16.53,
            "amount_yi": 0.6739,
            "bid1": 18.18,
            "bid_qty1": 72354,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.002020",
            "name": "京新药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 9.9775,
            "last": 14.66,
            "open": 14.66,
            "prev_close": 13.33,
            "amount_yi": 0.996,
            "bid1": 14.66,
            "bid_qty1": 182173,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.300765",
            "name": "石药创新",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.3171,
            "last": 33.0,
            "open": 30.9,
            "prev_close": 30.75,
            "amount_yi": 2.9444,
            "bid1": 33.0,
            "bid_qty1": 26,
            "ask1": 33.03,
            "ask_qty1": 2,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.688553",
            "name": "汇宇制药-W",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.348,
            "last": 13.57,
            "open": 13.05,
            "prev_close": 12.76,
            "amount_yi": 1.5265,
            "bid1": 13.57,
            "bid_qty1": 963,
            "ask1": 13.59,
            "ask_qty1": 39,
            "quote_ts": "2026-07-02T09:37:22"
          }
        ]
      },
      {
        "theme": "肝炎概念",
        "passed": true,
        "sample_count": 5,
        "active_count": 2,
        "up_count": 3,
        "active_up_count": 2,
        "up_ratio": 0.6,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.4859,
        "amount_yi": 8.1798,
        "samples": [
          {
            "symbol": "SHSE.688068",
            "name": "热景生物",
            "theme": "肝炎概念",
            "paper_scope": "active",
            "ret_pct": 2.8172,
            "last": 95.62,
            "open": 94.67,
            "prev_close": 93.0,
            "amount_yi": 1.2305,
            "bid1": 95.62,
            "bid_qty1": 1,
            "ask1": 95.65,
            "ask_qty1": 43,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SZSE.300049",
            "name": "福瑞医科",
            "theme": "肝炎概念",
            "paper_scope": "active",
            "ret_pct": 0.7973,
            "last": 44.25,
            "open": 43.5,
            "prev_close": 43.9,
            "amount_yi": 0.7861,
            "bid1": 44.18,
            "bid_qty1": 11,
            "ask1": 44.25,
            "ask_qty1": 6,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.300878",
            "name": "维康药业",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.4578,
            "last": 35.11,
            "open": 34.93,
            "prev_close": 34.95,
            "amount_yi": 0.3082,
            "bid1": 35.1,
            "bid_qty1": 53,
            "ask1": 35.11,
            "ask_qty1": 5,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.002317",
            "name": "众生药业",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.3744,
            "last": 26.61,
            "open": 26.49,
            "prev_close": 26.71,
            "amount_yi": 4.0885,
            "bid1": 26.61,
            "bid_qty1": 82,
            "ask1": 26.63,
            "ask_qty1": 3,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.300244",
            "name": "迪安诊断",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.2683,
            "last": 20.24,
            "open": 20.54,
            "prev_close": 20.5,
            "amount_yi": 1.7665,
            "bid1": 20.24,
            "bid_qty1": 1,
            "ask1": 20.25,
            "ask_qty1": 128,
            "quote_ts": "2026-07-02T09:37:21"
          }
        ]
      },
      {
        "theme": "单抗概念",
        "passed": true,
        "sample_count": 3,
        "active_count": 2,
        "up_count": 2,
        "active_up_count": 2,
        "up_ratio": 0.6667,
        "active_up_ratio": 1.0,
        "avg_ret_pct": -0.9416,
        "amount_yi": 4.6462,
        "samples": [
          {
            "symbol": "SHSE.688520",
            "name": "神州细胞",
            "theme": "单抗概念",
            "paper_scope": "active",
            "ret_pct": 0.7447,
            "last": 37.88,
            "open": 37.15,
            "prev_close": 37.6,
            "amount_yi": 0.396,
            "bid1": 37.79,
            "bid_qty1": 9,
            "ask1": 37.88,
            "ask_qty1": 72,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SZSE.002773",
            "name": "康弘药业",
            "theme": "单抗概念",
            "paper_scope": "active",
            "ret_pct": 0.362,
            "last": 22.18,
            "open": 22.08,
            "prev_close": 22.1,
            "amount_yi": 0.8707,
            "bid1": 22.18,
            "bid_qty1": 107,
            "ask1": 22.2,
            "ask_qty1": 102,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.688336",
            "name": "三生国健",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -3.9316,
            "last": 56.2,
            "open": 57.75,
            "prev_close": 58.5,
            "amount_yi": 3.3795,
            "bid1": 56.18,
            "bid_qty1": 4,
            "ask1": 56.2,
            "ask_qty1": 16,
            "quote_ts": "2026-07-02T09:37:21"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "化学制药",
        "passed": true,
        "sample_count": 75,
        "active_count": 3,
        "up_count": 55,
        "active_up_count": 2,
        "up_ratio": 0.7333,
        "active_up_ratio": 0.6667,
        "avg_ret_pct": 1.3527,
        "amount_yi": 80.4485,
        "samples": [
          {
            "symbol": "SZSE.000566",
            "name": "海南海药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 10.0182,
            "last": 6.04,
            "open": 5.99,
            "prev_close": 5.49,
            "amount_yi": 3.4713,
            "bid1": 6.04,
            "bid_qty1": 490998,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.603538",
            "name": "美诺华",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 9.9972,
            "last": 39.39,
            "open": 38.25,
            "prev_close": 35.81,
            "amount_yi": 3.1986,
            "bid1": 39.39,
            "bid_qty1": 39060,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SZSE.002826",
            "name": "易明医药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 9.9819,
            "last": 18.18,
            "open": 16.5,
            "prev_close": 16.53,
            "amount_yi": 0.6739,
            "bid1": 18.18,
            "bid_qty1": 72354,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.002020",
            "name": "京新药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 9.9775,
            "last": 14.66,
            "open": 14.66,
            "prev_close": 13.33,
            "amount_yi": 0.996,
            "bid1": 14.66,
            "bid_qty1": 182173,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.300765",
            "name": "石药创新",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.3171,
            "last": 33.0,
            "open": 30.9,
            "prev_close": 30.75,
            "amount_yi": 2.9444,
            "bid1": 33.0,
            "bid_qty1": 26,
            "ask1": 33.03,
            "ask_qty1": 2,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.688553",
            "name": "汇宇制药-W",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.348,
            "last": 13.57,
            "open": 13.05,
            "prev_close": 12.76,
            "amount_yi": 1.5265,
            "bid1": 13.57,
            "bid_qty1": 963,
            "ask1": 13.59,
            "ask_qty1": 39,
            "quote_ts": "2026-07-02T09:37:22"
          }
        ]
      },
      {
        "theme": "肝炎概念",
        "passed": true,
        "sample_count": 5,
        "active_count": 2,
        "up_count": 3,
        "active_up_count": 2,
        "up_ratio": 0.6,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.4859,
        "amount_yi": 8.1798,
        "samples": [
          {
            "symbol": "SHSE.688068",
            "name": "热景生物",
            "theme": "肝炎概念",
            "paper_scope": "active",
            "ret_pct": 2.8172,
            "last": 95.62,
            "open": 94.67,
            "prev_close": 93.0,
            "amount_yi": 1.2305,
            "bid1": 95.62,
            "bid_qty1": 1,
            "ask1": 95.65,
            "ask_qty1": 43,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SZSE.300049",
            "name": "福瑞医科",
            "theme": "肝炎概念",
            "paper_scope": "active",
            "ret_pct": 0.7973,
            "last": 44.25,
            "open": 43.5,
            "prev_close": 43.9,
            "amount_yi": 0.7861,
            "bid1": 44.18,
            "bid_qty1": 11,
            "ask1": 44.25,
            "ask_qty1": 6,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.300878",
            "name": "维康药业",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.4578,
            "last": 35.11,
            "open": 34.93,
            "prev_close": 34.95,
            "amount_yi": 0.3082,
            "bid1": 35.1,
            "bid_qty1": 53,
            "ask1": 35.11,
            "ask_qty1": 5,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.002317",
            "name": "众生药业",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -0.3744,
            "last": 26.61,
            "open": 26.49,
            "prev_close": 26.71,
            "amount_yi": 4.0885,
            "bid1": 26.61,
            "bid_qty1": 82,
            "ask1": 26.63,
            "ask_qty1": 3,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.300244",
            "name": "迪安诊断",
            "theme": "肝炎概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.2683,
            "last": 20.24,
            "open": 20.54,
            "prev_close": 20.5,
            "amount_yi": 1.7665,
            "bid1": 20.24,
            "bid_qty1": 1,
            "ask1": 20.25,
            "ask_qty1": 128,
            "quote_ts": "2026-07-02T09:37:21"
          }
        ]
      },
      {
        "theme": "单抗概念",
        "passed": true,
        "sample_count": 3,
        "active_count": 2,
        "up_count": 2,
        "active_up_count": 2,
        "up_ratio": 0.6667,
        "active_up_ratio": 1.0,
        "avg_ret_pct": -0.9416,
        "amount_yi": 4.6462,
        "samples": [
          {
            "symbol": "SHSE.688520",
            "name": "神州细胞",
            "theme": "单抗概念",
            "paper_scope": "active",
            "ret_pct": 0.7447,
            "last": 37.88,
            "open": 37.15,
            "prev_close": 37.6,
            "amount_yi": 0.396,
            "bid1": 37.79,
            "bid_qty1": 9,
            "ask1": 37.88,
            "ask_qty1": 72,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SZSE.002773",
            "name": "康弘药业",
            "theme": "单抗概念",
            "paper_scope": "active",
            "ret_pct": 0.362,
            "last": 22.18,
            "open": 22.08,
            "prev_close": 22.1,
            "amount_yi": 0.8707,
            "bid1": 22.18,
            "bid_qty1": 107,
            "ask1": 22.2,
            "ask_qty1": 102,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.688336",
            "name": "三生国健",
            "theme": "单抗概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -3.9316,
            "last": 56.2,
            "open": 57.75,
            "prev_close": 58.5,
            "amount_yi": 3.3795,
            "bid1": 56.18,
            "bid_qty1": 4,
            "ask1": 56.2,
            "ask_qty1": 16,
            "quote_ts": "2026-07-02T09:37:21"
          }
        ]
      },
      {
        "theme": "氟化工概念",
        "passed": false,
        "sample_count": 6,
        "active_count": 2,
        "up_count": 1,
        "active_up_count": 0,
        "up_ratio": 0.1667,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -1.8955,
        "amount_yi": 29.0909,
        "samples": [
          {
            "symbol": "SZSE.000422",
            "name": "湖北宜化",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.1993,
            "last": 15.08,
            "open": 14.9,
            "prev_close": 15.05,
            "amount_yi": 1.8167,
            "bid1": 15.06,
            "bid_qty1": 117,
            "ask1": 15.08,
            "ask_qty1": 173,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.002915",
            "name": "中欣氟材",
            "theme": "氟化工概念",
            "paper_scope": "active",
            "ret_pct": -0.0908,
            "last": 22.0,
            "open": 21.03,
            "prev_close": 22.02,
            "amount_yi": 1.2877,
            "bid1": 21.99,
            "bid_qty1": 159,
            "ask1": 22.0,
            "ask_qty1": 79,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.600623",
            "name": "华谊集团",
            "theme": "氟化工概念",
            "paper_scope": "active",
            "ret_pct": -0.6928,
            "last": 8.6,
            "open": 8.64,
            "prev_close": 8.66,
            "amount_yi": 0.6411,
            "bid1": 8.6,
            "bid_qty1": 270,
            "ask1": 8.61,
            "ask_qty1": 372,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SHSE.600378",
            "name": "昊华科技",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -1.8519,
            "last": 79.5,
            "open": 76.81,
            "prev_close": 81.0,
            "amount_yi": 14.8319,
            "bid1": 79.11,
            "bid_qty1": 24,
            "ask1": 79.5,
            "ask_qty1": 2,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.605020",
            "name": "永和股份",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -3.0007,
            "last": 42.67,
            "open": 42.69,
            "prev_close": 43.99,
            "amount_yi": 3.7785,
            "bid1": 42.67,
            "bid_qty1": 239,
            "ask1": 42.68,
            "ask_qty1": 5,
            "quote_ts": "2026-07-02T09:37:22"
          },
          {
            "symbol": "SHSE.688549",
            "name": "中巨芯-U",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "ret_pct": -5.936,
            "last": 38.19,
            "open": 38.0,
            "prev_close": 40.6,
            "amount_yi": 6.735,
            "bid1": 38.19,
            "bid_qty1": 509,
            "ask1": 38.2,
            "ask_qty1": 529,
            "quote_ts": "2026-07-02T09:37:22"
          }
        ]
      },
      {
        "theme": "猪肉概念",
        "passed": false,
        "sample_count": 23,
        "active_count": 3,
        "up_count": 13,
        "active_up_count": 0,
        "up_ratio": 0.5652,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.6337,
        "amount_yi": 15.3129,
        "samples": [
          {
            "symbol": "SZSE.002458",
            "name": "益生股份",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.7836,
            "last": 9.13,
            "open": 9.21,
            "prev_close": 8.55,
            "amount_yi": 5.5094,
            "bid1": 9.13,
            "bid_qty1": 13,
            "ask1": 9.14,
            "ask_qty1": 53,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.603717",
            "name": "天域生物",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.4545,
            "last": 6.38,
            "open": 6.13,
            "prev_close": 6.05,
            "amount_yi": 0.428,
            "bid1": 6.37,
            "bid_qty1": 76,
            "ask1": 6.38,
            "ask_qty1": 11,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.002726",
            "name": "ST龙大",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.2787,
            "last": 1.26,
            "open": 1.21,
            "prev_close": 1.22,
            "amount_yi": 0.2174,
            "bid1": 1.25,
            "bid_qty1": 3805,
            "ask1": 1.26,
            "ask_qty1": 3467,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SZSE.002548",
            "name": "金新农",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.7241,
            "last": 4.13,
            "open": 4.13,
            "prev_close": 4.06,
            "amount_yi": 0.7618,
            "bid1": 4.12,
            "bid_qty1": 284,
            "ask1": 4.13,
            "ask_qty1": 571,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.600975",
            "name": "新五丰",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.2658,
            "last": 4.8,
            "open": 4.77,
            "prev_close": 4.74,
            "amount_yi": 0.5011,
            "bid1": 4.8,
            "bid_qty1": 157,
            "ask1": 4.81,
            "ask_qty1": 66,
            "quote_ts": "2026-07-02T09:37:20"
          },
          {
            "symbol": "SZSE.002982",
            "name": "湘佳股份",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.0336,
            "last": 11.73,
            "open": 11.79,
            "prev_close": 11.61,
            "amount_yi": 0.3123,
            "bid1": 11.72,
            "bid_qty1": 30,
            "ask1": 11.73,
            "ask_qty1": 6,
            "quote_ts": "2026-07-02T09:37:21"
          }
        ]
      },
      {
        "theme": "化学制剂",
        "passed": false,
        "sample_count": 20,
        "active_count": 0,
        "up_count": 14,
        "active_up_count": 0,
        "up_ratio": 0.7,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.3749,
        "amount_yi": 14.4059,
        "samples": [
          {
            "symbol": "SZSE.002082",
            "name": "ST万邦",
            "theme": "化学制剂",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.1818,
            "last": 11.35,
            "open": 10.86,
            "prev_close": 11.0,
            "amount_yi": 0.3647,
            "bid1": 11.35,
            "bid_qty1": 3,
            "ask1": 11.36,
            "ask_qty1": 739,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.600420",
            "name": "国药现代",
            "theme": "化学制剂",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.5796,
            "last": 8.36,
            "open": 8.21,
            "prev_close": 8.23,
            "amount_yi": 0.2281,
            "bid1": 8.35,
            "bid_qty1": 236,
            "ask1": 8.36,
            "ask_qty1": 268,
            "quote_ts": "2026-07-02T09:37:22"
          },
          {
            "symbol": "SHSE.603207",
            "name": "小方制药",
            "theme": "化学制剂",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.3328,
            "last": 23.57,
            "open": 23.38,
            "prev_close": 23.26,
            "amount_yi": 0.1136,
            "bid1": 23.56,
            "bid_qty1": 11,
            "ask1": 23.6,
            "ask_qty1": 23,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SHSE.688566",
            "name": "吉贝尔",
            "theme": "化学制剂",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.2066,
            "last": 26.84,
            "open": 26.65,
            "prev_close": 26.52,
            "amount_yi": 0.1415,
            "bid1": 26.71,
            "bid_qty1": 14,
            "ask1": 26.77,
            "ask_qty1": 7,
            "quote_ts": "2026-07-02T09:37:23"
          },
          {
            "symbol": "SZSE.002872",
            "name": "ST天圣",
            "theme": "化学制剂",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.073,
            "last": 4.71,
            "open": 4.66,
            "prev_close": 4.66,
            "amount_yi": 0.0144,
            "bid1": 4.71,
            "bid_qty1": 134,
            "ask1": 4.73,
            "ask_qty1": 132,
            "quote_ts": "2026-07-02T09:37:21"
          },
          {
            "symbol": "SHSE.603676",
            "name": "卫信康",
            "theme": "化学制剂",
            "paper_scope": "conditional_watch",
            "ret_pct": 0.9501,
            "last": 8.5,
            "open": 8.54,
            "prev_close": 8.42,
            "amount_yi": 0.0511,
            "bid1": 8.5,
            "bid_qty1": 3,
            "ask1": 8.51,
            "ask_qty1": 14,
            "quote_ts": "2026-07-02T09:37:20"
          }
        ]
      },
      {
        "theme": "养殖业",
        "passed": false,
        "sample_count": 1,
        "active_count": 1,
        "up_count": 0,
        "active_up_count": 0,
        "up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -0.8145,
        "amount_yi": 0.3099,
        "samples": [
          {
            "symbol": "SZSE.300967",
            "name": "晓鸣股份",
            "theme": "养殖业",
            "paper_scope": "active",
            "ret_pct": -0.8145,
            "last": 15.83,
            "open": 15.85,
            "prev_close": 15.96,
            "amount_yi": 0.3099,
            "bid1": 15.83,
            "bid_qty1": 30,
            "ask1": 15.84,
            "ask_qty1": 21,
            "quote_ts": "2026-07-02T09:37:21"
          }
        ]
      }
    ],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.6617,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.5279,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.300765"
          ],
          "top_return_pct": 10.0182
        }
      ],
      "structural_symbol_whitelist": [],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.000566",
          "name": "海南海药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.018214936247727,
          "last": 6.04,
          "vwap": 6.024454770755886,
          "above_vwap": true,
          "amount": 347127879.0
        },
        {
          "symbol": "SHSE.603538",
          "name": "美诺华",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.997207483943038,
          "last": 39.39,
          "vwap": 38.895012038230504,
          "above_vwap": true,
          "amount": 319864800.0
        },
        {
          "symbol": "SZSE.002826",
          "name": "易明医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.981851179673317,
          "last": 18.18,
          "vwap": 17.756874044795783,
          "above_vwap": true,
          "amount": 67387337.0
        },
        {
          "symbol": "SZSE.002020",
          "name": "京新药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.977494373593409,
          "last": 14.66,
          "vwap": 14.66,
          "above_vwap": true,
          "amount": 99604438.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.317073170731714,
          "last": 33.0,
          "vwap": 32.75674279929245,
          "above_vwap": true,
          "amount": 294440534.0
        },
        {
          "symbol": "SZSE.002458",
          "name": "益生股份",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.783625730994158,
          "last": 9.13,
          "vwap": 9.286173630026159,
          "above_vwap": false,
          "amount": 550944967.0
        },
        {
          "symbol": "SHSE.688553",
          "name": "汇宇制药-W",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.347962382445149,
          "last": 13.57,
          "vwap": 13.775987325472336,
          "above_vwap": false,
          "amount": 152653410.0
        },
        {
          "symbol": "SHSE.688382",
          "name": "益方生物-U",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.308068459657701,
          "last": 21.74,
          "vwap": 21.824294366426546,
          "above_vwap": false,
          "amount": 182262539.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.543237250554323,
          "last": 9.52,
          "vwap": 9.555227824755509,
          "above_vwap": false,
          "amount": 60507840.0
        },
        {
          "symbol": "SHSE.603717",
          "name": "天域生物",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.454545454545445,
          "last": 6.38,
          "vwap": 6.295911303964111,
          "above_vwap": true,
          "amount": 42802753.0
        },
        {
          "symbol": "SZSE.002102",
          "name": "ST能特",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.444444444444451,
          "last": 2.35,
          "vwap": 2.3332920038150324,
          "above_vwap": true,
          "amount": 22751697.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.5937499999999956,
          "last": 6.63,
          "vwap": 6.757018626351123,
          "above_vwap": false,
          "amount": 75890779.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "quote_source": "public_http_tencent:139/139",
  "quote_stale_lock": false,
  "generated_at": "2026-07-02T09:37:24",
  "signals": [
    {
      "event_id": "20260701:20260702:SZSE.003020:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.003020:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.003020",
      "name": "立方制药",
      "side": "BUY",
      "priority": "P0",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 16.29,
      "exec_low": 16.29,
      "exec_high": 16.78,
      "invalid_price": 15.8,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 16.78,
      "max_chase_pct": 3.0,
      "base_exec_high": 16.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.05,
      "entry_zone_high": 16.53,
      "entry_risk_pct": null,
      "intraday_vwap": 16.4455,
      "price_vs_vwap_pct": -1.6144,
      "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": 0.0647,
        "prev_amount_yi": 0.1449,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4465,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 16.4,
            "high": 16.4,
            "low": 16.36,
            "close": 16.36,
            "amount_yi": 0.0178
          },
          {
            "time": "09:36",
            "open": 16.25,
            "high": 16.25,
            "low": 16.22,
            "close": 16.22,
            "amount_yi": 0.029
          },
          {
            "time": "09:37",
            "open": 16.18,
            "high": 16.18,
            "low": 16.18,
            "close": 16.18,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.18,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 16.16,
        "open": 16.43,
        "high": 16.78,
        "low": 16.0,
        "bid1": 16.17,
        "ask1": 16.18,
        "bid_qty1": 45,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603609:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.603609:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.603609",
      "name": "禾丰股份",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 6.24,
      "exec_low": 6.24,
      "exec_high": 6.43,
      "invalid_price": 6.05,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 6.43,
      "max_chase_pct": 3.0,
      "base_exec_high": 6.43,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.15,
      "entry_zone_high": 6.33,
      "entry_risk_pct": null,
      "intraday_vwap": 6.1882,
      "price_vs_vwap_pct": -0.9405,
      "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": 0.0071,
        "prev_amount_yi": 0.0164,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 6.15,
            "high": 6.16,
            "low": 6.15,
            "close": 6.16,
            "amount_yi": 0.0019
          },
          {
            "time": "09:36",
            "open": 6.15,
            "high": 6.15,
            "low": 6.12,
            "close": 6.12,
            "amount_yi": 0.0042
          },
          {
            "time": "09:37",
            "open": 6.13,
            "high": 6.13,
            "low": 6.13,
            "close": 6.13,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.13,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 6.18,
        "open": 6.24,
        "high": 6.24,
        "low": 6.11,
        "bid1": 6.13,
        "ask1": 6.14,
        "bid_qty1": 2,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600623:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.600623:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600623",
      "name": "华谊集团",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.88,
      "exec_low": 8.88,
      "exec_high": 9.15,
      "invalid_price": 8.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 9.15,
      "max_chase_pct": 3.0,
      "base_exec_high": 9.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.75,
      "entry_zone_high": 9.01,
      "entry_risk_pct": null,
      "intraday_vwap": 8.5611,
      "price_vs_vwap_pct": 0.4544,
      "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": 0.1467,
        "prev_amount_yi": 0.2632,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 8.61,
            "high": 8.61,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.0682
          },
          {
            "time": "09:36",
            "open": 8.58,
            "high": 8.6,
            "low": 8.58,
            "close": 8.6,
            "amount_yi": 0.0452
          },
          {
            "time": "09:37",
            "open": 8.6,
            "high": 8.6,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.0333
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.6,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 8.66,
        "open": 8.64,
        "high": 8.68,
        "low": 8.46,
        "bid1": 8.6,
        "ask1": 8.61,
        "bid_qty1": 270,
        "ask_qty1": 372
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300049:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300049:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300049",
      "name": "福瑞医科",
      "side": "BUY",
      "priority": "P3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 45.25,
      "exec_low": 45.25,
      "exec_high": 46.61,
      "invalid_price": 43.89,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 46.61,
      "max_chase_pct": 3.0,
      "base_exec_high": 46.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.57,
      "entry_zone_high": 45.93,
      "entry_risk_pct": null,
      "intraday_vwap": 43.9513,
      "price_vs_vwap_pct": 0.6796,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3339,
        "prev_amount_yi": 0.2752,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 44.17,
            "high": 44.17,
            "low": 44.14,
            "close": 44.14,
            "amount_yi": 0.1168
          },
          {
            "time": "09:36",
            "open": 44.38,
            "high": 44.38,
            "low": 44.0,
            "close": 44.0,
            "amount_yi": 0.1613
          },
          {
            "time": "09:37",
            "open": 44.25,
            "high": 44.25,
            "low": 44.25,
            "close": 44.25,
            "amount_yi": 0.0558
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.25,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 43.9,
        "open": 43.5,
        "high": 44.43,
        "low": 43.11,
        "bid1": 44.18,
        "ask1": 44.25,
        "bid_qty1": 11,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300967:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300967:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300967",
      "name": "晓鸣股份",
      "side": "BUY",
      "priority": "P4",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 16.66,
      "exec_low": 16.66,
      "exec_high": 17.16,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "养殖业",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 17.16,
      "max_chase_pct": 3.0,
      "base_exec_high": 17.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.41,
      "entry_zone_high": 16.91,
      "entry_risk_pct": null,
      "intraday_vwap": 15.9269,
      "price_vs_vwap_pct": -0.6084,
      "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": 0.085,
        "prev_amount_yi": 0.1191,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7137,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 15.9,
            "high": 15.9,
            "low": 15.84,
            "close": 15.84,
            "amount_yi": 0.0349
          },
          {
            "time": "09:36",
            "open": 15.77,
            "high": 15.77,
            "low": 15.72,
            "close": 15.72,
            "amount_yi": 0.0399
          },
          {
            "time": "09:37",
            "open": 15.83,
            "high": 15.83,
            "low": 15.83,
            "close": 15.83,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.83,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 15.96,
        "open": 15.85,
        "high": 16.2,
        "low": 15.7,
        "bid1": 15.83,
        "ask1": 15.84,
        "bid_qty1": 30,
        "ask_qty1": 21
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002773:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "side": "BUY",
      "priority": "P5",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.33,
      "exec_low": 22.33,
      "exec_high": 23.0,
      "invalid_price": 21.66,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 23.0,
      "max_chase_pct": 3.0,
      "base_exec_high": 23.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.0,
      "entry_zone_high": 22.66,
      "entry_risk_pct": null,
      "intraday_vwap": 22.413,
      "price_vs_vwap_pct": -1.0396,
      "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": 22.18,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 22.1,
        "open": 22.08,
        "high": 22.63,
        "low": 21.99,
        "bid1": 22.18,
        "ask1": 22.2,
        "bid_qty1": 107,
        "ask_qty1": 102
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301089:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.301089:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301089",
      "name": "拓新药业",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.82,
      "exec_low": 22.82,
      "exec_high": 23.5,
      "invalid_price": 22.14,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 23.5,
      "max_chase_pct": 3.0,
      "base_exec_high": 23.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.48,
      "entry_zone_high": 23.16,
      "entry_risk_pct": null,
      "intraday_vwap": 22.7924,
      "price_vs_vwap_pct": -1.1074,
      "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": 0.071,
        "prev_amount_yi": 0.0951,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7466,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 22.95,
            "high": 22.98,
            "low": 22.95,
            "close": 22.98,
            "amount_yi": 0.0373
          },
          {
            "time": "09:36",
            "open": 22.81,
            "high": 22.81,
            "low": 22.67,
            "close": 22.67,
            "amount_yi": 0.023
          },
          {
            "time": "09:37",
            "open": 22.54,
            "high": 22.54,
            "low": 22.54,
            "close": 22.54,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.54,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 22.65,
        "open": 22.56,
        "high": 23.0,
        "low": 22.43,
        "bid1": 22.54,
        "ask1": 22.55,
        "bid_qty1": 16,
        "ask_qty1": 64
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002385:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002385:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002385",
      "name": "大北农",
      "side": "BUY",
      "priority": "P7",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 3.01,
      "exec_low": 3.01,
      "exec_high": 3.1,
      "invalid_price": 2.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 3.1,
      "max_chase_pct": 3.0,
      "base_exec_high": 3.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.96,
      "entry_zone_high": 3.06,
      "entry_risk_pct": null,
      "intraday_vwap": 2.9504,
      "price_vs_vwap_pct": -0.6914,
      "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": 0.1035,
        "prev_amount_yi": 0.1896,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0537
          },
          {
            "time": "09:36",
            "open": 2.94,
            "high": 2.94,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0407
          },
          {
            "time": "09:37",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.93,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 2.96,
        "open": 2.95,
        "high": 2.99,
        "low": 2.93,
        "bid1": 2.93,
        "ask1": 2.94,
        "bid_qty1": 10623,
        "ask_qty1": 4653
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002915:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002915",
      "name": "中欣氟材",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.56,
      "exec_low": 22.56,
      "exec_high": 23.24,
      "invalid_price": 21.88,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 23.24,
      "max_chase_pct": 3.0,
      "base_exec_high": 23.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.22,
      "entry_zone_high": 22.9,
      "entry_risk_pct": null,
      "intraday_vwap": 21.4255,
      "price_vs_vwap_pct": 2.6814,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2081,
        "prev_amount_yi": 0.4182,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 21.7,
            "high": 21.71,
            "low": 21.7,
            "close": 21.71,
            "amount_yi": 0.0838
          },
          {
            "time": "09:36",
            "open": 21.87,
            "high": 21.87,
            "low": 21.87,
            "close": 21.87,
            "amount_yi": 0.0629
          },
          {
            "time": "09:37",
            "open": 22.0,
            "high": 22.0,
            "low": 22.0,
            "close": 22.0,
            "amount_yi": 0.0614
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.0,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 22.02,
        "open": 21.03,
        "high": 22.0,
        "low": 20.8,
        "bid1": 21.99,
        "ask1": 22.0,
        "bid_qty1": 159,
        "ask_qty1": 79
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688068:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688068:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688068",
      "name": "热景生物",
      "side": "BUY",
      "priority": "P9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 93.41,
      "exec_low": 93.41,
      "exec_high": 96.21,
      "invalid_price": 90.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 96.21,
      "max_chase_pct": 3.0,
      "base_exec_high": 96.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 92.01,
      "entry_zone_high": 94.81,
      "entry_risk_pct": 5.2692,
      "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": 0.2735,
        "prev_amount_yi": 0.5395,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.507,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 98.4,
            "high": 98.4,
            "low": 97.89,
            "close": 97.89,
            "amount_yi": 0.1552
          },
          {
            "time": "09:36",
            "open": 97.06,
            "high": 97.06,
            "low": 96.22,
            "close": 96.22,
            "amount_yi": 0.0883
          },
          {
            "time": "09:37",
            "open": 95.62,
            "high": 95.62,
            "low": 95.62,
            "close": 95.62,
            "amount_yi": 0.03
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.62,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 93.0,
        "open": 94.67,
        "high": 98.9,
        "low": 94.67,
        "bid1": 95.62,
        "ask1": 95.65,
        "bid_qty1": 1,
        "ask_qty1": 43
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688520:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688520:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688520",
      "name": "神州细胞",
      "side": "BUY",
      "priority": "P10",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.15,
      "exec_low": 38.15,
      "exec_high": 39.29,
      "invalid_price": 37.01,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 39.29,
      "max_chase_pct": 3.0,
      "base_exec_high": 39.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.58,
      "entry_zone_high": 38.72,
      "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": 0.1382,
        "prev_amount_yi": 0.2099,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6584,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 38.31,
            "high": 38.31,
            "low": 38.31,
            "close": 38.31,
            "amount_yi": 0.057
          },
          {
            "time": "09:36",
            "open": 38.23,
            "high": 38.23,
            "low": 37.96,
            "close": 37.96,
            "amount_yi": 0.057
          },
          {
            "time": "09:37",
            "open": 37.88,
            "high": 37.88,
            "low": 37.88,
            "close": 37.88,
            "amount_yi": 0.0242
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.88,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 37.6,
        "open": 37.15,
        "high": 38.63,
        "low": 37.14,
        "bid1": 37.79,
        "ask1": 37.88,
        "bid_qty1": 9,
        "ask_qty1": 72
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688373:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688373:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688373",
      "name": "盟科药业-U",
      "side": "BUY",
      "priority": "P11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 5.04,
      "exec_low": 5.04,
      "exec_high": 5.19,
      "invalid_price": 4.89,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 5.19,
      "max_chase_pct": 3.0,
      "base_exec_high": 5.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.96,
      "entry_zone_high": 5.12,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0739,
        "prev_amount_yi": 0.1151,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6421,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 5.02,
            "high": 5.02,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.0301
          },
          {
            "time": "09:36",
            "open": 4.96,
            "high": 4.96,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0335
          },
          {
            "time": "09:37",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.94,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 4.93,
        "open": 4.94,
        "high": 5.06,
        "low": 4.91,
        "bid1": 4.93,
        "ask1": 4.94,
        "bid_qty1": 649,
        "ask_qty1": 44
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300761:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300761:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "P12",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 18.75,
      "exec_low": 18.75,
      "exec_high": 19.31,
      "invalid_price": 18.19,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 19.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.47,
      "entry_zone_high": 19.03,
      "entry_risk_pct": null,
      "intraday_vwap": 17.7305,
      "price_vs_vwap_pct": -1.0744,
      "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": 0.1088,
        "prev_amount_yi": 0.1822,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5971,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:35",
            "open": 17.66,
            "high": 17.67,
            "low": 17.66,
            "close": 17.67,
            "amount_yi": 0.0437
          },
          {
            "time": "09:36",
            "open": 17.61,
            "high": 17.61,
            "low": 17.51,
            "close": 17.51,
            "amount_yi": 0.0523
          },
          {
            "time": "09:37",
            "open": 17.54,
            "high": 17.54,
            "low": 17.54,
            "close": 17.54,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129212.76,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.54,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 17.79,
        "open": 17.73,
        "high": 17.98,
        "low": 17.46,
        "bid1": 17.54,
        "ask1": 17.57,
        "bid_qty1": 40,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688799:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688799",
      "name": "XD华纳药",
      "side": "BUY",
      "priority": "W0",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 51.88,
      "exec_low": 51.88,
      "exec_high": 52.66,
      "invalid_price": 50.32,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 53.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.1,
      "entry_zone_high": 52.66,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4504,
        "prev_amount_yi": 0.2323,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 52.58,
            "high": 52.58,
            "low": 51.91,
            "close": 51.91,
            "amount_yi": 0.1852
          },
          {
            "time": "09:34",
            "open": 52.39,
            "high": 52.39,
            "low": 52.08,
            "close": 52.08,
            "amount_yi": 0.0997
          },
          {
            "time": "09:35",
            "open": 52.09,
            "high": 52.09,
            "low": 52.01,
            "close": 52.01,
            "amount_yi": 0.0766
          },
          {
            "time": "09:36",
            "open": 51.71,
            "high": 51.71,
            "low": 51.65,
            "close": 51.65,
            "amount_yi": 0.0689
          },
          {
            "time": "09:37",
            "open": 51.41,
            "high": 51.41,
            "low": 51.41,
            "close": 51.41,
            "amount_yi": 0.02
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.41,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 50.8,
        "open": 51.57,
        "high": 53.0,
        "low": 49.5,
        "bid1": 51.41,
        "ask1": 51.56,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002422:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002422:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 42.37,
      "exec_low": 42.37,
      "exec_high": 43.01,
      "invalid_price": 41.1,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 43.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 43.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.73,
      "entry_zone_high": 43.01,
      "entry_risk_pct": 3.3623,
      "intraday_vwap": 42.83,
      "price_vs_vwap_pct": -0.6071,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.6773,
        "prev_amount_yi": 1.7754,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.508,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 43.6,
            "high": 43.6,
            "low": 43.54,
            "close": 43.54,
            "amount_yi": 0.8412
          },
          {
            "time": "09:34",
            "open": 43.96,
            "high": 43.96,
            "low": 43.48,
            "close": 43.48,
            "amount_yi": 0.708
          },
          {
            "time": "09:35",
            "open": 43.4,
            "high": 43.4,
            "low": 43.0,
            "close": 43.0,
            "amount_yi": 0.5283
          },
          {
            "time": "09:36",
            "open": 42.7,
            "high": 42.7,
            "low": 42.29,
            "close": 42.29,
            "amount_yi": 0.4038
          },
          {
            "time": "09:37",
            "open": 42.57,
            "high": 42.57,
            "low": 42.57,
            "close": 42.57,
            "amount_yi": 0.196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.57,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 41.95,
        "open": 41.19,
        "high": 43.98,
        "low": 41.01,
        "bid1": 42.49,
        "ask1": 42.53,
        "bid_qty1": 65,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002550:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002550:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002550",
      "name": "千红制药",
      "side": "BUY",
      "priority": "W2",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 6.83,
      "exec_low": 6.83,
      "exec_high": 6.93,
      "invalid_price": 6.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.73,
      "entry_zone_high": 6.93,
      "entry_risk_pct": null,
      "intraday_vwap": 6.8886,
      "price_vs_vwap_pct": -1.5765,
      "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": 0.4404,
        "prev_amount_yi": 0.4948,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8901,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 7.0,
            "high": 7.0,
            "low": 6.93,
            "close": 6.93,
            "amount_yi": 0.1706
          },
          {
            "time": "09:34",
            "open": 6.92,
            "high": 6.92,
            "low": 6.91,
            "close": 6.91,
            "amount_yi": 0.0817
          },
          {
            "time": "09:35",
            "open": 6.91,
            "high": 6.91,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.065
          },
          {
            "time": "09:36",
            "open": 6.84,
            "high": 6.84,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0793
          },
          {
            "time": "09:37",
            "open": 6.78,
            "high": 6.78,
            "low": 6.78,
            "close": 6.78,
            "amount_yi": 0.0438
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.78,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 6.81,
        "open": 6.74,
        "high": 7.01,
        "low": 6.74,
        "bid1": 6.77,
        "ask1": 6.79,
        "bid_qty1": 162,
        "ask_qty1": 112
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002793:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002793:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002793",
      "name": "罗欣药业",
      "side": "BUY",
      "priority": "W3",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 4.17,
      "exec_low": 4.17,
      "exec_high": 4.23,
      "invalid_price": 4.04,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.11,
      "entry_zone_high": 4.23,
      "entry_risk_pct": null,
      "intraday_vwap": 4.1925,
      "price_vs_vwap_pct": -1.2522,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1191,
        "prev_amount_yi": 0.0918,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2974,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 4.23,
            "high": 4.23,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.0397
          },
          {
            "time": "09:34",
            "open": 4.23,
            "high": 4.23,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.0256
          },
          {
            "time": "09:35",
            "open": 4.2,
            "high": 4.2,
            "low": 4.19,
            "close": 4.19,
            "amount_yi": 0.0184
          },
          {
            "time": "09:36",
            "open": 4.16,
            "high": 4.16,
            "low": 4.16,
            "close": 4.16,
            "amount_yi": 0.023
          },
          {
            "time": "09:37",
            "open": 4.14,
            "high": 4.14,
            "low": 4.14,
            "close": 4.14,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.14,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 4.14,
        "open": 4.12,
        "high": 4.24,
        "low": 4.08,
        "bid1": 4.14,
        "ask1": 4.15,
        "bid_qty1": 15,
        "ask_qty1": 393
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002294:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002294",
      "name": "信立泰",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.53,
      "exec_low": 34.53,
      "exec_high": 35.05,
      "invalid_price": 33.49,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.01,
      "entry_zone_high": 35.05,
      "entry_risk_pct": 4.1225,
      "intraday_vwap": 35.0709,
      "price_vs_vwap_pct": -0.4588,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4541,
        "prev_amount_yi": 1.6607,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 35.44,
            "high": 35.45,
            "low": 35.44,
            "close": 35.45,
            "amount_yi": 0.9404
          },
          {
            "time": "09:34",
            "open": 35.4,
            "high": 35.4,
            "low": 35.21,
            "close": 35.21,
            "amount_yi": 0.4528
          },
          {
            "time": "09:35",
            "open": 35.24,
            "high": 35.24,
            "low": 35.2,
            "close": 35.2,
            "amount_yi": 0.4152
          },
          {
            "time": "09:36",
            "open": 35.15,
            "high": 35.15,
            "low": 34.97,
            "close": 34.97,
            "amount_yi": 0.4798
          },
          {
            "time": "09:37",
            "open": 34.91,
            "high": 34.91,
            "low": 34.91,
            "close": 34.91,
            "amount_yi": 0.1659
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.91,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 34.2,
        "open": 34.48,
        "high": 35.58,
        "low": 34.26,
        "bid1": 34.91,
        "ask1": 34.93,
        "bid_qty1": 30,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688176:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688176:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688176",
      "name": "亚虹医药-U",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 11.47,
      "exec_low": 11.47,
      "exec_high": 11.64,
      "invalid_price": 11.13,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.3,
      "entry_zone_high": 11.64,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2344,
        "prev_amount_yi": 0.0754,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.1088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 11.3,
            "high": 11.3,
            "low": 11.28,
            "close": 11.28,
            "amount_yi": 0.0696
          },
          {
            "time": "09:34",
            "open": 11.32,
            "high": 11.32,
            "low": 11.24,
            "close": 11.24,
            "amount_yi": 0.0464
          },
          {
            "time": "09:35",
            "open": 11.35,
            "high": 11.35,
            "low": 11.34,
            "close": 11.34,
            "amount_yi": 0.0429
          },
          {
            "time": "09:36",
            "open": 11.3,
            "high": 11.3,
            "low": 11.21,
            "close": 11.21,
            "amount_yi": 0.055
          },
          {
            "time": "09:37",
            "open": 11.17,
            "high": 11.17,
            "low": 11.17,
            "close": 11.17,
            "amount_yi": 0.0205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.17,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 11.19,
        "open": 11.05,
        "high": 11.43,
        "low": 11.04,
        "bid1": 11.15,
        "ask1": 11.16,
        "bid_qty1": 82,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688513:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688513:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688513",
      "name": "苑东生物",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 52.51,
      "exec_low": 52.51,
      "exec_high": 53.3,
      "invalid_price": 50.93,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 54.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 53.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.72,
      "entry_zone_high": 53.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3132,
        "prev_amount_yi": 0.1707,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8348,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 53.21,
            "high": 53.21,
            "low": 53.06,
            "close": 53.06,
            "amount_yi": 0.1304
          },
          {
            "time": "09:34",
            "open": 53.49,
            "high": 53.49,
            "low": 53.29,
            "close": 53.29,
            "amount_yi": 0.0583
          },
          {
            "time": "09:35",
            "open": 53.01,
            "high": 53.01,
            "low": 53.0,
            "close": 53.0,
            "amount_yi": 0.0849
          },
          {
            "time": "09:36",
            "open": 53.0,
            "high": 53.0,
            "low": 52.36,
            "close": 52.36,
            "amount_yi": 0.0239
          },
          {
            "time": "09:37",
            "open": 51.96,
            "high": 51.96,
            "low": 51.96,
            "close": 51.96,
            "amount_yi": 0.0157
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 51.96,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 51.0,
        "open": 50.54,
        "high": 53.8,
        "low": 50.54,
        "bid1": 51.8,
        "ask1": 51.93,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688221:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688221:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688221",
      "name": "前沿生物-U",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.87,
      "exec_low": 26.87,
      "exec_high": 27.27,
      "invalid_price": 26.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.47,
      "entry_zone_high": 27.27,
      "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": 1.3877,
        "prev_amount_yi": 0.9894,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4026,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 28.01,
            "high": 28.01,
            "low": 27.96,
            "close": 27.96,
            "amount_yi": 0.5024
          },
          {
            "time": "09:34",
            "open": 28.38,
            "high": 28.38,
            "low": 27.96,
            "close": 27.96,
            "amount_yi": 0.2936
          },
          {
            "time": "09:35",
            "open": 27.76,
            "high": 27.76,
            "low": 27.72,
            "close": 27.72,
            "amount_yi": 0.2823
          },
          {
            "time": "09:36",
            "open": 27.0,
            "high": 27.0,
            "low": 26.91,
            "close": 26.91,
            "amount_yi": 0.2215
          },
          {
            "time": "09:37",
            "open": 26.6,
            "high": 26.6,
            "low": 26.6,
            "close": 26.6,
            "amount_yi": 0.0879
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.6,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 26.59,
        "open": 26.57,
        "high": 28.45,
        "low": 26.57,
        "bid1": 26.59,
        "ask1": 26.6,
        "bid_qty1": 66,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688759:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688759:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688759",
      "name": "必贝特-U",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.97,
      "exec_low": 34.97,
      "exec_high": 35.49,
      "invalid_price": 33.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.45,
      "entry_zone_high": 35.49,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2395,
        "prev_amount_yi": 0.0616,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.888,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 34.93,
            "high": 35.2,
            "low": 34.93,
            "close": 35.2,
            "amount_yi": 0.0488
          },
          {
            "time": "09:34",
            "open": 35.33,
            "high": 35.33,
            "low": 35.33,
            "close": 35.33,
            "amount_yi": 0.0504
          },
          {
            "time": "09:35",
            "open": 35.29,
            "high": 35.37,
            "low": 35.29,
            "close": 35.37,
            "amount_yi": 0.0474
          },
          {
            "time": "09:36",
            "open": 34.89,
            "high": 34.9,
            "low": 34.89,
            "close": 34.9,
            "amount_yi": 0.0715
          },
          {
            "time": "09:37",
            "open": 34.6,
            "high": 34.6,
            "low": 34.6,
            "close": 34.6,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.6,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 34.29,
        "open": 34.31,
        "high": 35.49,
        "low": 34.05,
        "bid1": 34.6,
        "ask1": 34.69,
        "bid_qty1": 16,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688321:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688321",
      "name": "微芯生物",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.66,
      "exec_low": 28.66,
      "exec_high": 29.09,
      "invalid_price": 27.8,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.23,
      "entry_zone_high": 29.09,
      "entry_risk_pct": 3.237,
      "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": 0.4648,
        "prev_amount_yi": 0.3688,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2603,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 29.38,
            "high": 29.38,
            "low": 29.25,
            "close": 29.25,
            "amount_yi": 0.1627
          },
          {
            "time": "09:34",
            "open": 29.12,
            "high": 29.2,
            "low": 29.12,
            "close": 29.2,
            "amount_yi": 0.1072
          },
          {
            "time": "09:35",
            "open": 29.17,
            "high": 29.17,
            "low": 29.06,
            "close": 29.06,
            "amount_yi": 0.1134
          },
          {
            "time": "09:36",
            "open": 28.92,
            "high": 28.92,
            "low": 28.9,
            "close": 28.9,
            "amount_yi": 0.0646
          },
          {
            "time": "09:37",
            "open": 28.73,
            "high": 28.73,
            "low": 28.73,
            "close": 28.73,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.73,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 28.46,
        "open": 28.45,
        "high": 29.5,
        "low": 28.11,
        "bid1": 28.67,
        "ask1": 28.73,
        "bid_qty1": 241,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688302:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688302:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688302",
      "name": "海创药业-U",
      "side": "BUY",
      "priority": "W10",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.65,
      "exec_low": 37.65,
      "exec_high": 38.21,
      "invalid_price": 36.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 38.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.09,
      "entry_zone_high": 38.21,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1491,
        "prev_amount_yi": 0.0903,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6512,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 39.31,
            "high": 39.31,
            "low": 39.0,
            "close": 39.0,
            "amount_yi": 0.053
          },
          {
            "time": "09:34",
            "open": 39.4,
            "high": 39.4,
            "low": 39.01,
            "close": 39.01,
            "amount_yi": 0.0356
          },
          {
            "time": "09:35",
            "open": 38.92,
            "high": 39.0,
            "low": 38.92,
            "close": 39.0,
            "amount_yi": 0.0368
          },
          {
            "time": "09:36",
            "open": 38.86,
            "high": 38.86,
            "low": 38.71,
            "close": 38.71,
            "amount_yi": 0.0179
          },
          {
            "time": "09:37",
            "open": 38.53,
            "high": 38.53,
            "low": 38.53,
            "close": 38.53,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.53,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 37.65,
        "open": 37.6,
        "high": 39.5,
        "low": 37.5,
        "bid1": 38.53,
        "ask1": 38.54,
        "bid_qty1": 21,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688578:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688578:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688578",
      "name": "艾力斯",
      "side": "BUY",
      "priority": "W11",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 125.98,
      "exec_low": 125.98,
      "exec_high": 127.87,
      "invalid_price": 122.2,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 129.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 127.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 124.09,
      "entry_zone_high": 127.87,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.8012,
        "prev_amount_yi": 1.6214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7276,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 130.1,
            "high": 130.1,
            "low": 128.8,
            "close": 128.8,
            "amount_yi": 0.8071
          },
          {
            "time": "09:34",
            "open": 128.98,
            "high": 129.8,
            "low": 128.98,
            "close": 129.8,
            "amount_yi": 0.7288
          },
          {
            "time": "09:35",
            "open": 129.98,
            "high": 129.98,
            "low": 128.03,
            "close": 128.03,
            "amount_yi": 0.8206
          },
          {
            "time": "09:36",
            "open": 124.99,
            "high": 126.48,
            "low": 124.99,
            "close": 126.48,
            "amount_yi": 0.362
          },
          {
            "time": "09:37",
            "open": 125.11,
            "high": 125.11,
            "low": 125.11,
            "close": 125.11,
            "amount_yi": 0.0827
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 125.11,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 125.81,
        "open": 124.56,
        "high": 132.88,
        "low": 122.86,
        "bid1": 125.0,
        "ask1": 125.01,
        "bid_qty1": 49,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300199:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300199",
      "name": "翰宇药业",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 24.08,
      "exec_low": 24.08,
      "exec_high": 24.44,
      "invalid_price": 23.36,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.72,
      "entry_zone_high": 24.44,
      "entry_risk_pct": null,
      "intraday_vwap": 24.3907,
      "price_vs_vwap_pct": -2.9548,
      "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": 1.7162,
        "prev_amount_yi": 2.0565,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 24.49,
            "high": 24.49,
            "low": 24.31,
            "close": 24.31,
            "amount_yi": 0.4638
          },
          {
            "time": "09:34",
            "open": 24.4,
            "high": 24.4,
            "low": 24.34,
            "close": 24.34,
            "amount_yi": 0.3873
          },
          {
            "time": "09:35",
            "open": 24.24,
            "high": 24.24,
            "low": 24.07,
            "close": 24.07,
            "amount_yi": 0.3126
          },
          {
            "time": "09:36",
            "open": 23.9,
            "high": 23.9,
            "low": 23.8,
            "close": 23.8,
            "amount_yi": 0.3948
          },
          {
            "time": "09:37",
            "open": 23.67,
            "high": 23.67,
            "low": 23.67,
            "close": 23.67,
            "amount_yi": 0.1577
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.67,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 23.93,
        "open": 24.03,
        "high": 25.2,
        "low": 23.64,
        "bid1": 23.65,
        "ask1": 23.67,
        "bid_qty1": 104,
        "ask_qty1": 424
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300723:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300723",
      "name": "一品红",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 40.97,
      "exec_low": 40.97,
      "exec_high": 41.58,
      "invalid_price": 39.74,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 42.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 41.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 40.36,
      "entry_zone_high": 41.58,
      "entry_risk_pct": null,
      "intraday_vwap": 40.7877,
      "price_vs_vwap_pct": -2.7648,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1788,
        "prev_amount_yi": 0.8588,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3726,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 41.49,
            "high": 41.49,
            "low": 41.16,
            "close": 41.16,
            "amount_yi": 0.4101
          },
          {
            "time": "09:34",
            "open": 41.45,
            "high": 41.45,
            "low": 41.19,
            "close": 41.19,
            "amount_yi": 0.3214
          },
          {
            "time": "09:35",
            "open": 40.91,
            "high": 40.91,
            "low": 40.6,
            "close": 40.6,
            "amount_yi": 0.186
          },
          {
            "time": "09:36",
            "open": 40.21,
            "high": 40.21,
            "low": 39.91,
            "close": 39.91,
            "amount_yi": 0.167
          },
          {
            "time": "09:37",
            "open": 39.66,
            "high": 39.66,
            "low": 39.66,
            "close": 39.66,
            "amount_yi": 0.0943
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.66,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 40.42,
        "open": 40.03,
        "high": 41.76,
        "low": 39.61,
        "bid1": 39.62,
        "ask1": 39.66,
        "bid_qty1": 1,
        "ask_qty1": 459
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688062:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688062:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688062",
      "name": "迈威生物-U",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 31.8,
      "exec_low": 31.8,
      "exec_high": 32.28,
      "invalid_price": 30.85,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 32.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 32.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 31.32,
      "entry_zone_high": 32.28,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4543,
        "prev_amount_yi": 0.401,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 31.98,
            "high": 31.98,
            "low": 31.75,
            "close": 31.75,
            "amount_yi": 0.1518
          },
          {
            "time": "09:34",
            "open": 31.7,
            "high": 31.7,
            "low": 31.6,
            "close": 31.6,
            "amount_yi": 0.0987
          },
          {
            "time": "09:35",
            "open": 31.47,
            "high": 31.55,
            "low": 31.47,
            "close": 31.55,
            "amount_yi": 0.0854
          },
          {
            "time": "09:36",
            "open": 31.45,
            "high": 31.45,
            "low": 31.22,
            "close": 31.22,
            "amount_yi": 0.0875
          },
          {
            "time": "09:37",
            "open": 31.21,
            "high": 31.21,
            "low": 31.21,
            "close": 31.21,
            "amount_yi": 0.0309
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.21,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 31.0,
        "open": 30.94,
        "high": 32.26,
        "low": 30.94,
        "bid1": 31.2,
        "ask1": 31.21,
        "bid_qty1": 105,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301281:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.301281:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301281",
      "name": "科源制药",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 57.6,
      "exec_low": 57.6,
      "exec_high": 58.46,
      "invalid_price": 55.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 59.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.74,
      "entry_zone_high": 58.46,
      "entry_risk_pct": null,
      "intraday_vwap": 56.196,
      "price_vs_vwap_pct": -0.3488,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5198,
        "prev_amount_yi": 0.2629,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9772,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 56.02,
            "high": 56.57,
            "low": 56.02,
            "close": 56.57,
            "amount_yi": 0.1232
          },
          {
            "time": "09:34",
            "open": 56.8,
            "high": 56.95,
            "low": 56.8,
            "close": 56.95,
            "amount_yi": 0.1054
          },
          {
            "time": "09:35",
            "open": 57.27,
            "high": 57.27,
            "low": 56.98,
            "close": 56.98,
            "amount_yi": 0.2036
          },
          {
            "time": "09:36",
            "open": 56.49,
            "high": 56.49,
            "low": 56.29,
            "close": 56.29,
            "amount_yi": 0.0702
          },
          {
            "time": "09:37",
            "open": 56.0,
            "high": 56.0,
            "low": 56.0,
            "close": 56.0,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.0,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 56.29,
        "open": 55.04,
        "high": 57.88,
        "low": 54.7,
        "bid1": 56.0,
        "ask1": 56.02,
        "bid_qty1": 32,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688658:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688658:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688658",
      "name": "悦康药业",
      "side": "BUY",
      "priority": "W16",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.09,
      "exec_low": 14.09,
      "exec_high": 14.3,
      "invalid_price": 13.67,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.88,
      "entry_zone_high": 14.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2407,
        "prev_amount_yi": 0.1586,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5177,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 14.25,
            "high": 14.27,
            "low": 14.25,
            "close": 14.27,
            "amount_yi": 0.0832
          },
          {
            "time": "09:34",
            "open": 14.26,
            "high": 14.26,
            "low": 14.2,
            "close": 14.2,
            "amount_yi": 0.0528
          },
          {
            "time": "09:35",
            "open": 14.19,
            "high": 14.19,
            "low": 14.08,
            "close": 14.08,
            "amount_yi": 0.0543
          },
          {
            "time": "09:36",
            "open": 14.08,
            "high": 14.08,
            "low": 14.01,
            "close": 14.01,
            "amount_yi": 0.0346
          },
          {
            "time": "09:37",
            "open": 13.95,
            "high": 13.95,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.95,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 13.92,
        "open": 13.95,
        "high": 14.33,
        "low": 13.76,
        "bid1": 13.91,
        "ask1": 13.95,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688382:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688382",
      "name": "益方生物-U",
      "side": "BUY",
      "priority": "W17",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.69,
      "exec_low": 20.69,
      "exec_high": 21.0,
      "invalid_price": 20.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.38,
      "entry_zone_high": 21.0,
      "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": 1.1315,
        "prev_amount_yi": 0.6338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7853,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 22.22,
            "high": 22.22,
            "low": 21.81,
            "close": 21.81,
            "amount_yi": 0.344
          },
          {
            "time": "09:34",
            "open": 21.92,
            "high": 22.1,
            "low": 21.92,
            "close": 22.1,
            "amount_yi": 0.2499
          },
          {
            "time": "09:35",
            "open": 22.15,
            "high": 22.15,
            "low": 22.01,
            "close": 22.01,
            "amount_yi": 0.2937
          },
          {
            "time": "09:36",
            "open": 22.09,
            "high": 22.09,
            "low": 22.02,
            "close": 22.02,
            "amount_yi": 0.1894
          },
          {
            "time": "09:37",
            "open": 21.74,
            "high": 21.74,
            "low": 21.74,
            "close": 21.74,
            "amount_yi": 0.0545
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.74,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 20.45,
        "open": 20.77,
        "high": 22.39,
        "low": 20.46,
        "bid1": 21.73,
        "ask1": 21.74,
        "bid_qty1": 4,
        "ask_qty1": 15
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688197:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688197",
      "name": "首药控股-U",
      "side": "BUY",
      "priority": "W18",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 36.49,
      "exec_low": 36.49,
      "exec_high": 37.04,
      "invalid_price": 35.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.94,
      "entry_zone_high": 37.04,
      "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": 0.1137,
        "prev_amount_yi": 0.0498,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 37.62,
            "high": 37.62,
            "low": 37.5,
            "close": 37.5,
            "amount_yi": 0.0562
          },
          {
            "time": "09:34",
            "open": 37.28,
            "high": 37.28,
            "low": 37.28,
            "close": 37.28,
            "amount_yi": 0.0326
          },
          {
            "time": "09:35",
            "open": 37.2,
            "high": 37.2,
            "low": 36.99,
            "close": 36.99,
            "amount_yi": 0.0087
          },
          {
            "time": "09:36",
            "open": 36.63,
            "high": 36.63,
            "low": 36.44,
            "close": 36.44,
            "amount_yi": 0.0091
          },
          {
            "time": "09:37",
            "open": 36.26,
            "high": 36.26,
            "low": 36.26,
            "close": 36.26,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.26,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 36.09,
        "open": 36.49,
        "high": 37.88,
        "low": 35.6,
        "bid1": 36.12,
        "ask1": 36.26,
        "bid_qty1": 51,
        "ask_qty1": 13
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300765:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300765:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300765",
      "name": "石药创新",
      "side": "BUY",
      "priority": "W19",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 31.5,
      "exec_low": 31.5,
      "exec_high": 31.97,
      "invalid_price": 30.55,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 32.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 31.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 31.03,
      "entry_zone_high": 31.97,
      "entry_risk_pct": null,
      "intraday_vwap": 32.7567,
      "price_vs_vwap_pct": 0.7427,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9892,
        "prev_amount_yi": 0.8859,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 32.92,
            "high": 32.92,
            "low": 32.9,
            "close": 32.9,
            "amount_yi": 0.5484
          },
          {
            "time": "09:34",
            "open": 33.07,
            "high": 33.07,
            "low": 33.03,
            "close": 33.03,
            "amount_yi": 0.4257
          },
          {
            "time": "09:35",
            "open": 33.53,
            "high": 33.53,
            "low": 33.33,
            "close": 33.33,
            "amount_yi": 0.5271
          },
          {
            "time": "09:36",
            "open": 32.99,
            "high": 33.29,
            "low": 32.99,
            "close": 33.29,
            "amount_yi": 0.3395
          },
          {
            "time": "09:37",
            "open": 33.0,
            "high": 33.0,
            "low": 33.0,
            "close": 33.0,
            "amount_yi": 0.1485
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.0,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 30.75,
        "open": 30.9,
        "high": 33.68,
        "low": 30.8,
        "bid1": 33.0,
        "ask1": 33.03,
        "bid_qty1": 26,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688266:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W20",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 131.5,
      "exec_low": 131.5,
      "exec_high": 133.47,
      "invalid_price": 127.55,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 135.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 133.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 129.53,
      "entry_zone_high": 133.47,
      "entry_risk_pct": 3.3712,
      "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": 1.8837,
        "prev_amount_yi": 1.2795,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 136.71,
            "high": 136.71,
            "low": 136.29,
            "close": 136.29,
            "amount_yi": 0.5442
          },
          {
            "time": "09:34",
            "open": 137.6,
            "high": 137.6,
            "low": 136.37,
            "close": 136.37,
            "amount_yi": 0.4811
          },
          {
            "time": "09:35",
            "open": 134.19,
            "high": 134.31,
            "low": 134.19,
            "close": 134.31,
            "amount_yi": 0.4393
          },
          {
            "time": "09:36",
            "open": 135.19,
            "high": 135.19,
            "low": 133.85,
            "close": 133.85,
            "amount_yi": 0.3325
          },
          {
            "time": "09:37",
            "open": 132.0,
            "high": 132.0,
            "low": 132.0,
            "close": 132.0,
            "amount_yi": 0.0866
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 132.0,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 130.0,
        "open": 130.34,
        "high": 138.0,
        "low": 128.0,
        "bid1": 131.98,
        "ask1": 132.0,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688192:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688192:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688192",
      "name": "迪哲医药-U",
      "side": "BUY",
      "priority": "W21",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 43.88,
      "exec_low": 43.88,
      "exec_high": 44.54,
      "invalid_price": 42.56,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 45.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 44.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 43.22,
      "entry_zone_high": 44.54,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5813,
        "prev_amount_yi": 0.3424,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6977,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 45.09,
            "high": 45.4,
            "low": 45.09,
            "close": 45.4,
            "amount_yi": 0.1324
          },
          {
            "time": "09:34",
            "open": 45.63,
            "high": 45.63,
            "low": 45.4,
            "close": 45.4,
            "amount_yi": 0.165
          },
          {
            "time": "09:35",
            "open": 45.73,
            "high": 45.73,
            "low": 45.42,
            "close": 45.42,
            "amount_yi": 0.1387
          },
          {
            "time": "09:36",
            "open": 45.15,
            "high": 45.15,
            "low": 44.89,
            "close": 44.89,
            "amount_yi": 0.1085
          },
          {
            "time": "09:37",
            "open": 44.66,
            "high": 44.66,
            "low": 44.66,
            "close": 44.66,
            "amount_yi": 0.0367
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.66,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 43.81,
        "open": 44.13,
        "high": 45.79,
        "low": 43.82,
        "bid1": 44.63,
        "ask1": 44.66,
        "bid_qty1": 3,
        "ask_qty1": 16
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300016:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300016:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300016",
      "name": "北陆药业",
      "side": "BUY",
      "priority": "W22",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.28,
      "exec_low": 8.28,
      "exec_high": 8.4,
      "invalid_price": 8.03,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.16,
      "entry_zone_high": 8.4,
      "entry_risk_pct": null,
      "intraday_vwap": 8.4144,
      "price_vs_vwap_pct": -1.7161,
      "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": 0.2921,
        "prev_amount_yi": 0.3576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8168,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 8.46,
            "high": 8.46,
            "low": 8.45,
            "close": 8.45,
            "amount_yi": 0.062
          },
          {
            "time": "09:34",
            "open": 8.46,
            "high": 8.46,
            "low": 8.41,
            "close": 8.41,
            "amount_yi": 0.0543
          },
          {
            "time": "09:35",
            "open": 8.4,
            "high": 8.4,
            "low": 8.37,
            "close": 8.37,
            "amount_yi": 0.0894
          },
          {
            "time": "09:36",
            "open": 8.32,
            "high": 8.32,
            "low": 8.31,
            "close": 8.31,
            "amount_yi": 0.0512
          },
          {
            "time": "09:37",
            "open": 8.27,
            "high": 8.27,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0352
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.27,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 8.24,
        "open": 8.21,
        "high": 8.56,
        "low": 8.16,
        "bid1": 8.27,
        "ask1": 8.29,
        "bid_qty1": 213,
        "ask_qty1": 76
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301246:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.301246:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301246",
      "name": "宏源药业",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.14,
      "exec_low": 29.14,
      "exec_high": 29.58,
      "invalid_price": 28.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.7,
      "entry_zone_high": 29.58,
      "entry_risk_pct": null,
      "intraday_vwap": 28.7568,
      "price_vs_vwap_pct": 0.1502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3473,
        "prev_amount_yi": 0.2838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2237,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 29.06,
            "high": 29.06,
            "low": 28.76,
            "close": 28.76,
            "amount_yi": 0.128
          },
          {
            "time": "09:34",
            "open": 28.87,
            "high": 28.87,
            "low": 28.86,
            "close": 28.86,
            "amount_yi": 0.0591
          },
          {
            "time": "09:35",
            "open": 28.78,
            "high": 28.78,
            "low": 28.68,
            "close": 28.68,
            "amount_yi": 0.0699
          },
          {
            "time": "09:36",
            "open": 28.65,
            "high": 28.65,
            "low": 28.63,
            "close": 28.63,
            "amount_yi": 0.034
          },
          {
            "time": "09:37",
            "open": 28.8,
            "high": 28.8,
            "low": 28.8,
            "close": 28.8,
            "amount_yi": 0.0563
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.8,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 28.94,
        "open": 28.79,
        "high": 29.07,
        "low": 28.4,
        "bid1": 28.81,
        "ask1": 28.84,
        "bid_qty1": 14,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300255:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300255:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300255",
      "name": "常山药业",
      "side": "BUY",
      "priority": "W24",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 25.13,
      "exec_low": 25.13,
      "exec_high": 25.51,
      "invalid_price": 24.38,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 25.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.75,
      "entry_zone_high": 25.51,
      "entry_risk_pct": null,
      "intraday_vwap": 25.7823,
      "price_vs_vwap_pct": -0.4744,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8604,
        "prev_amount_yi": 0.9478,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 26.03,
            "high": 26.03,
            "low": 25.8,
            "close": 25.8,
            "amount_yi": 0.6124
          },
          {
            "time": "09:34",
            "open": 25.88,
            "high": 25.88,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.2917
          },
          {
            "time": "09:35",
            "open": 26.17,
            "high": 26.17,
            "low": 26.14,
            "close": 26.14,
            "amount_yi": 0.4599
          },
          {
            "time": "09:36",
            "open": 26.02,
            "high": 26.02,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.2959
          },
          {
            "time": "09:37",
            "open": 25.66,
            "high": 25.66,
            "low": 25.66,
            "close": 25.66,
            "amount_yi": 0.2005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.66,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 25.09,
        "open": 25.07,
        "high": 26.34,
        "low": 24.89,
        "bid1": 25.65,
        "ask1": 25.66,
        "bid_qty1": 67,
        "ask_qty1": 121
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300086:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300086:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300086",
      "name": "康芝药业",
      "side": "BUY",
      "priority": "W25",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 6.44,
      "exec_low": 6.44,
      "exec_high": 6.54,
      "invalid_price": 6.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.34,
      "entry_zone_high": 6.54,
      "entry_risk_pct": null,
      "intraday_vwap": 6.757,
      "price_vs_vwap_pct": -1.8795,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4211,
        "prev_amount_yi": 0.3284,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2823,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 6.73,
            "high": 6.77,
            "low": 6.73,
            "close": 6.77,
            "amount_yi": 0.1237
          },
          {
            "time": "09:34",
            "open": 6.85,
            "high": 6.85,
            "low": 6.84,
            "close": 6.84,
            "amount_yi": 0.1301
          },
          {
            "time": "09:35",
            "open": 6.83,
            "high": 6.83,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0847
          },
          {
            "time": "09:36",
            "open": 6.7,
            "high": 6.7,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.0525
          },
          {
            "time": "09:37",
            "open": 6.63,
            "high": 6.63,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.0301
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.63,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 6.4,
        "open": 6.43,
        "high": 7.0,
        "low": 6.41,
        "bid1": 6.62,
        "ask1": 6.64,
        "bid_qty1": 140,
        "ask_qty1": 124
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600378:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.600378:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600378",
      "name": "昊华科技",
      "side": "BUY",
      "priority": "W26",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 82.92,
      "exec_low": 82.92,
      "exec_high": 84.16,
      "invalid_price": 80.43,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 85.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 84.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 81.68,
      "entry_zone_high": 84.16,
      "entry_risk_pct": null,
      "intraday_vwap": 76.9807,
      "price_vs_vwap_pct": 3.2726,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.7117,
        "prev_amount_yi": 5.5613,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3867,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 76.73,
            "high": 76.73,
            "low": 75.43,
            "close": 75.43,
            "amount_yi": 2.4371
          },
          {
            "time": "09:34",
            "open": 74.05,
            "high": 74.88,
            "low": 74.05,
            "close": 74.88,
            "amount_yi": 2.1781
          },
          {
            "time": "09:35",
            "open": 77.0,
            "high": 77.0,
            "low": 76.73,
            "close": 76.73,
            "amount_yi": 1.3902
          },
          {
            "time": "09:36",
            "open": 78.38,
            "high": 79.6,
            "low": 78.38,
            "close": 79.6,
            "amount_yi": 1.1126
          },
          {
            "time": "09:37",
            "open": 79.5,
            "high": 79.5,
            "low": 79.5,
            "close": 79.5,
            "amount_yi": 0.5937
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.5,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 81.0,
        "open": 76.81,
        "high": 79.97,
        "low": 73.82,
        "bid1": 79.11,
        "ask1": 79.5,
        "bid_qty1": 24,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000422:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.000422:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000422",
      "name": "湖北宜化",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 15.44,
      "exec_low": 15.44,
      "exec_high": 15.67,
      "invalid_price": 14.98,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.9,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.21,
      "entry_zone_high": 15.67,
      "entry_risk_pct": null,
      "intraday_vwap": 14.9523,
      "price_vs_vwap_pct": 0.854,
      "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": 0.6658,
        "prev_amount_yi": 1.0504,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6339,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 15.07,
            "high": 15.07,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.2546
          },
          {
            "time": "09:34",
            "open": 14.88,
            "high": 14.88,
            "low": 14.87,
            "close": 14.87,
            "amount_yi": 0.1555
          },
          {
            "time": "09:35",
            "open": 14.94,
            "high": 14.95,
            "low": 14.94,
            "close": 14.95,
            "amount_yi": 0.0882
          },
          {
            "time": "09:36",
            "open": 15.05,
            "high": 15.08,
            "low": 15.05,
            "close": 15.08,
            "amount_yi": 0.0996
          },
          {
            "time": "09:37",
            "open": 15.08,
            "high": 15.08,
            "low": 15.08,
            "close": 15.08,
            "amount_yi": 0.0679
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.08,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 15.05,
        "open": 14.9,
        "high": 15.18,
        "low": 14.69,
        "bid1": 15.06,
        "ask1": 15.08,
        "bid_qty1": 117,
        "ask_qty1": 173
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.605020:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.605020:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.605020",
      "name": "永和股份",
      "side": "BUY",
      "priority": "W28",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 44.79,
      "exec_low": 44.79,
      "exec_high": 45.46,
      "invalid_price": 43.45,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 46.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 45.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.12,
      "entry_zone_high": 45.46,
      "entry_risk_pct": null,
      "intraday_vwap": 42.4455,
      "price_vs_vwap_pct": 0.5289,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.032,
        "prev_amount_yi": 1.5431,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3168,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 42.7,
            "high": 42.7,
            "low": 42.4,
            "close": 42.4,
            "amount_yi": 0.4577
          },
          {
            "time": "09:34",
            "open": 41.79,
            "high": 41.79,
            "low": 41.58,
            "close": 41.58,
            "amount_yi": 0.6801
          },
          {
            "time": "09:35",
            "open": 41.89,
            "high": 42.0,
            "low": 41.89,
            "close": 42.0,
            "amount_yi": 0.4008
          },
          {
            "time": "09:36",
            "open": 42.02,
            "high": 42.65,
            "low": 42.02,
            "close": 42.65,
            "amount_yi": 0.2802
          },
          {
            "time": "09:37",
            "open": 42.67,
            "high": 42.67,
            "low": 42.67,
            "close": 42.67,
            "amount_yi": 0.2132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.67,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 43.99,
        "open": 42.69,
        "high": 43.38,
        "low": 41.29,
        "bid1": 42.67,
        "ask1": 42.68,
        "bid_qty1": 239,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688549:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688549:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688549",
      "name": "中巨芯-U",
      "side": "BUY",
      "priority": "W29",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 41.66,
      "exec_low": 41.66,
      "exec_high": 42.28,
      "invalid_price": 40.41,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 42.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.04,
      "entry_zone_high": 42.28,
      "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": 3.5595,
        "prev_amount_yi": 2.6567,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3398,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 36.05,
            "high": 36.6,
            "low": 36.05,
            "close": 36.6,
            "amount_yi": 1.1168
          },
          {
            "time": "09:34",
            "open": 37.0,
            "high": 37.69,
            "low": 37.0,
            "close": 37.69,
            "amount_yi": 0.7863
          },
          {
            "time": "09:35",
            "open": 38.35,
            "high": 38.35,
            "low": 37.99,
            "close": 37.99,
            "amount_yi": 0.9
          },
          {
            "time": "09:36",
            "open": 37.58,
            "high": 37.91,
            "low": 37.58,
            "close": 37.91,
            "amount_yi": 0.4466
          },
          {
            "time": "09:37",
            "open": 38.19,
            "high": 38.19,
            "low": 38.19,
            "close": 38.19,
            "amount_yi": 0.3098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.19,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 40.6,
        "open": 38.0,
        "high": 38.6,
        "low": 35.8,
        "bid1": 38.19,
        "ask1": 38.2,
        "bid_qty1": 509,
        "ask_qty1": 529
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300244:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300244:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300244",
      "name": "迪安诊断",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.84,
      "exec_low": 20.84,
      "exec_high": 21.15,
      "invalid_price": 20.21,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.53,
      "entry_zone_high": 21.15,
      "entry_risk_pct": null,
      "intraday_vwap": 20.508,
      "price_vs_vwap_pct": -1.3068,
      "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": 0.8451,
        "prev_amount_yi": 0.8573,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9858,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 20.51,
            "high": 20.51,
            "low": 20.38,
            "close": 20.38,
            "amount_yi": 0.3185
          },
          {
            "time": "09:34",
            "open": 20.39,
            "high": 20.39,
            "low": 20.35,
            "close": 20.35,
            "amount_yi": 0.1945
          },
          {
            "time": "09:35",
            "open": 20.36,
            "high": 20.36,
            "low": 20.31,
            "close": 20.31,
            "amount_yi": 0.1453
          },
          {
            "time": "09:36",
            "open": 20.25,
            "high": 20.25,
            "low": 20.18,
            "close": 20.18,
            "amount_yi": 0.1478
          },
          {
            "time": "09:37",
            "open": 20.24,
            "high": 20.24,
            "low": 20.24,
            "close": 20.24,
            "amount_yi": 0.039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.24,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 20.5,
        "open": 20.54,
        "high": 20.9,
        "low": 20.12,
        "bid1": 20.24,
        "ask1": 20.25,
        "bid_qty1": 1,
        "ask_qty1": 128
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002317:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002317:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002317",
      "name": "众生药业",
      "side": "BUY",
      "priority": "W31",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.98,
      "exec_low": 26.98,
      "exec_high": 27.38,
      "invalid_price": 26.17,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.58,
      "entry_zone_high": 27.38,
      "entry_risk_pct": null,
      "intraday_vwap": 26.8723,
      "price_vs_vwap_pct": -0.9761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4332,
        "prev_amount_yi": 1.4963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6261,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 27.15,
            "high": 27.15,
            "low": 26.94,
            "close": 26.94,
            "amount_yi": 0.7279
          },
          {
            "time": "09:34",
            "open": 27.06,
            "high": 27.06,
            "low": 26.87,
            "close": 26.87,
            "amount_yi": 0.5009
          },
          {
            "time": "09:35",
            "open": 26.84,
            "high": 26.84,
            "low": 26.79,
            "close": 26.79,
            "amount_yi": 0.4363
          },
          {
            "time": "09:36",
            "open": 26.6,
            "high": 26.74,
            "low": 26.6,
            "close": 26.74,
            "amount_yi": 0.5747
          },
          {
            "time": "09:37",
            "open": 26.61,
            "high": 26.61,
            "low": 26.61,
            "close": 26.61,
            "amount_yi": 0.1934
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.61,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 26.71,
        "open": 26.49,
        "high": 27.33,
        "low": 26.45,
        "bid1": 26.61,
        "ask1": 26.63,
        "bid_qty1": 82,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300878:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300878:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300878",
      "name": "维康药业",
      "side": "BUY",
      "priority": "W32",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 35.45,
      "exec_low": 35.45,
      "exec_high": 35.98,
      "invalid_price": 34.39,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.92,
      "entry_zone_high": 35.98,
      "entry_risk_pct": null,
      "intraday_vwap": 34.8859,
      "price_vs_vwap_pct": 0.6424,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2086,
        "prev_amount_yi": 0.0853,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 34.6,
            "high": 34.78,
            "low": 34.6,
            "close": 34.78,
            "amount_yi": 0.0374
          },
          {
            "time": "09:34",
            "open": 34.72,
            "high": 34.99,
            "low": 34.72,
            "close": 34.99,
            "amount_yi": 0.0361
          },
          {
            "time": "09:35",
            "open": 35.45,
            "high": 35.45,
            "low": 35.15,
            "close": 35.15,
            "amount_yi": 0.0914
          },
          {
            "time": "09:36",
            "open": 34.96,
            "high": 35.16,
            "low": 34.96,
            "close": 35.16,
            "amount_yi": 0.035
          },
          {
            "time": "09:37",
            "open": 35.11,
            "high": 35.11,
            "low": 35.11,
            "close": 35.11,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.11,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 34.95,
        "open": 34.93,
        "high": 35.55,
        "low": 34.07,
        "bid1": 35.1,
        "ask1": 35.11,
        "bid_qty1": 53,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688336:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688336:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688336",
      "name": "三生国健",
      "side": "BUY",
      "priority": "W33",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 63.3,
      "exec_low": 63.3,
      "exec_high": 64.25,
      "invalid_price": 61.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 65.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 64.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 62.35,
      "entry_zone_high": 64.25,
      "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": 2.1381,
        "prev_amount_yi": 1.1111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:33",
            "open": 60.92,
            "high": 60.92,
            "low": 59.5,
            "close": 59.5,
            "amount_yi": 0.7182
          },
          {
            "time": "09:34",
            "open": 60.0,
            "high": 60.6,
            "low": 60.0,
            "close": 60.6,
            "amount_yi": 0.5633
          },
          {
            "time": "09:35",
            "open": 60.4,
            "high": 60.4,
            "low": 59.59,
            "close": 59.59,
            "amount_yi": 0.4383
          },
          {
            "time": "09:36",
            "open": 58.01,
            "high": 58.01,
            "low": 57.21,
            "close": 57.21,
            "amount_yi": 0.3115
          },
          {
            "time": "09:37",
            "open": 56.2,
            "high": 56.2,
            "low": 56.2,
            "close": 56.2,
            "amount_yi": 0.1068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.2,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 58.5,
        "open": 57.75,
        "high": 61.98,
        "low": 56.2,
        "bid1": 56.18,
        "ask1": 56.2,
        "bid_qty1": 4,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688247:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.688247:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688247",
      "name": "宣泰医药",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 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": 0.3844,
        "prev_amount_yi": 0.2052,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8733,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.1192
          },
          {
            "time": "09:34",
            "open": 9.82,
            "high": 9.82,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.096
          },
          {
            "time": "09:35",
            "open": 9.65,
            "high": 9.65,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0869
          },
          {
            "time": "09:36",
            "open": 9.48,
            "high": 9.48,
            "low": 9.47,
            "close": 9.47,
            "amount_yi": 0.0622
          },
          {
            "time": "09:37",
            "open": 9.52,
            "high": 9.52,
            "low": 9.52,
            "close": 9.52,
            "amount_yi": 0.0201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "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": "2026-07-02T09:37:21",
        "prev_close": 9.02,
        "open": 9.0,
        "high": 9.85,
        "low": 8.9,
        "bid1": 9.4,
        "ask1": 9.52,
        "bid_qty1": 82,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688553:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.688553:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688553",
      "name": "汇宇制药-W",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 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": 0.7248,
        "prev_amount_yi": 0.7152,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 13.95,
            "high": 13.95,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.2495
          },
          {
            "time": "09:34",
            "open": 13.97,
            "high": 13.97,
            "low": 13.8,
            "close": 13.8,
            "amount_yi": 0.1683
          },
          {
            "time": "09:35",
            "open": 13.65,
            "high": 13.66,
            "low": 13.65,
            "close": 13.66,
            "amount_yi": 0.1477
          },
          {
            "time": "09:36",
            "open": 13.53,
            "high": 13.53,
            "low": 13.49,
            "close": 13.49,
            "amount_yi": 0.1037
          },
          {
            "time": "09:37",
            "open": 13.57,
            "high": 13.57,
            "low": 13.57,
            "close": 13.57,
            "amount_yi": 0.0556
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.57,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 12.76,
        "open": 13.05,
        "high": 14.27,
        "low": 13.02,
        "bid1": 13.57,
        "ask1": 13.59,
        "bid_qty1": 963,
        "ask_qty1": 39
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603351:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.603351:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603351",
      "name": "威尔药业",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 27.2265,
      "price_vs_vwap_pct": -1.1625,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1075,
        "prev_amount_yi": 0.1022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0519,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 27.12,
            "high": 27.14,
            "low": 27.12,
            "close": 27.14,
            "amount_yi": 0.0211
          },
          {
            "time": "09:34",
            "open": 27.21,
            "high": 27.21,
            "low": 27.1,
            "close": 27.1,
            "amount_yi": 0.017
          },
          {
            "time": "09:35",
            "open": 27.07,
            "high": 27.07,
            "low": 27.02,
            "close": 27.02,
            "amount_yi": 0.0212
          },
          {
            "time": "09:36",
            "open": 26.95,
            "high": 26.95,
            "low": 26.95,
            "close": 26.95,
            "amount_yi": 0.0222
          },
          {
            "time": "09:37",
            "open": 26.91,
            "high": 26.91,
            "low": 26.91,
            "close": 26.91,
            "amount_yi": 0.026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.91,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 26.85,
        "open": 27.45,
        "high": 27.58,
        "low": 26.85,
        "bid1": 26.85,
        "ask1": 26.9,
        "bid_qty1": 27,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002653:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002653:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002653",
      "name": "海思科",
      "side": "BUY",
      "priority": "W37",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 73.5284,
      "price_vs_vwap_pct": -3.8467,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2166,
        "prev_amount_yi": 1.5977,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3874,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 73.8,
            "high": 74.9,
            "low": 73.8,
            "close": 74.9,
            "amount_yi": 0.4942
          },
          {
            "time": "09:34",
            "open": 75.26,
            "high": 75.33,
            "low": 75.26,
            "close": 75.33,
            "amount_yi": 0.7689
          },
          {
            "time": "09:35",
            "open": 74.51,
            "high": 74.51,
            "low": 73.69,
            "close": 73.69,
            "amount_yi": 0.4875
          },
          {
            "time": "09:36",
            "open": 72.53,
            "high": 72.53,
            "low": 71.4,
            "close": 71.4,
            "amount_yi": 0.3153
          },
          {
            "time": "09:37",
            "open": 70.7,
            "high": 70.7,
            "low": 70.7,
            "close": 70.7,
            "amount_yi": 0.1507
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 70.7,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 72.96,
        "open": 71.24,
        "high": 76.0,
        "low": 70.01,
        "bid1": 70.16,
        "ask1": 70.7,
        "bid_qty1": 1,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002826:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002826:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002826",
      "name": "易明医药",
      "side": "BUY",
      "priority": "W38",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 17.7569,
      "price_vs_vwap_pct": 2.3827,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1916,
        "prev_amount_yi": 0.4632,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.139
          },
          {
            "time": "09:34",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0178
          },
          {
            "time": "09:35",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0092
          },
          {
            "time": "09:36",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0192
          },
          {
            "time": "09:37",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.18,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 16.53,
        "open": 16.5,
        "high": 18.18,
        "low": 16.42,
        "bid1": 18.18,
        "ask1": 0.0,
        "bid_qty1": 72354,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.000566:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000566",
      "name": "海南海药",
      "side": "BUY",
      "priority": "W39",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 6.0245,
      "price_vs_vwap_pct": 0.2573,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1632,
        "prev_amount_yi": 2.6211,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0623,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0693
          },
          {
            "time": "09:34",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0281
          },
          {
            "time": "09:35",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0223
          },
          {
            "time": "09:36",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0299
          },
          {
            "time": "09:37",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.04,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 5.49,
        "open": 5.99,
        "high": 6.04,
        "low": 5.95,
        "bid1": 6.04,
        "ask1": 0.0,
        "bid_qty1": 490998,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002923:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002923:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002923",
      "name": "润都股份",
      "side": "BUY",
      "priority": "W40",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 10.6617,
      "price_vs_vwap_pct": -1.2353,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2473,
        "prev_amount_yi": 0.3536,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6994,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 10.78,
            "high": 10.78,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.1153
          },
          {
            "time": "09:34",
            "open": 10.72,
            "high": 10.72,
            "low": 10.67,
            "close": 10.67,
            "amount_yi": 0.0393
          },
          {
            "time": "09:35",
            "open": 10.63,
            "high": 10.63,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0263
          },
          {
            "time": "09:36",
            "open": 10.53,
            "high": 10.53,
            "low": 10.5,
            "close": 10.5,
            "amount_yi": 0.037
          },
          {
            "time": "09:37",
            "open": 10.53,
            "high": 10.53,
            "low": 10.53,
            "close": 10.53,
            "amount_yi": 0.0294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.53,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 10.41,
        "open": 10.6,
        "high": 10.86,
        "low": 10.49,
        "bid1": 10.52,
        "ask1": 10.53,
        "bid_qty1": 60,
        "ask_qty1": 57
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002940:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002940:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002940",
      "name": "昂利康",
      "side": "BUY",
      "priority": "W41",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 29.9001,
      "price_vs_vwap_pct": -2.6425,
      "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": 0.909,
        "prev_amount_yi": 0.9505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9563,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 30.18,
            "high": 30.18,
            "low": 30.13,
            "close": 30.13,
            "amount_yi": 0.3104
          },
          {
            "time": "09:34",
            "open": 30.23,
            "high": 30.23,
            "low": 29.75,
            "close": 29.75,
            "amount_yi": 0.2189
          },
          {
            "time": "09:35",
            "open": 29.69,
            "high": 29.69,
            "low": 29.61,
            "close": 29.61,
            "amount_yi": 0.1853
          },
          {
            "time": "09:36",
            "open": 29.36,
            "high": 29.36,
            "low": 29.25,
            "close": 29.25,
            "amount_yi": 0.1495
          },
          {
            "time": "09:37",
            "open": 29.11,
            "high": 29.11,
            "low": 29.11,
            "close": 29.11,
            "amount_yi": 0.0449
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.11,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 29.05,
        "open": 30.0,
        "high": 30.33,
        "low": 29.1,
        "bid1": 29.1,
        "ask1": 29.11,
        "bid_qty1": 220,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600624:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.600624:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600624",
      "name": "ST复华",
      "side": "BUY",
      "priority": "W42",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4568,
      "price_vs_vwap_pct": 0.6711,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.023,
        "prev_amount_yi": 0.0137,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6788,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 3.48,
            "high": 3.48,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0036
          },
          {
            "time": "09:34",
            "open": 3.47,
            "high": 3.47,
            "low": 3.46,
            "close": 3.46,
            "amount_yi": 0.0114
          },
          {
            "time": "09:35",
            "open": 3.45,
            "high": 3.46,
            "low": 3.45,
            "close": 3.46,
            "amount_yi": 0.003
          },
          {
            "time": "09:36",
            "open": 3.47,
            "high": 3.47,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0035
          },
          {
            "time": "09:37",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.48,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.5,
        "low": 3.42,
        "bid1": 3.46,
        "ask1": 3.48,
        "bid_qty1": 109,
        "ask_qty1": 903
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002102:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002102:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002102",
      "name": "ST能特",
      "side": "BUY",
      "priority": "W43",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 2.3333,
      "price_vs_vwap_pct": 0.7157,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.107,
        "prev_amount_yi": 0.1077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9935,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 2.35,
            "high": 2.35,
            "low": 2.35,
            "close": 2.35,
            "amount_yi": 0.0372
          },
          {
            "time": "09:34",
            "open": 2.35,
            "high": 2.35,
            "low": 2.35,
            "close": 2.35,
            "amount_yi": 0.0189
          },
          {
            "time": "09:35",
            "open": 2.35,
            "high": 2.35,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.013
          },
          {
            "time": "09:36",
            "open": 2.35,
            "high": 2.36,
            "low": 2.35,
            "close": 2.36,
            "amount_yi": 0.0323
          },
          {
            "time": "09:37",
            "open": 2.35,
            "high": 2.35,
            "low": 2.35,
            "close": 2.35,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.35,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 2.25,
        "open": 2.28,
        "high": 2.36,
        "low": 2.27,
        "bid1": 2.35,
        "ask1": 2.36,
        "bid_qty1": 778,
        "ask_qty1": 20082
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603538:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.603538:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603538",
      "name": "美诺华",
      "side": "BUY",
      "priority": "W44",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 38.895,
      "price_vs_vwap_pct": 1.2727,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2292,
        "prev_amount_yi": 2.6034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0616
          },
          {
            "time": "09:34",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0375
          },
          {
            "time": "09:35",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0434
          },
          {
            "time": "09:36",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0819
          },
          {
            "time": "09:37",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.39,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 35.81,
        "open": 38.25,
        "high": 39.39,
        "low": 37.88,
        "bid1": 39.39,
        "ask1": 0.0,
        "bid_qty1": 39060,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300584:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300584:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300584",
      "name": "海辰药业",
      "side": "BUY",
      "priority": "W45",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 39.0,
      "exec_low": 39.0,
      "exec_high": 39.58,
      "invalid_price": 37.83,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 40.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 39.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 38.41,
      "entry_zone_high": 39.58,
      "entry_risk_pct": null,
      "intraday_vwap": 39.3478,
      "price_vs_vwap_pct": -1.1126,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3626,
        "prev_amount_yi": 0.2654,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 39.78,
            "high": 39.78,
            "low": 39.51,
            "close": 39.51,
            "amount_yi": 0.1184
          },
          {
            "time": "09:34",
            "open": 39.27,
            "high": 39.43,
            "low": 39.27,
            "close": 39.43,
            "amount_yi": 0.0578
          },
          {
            "time": "09:35",
            "open": 39.87,
            "high": 39.87,
            "low": 39.6,
            "close": 39.6,
            "amount_yi": 0.0964
          },
          {
            "time": "09:36",
            "open": 39.13,
            "high": 39.13,
            "low": 38.8,
            "close": 38.8,
            "amount_yi": 0.0773
          },
          {
            "time": "09:37",
            "open": 38.91,
            "high": 38.91,
            "low": 38.91,
            "close": 38.91,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.91,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 39.0,
        "open": 38.51,
        "high": 39.89,
        "low": 38.03,
        "bid1": 38.88,
        "ask1": 38.91,
        "bid_qty1": 9,
        "ask_qty1": 35
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002437:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002437:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002437",
      "name": "誉衡药业",
      "side": "BUY",
      "priority": "W46",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 2.96,
      "exec_low": 2.96,
      "exec_high": 3.0,
      "invalid_price": 2.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.92,
      "entry_zone_high": 3.0,
      "entry_risk_pct": null,
      "intraday_vwap": 2.9378,
      "price_vs_vwap_pct": -1.9675,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4627,
        "prev_amount_yi": 0.4155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.1359
          },
          {
            "time": "09:34",
            "open": 2.96,
            "high": 2.96,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.1249
          },
          {
            "time": "09:35",
            "open": 2.96,
            "high": 2.96,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0807
          },
          {
            "time": "09:36",
            "open": 2.91,
            "high": 2.91,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0737
          },
          {
            "time": "09:37",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0475
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.88,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 2.88,
        "open": 2.87,
        "high": 3.0,
        "low": 2.86,
        "bid1": 2.88,
        "ask1": 2.89,
        "bid_qty1": 9840,
        "ask_qty1": 893
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688091:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688091:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688091",
      "name": "上海谊众",
      "side": "BUY",
      "priority": "W47",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 43.68,
      "exec_low": 43.68,
      "exec_high": 44.34,
      "invalid_price": 42.37,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 44.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 44.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 43.02,
      "entry_zone_high": 44.34,
      "entry_risk_pct": 3.0213,
      "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": 0.3908,
        "prev_amount_yi": 0.261,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 44.0,
            "high": 44.3,
            "low": 44.0,
            "close": 44.3,
            "amount_yi": 0.1059
          },
          {
            "time": "09:34",
            "open": 44.41,
            "high": 44.45,
            "low": 44.41,
            "close": 44.45,
            "amount_yi": 0.1161
          },
          {
            "time": "09:35",
            "open": 44.52,
            "high": 44.52,
            "low": 44.17,
            "close": 44.17,
            "amount_yi": 0.104
          },
          {
            "time": "09:36",
            "open": 43.68,
            "high": 44.0,
            "low": 43.68,
            "close": 44.0,
            "amount_yi": 0.0452
          },
          {
            "time": "09:37",
            "open": 43.68,
            "high": 43.68,
            "low": 43.68,
            "close": 43.68,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.68,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 42.69,
        "open": 43.8,
        "high": 44.8,
        "low": 42.88,
        "bid1": 43.68,
        "ask1": 43.69,
        "bid_qty1": 1,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300204:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300204:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300204",
      "name": "舒泰神",
      "side": "BUY",
      "priority": "W48",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 25.9,
      "exec_low": 25.9,
      "exec_high": 26.29,
      "invalid_price": 25.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.51,
      "entry_zone_high": 26.29,
      "entry_risk_pct": null,
      "intraday_vwap": 25.4649,
      "price_vs_vwap_pct": -3.9069,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2175,
        "prev_amount_yi": 1.5826,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4012,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 25.82,
            "high": 25.82,
            "low": 25.66,
            "close": 25.66,
            "amount_yi": 0.6464
          },
          {
            "time": "09:34",
            "open": 25.63,
            "high": 25.63,
            "low": 25.28,
            "close": 25.28,
            "amount_yi": 0.3881
          },
          {
            "time": "09:35",
            "open": 25.23,
            "high": 25.23,
            "low": 24.86,
            "close": 24.86,
            "amount_yi": 0.5672
          },
          {
            "time": "09:36",
            "open": 24.61,
            "high": 24.61,
            "low": 24.6,
            "close": 24.6,
            "amount_yi": 0.4599
          },
          {
            "time": "09:37",
            "open": 24.47,
            "high": 24.47,
            "low": 24.47,
            "close": 24.47,
            "amount_yi": 0.1559
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.47,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 25.16,
        "open": 24.92,
        "high": 26.34,
        "low": 24.43,
        "bid1": 24.43,
        "ask1": 24.44,
        "bid_qty1": 172,
        "ask_qty1": 60
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603229:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603229:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603229",
      "name": "奥翔药业",
      "side": "BUY",
      "priority": "W49",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 8.16,
      "exec_low": 8.16,
      "exec_high": 8.28,
      "invalid_price": 7.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.04,
      "entry_zone_high": 8.28,
      "entry_risk_pct": null,
      "intraday_vwap": 8.2229,
      "price_vs_vwap_pct": -0.8865,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0657,
        "prev_amount_yi": 0.033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.28,
            "high": 8.28,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0207
          },
          {
            "time": "09:34",
            "open": 8.27,
            "high": 8.27,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0124
          },
          {
            "time": "09:35",
            "open": 8.22,
            "high": 8.22,
            "low": 8.22,
            "close": 8.22,
            "amount_yi": 0.0195
          },
          {
            "time": "09:36",
            "open": 8.19,
            "high": 8.19,
            "low": 8.18,
            "close": 8.18,
            "amount_yi": 0.0081
          },
          {
            "time": "09:37",
            "open": 8.15,
            "high": 8.15,
            "low": 8.15,
            "close": 8.15,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.15,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 8.14,
        "open": 8.02,
        "high": 8.3,
        "low": 8.02,
        "bid1": 8.15,
        "ask1": 8.16,
        "bid_qty1": 235,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300110:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300110:VWAP_RECLAIM",
      "symbol": "SZSE.300110",
      "name": "华仁药业",
      "side": "BUY",
      "priority": "W50",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.62,
      "exec_low": 2.66,
      "exec_high": 2.66,
      "invalid_price": 2.54,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.58,
      "entry_zone_high": 2.66,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6301,
      "price_vs_vwap_pct": -0.7642,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0767,
        "prev_amount_yi": 0.0575,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3339,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 2.65,
            "high": 2.65,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0197
          },
          {
            "time": "09:34",
            "open": 2.65,
            "high": 2.65,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0151
          },
          {
            "time": "09:35",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0241
          },
          {
            "time": "09:36",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0108
          },
          {
            "time": "09:37",
            "open": 2.61,
            "high": 2.61,
            "low": 2.61,
            "close": 2.61,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.61,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 2.6,
        "open": 2.58,
        "high": 2.67,
        "low": 2.58,
        "bid1": 2.61,
        "ask1": 2.62,
        "bid_qty1": 500,
        "ask_qty1": 1010
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688505:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688505:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688505",
      "name": "复旦张江",
      "side": "BUY",
      "priority": "W51",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.84,
      "exec_low": 7.84,
      "exec_high": 7.96,
      "invalid_price": 7.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.72,
      "entry_zone_high": 7.96,
      "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": 0.082,
        "prev_amount_yi": 0.0342,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3977,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 7.94,
            "high": 7.94,
            "low": 7.92,
            "close": 7.92,
            "amount_yi": 0.0213
          },
          {
            "time": "09:34",
            "open": 7.92,
            "high": 7.92,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.0311
          },
          {
            "time": "09:35",
            "open": 7.89,
            "high": 7.89,
            "low": 7.85,
            "close": 7.85,
            "amount_yi": 0.0166
          },
          {
            "time": "09:36",
            "open": 7.85,
            "high": 7.85,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0101
          },
          {
            "time": "09:37",
            "open": 7.81,
            "high": 7.81,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.81,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 7.82,
        "open": 7.76,
        "high": 7.99,
        "low": 7.72,
        "bid1": 7.81,
        "ask1": 7.82,
        "bid_qty1": 82,
        "ask_qty1": 116
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688189:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688189:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688189",
      "name": "ST南新",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.58,
      "exec_low": 6.58,
      "exec_high": 6.68,
      "invalid_price": 6.38,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.48,
      "entry_zone_high": 6.68,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0475,
        "prev_amount_yi": 0.0211,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2512,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.57,
            "high": 6.57,
            "low": 6.54,
            "close": 6.54,
            "amount_yi": 0.0178
          },
          {
            "time": "09:34",
            "open": 6.49,
            "high": 6.6,
            "low": 6.49,
            "close": 6.6,
            "amount_yi": 0.0123
          },
          {
            "time": "09:35",
            "open": 6.5,
            "high": 6.58,
            "low": 6.5,
            "close": 6.58,
            "amount_yi": 0.0064
          },
          {
            "time": "09:36",
            "open": 6.55,
            "high": 6.55,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.0069
          },
          {
            "time": "09:37",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.48,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 6.39,
        "open": 6.36,
        "high": 6.6,
        "low": 6.3,
        "bid1": 6.48,
        "ask1": 6.49,
        "bid_qty1": 214,
        "ask_qty1": 124
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002020:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002020:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002020",
      "name": "京新药业",
      "side": "BUY",
      "priority": "W53",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.42,
      "exec_low": 13.42,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "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": 14.66,
      "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": 0.0648,
        "prev_amount_yi": 0.3492,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1856,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0207
          },
          {
            "time": "09:34",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.019
          },
          {
            "time": "09:35",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.011
          },
          {
            "time": "09:36",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0114
          },
          {
            "time": "09:37",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.66,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 13.33,
        "open": 14.66,
        "high": 14.66,
        "low": 14.66,
        "bid1": 14.66,
        "ask1": 0.0,
        "bid_qty1": 182173,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002755:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002755:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002755",
      "name": "奥赛康",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 14.59,
      "exec_low": 14.59,
      "exec_high": 14.81,
      "invalid_price": 14.15,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.37,
      "entry_zone_high": 14.81,
      "entry_risk_pct": 4.0678,
      "intraday_vwap": 14.7861,
      "price_vs_vwap_pct": -0.2441,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.353,
        "prev_amount_yi": 0.1948,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 14.85,
            "high": 14.87,
            "low": 14.85,
            "close": 14.87,
            "amount_yi": 0.1114
          },
          {
            "time": "09:34",
            "open": 14.9,
            "high": 14.9,
            "low": 14.84,
            "close": 14.84,
            "amount_yi": 0.067
          },
          {
            "time": "09:35",
            "open": 14.9,
            "high": 14.9,
            "low": 14.88,
            "close": 14.88,
            "amount_yi": 0.0555
          },
          {
            "time": "09:36",
            "open": 14.79,
            "high": 14.82,
            "low": 14.79,
            "close": 14.82,
            "amount_yi": 0.0896
          },
          {
            "time": "09:37",
            "open": 14.75,
            "high": 14.75,
            "low": 14.75,
            "close": 14.75,
            "amount_yi": 0.0295
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.75,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 14.52,
        "open": 14.46,
        "high": 14.95,
        "low": 14.41,
        "bid1": 14.72,
        "ask1": 14.75,
        "bid_qty1": 22,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002900:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002900:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002900",
      "name": "哈三联",
      "side": "BUY",
      "priority": "W55",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.73,
      "exec_low": 9.73,
      "exec_high": 9.88,
      "invalid_price": 9.44,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.58,
      "entry_zone_high": 9.88,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8145,
      "price_vs_vwap_pct": -1.2685,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0517,
        "prev_amount_yi": 0.0561,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9216,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.93,
            "high": 9.93,
            "low": 9.89,
            "close": 9.89,
            "amount_yi": 0.0105
          },
          {
            "time": "09:34",
            "open": 9.89,
            "high": 9.89,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0082
          },
          {
            "time": "09:35",
            "open": 9.88,
            "high": 9.88,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0084
          },
          {
            "time": "09:36",
            "open": 9.75,
            "high": 9.75,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0085
          },
          {
            "time": "09:37",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0161
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.69,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 9.68,
        "open": 9.69,
        "high": 9.97,
        "low": 9.65,
        "bid1": 9.68,
        "ask1": 9.7,
        "bid_qty1": 11,
        "ask_qty1": 46
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603367:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603367:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603367",
      "name": "辰欣药业",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.61,
      "exec_low": 13.61,
      "exec_high": 13.81,
      "invalid_price": 13.2,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.41,
      "entry_zone_high": 13.81,
      "entry_risk_pct": 3.1548,
      "intraday_vwap": 13.7474,
      "price_vs_vwap_pct": -0.9995,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1776,
        "prev_amount_yi": 0.1055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6834,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 13.82,
            "high": 13.82,
            "low": 13.81,
            "close": 13.81,
            "amount_yi": 0.0582
          },
          {
            "time": "09:34",
            "open": 13.8,
            "high": 13.8,
            "low": 13.8,
            "close": 13.8,
            "amount_yi": 0.0316
          },
          {
            "time": "09:35",
            "open": 13.81,
            "high": 13.81,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.0369
          },
          {
            "time": "09:36",
            "open": 13.73,
            "high": 13.73,
            "low": 13.7,
            "close": 13.7,
            "amount_yi": 0.0422
          },
          {
            "time": "09:37",
            "open": 13.61,
            "high": 13.61,
            "low": 13.61,
            "close": 13.61,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.61,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 13.58,
        "open": 13.58,
        "high": 13.85,
        "low": 13.54,
        "bid1": 13.61,
        "ask1": 13.63,
        "bid_qty1": 101,
        "ask_qty1": 73
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301277:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.301277:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301277",
      "name": "新天地",
      "side": "BUY",
      "priority": "W57",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.31,
      "exec_low": 9.31,
      "exec_high": 9.45,
      "invalid_price": 9.03,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.17,
      "entry_zone_high": 9.45,
      "entry_risk_pct": null,
      "intraday_vwap": 9.4393,
      "price_vs_vwap_pct": -1.4757,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0367,
        "prev_amount_yi": 0.0388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9459,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 9.5,
            "high": 9.5,
            "low": 9.49,
            "close": 9.49,
            "amount_yi": 0.0138
          },
          {
            "time": "09:34",
            "open": 9.52,
            "high": 9.52,
            "low": 9.47,
            "close": 9.47,
            "amount_yi": 0.0097
          },
          {
            "time": "09:35",
            "open": 9.48,
            "high": 9.48,
            "low": 9.43,
            "close": 9.43,
            "amount_yi": 0.0059
          },
          {
            "time": "09:36",
            "open": 9.41,
            "high": 9.41,
            "low": 9.36,
            "close": 9.36,
            "amount_yi": 0.0048
          },
          {
            "time": "09:37",
            "open": 9.3,
            "high": 9.3,
            "low": 9.3,
            "close": 9.3,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.3,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 9.3,
        "open": 9.3,
        "high": 9.52,
        "low": 9.25,
        "bid1": 9.31,
        "ask1": 9.32,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300254:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300254:VWAP_RECLAIM",
      "symbol": "SZSE.300254",
      "name": "仟源医药",
      "side": "BUY",
      "priority": "W58",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.47,
      "exec_low": 8.6,
      "exec_high": 8.6,
      "invalid_price": 8.22,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.34,
      "entry_zone_high": 8.6,
      "entry_risk_pct": null,
      "intraday_vwap": 8.4887,
      "price_vs_vwap_pct": -0.3381,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1103,
        "prev_amount_yi": 0.0818,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3484,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.52,
            "high": 8.52,
            "low": 8.52,
            "close": 8.52,
            "amount_yi": 0.0252
          },
          {
            "time": "09:34",
            "open": 8.51,
            "high": 8.52,
            "low": 8.51,
            "close": 8.52,
            "amount_yi": 0.0173
          },
          {
            "time": "09:35",
            "open": 8.57,
            "high": 8.57,
            "low": 8.53,
            "close": 8.53,
            "amount_yi": 0.036
          },
          {
            "time": "09:36",
            "open": 8.48,
            "high": 8.48,
            "low": 8.45,
            "close": 8.45,
            "amount_yi": 0.0228
          },
          {
            "time": "09:37",
            "open": 8.46,
            "high": 8.46,
            "low": 8.46,
            "close": 8.46,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.46,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 8.41,
        "open": 8.36,
        "high": 8.59,
        "low": 8.33,
        "bid1": 8.46,
        "ask1": 8.47,
        "bid_qty1": 7,
        "ask_qty1": 65
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600513:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600513:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600513",
      "name": "联环药业",
      "side": "BUY",
      "priority": "W59",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.54,
      "exec_low": 15.54,
      "exec_high": 15.77,
      "invalid_price": 15.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.31,
      "entry_zone_high": 15.77,
      "entry_risk_pct": null,
      "intraday_vwap": 15.9073,
      "price_vs_vwap_pct": 0.5828,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3837,
        "prev_amount_yi": 0.1604,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 15.95,
            "high": 15.95,
            "low": 15.83,
            "close": 15.83,
            "amount_yi": 0.097
          },
          {
            "time": "09:34",
            "open": 15.93,
            "high": 15.94,
            "low": 15.93,
            "close": 15.94,
            "amount_yi": 0.054
          },
          {
            "time": "09:35",
            "open": 15.96,
            "high": 16.06,
            "low": 15.96,
            "close": 16.06,
            "amount_yi": 0.0935
          },
          {
            "time": "09:36",
            "open": 16.0,
            "high": 16.01,
            "low": 16.0,
            "close": 16.01,
            "amount_yi": 0.1105
          },
          {
            "time": "09:37",
            "open": 16.0,
            "high": 16.0,
            "low": 16.0,
            "close": 16.0,
            "amount_yi": 0.0287
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.0,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 15.52,
        "open": 15.47,
        "high": 16.15,
        "low": 15.4,
        "bid1": 16.01,
        "ask1": 16.02,
        "bid_qty1": 10,
        "ask_qty1": 67
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002038:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002038:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002038",
      "name": "双鹭药业",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.5,
      "exec_low": 6.5,
      "exec_high": 6.6,
      "invalid_price": 6.3,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.4,
      "entry_zone_high": 6.6,
      "entry_risk_pct": null,
      "intraday_vwap": 6.4293,
      "price_vs_vwap_pct": -1.5445,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8516,
        "prev_amount_yi": 0.5509,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.54,
            "high": 6.54,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.3767
          },
          {
            "time": "09:34",
            "open": 6.51,
            "high": 6.51,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.17
          },
          {
            "time": "09:35",
            "open": 6.49,
            "high": 6.49,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.1254
          },
          {
            "time": "09:36",
            "open": 6.42,
            "high": 6.42,
            "low": 6.32,
            "close": 6.32,
            "amount_yi": 0.1159
          },
          {
            "time": "09:37",
            "open": 6.33,
            "high": 6.33,
            "low": 6.33,
            "close": 6.33,
            "amount_yi": 0.0636
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.33,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 6.28,
        "open": 6.15,
        "high": 6.57,
        "low": 6.1,
        "bid1": 6.32,
        "ask1": 6.33,
        "bid_qty1": 86,
        "ask_qty1": 305
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300233:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300233:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300233",
      "name": "金城医药",
      "side": "BUY",
      "priority": "W61",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.13,
      "exec_low": 13.13,
      "exec_high": 13.33,
      "invalid_price": 12.74,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.93,
      "entry_zone_high": 13.33,
      "entry_risk_pct": null,
      "intraday_vwap": 13.2324,
      "price_vs_vwap_pct": -1.0761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1673,
        "prev_amount_yi": 0.1621,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0321,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 13.33,
            "high": 13.33,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.0617
          },
          {
            "time": "09:34",
            "open": 13.29,
            "high": 13.29,
            "low": 13.25,
            "close": 13.25,
            "amount_yi": 0.0177
          },
          {
            "time": "09:35",
            "open": 13.25,
            "high": 13.25,
            "low": 13.2,
            "close": 13.2,
            "amount_yi": 0.031
          },
          {
            "time": "09:36",
            "open": 13.15,
            "high": 13.15,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.0316
          },
          {
            "time": "09:37",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0253
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "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": "2026-07-02T09:37:21",
        "prev_close": 13.13,
        "open": 13.07,
        "high": 13.4,
        "low": 13.01,
        "bid1": 13.09,
        "ask1": 13.11,
        "bid_qty1": 190,
        "ask_qty1": 12
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000788:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000788:VWAP_RECLAIM",
      "symbol": "SZSE.000788",
      "name": "北大医药",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.12,
      "exec_low": 5.2,
      "exec_high": 5.2,
      "invalid_price": 4.97,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.04,
      "entry_zone_high": 5.2,
      "entry_risk_pct": 3.1189,
      "intraday_vwap": 5.1782,
      "price_vs_vwap_pct": -1.1239,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0657,
        "prev_amount_yi": 0.0679,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9676,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.21,
            "high": 5.21,
            "low": 5.21,
            "close": 5.21,
            "amount_yi": 0.0236
          },
          {
            "time": "09:34",
            "open": 5.21,
            "high": 5.21,
            "low": 5.19,
            "close": 5.19,
            "amount_yi": 0.0127
          },
          {
            "time": "09:35",
            "open": 5.19,
            "high": 5.19,
            "low": 5.17,
            "close": 5.17,
            "amount_yi": 0.0078
          },
          {
            "time": "09:36",
            "open": 5.16,
            "high": 5.16,
            "low": 5.13,
            "close": 5.13,
            "amount_yi": 0.0156
          },
          {
            "time": "09:37",
            "open": 5.12,
            "high": 5.12,
            "low": 5.12,
            "close": 5.12,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.12,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 5.12,
        "open": 5.09,
        "high": 5.24,
        "low": 5.06,
        "bid1": 5.12,
        "ask1": 5.13,
        "bid_qty1": 228,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600774:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600774:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600774",
      "name": "汉商集团",
      "side": "BUY",
      "priority": "W63",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.64,
      "exec_low": 6.64,
      "exec_high": 6.74,
      "invalid_price": 6.44,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.54,
      "entry_zone_high": 6.74,
      "entry_risk_pct": null,
      "intraday_vwap": 6.6834,
      "price_vs_vwap_pct": -0.9486,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0198,
        "prev_amount_yi": 0.0272,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7279,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.7,
            "high": 6.7,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0074
          },
          {
            "time": "09:34",
            "open": 6.69,
            "high": 6.69,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0038
          },
          {
            "time": "09:35",
            "open": 6.68,
            "high": 6.68,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0035
          },
          {
            "time": "09:36",
            "open": 6.65,
            "high": 6.65,
            "low": 6.61,
            "close": 6.61,
            "amount_yi": 0.0038
          },
          {
            "time": "09:37",
            "open": 6.62,
            "high": 6.62,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.62,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 6.59,
        "open": 6.53,
        "high": 6.76,
        "low": 6.53,
        "bid1": 6.61,
        "ask1": 6.62,
        "bid_qty1": 1,
        "ask_qty1": 112
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603168:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603168:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603168",
      "name": "莎普爱思",
      "side": "BUY",
      "priority": "W64",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.01,
      "exec_low": 5.01,
      "exec_high": 5.09,
      "invalid_price": 4.86,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.93,
      "entry_zone_high": 5.09,
      "entry_risk_pct": null,
      "intraday_vwap": 5.0311,
      "price_vs_vwap_pct": -1.4132,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0301,
        "prev_amount_yi": 0.0258,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.07,
            "high": 5.07,
            "low": 5.06,
            "close": 5.06,
            "amount_yi": 0.0072
          },
          {
            "time": "09:34",
            "open": 5.05,
            "high": 5.05,
            "low": 5.03,
            "close": 5.03,
            "amount_yi": 0.0087
          },
          {
            "time": "09:35",
            "open": 5.03,
            "high": 5.03,
            "low": 5.02,
            "close": 5.02,
            "amount_yi": 0.006
          },
          {
            "time": "09:36",
            "open": 5.0,
            "high": 5.0,
            "low": 4.98,
            "close": 4.98,
            "amount_yi": 0.0062
          },
          {
            "time": "09:37",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.96,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 4.97,
        "open": 5.01,
        "high": 5.09,
        "low": 4.96,
        "bid1": 4.96,
        "ask1": 4.97,
        "bid_qty1": 216,
        "ask_qty1": 209
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000963:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.000963:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W65",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 29.74,
      "exec_low": 29.74,
      "exec_high": 30.19,
      "invalid_price": 28.85,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.29,
      "entry_zone_high": 30.19,
      "entry_risk_pct": null,
      "intraday_vwap": 29.9405,
      "price_vs_vwap_pct": -1.1039,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0188,
        "prev_amount_yi": 0.8159,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2487,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 30.22,
            "high": 30.22,
            "low": 30.08,
            "close": 30.08,
            "amount_yi": 0.304
          },
          {
            "time": "09:34",
            "open": 29.99,
            "high": 29.99,
            "low": 29.92,
            "close": 29.92,
            "amount_yi": 0.2386
          },
          {
            "time": "09:35",
            "open": 30.04,
            "high": 30.04,
            "low": 29.88,
            "close": 29.88,
            "amount_yi": 0.1811
          },
          {
            "time": "09:36",
            "open": 29.7,
            "high": 29.7,
            "low": 29.65,
            "close": 29.65,
            "amount_yi": 0.1879
          },
          {
            "time": "09:37",
            "open": 29.61,
            "high": 29.61,
            "low": 29.61,
            "close": 29.61,
            "amount_yi": 0.1072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.61,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 29.57,
        "open": 29.51,
        "high": 30.26,
        "low": 29.35,
        "bid1": 29.61,
        "ask1": 29.64,
        "bid_qty1": 36,
        "ask_qty1": 13
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000952:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000952:VWAP_RECLAIM",
      "symbol": "SZSE.000952",
      "name": "广济药业",
      "side": "BUY",
      "priority": "W66",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.75,
      "exec_low": 5.84,
      "exec_high": 5.84,
      "invalid_price": 5.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.66,
      "entry_zone_high": 5.84,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8043,
      "price_vs_vwap_pct": -1.7969,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0472,
        "prev_amount_yi": 0.0572,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8252,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.84,
            "high": 5.84,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0134
          },
          {
            "time": "09:34",
            "open": 5.82,
            "high": 5.82,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0101
          },
          {
            "time": "09:35",
            "open": 5.8,
            "high": 5.8,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.005
          },
          {
            "time": "09:36",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0154
          },
          {
            "time": "09:37",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.7,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 5.69,
        "open": 5.69,
        "high": 5.89,
        "low": 5.69,
        "bid1": 5.7,
        "ask1": 5.72,
        "bid_qty1": 205,
        "ask_qty1": 135
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688356:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688356:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688356",
      "name": "键凯科技",
      "side": "BUY",
      "priority": "W67",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 82.87,
      "exec_low": 82.87,
      "exec_high": 84.11,
      "invalid_price": 80.38,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 85.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 84.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 81.63,
      "entry_zone_high": 84.11,
      "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": 0.1351,
        "prev_amount_yi": 0.1347,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.003,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 83.61,
            "high": 84.0,
            "low": 83.61,
            "close": 84.0,
            "amount_yi": 0.0415
          },
          {
            "time": "09:34",
            "open": 84.0,
            "high": 84.0,
            "low": 83.23,
            "close": 83.23,
            "amount_yi": 0.032
          },
          {
            "time": "09:35",
            "open": 83.51,
            "high": 83.51,
            "low": 83.0,
            "close": 83.0,
            "amount_yi": 0.0236
          },
          {
            "time": "09:36",
            "open": 82.8,
            "high": 82.9,
            "low": 82.8,
            "close": 82.9,
            "amount_yi": 0.0291
          },
          {
            "time": "09:37",
            "open": 82.77,
            "high": 82.77,
            "low": 82.77,
            "close": 82.77,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 82.77,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 81.83,
        "open": 81.99,
        "high": 84.23,
        "low": 81.11,
        "bid1": 82.41,
        "ask1": 82.77,
        "bid_qty1": 12,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.601089:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.601089:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601089",
      "name": "福元医药",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 17.22,
      "exec_low": 17.22,
      "exec_high": 17.48,
      "invalid_price": 16.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.96,
      "entry_zone_high": 17.48,
      "entry_risk_pct": 3.5797,
      "intraday_vwap": 17.4912,
      "price_vs_vwap_pct": -0.9788,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1043,
        "prev_amount_yi": 0.0869,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 17.62,
            "high": 17.62,
            "low": 17.51,
            "close": 17.51,
            "amount_yi": 0.0413
          },
          {
            "time": "09:34",
            "open": 17.49,
            "high": 17.49,
            "low": 17.41,
            "close": 17.41,
            "amount_yi": 0.0202
          },
          {
            "time": "09:35",
            "open": 17.44,
            "high": 17.46,
            "low": 17.44,
            "close": 17.46,
            "amount_yi": 0.0178
          },
          {
            "time": "09:36",
            "open": 17.42,
            "high": 17.42,
            "low": 17.31,
            "close": 17.31,
            "amount_yi": 0.0207
          },
          {
            "time": "09:37",
            "open": 17.32,
            "high": 17.32,
            "low": 17.32,
            "close": 17.32,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.32,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 17.2,
        "open": 17.52,
        "high": 17.67,
        "low": 17.26,
        "bid1": 17.31,
        "ask1": 17.32,
        "bid_qty1": 264,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300497:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300497:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300497",
      "name": "富祥股份",
      "side": "BUY",
      "priority": "W69",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 23.81,
      "exec_low": 23.81,
      "exec_high": 24.17,
      "invalid_price": 23.1,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.45,
      "entry_zone_high": 24.17,
      "entry_risk_pct": null,
      "intraday_vwap": 22.7842,
      "price_vs_vwap_pct": -0.0184,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4236,
        "prev_amount_yi": 0.9522,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.56,
            "high": 22.9,
            "low": 22.56,
            "close": 22.9,
            "amount_yi": 0.4029
          },
          {
            "time": "09:34",
            "open": 23.11,
            "high": 23.11,
            "low": 22.84,
            "close": 22.84,
            "amount_yi": 0.4349
          },
          {
            "time": "09:35",
            "open": 22.78,
            "high": 22.78,
            "low": 22.78,
            "close": 22.78,
            "amount_yi": 0.2339
          },
          {
            "time": "09:36",
            "open": 22.68,
            "high": 22.68,
            "low": 22.57,
            "close": 22.57,
            "amount_yi": 0.1827
          },
          {
            "time": "09:37",
            "open": 22.78,
            "high": 22.78,
            "low": 22.78,
            "close": 22.78,
            "amount_yi": 0.1692
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.78,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 23.34,
        "open": 23.11,
        "high": 23.18,
        "low": 22.54,
        "bid1": 22.78,
        "ask1": 22.79,
        "bid_qty1": 45,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002370:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002370:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002370",
      "name": "亚太药业",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.91,
      "exec_low": 5.91,
      "exec_high": 6.0,
      "invalid_price": 5.73,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.82,
      "entry_zone_high": 6.0,
      "entry_risk_pct": null,
      "intraday_vwap": 5.9501,
      "price_vs_vwap_pct": -2.3546,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4601,
        "prev_amount_yi": 0.3271,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4066,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.05,
            "high": 6.05,
            "low": 6.02,
            "close": 6.02,
            "amount_yi": 0.1876
          },
          {
            "time": "09:34",
            "open": 6.0,
            "high": 6.01,
            "low": 6.0,
            "close": 6.01,
            "amount_yi": 0.0941
          },
          {
            "time": "09:35",
            "open": 5.97,
            "high": 5.97,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0786
          },
          {
            "time": "09:36",
            "open": 5.91,
            "high": 5.91,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0686
          },
          {
            "time": "09:37",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0312
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.81,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 5.79,
        "open": 5.83,
        "high": 6.07,
        "low": 5.78,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 1238,
        "ask_qty1": 1532
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300267:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300267:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300267",
      "name": "尔康制药",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 3.48,
      "exec_low": 3.48,
      "exec_high": 3.53,
      "invalid_price": 3.38,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.43,
      "entry_zone_high": 3.53,
      "entry_risk_pct": 3.7037,
      "intraday_vwap": 3.5285,
      "price_vs_vwap_pct": -0.8077,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1826,
        "prev_amount_yi": 0.1095,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6676,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 3.57,
            "high": 3.57,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0629
          },
          {
            "time": "09:34",
            "open": 3.54,
            "high": 3.55,
            "low": 3.54,
            "close": 3.55,
            "amount_yi": 0.0234
          },
          {
            "time": "09:35",
            "open": 3.55,
            "high": 3.55,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0323
          },
          {
            "time": "09:36",
            "open": 3.51,
            "high": 3.51,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0417
          },
          {
            "time": "09:37",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.5,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 3.48,
        "open": 3.45,
        "high": 3.58,
        "low": 3.43,
        "bid1": 3.5,
        "ask1": 3.51,
        "bid_qty1": 507,
        "ask_qty1": 661
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300705:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300705:VWAP_RECLAIM",
      "symbol": "SZSE.300705",
      "name": "九典制药",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.26,
      "exec_low": 10.41,
      "exec_high": 10.41,
      "invalid_price": 9.95,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.11,
      "entry_zone_high": 10.41,
      "entry_risk_pct": 3.3981,
      "intraday_vwap": 10.3485,
      "price_vs_vwap_pct": -0.4687,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0731,
        "prev_amount_yi": 0.069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0594,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.44,
            "high": 10.44,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.02
          },
          {
            "time": "09:34",
            "open": 10.43,
            "high": 10.43,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0132
          },
          {
            "time": "09:35",
            "open": 10.42,
            "high": 10.42,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0206
          },
          {
            "time": "09:36",
            "open": 10.34,
            "high": 10.34,
            "low": 10.31,
            "close": 10.31,
            "amount_yi": 0.0129
          },
          {
            "time": "09:37",
            "open": 10.3,
            "high": 10.3,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.3,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 10.25,
        "open": 10.2,
        "high": 10.48,
        "low": 10.15,
        "bid1": 10.29,
        "ask1": 10.3,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300702:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300702:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300702",
      "name": "天宇股份",
      "side": "BUY",
      "priority": "W73",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 21.39,
      "exec_low": 21.39,
      "exec_high": 21.71,
      "invalid_price": 20.75,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.07,
      "entry_zone_high": 21.71,
      "entry_risk_pct": 3.8016,
      "intraday_vwap": 21.74,
      "price_vs_vwap_pct": -0.92,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.113,
        "prev_amount_yi": 0.1442,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 21.8,
            "high": 21.8,
            "low": 21.7,
            "close": 21.7,
            "amount_yi": 0.0192
          },
          {
            "time": "09:34",
            "open": 21.78,
            "high": 21.78,
            "low": 21.73,
            "close": 21.73,
            "amount_yi": 0.0223
          },
          {
            "time": "09:35",
            "open": 21.7,
            "high": 21.7,
            "low": 21.58,
            "close": 21.58,
            "amount_yi": 0.0179
          },
          {
            "time": "09:36",
            "open": 21.48,
            "high": 21.59,
            "low": 21.48,
            "close": 21.59,
            "amount_yi": 0.0448
          },
          {
            "time": "09:37",
            "open": 21.54,
            "high": 21.54,
            "low": 21.54,
            "close": 21.54,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.54,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 21.25,
        "open": 21.4,
        "high": 22.2,
        "low": 21.25,
        "bid1": 21.54,
        "ask1": 21.57,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301258:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.301258:VWAP_RECLAIM",
      "symbol": "SZSE.301258",
      "name": "富士莱",
      "side": "BUY",
      "priority": "W74",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.09,
      "exec_low": 24.45,
      "exec_high": 24.45,
      "invalid_price": 23.37,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.73,
      "entry_zone_high": 24.45,
      "entry_risk_pct": null,
      "intraday_vwap": 24.1991,
      "price_vs_vwap_pct": -0.8228,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0231,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0694,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 24.26,
            "high": 24.26,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.0032
          },
          {
            "time": "09:34",
            "open": 24.34,
            "high": 24.34,
            "low": 24.29,
            "close": 24.29,
            "amount_yi": 0.0073
          },
          {
            "time": "09:35",
            "open": 24.21,
            "high": 24.21,
            "low": 24.09,
            "close": 24.09,
            "amount_yi": 0.0025
          },
          {
            "time": "09:36",
            "open": 24.03,
            "high": 24.03,
            "low": 23.98,
            "close": 23.98,
            "amount_yi": 0.0039
          },
          {
            "time": "09:37",
            "open": 24.0,
            "high": 24.0,
            "low": 24.0,
            "close": 24.0,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.0,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 23.88,
        "open": 24.03,
        "high": 24.52,
        "low": 23.88,
        "bid1": 23.96,
        "ask1": 23.99,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600488:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600488:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600488",
      "name": "津药药业",
      "side": "BUY",
      "priority": "W75",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.12,
      "exec_low": 5.12,
      "exec_high": 5.2,
      "invalid_price": 4.97,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.04,
      "entry_zone_high": 5.2,
      "entry_risk_pct": null,
      "intraday_vwap": 5.3146,
      "price_vs_vwap_pct": -1.9682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8824,
        "prev_amount_yi": 0.683,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2919,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.43,
            "high": 5.43,
            "low": 5.38,
            "close": 5.38,
            "amount_yi": 0.2907
          },
          {
            "time": "09:34",
            "open": 5.31,
            "high": 5.32,
            "low": 5.31,
            "close": 5.32,
            "amount_yi": 0.2141
          },
          {
            "time": "09:35",
            "open": 5.37,
            "high": 5.37,
            "low": 5.31,
            "close": 5.31,
            "amount_yi": 0.1908
          },
          {
            "time": "09:36",
            "open": 5.25,
            "high": 5.25,
            "low": 5.23,
            "close": 5.23,
            "amount_yi": 0.1305
          },
          {
            "time": "09:37",
            "open": 5.21,
            "high": 5.21,
            "low": 5.21,
            "close": 5.21,
            "amount_yi": 0.0563
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.21,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 5.1,
        "open": 5.1,
        "high": 5.49,
        "low": 5.1,
        "bid1": 5.2,
        "ask1": 5.21,
        "bid_qty1": 3072,
        "ask_qty1": 278
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301263:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.301263:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301263",
      "name": "泰恩康",
      "side": "BUY",
      "priority": "W76",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 21.65,
      "exec_low": 21.65,
      "exec_high": 21.97,
      "invalid_price": 21.0,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.33,
      "entry_zone_high": 21.97,
      "entry_risk_pct": null,
      "intraday_vwap": 22.2546,
      "price_vs_vwap_pct": -0.9643,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2752,
        "prev_amount_yi": 0.2243,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 22.33,
            "high": 22.33,
            "low": 22.32,
            "close": 22.32,
            "amount_yi": 0.1122
          },
          {
            "time": "09:34",
            "open": 22.33,
            "high": 22.33,
            "low": 22.18,
            "close": 22.18,
            "amount_yi": 0.0311
          },
          {
            "time": "09:35",
            "open": 22.13,
            "high": 22.13,
            "low": 22.1,
            "close": 22.1,
            "amount_yi": 0.0431
          },
          {
            "time": "09:36",
            "open": 22.15,
            "high": 22.18,
            "low": 22.15,
            "close": 22.18,
            "amount_yi": 0.039
          },
          {
            "time": "09:37",
            "open": 22.04,
            "high": 22.04,
            "low": 22.04,
            "close": 22.04,
            "amount_yi": 0.0498
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.04,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 21.58,
        "open": 21.58,
        "high": 22.76,
        "low": 21.48,
        "bid1": 22.04,
        "ask1": 22.05,
        "bid_qty1": 8,
        "ask_qty1": 9
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002365:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002365:VWAP_RECLAIM",
      "symbol": "SZSE.002365",
      "name": "永安药业",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.64,
      "exec_low": 10.8,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "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": 3.6415,
      "intraday_vwap": 10.8328,
      "price_vs_vwap_pct": -1.1336,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1194,
        "prev_amount_yi": 0.1435,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8321,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.89,
            "high": 10.91,
            "low": 10.89,
            "close": 10.91,
            "amount_yi": 0.0404
          },
          {
            "time": "09:34",
            "open": 10.91,
            "high": 10.91,
            "low": 10.85,
            "close": 10.85,
            "amount_yi": 0.0301
          },
          {
            "time": "09:35",
            "open": 10.83,
            "high": 10.83,
            "low": 10.83,
            "close": 10.83,
            "amount_yi": 0.0196
          },
          {
            "time": "09:36",
            "open": 10.76,
            "high": 10.78,
            "low": 10.76,
            "close": 10.78,
            "amount_yi": 0.0175
          },
          {
            "time": "09:37",
            "open": 10.71,
            "high": 10.71,
            "low": 10.71,
            "close": 10.71,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.71,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 10.62,
        "open": 10.66,
        "high": 10.95,
        "low": 10.58,
        "bid1": 10.7,
        "ask1": 10.71,
        "bid_qty1": 101,
        "ask_qty1": 93
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300636:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300636:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300636",
      "name": "同和药业",
      "side": "BUY",
      "priority": "W78",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.72,
      "exec_low": 6.72,
      "exec_high": 6.82,
      "invalid_price": 6.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.62,
      "entry_zone_high": 6.82,
      "entry_risk_pct": null,
      "intraday_vwap": 6.7788,
      "price_vs_vwap_pct": -1.1624,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0236,
        "prev_amount_yi": 0.0228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.83,
            "high": 6.83,
            "low": 6.79,
            "close": 6.79,
            "amount_yi": 0.0099
          },
          {
            "time": "09:34",
            "open": 6.8,
            "high": 6.8,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0054
          },
          {
            "time": "09:35",
            "open": 6.78,
            "high": 6.78,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0047
          },
          {
            "time": "09:36",
            "open": 6.73,
            "high": 6.73,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0022
          },
          {
            "time": "09:37",
            "open": 6.7,
            "high": 6.7,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.7,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 6.69,
        "open": 6.68,
        "high": 6.84,
        "low": 6.62,
        "bid1": 6.69,
        "ask1": 6.7,
        "bid_qty1": 54,
        "ask_qty1": 126
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301075:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.301075:VWAP_RECLAIM",
      "symbol": "SZSE.301075",
      "name": "多瑞医药",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 60.58,
      "exec_low": 61.49,
      "exec_high": 61.49,
      "invalid_price": 58.76,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.67,
      "entry_zone_high": 61.49,
      "entry_risk_pct": null,
      "intraday_vwap": 59.4178,
      "price_vs_vwap_pct": -0.5853,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.054,
        "prev_amount_yi": 0.049,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.102,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 59.08,
            "high": 59.2,
            "low": 59.08,
            "close": 59.2,
            "amount_yi": 0.012
          },
          {
            "time": "09:34",
            "open": 59.26,
            "high": 59.52,
            "low": 59.26,
            "close": 59.52,
            "amount_yi": 0.0091
          },
          {
            "time": "09:35",
            "open": 59.25,
            "high": 59.25,
            "low": 59.23,
            "close": 59.23,
            "amount_yi": 0.0109
          },
          {
            "time": "09:36",
            "open": 58.92,
            "high": 59.2,
            "low": 58.92,
            "close": 59.2,
            "amount_yi": 0.0186
          },
          {
            "time": "09:37",
            "open": 59.07,
            "high": 59.07,
            "low": 59.07,
            "close": 59.07,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.07,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 59.76,
        "open": 59.88,
        "high": 60.38,
        "low": 58.91,
        "bid1": 59.08,
        "ask1": 59.16,
        "bid_qty1": 7,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688566:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.688566:VWAP_RECLAIM",
      "symbol": "SHSE.688566",
      "name": "吉贝尔",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.75,
      "exec_low": 27.15,
      "exec_high": 27.15,
      "invalid_price": 25.95,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.35,
      "entry_zone_high": 27.15,
      "entry_risk_pct": 3.0631,
      "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": 0.0828,
        "prev_amount_yi": 0.0561,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4759,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 26.89,
            "high": 26.91,
            "low": 26.89,
            "close": 26.91,
            "amount_yi": 0.025
          },
          {
            "time": "09:34",
            "open": 26.94,
            "high": 26.95,
            "low": 26.94,
            "close": 26.95,
            "amount_yi": 0.0134
          },
          {
            "time": "09:35",
            "open": 27.0,
            "high": 27.08,
            "low": 27.0,
            "close": 27.08,
            "amount_yi": 0.021
          },
          {
            "time": "09:36",
            "open": 26.88,
            "high": 26.88,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.0227
          },
          {
            "time": "09:37",
            "open": 26.84,
            "high": 26.84,
            "low": 26.84,
            "close": 26.84,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.84,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 26.52,
        "open": 26.65,
        "high": 27.08,
        "low": 26.51,
        "bid1": 26.71,
        "ask1": 26.77,
        "bid_qty1": 14,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300436:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300436:VWAP_RECLAIM",
      "symbol": "SZSE.300436",
      "name": "广生堂",
      "side": "BUY",
      "priority": "W81",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 113.33,
      "exec_low": 115.03,
      "exec_high": 115.03,
      "invalid_price": 109.93,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 116.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 115.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 111.63,
      "entry_zone_high": 115.03,
      "entry_risk_pct": null,
      "intraday_vwap": 113.9348,
      "price_vs_vwap_pct": -3.7695,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1492,
        "prev_amount_yi": 1.9082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1263,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 114.67,
            "high": 114.67,
            "low": 113.49,
            "close": 113.49,
            "amount_yi": 0.7333
          },
          {
            "time": "09:34",
            "open": 113.53,
            "high": 113.53,
            "low": 113.0,
            "close": 113.0,
            "amount_yi": 0.5327
          },
          {
            "time": "09:35",
            "open": 113.0,
            "high": 113.0,
            "low": 111.02,
            "close": 111.02,
            "amount_yi": 0.3682
          },
          {
            "time": "09:36",
            "open": 110.14,
            "high": 110.14,
            "low": 109.95,
            "close": 109.95,
            "amount_yi": 0.3747
          },
          {
            "time": "09:37",
            "open": 109.64,
            "high": 109.64,
            "low": 109.64,
            "close": 109.64,
            "amount_yi": 0.1403
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 109.64,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 112.57,
        "open": 111.87,
        "high": 117.99,
        "low": 109.55,
        "bid1": 109.59,
        "ask1": 109.64,
        "bid_qty1": 1,
        "ask_qty1": 54
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002262:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002262:VWAP_RECLAIM",
      "symbol": "SZSE.002262",
      "name": "恩华药业",
      "side": "BUY",
      "priority": "W82",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.58,
      "exec_low": 19.87,
      "exec_high": 19.87,
      "invalid_price": 18.99,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 20.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.29,
      "entry_zone_high": 19.87,
      "entry_risk_pct": 3.457,
      "intraday_vwap": 19.7557,
      "price_vs_vwap_pct": -0.535,
      "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": 0.2529,
        "prev_amount_yi": 0.257,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.984,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 19.84,
            "high": 19.84,
            "low": 19.83,
            "close": 19.83,
            "amount_yi": 0.0913
          },
          {
            "time": "09:34",
            "open": 19.8,
            "high": 19.8,
            "low": 19.76,
            "close": 19.76,
            "amount_yi": 0.0609
          },
          {
            "time": "09:35",
            "open": 19.8,
            "high": 19.8,
            "low": 19.79,
            "close": 19.79,
            "amount_yi": 0.0416
          },
          {
            "time": "09:36",
            "open": 19.72,
            "high": 19.72,
            "low": 19.69,
            "close": 19.69,
            "amount_yi": 0.04
          },
          {
            "time": "09:37",
            "open": 19.65,
            "high": 19.65,
            "low": 19.65,
            "close": 19.65,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.65,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 19.57,
        "open": 19.35,
        "high": 19.88,
        "low": 19.34,
        "bid1": 19.65,
        "ask1": 19.67,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002019:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002019:VWAP_RECLAIM",
      "symbol": "SZSE.002019",
      "name": "亿帆医药",
      "side": "BUY",
      "priority": "W83",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.83,
      "exec_low": 9.98,
      "exec_high": 9.98,
      "invalid_price": 9.54,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.68,
      "entry_zone_high": 9.98,
      "entry_risk_pct": null,
      "intraday_vwap": 9.9486,
      "price_vs_vwap_pct": -1.3932,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1475,
        "prev_amount_yi": 0.1581,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.933,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.02,
            "high": 10.02,
            "low": 10.02,
            "close": 10.02,
            "amount_yi": 0.0705
          },
          {
            "time": "09:34",
            "open": 10.0,
            "high": 10.0,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0391
          },
          {
            "time": "09:35",
            "open": 9.96,
            "high": 9.96,
            "low": 9.93,
            "close": 9.93,
            "amount_yi": 0.0157
          },
          {
            "time": "09:36",
            "open": 9.89,
            "high": 9.89,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.0127
          },
          {
            "time": "09:37",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "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": "2026-07-02T09:37:21",
        "prev_close": 9.79,
        "open": 9.76,
        "high": 10.03,
        "low": 9.73,
        "bid1": 9.81,
        "ask1": 9.82,
        "bid_qty1": 39,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600613:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600613:VWAP_RECLAIM",
      "symbol": "SHSE.600613",
      "name": "神奇制药",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.66,
      "exec_low": 4.73,
      "exec_high": 4.73,
      "invalid_price": 4.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.59,
      "entry_zone_high": 4.73,
      "entry_risk_pct": 3.212,
      "intraday_vwap": 4.7004,
      "price_vs_vwap_pct": -0.8595,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0359,
        "prev_amount_yi": 0.0463,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7754,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.72,
            "high": 4.73,
            "low": 4.72,
            "close": 4.73,
            "amount_yi": 0.0181
          },
          {
            "time": "09:34",
            "open": 4.73,
            "high": 4.73,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0071
          },
          {
            "time": "09:35",
            "open": 4.72,
            "high": 4.72,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0049
          },
          {
            "time": "09:36",
            "open": 4.71,
            "high": 4.71,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.0047
          },
          {
            "time": "09:37",
            "open": 4.66,
            "high": 4.66,
            "low": 4.66,
            "close": 4.66,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.66,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 4.63,
        "open": 4.64,
        "high": 4.75,
        "low": 4.58,
        "bid1": 4.66,
        "ask1": 4.67,
        "bid_qty1": 33,
        "ask_qty1": 82
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.54,
      "exec_low": 3.59,
      "exec_high": 3.59,
      "invalid_price": 3.43,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.49,
      "entry_zone_high": 3.59,
      "entry_risk_pct": 3.3803,
      "intraday_vwap": 3.5838,
      "price_vs_vwap_pct": -0.9431,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0764,
        "prev_amount_yi": 0.0449,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7016,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 3.61,
            "high": 3.61,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0203
          },
          {
            "time": "09:34",
            "open": 3.61,
            "high": 3.61,
            "low": 3.61,
            "close": 3.61,
            "amount_yi": 0.025
          },
          {
            "time": "09:35",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.01
          },
          {
            "time": "09:36",
            "open": 3.57,
            "high": 3.57,
            "low": 3.56,
            "close": 3.56,
            "amount_yi": 0.0147
          },
          {
            "time": "09:37",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.55,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 3.52,
        "open": 3.49,
        "high": 3.63,
        "low": 3.49,
        "bid1": 3.54,
        "ask1": 3.55,
        "bid_qty1": 126,
        "ask_qty1": 311
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603207:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603207:VWAP_RECLAIM",
      "symbol": "SHSE.603207",
      "name": "小方制药",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.3,
      "exec_low": 23.65,
      "exec_high": 23.65,
      "invalid_price": 22.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.95,
      "entry_zone_high": 23.65,
      "entry_risk_pct": 4.2373,
      "intraday_vwap": 23.7163,
      "price_vs_vwap_pct": -0.6169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0699,
        "prev_amount_yi": 0.0394,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7741,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 23.75,
            "high": 23.95,
            "low": 23.75,
            "close": 23.95,
            "amount_yi": 0.0347
          },
          {
            "time": "09:34",
            "open": 23.87,
            "high": 23.87,
            "low": 23.75,
            "close": 23.75,
            "amount_yi": 0.0151
          },
          {
            "time": "09:35",
            "open": 23.76,
            "high": 23.83,
            "low": 23.76,
            "close": 23.83,
            "amount_yi": 0.0099
          },
          {
            "time": "09:36",
            "open": 23.77,
            "high": 23.77,
            "low": 23.65,
            "close": 23.65,
            "amount_yi": 0.009
          },
          {
            "time": "09:37",
            "open": 23.57,
            "high": 23.57,
            "low": 23.57,
            "close": 23.57,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.57,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 23.26,
        "open": 23.38,
        "high": 24.09,
        "low": 23.26,
        "bid1": 23.56,
        "ask1": 23.6,
        "bid_qty1": 11,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600062:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600062:VWAP_RECLAIM",
      "symbol": "SHSE.600062",
      "name": "华润双鹤",
      "side": "BUY",
      "priority": "W87",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.66,
      "exec_low": 16.91,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "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": 3.2335,
      "intraday_vwap": 16.8008,
      "price_vs_vwap_pct": -0.7785,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1351,
        "prev_amount_yi": 0.0969,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 16.88,
            "high": 16.88,
            "low": 16.85,
            "close": 16.85,
            "amount_yi": 0.046
          },
          {
            "time": "09:34",
            "open": 16.85,
            "high": 16.85,
            "low": 16.83,
            "close": 16.83,
            "amount_yi": 0.0261
          },
          {
            "time": "09:35",
            "open": 16.84,
            "high": 16.87,
            "low": 16.84,
            "close": 16.87,
            "amount_yi": 0.025
          },
          {
            "time": "09:36",
            "open": 16.8,
            "high": 16.8,
            "low": 16.74,
            "close": 16.74,
            "amount_yi": 0.0242
          },
          {
            "time": "09:37",
            "open": 16.67,
            "high": 16.67,
            "low": 16.67,
            "close": 16.67,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.67,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 16.63,
        "open": 16.56,
        "high": 16.92,
        "low": 16.52,
        "bid1": 16.67,
        "ask1": 16.7,
        "bid_qty1": 18,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600812:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600812:VWAP_RECLAIM",
      "symbol": "SHSE.600812",
      "name": "华北制药",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.46,
      "exec_low": 4.53,
      "exec_high": 4.53,
      "invalid_price": 4.33,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.39,
      "entry_zone_high": 4.53,
      "entry_risk_pct": 3.5635,
      "intraday_vwap": 4.5225,
      "price_vs_vwap_pct": -0.7186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1153,
        "prev_amount_yi": 0.0823,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.401,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.55,
            "high": 4.55,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0387
          },
          {
            "time": "09:34",
            "open": 4.53,
            "high": 4.54,
            "low": 4.53,
            "close": 4.54,
            "amount_yi": 0.0263
          },
          {
            "time": "09:35",
            "open": 4.54,
            "high": 4.54,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0191
          },
          {
            "time": "09:36",
            "open": 4.51,
            "high": 4.51,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0236
          },
          {
            "time": "09:37",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.49,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 4.46,
        "open": 4.46,
        "high": 4.58,
        "low": 4.42,
        "bid1": 4.48,
        "ask1": 4.49,
        "bid_qty1": 266,
        "ask_qty1": 216
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002082:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002082:VWAP_RECLAIM",
      "symbol": "SZSE.002082",
      "name": "ST万邦",
      "side": "BUY",
      "priority": "W89",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.05,
      "exec_low": 11.22,
      "exec_high": 11.22,
      "invalid_price": 10.72,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.88,
      "entry_zone_high": 11.22,
      "entry_risk_pct": null,
      "intraday_vwap": 11.2177,
      "price_vs_vwap_pct": 1.1794,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2138,
        "prev_amount_yi": 0.11,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9436,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.22,
            "high": 11.31,
            "low": 11.22,
            "close": 11.31,
            "amount_yi": 0.0389
          },
          {
            "time": "09:34",
            "open": 11.33,
            "high": 11.45,
            "low": 11.33,
            "close": 11.45,
            "amount_yi": 0.0418
          },
          {
            "time": "09:35",
            "open": 11.51,
            "high": 11.51,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0471
          },
          {
            "time": "09:36",
            "open": 11.39,
            "high": 11.39,
            "low": 11.31,
            "close": 11.31,
            "amount_yi": 0.0777
          },
          {
            "time": "09:37",
            "open": 11.35,
            "high": 11.35,
            "low": 11.35,
            "close": 11.35,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.35,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 11.0,
        "open": 10.86,
        "high": 11.55,
        "low": 10.84,
        "bid1": 11.35,
        "ask1": 11.36,
        "bid_qty1": 3,
        "ask_qty1": 739
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688602:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.688602:VWAP_RECLAIM",
      "symbol": "SHSE.688602",
      "name": "康鹏科技",
      "side": "BUY",
      "priority": "W90",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.39,
      "exec_low": 8.52,
      "exec_high": 8.52,
      "invalid_price": 8.14,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.26,
      "entry_zone_high": 8.52,
      "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": 0.0575,
        "prev_amount_yi": 0.0532,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0808,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 7.93,
            "high": 7.97,
            "low": 7.93,
            "close": 7.97,
            "amount_yi": 0.0196
          },
          {
            "time": "09:34",
            "open": 7.98,
            "high": 7.98,
            "low": 7.98,
            "close": 7.98,
            "amount_yi": 0.0091
          },
          {
            "time": "09:35",
            "open": 8.02,
            "high": 8.03,
            "low": 8.02,
            "close": 8.03,
            "amount_yi": 0.015
          },
          {
            "time": "09:36",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.0108
          },
          {
            "time": "09:37",
            "open": 8.07,
            "high": 8.07,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.07,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 8.17,
        "open": 8.06,
        "high": 8.07,
        "low": 7.93,
        "bid1": 8.07,
        "ask1": 8.09,
        "bid_qty1": 463,
        "ask_qty1": 30
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300558:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300558:VWAP_RECLAIM",
      "symbol": "SZSE.300558",
      "name": "贝达药业",
      "side": "BUY",
      "priority": "W91",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 69.85,
      "exec_low": 70.9,
      "exec_high": 70.9,
      "invalid_price": 67.75,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 71.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 70.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.8,
      "entry_zone_high": 70.9,
      "entry_risk_pct": null,
      "intraday_vwap": 69.0661,
      "price_vs_vwap_pct": -1.8042,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4156,
        "prev_amount_yi": 1.4736,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6393,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 69.81,
            "high": 69.81,
            "low": 69.79,
            "close": 69.79,
            "amount_yi": 0.8841
          },
          {
            "time": "09:34",
            "open": 69.9,
            "high": 69.9,
            "low": 69.3,
            "close": 69.3,
            "amount_yi": 0.5524
          },
          {
            "time": "09:35",
            "open": 68.81,
            "high": 68.81,
            "low": 68.49,
            "close": 68.49,
            "amount_yi": 0.3581
          },
          {
            "time": "09:36",
            "open": 68.12,
            "high": 68.12,
            "low": 67.99,
            "close": 67.99,
            "amount_yi": 0.4365
          },
          {
            "time": "09:37",
            "open": 67.82,
            "high": 67.82,
            "low": 67.82,
            "close": 67.82,
            "amount_yi": 0.1845
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.82,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 67.95,
        "open": 67.0,
        "high": 70.22,
        "low": 67.0,
        "bid1": 67.81,
        "ask1": 67.82,
        "bid_qty1": 38,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688428:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.688428:VWAP_RECLAIM",
      "symbol": "SHSE.688428",
      "name": "诺诚健华",
      "side": "BUY",
      "priority": "W92",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 30.05,
      "exec_low": 30.5,
      "exec_high": 30.5,
      "invalid_price": 29.15,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.6,
      "entry_zone_high": 30.5,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6013,
        "prev_amount_yi": 0.2883,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0857,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 30.66,
            "high": 30.66,
            "low": 30.66,
            "close": 30.66,
            "amount_yi": 0.2601
          },
          {
            "time": "09:34",
            "open": 30.66,
            "high": 30.66,
            "low": 30.49,
            "close": 30.49,
            "amount_yi": 0.1345
          },
          {
            "time": "09:35",
            "open": 30.5,
            "high": 30.5,
            "low": 30.28,
            "close": 30.28,
            "amount_yi": 0.108
          },
          {
            "time": "09:36",
            "open": 29.88,
            "high": 29.93,
            "low": 29.88,
            "close": 29.93,
            "amount_yi": 0.057
          },
          {
            "time": "09:37",
            "open": 29.85,
            "high": 29.85,
            "low": 29.85,
            "close": 29.85,
            "amount_yi": 0.0417
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.85,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 29.57,
        "open": 29.84,
        "high": 30.87,
        "low": 29.38,
        "bid1": 29.8,
        "ask1": 29.85,
        "bid_qty1": 118,
        "ask_qty1": 262
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600267:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600267:VWAP_RECLAIM",
      "symbol": "SHSE.600267",
      "name": "海正药业",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.53,
      "exec_low": 10.69,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "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": 3.3144,
      "intraday_vwap": 10.6452,
      "price_vs_vwap_pct": -0.8004,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3401,
        "prev_amount_yi": 0.2564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3264,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 10.71,
            "high": 10.71,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0957
          },
          {
            "time": "09:34",
            "open": 10.7,
            "high": 10.7,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0743
          },
          {
            "time": "09:35",
            "open": 10.65,
            "high": 10.67,
            "low": 10.65,
            "close": 10.67,
            "amount_yi": 0.0655
          },
          {
            "time": "09:36",
            "open": 10.63,
            "high": 10.63,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0842
          },
          {
            "time": "09:37",
            "open": 10.56,
            "high": 10.56,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0204
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.56,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 10.53,
        "open": 10.5,
        "high": 10.74,
        "low": 10.48,
        "bid1": 10.55,
        "ask1": 10.56,
        "bid_qty1": 206,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603676:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603676:VWAP_RECLAIM",
      "symbol": "SHSE.603676",
      "name": "卫信康",
      "side": "BUY",
      "priority": "W94",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.45,
      "exec_low": 8.58,
      "exec_high": 8.58,
      "invalid_price": 8.2,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.32,
      "entry_zone_high": 8.58,
      "entry_risk_pct": 3.6428,
      "intraday_vwap": 8.5519,
      "price_vs_vwap_pct": -0.6069,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.022,
        "prev_amount_yi": 0.026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.6,
            "high": 8.6,
            "low": 8.57,
            "close": 8.57,
            "amount_yi": 0.009
          },
          {
            "time": "09:34",
            "open": 8.6,
            "high": 8.6,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.0046
          },
          {
            "time": "09:35",
            "open": 8.56,
            "high": 8.56,
            "low": 8.56,
            "close": 8.56,
            "amount_yi": 0.0032
          },
          {
            "time": "09:36",
            "open": 8.51,
            "high": 8.51,
            "low": 8.51,
            "close": 8.51,
            "amount_yi": 0.0038
          },
          {
            "time": "09:37",
            "open": 8.5,
            "high": 8.5,
            "low": 8.5,
            "close": 8.5,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.5,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 8.42,
        "open": 8.54,
        "high": 8.66,
        "low": 8.29,
        "bid1": 8.5,
        "ask1": 8.51,
        "bid_qty1": 3,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600420:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600420:VWAP_RECLAIM",
      "symbol": "SHSE.600420",
      "name": "国药现代",
      "side": "BUY",
      "priority": "W95",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.24,
      "exec_low": 8.36,
      "exec_high": 8.36,
      "invalid_price": 7.99,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.12,
      "entry_zone_high": 8.36,
      "entry_risk_pct": 4.4258,
      "intraday_vwap": 8.3793,
      "price_vs_vwap_pct": -0.2303,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1372,
        "prev_amount_yi": 0.0857,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6009,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 8.43,
            "high": 8.43,
            "low": 8.4,
            "close": 8.4,
            "amount_yi": 0.0589
          },
          {
            "time": "09:34",
            "open": 8.43,
            "high": 8.43,
            "low": 8.41,
            "close": 8.41,
            "amount_yi": 0.0235
          },
          {
            "time": "09:35",
            "open": 8.42,
            "high": 8.43,
            "low": 8.42,
            "close": 8.43,
            "amount_yi": 0.0269
          },
          {
            "time": "09:36",
            "open": 8.38,
            "high": 8.38,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0183
          },
          {
            "time": "09:37",
            "open": 8.36,
            "high": 8.36,
            "low": 8.36,
            "close": 8.36,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.36,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 8.23,
        "open": 8.21,
        "high": 8.48,
        "low": 8.2,
        "bid1": 8.35,
        "ask1": 8.36,
        "bid_qty1": 236,
        "ask_qty1": 268
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301130:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.301130:VWAP_RECLAIM",
      "symbol": "SZSE.301130",
      "name": "西点药业",
      "side": "BUY",
      "priority": "W96",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.01,
      "exec_low": 25.39,
      "exec_high": 25.39,
      "invalid_price": 24.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 25.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.63,
      "entry_zone_high": 25.39,
      "entry_risk_pct": null,
      "intraday_vwap": 25.0095,
      "price_vs_vwap_pct": -0.9576,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0303,
        "prev_amount_yi": 0.0312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9712,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 25.17,
            "high": 25.17,
            "low": 25.11,
            "close": 25.11,
            "amount_yi": 0.0094
          },
          {
            "time": "09:34",
            "open": 25.13,
            "high": 25.13,
            "low": 25.07,
            "close": 25.07,
            "amount_yi": 0.0068
          },
          {
            "time": "09:35",
            "open": 25.11,
            "high": 25.11,
            "low": 25.05,
            "close": 25.05,
            "amount_yi": 0.0043
          },
          {
            "time": "09:36",
            "open": 24.94,
            "high": 24.94,
            "low": 24.81,
            "close": 24.81,
            "amount_yi": 0.0059
          },
          {
            "time": "09:37",
            "open": 24.77,
            "high": 24.77,
            "low": 24.77,
            "close": 24.77,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.77,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 24.95,
        "open": 24.78,
        "high": 25.27,
        "low": 24.63,
        "bid1": 24.78,
        "ask1": 24.84,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300573:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300573:VWAP_RECLAIM",
      "symbol": "SZSE.300573",
      "name": "兴齐眼药",
      "side": "BUY",
      "priority": "W97",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 42.75,
      "exec_low": 43.39,
      "exec_high": 43.39,
      "invalid_price": 41.47,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 44.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 43.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.11,
      "entry_zone_high": 43.39,
      "entry_risk_pct": null,
      "intraday_vwap": 43.2669,
      "price_vs_vwap_pct": -1.6569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5858,
        "prev_amount_yi": 0.4991,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1737,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 43.74,
            "high": 43.74,
            "low": 43.46,
            "close": 43.46,
            "amount_yi": 0.2303
          },
          {
            "time": "09:34",
            "open": 43.46,
            "high": 43.53,
            "low": 43.46,
            "close": 43.53,
            "amount_yi": 0.113
          },
          {
            "time": "09:35",
            "open": 43.32,
            "high": 43.32,
            "low": 43.32,
            "close": 43.32,
            "amount_yi": 0.1034
          },
          {
            "time": "09:36",
            "open": 42.98,
            "high": 42.98,
            "low": 42.78,
            "close": 42.78,
            "amount_yi": 0.0968
          },
          {
            "time": "09:37",
            "open": 42.55,
            "high": 42.55,
            "low": 42.55,
            "close": 42.55,
            "amount_yi": 0.0423
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.55,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 42.66,
        "open": 42.3,
        "high": 43.96,
        "low": 42.1,
        "bid1": 42.53,
        "ask1": 42.55,
        "bid_qty1": 32,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000756:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000756:VWAP_RECLAIM",
      "symbol": "SZSE.000756",
      "name": "新华制药",
      "side": "BUY",
      "priority": "W98",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.0,
      "exec_low": 15.22,
      "exec_high": 15.22,
      "invalid_price": 14.55,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.78,
      "entry_zone_high": 15.22,
      "entry_risk_pct": null,
      "intraday_vwap": 14.7743,
      "price_vs_vwap_pct": -1.4505,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6025,
        "prev_amount_yi": 0.3534,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7049,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 14.94,
            "high": 14.94,
            "low": 14.89,
            "close": 14.89,
            "amount_yi": 0.1808
          },
          {
            "time": "09:34",
            "open": 14.89,
            "high": 14.9,
            "low": 14.89,
            "close": 14.9,
            "amount_yi": 0.1292
          },
          {
            "time": "09:35",
            "open": 14.97,
            "high": 14.97,
            "low": 14.93,
            "close": 14.93,
            "amount_yi": 0.1333
          },
          {
            "time": "09:36",
            "open": 14.7,
            "high": 14.7,
            "low": 14.6,
            "close": 14.6,
            "amount_yi": 0.1075
          },
          {
            "time": "09:37",
            "open": 14.56,
            "high": 14.56,
            "low": 14.56,
            "close": 14.56,
            "amount_yi": 0.0517
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.56,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 14.72,
        "open": 14.45,
        "high": 15.08,
        "low": 14.33,
        "bid1": 14.56,
        "ask1": 14.57,
        "bid_qty1": 6,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002872:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002872:VWAP_RECLAIM",
      "symbol": "SZSE.002872",
      "name": "ST天圣",
      "side": "BUY",
      "priority": "W99",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.67,
      "exec_low": 4.74,
      "exec_high": 4.74,
      "invalid_price": 4.53,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.6,
      "entry_zone_high": 4.74,
      "entry_risk_pct": 4.2283,
      "intraday_vwap": 4.6987,
      "price_vs_vwap_pct": 0.2405,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0098,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.7,
            "high": 4.7,
            "low": 4.68,
            "close": 4.68,
            "amount_yi": 0.0017
          },
          {
            "time": "09:34",
            "open": 4.7,
            "high": 4.71,
            "low": 4.7,
            "close": 4.71,
            "amount_yi": 0.0012
          },
          {
            "time": "09:35",
            "open": 4.72,
            "high": 4.73,
            "low": 4.72,
            "close": 4.73,
            "amount_yi": 0.0035
          },
          {
            "time": "09:36",
            "open": 4.73,
            "high": 4.74,
            "low": 4.73,
            "close": 4.74,
            "amount_yi": 0.0028
          },
          {
            "time": "09:37",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.71,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 4.66,
        "open": 4.66,
        "high": 4.74,
        "low": 4.64,
        "bid1": 4.71,
        "ask1": 4.73,
        "bid_qty1": 134,
        "ask_qty1": 132
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002458:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002458:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002458",
      "name": "益生股份",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 9.2862,
      "price_vs_vwap_pct": -1.6821,
      "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": 2.311,
        "prev_amount_yi": 2.6011,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8885,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.049
          },
          {
            "time": "09:34",
            "open": 9.41,
            "high": 9.41,
            "low": 9.3,
            "close": 9.3,
            "amount_yi": 1.0922
          },
          {
            "time": "09:35",
            "open": 9.24,
            "high": 9.24,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.5418
          },
          {
            "time": "09:36",
            "open": 9.1,
            "high": 9.1,
            "low": 9.04,
            "close": 9.04,
            "amount_yi": 0.4108
          },
          {
            "time": "09:37",
            "open": 9.13,
            "high": 9.13,
            "low": 9.13,
            "close": 9.13,
            "amount_yi": 0.2172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.13,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 8.55,
        "open": 9.21,
        "high": 9.41,
        "low": 9.0,
        "bid1": 9.13,
        "ask1": 9.14,
        "bid_qty1": 13,
        "ask_qty1": 53
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600975:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.600975:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600975",
      "name": "新五丰",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "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": 4.8462,
      "price_vs_vwap_pct": -0.9533,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2405,
        "prev_amount_yi": 0.2381,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0101,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 4.89,
            "high": 4.92,
            "low": 4.89,
            "close": 4.92,
            "amount_yi": 0.1007
          },
          {
            "time": "09:34",
            "open": 4.9,
            "high": 4.9,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0518
          },
          {
            "time": "09:35",
            "open": 4.82,
            "high": 4.84,
            "low": 4.82,
            "close": 4.84,
            "amount_yi": 0.0471
          },
          {
            "time": "09:36",
            "open": 4.82,
            "high": 4.82,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0236
          },
          {
            "time": "09:37",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.8,
        "ts": "2026-07-02T09:37:20",
        "prev_close": 4.74,
        "open": 4.77,
        "high": 4.94,
        "low": 4.76,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 157,
        "ask_qty1": 66
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002982:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002982:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002982",
      "name": "湘佳股份",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "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": 11.8674,
      "price_vs_vwap_pct": -1.1578,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.11,
        "prev_amount_yi": 0.1764,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6236,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 11.96,
            "high": 11.96,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.0443
          },
          {
            "time": "09:34",
            "open": 11.89,
            "high": 11.89,
            "low": 11.87,
            "close": 11.87,
            "amount_yi": 0.0152
          },
          {
            "time": "09:35",
            "open": 11.85,
            "high": 11.85,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0246
          },
          {
            "time": "09:36",
            "open": 11.81,
            "high": 11.81,
            "low": 11.75,
            "close": 11.75,
            "amount_yi": 0.0163
          },
          {
            "time": "09:37",
            "open": 11.73,
            "high": 11.73,
            "low": 11.73,
            "close": 11.73,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.73,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 11.61,
        "open": 11.79,
        "high": 12.02,
        "low": 11.65,
        "bid1": 11.72,
        "ask1": 11.73,
        "bid_qty1": 30,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603363:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.603363:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603363",
      "name": "傲农生物",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "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": 3.0031,
      "price_vs_vwap_pct": -1.4352,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2318,
        "prev_amount_yi": 0.3288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.705,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 3.0,
            "high": 3.0,
            "low": 2.99,
            "close": 2.99,
            "amount_yi": 0.0818
          },
          {
            "time": "09:34",
            "open": 3.0,
            "high": 3.0,
            "low": 2.98,
            "close": 2.98,
            "amount_yi": 0.0606
          },
          {
            "time": "09:35",
            "open": 2.97,
            "high": 2.97,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.0378
          },
          {
            "time": "09:36",
            "open": 2.96,
            "high": 2.97,
            "low": 2.96,
            "close": 2.97,
            "amount_yi": 0.0391
          },
          {
            "time": "09:37",
            "open": 2.96,
            "high": 2.96,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.0125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.96,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 2.95,
        "open": 2.99,
        "high": 3.06,
        "low": 2.95,
        "bid1": 2.96,
        "ask1": 2.97,
        "bid_qty1": 2953,
        "ask_qty1": 857
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002124:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002124:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002124",
      "name": "天邦食品",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "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": 2.3775,
      "price_vs_vwap_pct": -1.5773,
      "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": 0.4912,
        "prev_amount_yi": 0.6605,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 2.4,
            "high": 2.4,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.1761
          },
          {
            "time": "09:34",
            "open": 2.38,
            "high": 2.38,
            "low": 2.38,
            "close": 2.38,
            "amount_yi": 0.1014
          },
          {
            "time": "09:35",
            "open": 2.35,
            "high": 2.36,
            "low": 2.35,
            "close": 2.36,
            "amount_yi": 0.0658
          },
          {
            "time": "09:36",
            "open": 2.36,
            "high": 2.36,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.0811
          },
          {
            "time": "09:37",
            "open": 2.34,
            "high": 2.34,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.0668
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.34,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 2.32,
        "open": 2.37,
        "high": 2.42,
        "low": 2.33,
        "bid1": 2.34,
        "ask1": 2.35,
        "bid_qty1": 2171,
        "ask_qty1": 8719
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000876:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.000876:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000876",
      "name": "新 希 望",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "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": 7.0043,
      "price_vs_vwap_pct": -0.7752,
      "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": 0.8502,
        "prev_amount_yi": 1.0608,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8015,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 7.06,
            "high": 7.06,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.2628
          },
          {
            "time": "09:34",
            "open": 7.0,
            "high": 7.02,
            "low": 7.0,
            "close": 7.02,
            "amount_yi": 0.2206
          },
          {
            "time": "09:35",
            "open": 7.01,
            "high": 7.01,
            "low": 7.0,
            "close": 7.0,
            "amount_yi": 0.1849
          },
          {
            "time": "09:36",
            "open": 7.0,
            "high": 7.0,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.1334
          },
          {
            "time": "09:37",
            "open": 6.95,
            "high": 6.95,
            "low": 6.95,
            "close": 6.95,
            "amount_yi": 0.0485
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.95,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 6.9,
        "open": 6.96,
        "high": 7.1,
        "low": 6.87,
        "bid1": 6.95,
        "ask1": 6.96,
        "bid_qty1": 1412,
        "ask_qty1": 71
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002840:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002840:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002840",
      "name": "华统股份",
      "side": "BUY",
      "priority": "W106",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "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": 8.0044,
      "price_vs_vwap_pct": -1.0544,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2219,
        "prev_amount_yi": 0.251,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8841,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 7.98,
            "high": 7.98,
            "low": 7.94,
            "close": 7.94,
            "amount_yi": 0.0979
          },
          {
            "time": "09:34",
            "open": 7.95,
            "high": 7.95,
            "low": 7.93,
            "close": 7.93,
            "amount_yi": 0.0394
          },
          {
            "time": "09:35",
            "open": 7.94,
            "high": 7.94,
            "low": 7.92,
            "close": 7.92,
            "amount_yi": 0.0305
          },
          {
            "time": "09:36",
            "open": 7.9,
            "high": 7.91,
            "low": 7.9,
            "close": 7.91,
            "amount_yi": 0.0412
          },
          {
            "time": "09:37",
            "open": 7.92,
            "high": 7.92,
            "low": 7.92,
            "close": 7.92,
            "amount_yi": 0.0129
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.92,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 8.02,
        "open": 8.0,
        "high": 8.2,
        "low": 7.88,
        "bid1": 7.91,
        "ask1": 7.92,
        "bid_qty1": 38,
        "ask_qty1": 261
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002548:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002548:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002548",
      "name": "金新农",
      "side": "BUY",
      "priority": "W107",
      "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": "2026-07-02T09:37:24",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "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": 4.1301,
      "price_vs_vwap_pct": -0.0024,
      "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": 0.3454,
        "prev_amount_yi": 0.3369,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0252,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:33",
            "open": 4.16,
            "high": 4.16,
            "low": 4.14,
            "close": 4.14,
            "amount_yi": 0.1377
          },
          {
            "time": "09:34",
            "open": 4.12,
            "high": 4.12,
            "low": 4.11,
            "close": 4.11,
            "amount_yi": 0.0461
          },
          {
            "time": "09:35",
            "open": 4.13,
            "high": 4.15,
            "low": 4.13,
            "close": 4.15,
            "amount_yi": 0.0891
          },
          {
            "time": "09:36",
            "open": 4.14,
            "high": 4.14,
            "low": 4.13,
            "close": 4.13,
            "amount_yi": 0.0632
          },
          {
            "time": "09:37",
            "open": 4.13,
            "high": 4.13,
            "low": 4.13,
            "close": 4.13,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.13,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 4.06,
        "open": 4.13,
        "high": 4.22,
        "low": 4.06,
        "bid1": 4.12,
        "ask1": 4.13,
        "bid_qty1": 284,
        "ask_qty1": 571
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002726:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002726:VWAP_RECLAIM",
      "symbol": "SZSE.002726",
      "name": "ST龙大",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 1.24,
      "exec_low": 1.26,
      "exec_high": 1.26,
      "invalid_price": 1.2,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 1.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 1.22,
      "entry_zone_high": 1.26,
      "entry_risk_pct": 4.7619,
      "intraday_vwap": 1.2318,
      "price_vs_vwap_pct": 2.2893,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.092,
        "prev_amount_yi": 0.0883,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 1.25,
            "high": 1.25,
            "low": 1.25,
            "close": 1.25,
            "amount_yi": 0.0184
          },
          {
            "time": "09:34",
            "open": 1.25,
            "high": 1.25,
            "low": 1.24,
            "close": 1.24,
            "amount_yi": 0.04
          },
          {
            "time": "09:35",
            "open": 1.23,
            "high": 1.24,
            "low": 1.23,
            "close": 1.24,
            "amount_yi": 0.0041
          },
          {
            "time": "09:36",
            "open": 1.24,
            "high": 1.25,
            "low": 1.24,
            "close": 1.25,
            "amount_yi": 0.0171
          },
          {
            "time": "09:37",
            "open": 1.26,
            "high": 1.26,
            "low": 1.26,
            "close": 1.26,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1.26,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 1.22,
        "open": 1.21,
        "high": 1.26,
        "low": 1.2,
        "bid1": 1.25,
        "ask1": 1.26,
        "bid_qty1": 3805,
        "ask_qty1": 3467
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002567:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002567:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002567",
      "name": "唐人神",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 3.69,
      "exec_low": 3.69,
      "exec_high": 3.75,
      "invalid_price": 3.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.63,
      "entry_zone_high": 3.75,
      "entry_risk_pct": null,
      "intraday_vwap": 3.6111,
      "price_vs_vwap_pct": -0.8612,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1703,
        "prev_amount_yi": 0.1612,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0565,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 3.62,
            "high": 3.62,
            "low": 3.6,
            "close": 3.6,
            "amount_yi": 0.0442
          },
          {
            "time": "09:34",
            "open": 3.62,
            "high": 3.62,
            "low": 3.61,
            "close": 3.61,
            "amount_yi": 0.0588
          },
          {
            "time": "09:35",
            "open": 3.63,
            "high": 3.63,
            "low": 3.6,
            "close": 3.6,
            "amount_yi": 0.0431
          },
          {
            "time": "09:36",
            "open": 3.59,
            "high": 3.59,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0186
          },
          {
            "time": "09:37",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.58,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 3.57,
        "open": 3.62,
        "high": 3.65,
        "low": 3.56,
        "bid1": 3.58,
        "ask1": 3.59,
        "bid_qty1": 304,
        "ask_qty1": 1632
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000529:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.000529:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000529",
      "name": "广弘控股",
      "side": "BUY",
      "priority": "W110",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 4.55,
      "exec_low": 4.55,
      "exec_high": 4.62,
      "invalid_price": 4.41,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.48,
      "entry_zone_high": 4.62,
      "entry_risk_pct": null,
      "intraday_vwap": 4.4899,
      "price_vs_vwap_pct": -0.6659,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0143,
        "prev_amount_yi": 0.0142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.007,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.5,
            "high": 4.5,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0026
          },
          {
            "time": "09:34",
            "open": 4.5,
            "high": 4.5,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0019
          },
          {
            "time": "09:35",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0034
          },
          {
            "time": "09:36",
            "open": 4.46,
            "high": 4.46,
            "low": 4.45,
            "close": 4.45,
            "amount_yi": 0.0055
          },
          {
            "time": "09:37",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.46,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 4.49,
        "open": 4.49,
        "high": 4.52,
        "low": 4.45,
        "bid1": 4.46,
        "ask1": 4.47,
        "bid_qty1": 2113,
        "ask_qty1": 213
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000735:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000735:VWAP_RECLAIM",
      "symbol": "SZSE.000735",
      "name": "罗 牛 山",
      "side": "BUY",
      "priority": "W111",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.13,
      "exec_low": 5.21,
      "exec_high": 5.21,
      "invalid_price": 4.98,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.05,
      "entry_zone_high": 5.21,
      "entry_risk_pct": null,
      "intraday_vwap": 5.0602,
      "price_vs_vwap_pct": -0.7944,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1311,
        "prev_amount_yi": 0.1375,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9535,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.08,
            "high": 5.08,
            "low": 5.05,
            "close": 5.05,
            "amount_yi": 0.0461
          },
          {
            "time": "09:34",
            "open": 5.04,
            "high": 5.04,
            "low": 5.03,
            "close": 5.03,
            "amount_yi": 0.031
          },
          {
            "time": "09:35",
            "open": 5.04,
            "high": 5.05,
            "low": 5.04,
            "close": 5.05,
            "amount_yi": 0.0147
          },
          {
            "time": "09:36",
            "open": 5.03,
            "high": 5.03,
            "low": 5.03,
            "close": 5.03,
            "amount_yi": 0.0285
          },
          {
            "time": "09:37",
            "open": 5.02,
            "high": 5.02,
            "low": 5.02,
            "close": 5.02,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.02,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 4.98,
        "open": 5.05,
        "high": 5.11,
        "low": 5.0,
        "bid1": 5.02,
        "ask1": 5.03,
        "bid_qty1": 69,
        "ask_qty1": 685
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600073:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600073:VWAP_RECLAIM",
      "symbol": "SHSE.600073",
      "name": "光明肉业",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.99,
      "exec_low": 5.06,
      "exec_high": 5.06,
      "invalid_price": 4.84,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.92,
      "entry_zone_high": 5.06,
      "entry_risk_pct": null,
      "intraday_vwap": 4.9542,
      "price_vs_vwap_pct": -1.2959,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0381,
        "prev_amount_yi": 0.0489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0133
          },
          {
            "time": "09:34",
            "open": 4.95,
            "high": 4.95,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.011
          },
          {
            "time": "09:35",
            "open": 4.92,
            "high": 4.93,
            "low": 4.92,
            "close": 4.93,
            "amount_yi": 0.0044
          },
          {
            "time": "09:36",
            "open": 4.93,
            "high": 4.93,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0057
          },
          {
            "time": "09:37",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.89,
        "ts": "2026-07-02T09:37:23",
        "prev_close": 4.88,
        "open": 4.94,
        "high": 5.01,
        "low": 4.89,
        "bid1": 4.89,
        "ask1": 4.91,
        "bid_qty1": 432,
        "ask_qty1": 117
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603151:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603151:VWAP_RECLAIM",
      "symbol": "SHSE.603151",
      "name": "邦基科技",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.65,
      "exec_low": 11.82,
      "exec_high": 11.82,
      "invalid_price": 11.3,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.48,
      "entry_zone_high": 11.82,
      "entry_risk_pct": null,
      "intraday_vwap": 11.4906,
      "price_vs_vwap_pct": -0.8755,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0357,
        "prev_amount_yi": 0.0228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5658,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.57,
            "high": 11.57,
            "low": 11.51,
            "close": 11.51,
            "amount_yi": 0.013
          },
          {
            "time": "09:34",
            "open": 11.55,
            "high": 11.57,
            "low": 11.55,
            "close": 11.57,
            "amount_yi": 0.0078
          },
          {
            "time": "09:35",
            "open": 11.54,
            "high": 11.54,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0055
          },
          {
            "time": "09:36",
            "open": 11.45,
            "high": 11.45,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0069
          },
          {
            "time": "09:37",
            "open": 11.39,
            "high": 11.39,
            "low": 11.39,
            "close": 11.39,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.39,
        "ts": "2026-07-02T09:37:22",
        "prev_close": 11.41,
        "open": 11.45,
        "high": 11.61,
        "low": 11.3,
        "bid1": 11.39,
        "ask1": 11.42,
        "bid_qty1": 22,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.001201:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.001201:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.001201",
      "name": "东瑞股份",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.63,
      "exec_low": 11.63,
      "exec_high": 11.8,
      "invalid_price": 11.28,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.46,
      "entry_zone_high": 11.8,
      "entry_risk_pct": null,
      "intraday_vwap": 11.4157,
      "price_vs_vwap_pct": -0.9259,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.034,
        "prev_amount_yi": 0.0344,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9884,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.43,
            "high": 11.43,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0051
          },
          {
            "time": "09:34",
            "open": 11.4,
            "high": 11.4,
            "low": 11.37,
            "close": 11.37,
            "amount_yi": 0.0085
          },
          {
            "time": "09:35",
            "open": 11.4,
            "high": 11.4,
            "low": 11.38,
            "close": 11.38,
            "amount_yi": 0.0036
          },
          {
            "time": "09:36",
            "open": 11.33,
            "high": 11.33,
            "low": 11.33,
            "close": 11.33,
            "amount_yi": 0.0077
          },
          {
            "time": "09:37",
            "open": 11.31,
            "high": 11.31,
            "low": 11.31,
            "close": 11.31,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.31,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 11.42,
        "open": 11.4,
        "high": 11.53,
        "low": 11.31,
        "bid1": 11.31,
        "ask1": 11.33,
        "bid_qty1": 166,
        "ask_qty1": 74
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603717:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603717:VWAP_RECLAIM",
      "symbol": "SHSE.603717",
      "name": "天域生物",
      "side": "BUY",
      "priority": "W115",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.37,
      "exec_low": 6.47,
      "exec_high": 6.47,
      "invalid_price": 6.18,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.27,
      "entry_zone_high": 6.47,
      "entry_risk_pct": 3.1348,
      "intraday_vwap": 6.2959,
      "price_vs_vwap_pct": 1.3358,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2602,
        "prev_amount_yi": 0.1449,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 6.33,
            "high": 6.33,
            "low": 6.32,
            "close": 6.32,
            "amount_yi": 0.0632
          },
          {
            "time": "09:34",
            "open": 6.37,
            "high": 6.4,
            "low": 6.37,
            "close": 6.4,
            "amount_yi": 0.0616
          },
          {
            "time": "09:35",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.052
          },
          {
            "time": "09:36",
            "open": 6.44,
            "high": 6.44,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.053
          },
          {
            "time": "09:37",
            "open": 6.38,
            "high": 6.38,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43070.92,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.38,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 6.05,
        "open": 6.13,
        "high": 6.46,
        "low": 6.09,
        "bid1": 6.37,
        "ask1": 6.38,
        "bid_qty1": 76,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002330:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002330:VWAP_RECLAIM",
      "symbol": "SZSE.002330",
      "name": "得利斯",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.69,
      "exec_low": 3.75,
      "exec_high": 3.75,
      "invalid_price": 3.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.63,
      "entry_zone_high": 3.75,
      "entry_risk_pct": null,
      "intraday_vwap": 3.6604,
      "price_vs_vwap_pct": -0.8305,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0357,
        "prev_amount_yi": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 3.68,
            "high": 3.68,
            "low": 3.67,
            "close": 3.67,
            "amount_yi": 0.016
          },
          {
            "time": "09:34",
            "open": 3.67,
            "high": 3.67,
            "low": 3.65,
            "close": 3.65,
            "amount_yi": 0.008
          },
          {
            "time": "09:35",
            "open": 3.65,
            "high": 3.66,
            "low": 3.65,
            "close": 3.66,
            "amount_yi": 0.0077
          },
          {
            "time": "09:36",
            "open": 3.64,
            "high": 3.64,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.003
          },
          {
            "time": "09:37",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.63,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 3.63,
        "open": 3.63,
        "high": 3.69,
        "low": 3.6,
        "bid1": 3.63,
        "ask1": 3.64,
        "bid_qty1": 16,
        "ask_qty1": 236
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002157:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002157:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002157",
      "name": "正邦科技",
      "side": "BUY",
      "priority": "W117",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 3.05,
      "exec_low": 3.05,
      "exec_high": 3.1,
      "invalid_price": 2.96,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.0,
      "entry_zone_high": 3.1,
      "entry_risk_pct": null,
      "intraday_vwap": 2.9796,
      "price_vs_vwap_pct": -0.9934,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.528,
        "prev_amount_yi": 0.3851,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3711,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 2.99,
            "high": 2.99,
            "low": 2.97,
            "close": 2.97,
            "amount_yi": 0.0985
          },
          {
            "time": "09:34",
            "open": 2.97,
            "high": 2.97,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.1328
          },
          {
            "time": "09:35",
            "open": 2.97,
            "high": 2.97,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.1621
          },
          {
            "time": "09:36",
            "open": 2.96,
            "high": 2.96,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.0854
          },
          {
            "time": "09:37",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0492
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.95,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 2.99,
        "open": 3.01,
        "high": 3.02,
        "low": 2.95,
        "bid1": 2.95,
        "ask1": 2.96,
        "bid_qty1": 1303,
        "ask_qty1": 8446
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.001366:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.001366:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.001366",
      "name": "播恩集团",
      "side": "BUY",
      "priority": "W118",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.64,
      "exec_low": 11.64,
      "exec_high": 11.81,
      "invalid_price": 11.29,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.47,
      "entry_zone_high": 11.81,
      "entry_risk_pct": null,
      "intraday_vwap": 11.3964,
      "price_vs_vwap_pct": -0.8459,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0448,
        "prev_amount_yi": 0.0595,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:33",
            "open": 11.53,
            "high": 11.53,
            "low": 11.47,
            "close": 11.47,
            "amount_yi": 0.0111
          },
          {
            "time": "09:34",
            "open": 11.45,
            "high": 11.47,
            "low": 11.45,
            "close": 11.47,
            "amount_yi": 0.0132
          },
          {
            "time": "09:35",
            "open": 11.42,
            "high": 11.43,
            "low": 11.42,
            "close": 11.43,
            "amount_yi": 0.0073
          },
          {
            "time": "09:36",
            "open": 11.37,
            "high": 11.37,
            "low": 11.3,
            "close": 11.3,
            "amount_yi": 0.0075
          },
          {
            "time": "09:37",
            "open": 11.3,
            "high": 11.3,
            "low": 11.3,
            "close": 11.3,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.3,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 11.43,
        "open": 11.43,
        "high": 11.57,
        "low": 10.89,
        "bid1": 11.28,
        "ask1": 11.31,
        "bid_qty1": 7,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000702:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000702:VWAP_RECLAIM",
      "symbol": "SZSE.000702",
      "name": "正虹科技",
      "side": "BUY",
      "priority": "W119",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.36,
      "exec_low": 5.44,
      "exec_high": 5.44,
      "invalid_price": 5.2,
      "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": "2026-07-02T09:37:24",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.28,
      "entry_zone_high": 5.44,
      "entry_risk_pct": null,
      "intraday_vwap": 5.27,
      "price_vs_vwap_pct": -0.9488,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0465,
        "prev_amount_yi": 0.0302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5397,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:33",
            "open": 5.3,
            "high": 5.3,
            "low": 5.28,
            "close": 5.28,
            "amount_yi": 0.0143
          },
          {
            "time": "09:34",
            "open": 5.29,
            "high": 5.29,
            "low": 5.29,
            "close": 5.29,
            "amount_yi": 0.014
          },
          {
            "time": "09:35",
            "open": 5.28,
            "high": 5.28,
            "low": 5.26,
            "close": 5.26,
            "amount_yi": 0.01
          },
          {
            "time": "09:36",
            "open": 5.24,
            "high": 5.24,
            "low": 5.21,
            "close": 5.21,
            "amount_yi": 0.0051
          },
          {
            "time": "09:37",
            "open": 5.22,
            "high": 5.22,
            "low": 5.22,
            "close": 5.22,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86141.84,
      "current_position_value": 0.0,
      "cash_before_order": 451417.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.22,
        "ts": "2026-07-02T09:37:21",
        "prev_close": 5.19,
        "open": 5.22,
        "high": 5.33,
        "low": 5.2,
        "bid1": 5.21,
        "ask1": 5.22,
        "bid_qty1": 45,
        "ask_qty1": 29
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 451417.0,
    "market_value": 625298.0,
    "total_value": 1076715.0,
    "unrealized_pnl": 44245.99999999998,
    "unrealized_pnl_pct_of_initial": 4.424599999999998,
    "realized_pnl": 32469.000000000022,
    "realized_pnl_pct_of_initial": 3.246900000000002,
    "total_pnl": 76715.0,
    "total_pnl_pct": 7.671500000000009
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 19200,
      "avg_cost": 3.565,
      "last_price": 3.82,
      "market_value": 146688.0,
      "unrealized_pnl": 9791.999999999996,
      "unrealized_pnl_pct": 7.152875175315576,
      "updated_at": "2026-07-02T09:37:24",
      "prev_close": 3.69,
      "holding_days": null,
      "position_pct_of_total": 13.623660857329934
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1000,
      "sellable_qty": 500,
      "avg_cost": 124.635,
      "last_price": 130.62,
      "market_value": 130620.0,
      "unrealized_pnl": 5984.999999999999,
      "unrealized_pnl_pct": 4.802021903959552,
      "updated_at": "2026-07-02T09:37:24",
      "prev_close": 118.22,
      "holding_days": null,
      "position_pct_of_total": 12.131343948955852
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1000,
      "sellable_qty": 1000,
      "avg_cost": 110.65,
      "last_price": 118.92,
      "market_value": 118920.0,
      "unrealized_pnl": 8269.999999999996,
      "unrealized_pnl_pct": 7.474017171260727,
      "updated_at": "2026-07-02T09:37:24",
      "prev_close": 126.02,
      "holding_days": 10,
      "position_pct_of_total": 11.044705423440742
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 900,
      "sellable_qty": 900,
      "avg_cost": 83.20444444444445,
      "last_price": 99.35,
      "market_value": 89415.0,
      "unrealized_pnl": 14530.99999999999,
      "unrealized_pnl_pct": 19.404679237220222,
      "updated_at": "2026-07-02T09:37:24",
      "prev_close": 106.64,
      "holding_days": 6,
      "position_pct_of_total": 8.304425962302002
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 1100,
      "avg_cost": 57.27,
      "last_price": 63.23,
      "market_value": 69553.0,
      "unrealized_pnl": 6555.999999999993,
      "unrealized_pnl_pct": 10.40684477038587,
      "updated_at": "2026-07-02T09:37:24",
      "prev_close": 57.48,
      "holding_days": null,
      "position_pct_of_total": 6.459740971380541
    },
    {
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.5,
      "last_price": 22.18,
      "market_value": 62104.0,
      "unrealized_pnl": -896.0000000000008,
      "unrealized_pnl_pct": -1.4222222222222247,
      "updated_at": "2026-07-02T09:37:24",
      "prev_close": 22.1,
      "holding_days": null,
      "position_pct_of_total": 5.767914443469256
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 39.99,
      "market_value": 7998.0,
      "unrealized_pnl": 7.9999999999998295,
      "unrealized_pnl_pct": 0.10012515644555187,
      "updated_at": "2026-07-02T09:37:24",
      "prev_close": 42.8,
      "holding_days": 9,
      "position_pct_of_total": 0.74281495103161
    }
  ],
  "paper_orders": [
    {
      "adjusted_avg_cost": null,
      "amount": 0.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260702:SHSE.688150:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 67.49,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "莱特光电",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "RISK:20260701:SHSE.688150:position_stop_loss",
      "position_pnl_pct": -6.7373,
      "price": null,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 0,
      "quote_ask1": 67.1,
      "quote_ask_qty1": 2,
      "quote_bid1": 66.03,
      "quote_bid_qty1": 21,
      "quote_high": 66.03,
      "quote_last": 66.03,
      "quote_low": 66.03,
      "quote_open": 66.03,
      "quote_prev_close": 69.2,
      "quote_ts": "2026-07-02T09:25:05",
      "raw_avg_cost": 70.8,
      "raw_position_pnl_pct": -6.737288135593211,
      "reason": "sell_not_allowed_in_PRE_OPEN",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 900,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "REJECTED",
      "symbol": "SHSE.688150",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "trade_date": "20260702",
      "trigger_price": -3.0,
      "ts": "2026-07-02T09:25:06",
      "id": 20
    },
    {
      "adjusted_avg_cost": null,
      "amount": 60570.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260702:SHSE.688150:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 67.49,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "莱特光电",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "RISK:20260701:SHSE.688150:position_stop_loss",
      "position_pnl_pct": -4.9435,
      "price": 67.3,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 900,
      "quote_ask1": 67.68,
      "quote_ask_qty1": 2,
      "quote_bid1": 67.3,
      "quote_bid_qty1": 13,
      "quote_high": 67.68,
      "quote_last": 67.3,
      "quote_low": 66.0,
      "quote_open": 66.03,
      "quote_prev_close": 69.2,
      "quote_ts": "2026-07-02T09:30:20",
      "raw_avg_cost": 70.8,
      "raw_position_pnl_pct": -4.943502824858759,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 900,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SHSE.688150",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "显示面板链 / 柔性屏(折叠屏)",
      "trade_date": "20260702",
      "trigger_price": -3.0,
      "ts": "2026-07-02T09:30:21",
      "id": 21
    },
    {
      "amount": 64385.00000000001,
      "base_exec_high": 129.8,
      "cash_before_order": 475606.0,
      "chase_ceiling": null,
      "current_position_value": 64385.0,
      "decision": "position_add",
      "dynamic_exec_high": 129.8,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 2.5,
      "entry_zone_high": 129.8,
      "entry_zone_low": 127.22,
      "event_id": "20260701:20260702:SZSE.301696:POSITION_TREND_ADD:BUY",
      "exec_high": 129.8,
      "exec_low": 127.22,
      "intraday_vwap": 127.2223,
      "invalid_price": 125.55,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "三瑞智能",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "20260701:SZSE.301696:POSITION_TREND_ADD",
      "price": 128.77,
      "price_vs_vwap_pct": 1.2165,
      "qty": 500,
      "quote_ask1": 128.77,
      "quote_ask_qty1": 8,
      "quote_bid1": 128.67,
      "quote_bid_qty1": 5,
      "quote_high": 129.79,
      "quote_last": 128.77,
      "quote_low": 126.25,
      "quote_open": 126.25,
      "quote_prev_close": 118.22,
      "quote_ts": "2026-07-02T09:30:18",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 500,
      "side": "BUY",
      "sim_reason": "verified_profit_trend_add",
      "sizing_reason": "position_sized_by_target_pct_t0_protection_capped",
      "slippage_bps": 0.0,
      "status": "FILLED",
      "suggested_position_pct": 20.0,
      "symbol": "SZSE.301696",
      "t0_protection_qty_cap": 500,
      "target_amount": 214577.0,
      "target_position_pct": 20.0,
      "template_key": "POSITION_TREND_ADD",
      "theme": "机器人链 / 减速器",
      "trade_date": "20260702",
      "trigger_price": 128.77,
      "ts": "2026-07-02T09:30:21",
      "id": 22
    },
    {
      "event_id": "20260702:SHSE.600584:profit_protection_day_drop_v2:step1@-6pct",
      "rule_id": "profit_protection_day_drop_v2",
      "tier": "step1@-6pct",
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "RISK_SELL",
      "qty": 500,
      "quantity": 500,
      "price": 100.12,
      "amount": 50060.0,
      "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。",
      "trigger_price": 100.12,
      "day_return_pct": -6.114,
      "unrealized_profit_pct": 20.3301,
      "quantity_before": 1600,
      "sellable_qty_before": 1600,
      "avg_cost": 83.20444444444445,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": 8457.777777777777,
      "cost_basis": 41602.222222222226,
      "realized_pnl_source": "order_raw_cost",
      "id": 23,
      "plan_date": "20260701",
      "trade_date": "20260702",
      "ts": "2026-07-02T09:30:42",
      "sim_reason": "profit_protection_day_drop_v2"
    },
    {
      "amount": 71232.0,
      "base_exec_high": 3.74,
      "cash_before_order": 461281.0,
      "chase_ceiling": null,
      "current_position_value": 71040.0,
      "decision": "position_add",
      "dynamic_exec_high": 3.74,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 2.5,
      "entry_zone_high": 3.74,
      "entry_zone_low": 3.64,
      "event_id": "20260701:20260702:SZSE.000536:POSITION_TREND_ADD:BUY",
      "exec_high": 3.74,
      "exec_low": 3.64,
      "intraday_vwap": 3.6409,
      "invalid_price": 3.61,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "华映科技",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "20260701:SZSE.000536:POSITION_TREND_ADD",
      "price": 3.71,
      "price_vs_vwap_pct": 1.6232,
      "qty": 19200,
      "quote_ask1": 3.71,
      "quote_ask_qty1": 502,
      "quote_bid1": 3.7,
      "quote_bid_qty1": 803,
      "quote_high": 3.71,
      "quote_last": 3.7,
      "quote_low": 3.58,
      "quote_open": 3.65,
      "quote_prev_close": 3.69,
      "quote_ts": "2026-07-02T09:31:27",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 19200,
      "side": "BUY",
      "sim_reason": "verified_profit_trend_add",
      "sizing_reason": "position_sized_by_target_pct_t0_protection_capped",
      "slippage_bps": 27.03,
      "status": "FILLED",
      "suggested_position_pct": 20.0,
      "symbol": "SZSE.000536",
      "t0_protection_qty_cap": 19200,
      "target_amount": 214261.2,
      "target_position_pct": 20.0,
      "template_key": "POSITION_TREND_ADD",
      "theme": "显示面板链 / OLED",
      "trade_date": "20260702",
      "trigger_price": 3.7,
      "ts": "2026-07-02T09:31:29",
      "id": 24
    },
    {
      "amount": 63000.0,
      "base_exec_high": 23.0,
      "cash_before_order": 390049.0,
      "chase_ceiling": 23.0,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 3.7333,
      "entry_zone_high": 22.66,
      "entry_zone_low": 22.0,
      "event_id": "20260701:20260702:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 23.0,
      "exec_low": 22.33,
      "intraday_vwap": 22.3364,
      "invalid_price": 21.66,
      "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": 0.3442,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1824,
            "close": 22.41,
            "high": 22.41,
            "low": 22.4,
            "open": 22.4,
            "time": "09:30"
          },
          {
            "amount_yi": 0.0958,
            "close": 22.3,
            "high": 22.3,
            "low": 22.3,
            "open": 22.3,
            "time": "09:31"
          },
          {
            "amount_yi": 0.066,
            "close": 22.5,
            "high": 22.5,
            "low": 22.5,
            "open": 22.5,
            "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": "康弘药业",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "20260701:SZSE.002773:SECOND_WAVE_BREAK_VWAP",
      "price": 22.5,
      "price_vs_vwap_pct": 0.7324,
      "qty": 2800,
      "quote_ask1": 22.5,
      "quote_ask_qty1": 150,
      "quote_bid1": 22.42,
      "quote_bid_qty1": 10,
      "quote_high": 22.63,
      "quote_last": 22.5,
      "quote_low": 21.99,
      "quote_open": 22.08,
      "quote_prev_close": 22.1,
      "quote_ts": "2026-07-02T09:31:57",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 76.13,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.002773",
      "target_amount": 64165.08,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "单抗概念",
      "trade_date": "20260702",
      "trigger_price": 22.33,
      "ts": "2026-07-02T09:32:01",
      "id": 25
    },
    {
      "amount": 41952.0,
      "base_exec_high": 35.05,
      "cash_before_order": 327049.0,
      "chase_ceiling": 35.57,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.2048,
      "entry_zone_high": 35.05,
      "entry_zone_low": 34.01,
      "event_id": "20260701:20260702:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 35.05,
      "exec_low": 34.53,
      "intraday_vwap": 34.6082,
      "invalid_price": 33.49,
      "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": 1.2116,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.7538,
            "close": 34.88,
            "high": 34.88,
            "low": 34.47,
            "open": 34.47,
            "time": "09:30"
          },
          {
            "amount_yi": 0.2876,
            "close": 34.78,
            "high": 34.78,
            "low": 34.78,
            "open": 34.78,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1702,
            "close": 34.94,
            "high": 34.94,
            "low": 34.94,
            "open": 34.94,
            "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": "信立泰",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "20260701:SZSE.002294:SECOND_WAVE_BREAK_VWAP",
      "price": 34.96,
      "price_vs_vwap_pct": 0.9587,
      "qty": 1200,
      "quote_ask1": 34.96,
      "quote_ask_qty1": 30,
      "quote_bid1": 34.94,
      "quote_bid_qty1": 10,
      "quote_high": 34.96,
      "quote_last": 34.94,
      "quote_low": 34.26,
      "quote_open": 34.48,
      "quote_prev_close": 34.2,
      "quote_ts": "2026-07-02T09:31:57",
      "reason": "shadow_paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 124.53,
      "status": "SHADOW_FILLED",
      "suggested_position_pct": 8.0,
      "symbol": "SZSE.002294",
      "target_amount": 42776.72,
      "target_position_pct": 4.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "化学制药",
      "trade_date": "20260702",
      "trigger_price": 34.53,
      "ts": "2026-07-02T09:32:01",
      "id": 26
    },
    {
      "event_id": "20260702:SZSE.300236:loss_side_invalidation_day_drop_v1:loss_step1@-8pct",
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "tier": "loss_step1@-8pct",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "qty": 500,
      "quantity": 500,
      "price": 114.9,
      "amount": 57450.0,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
      "trigger_price": 114.9,
      "day_return_pct": -8.824,
      "unrealized_profit_pct": 3.8409,
      "quantity_before": 1700,
      "sellable_qty_before": 1700,
      "avg_cost": 110.65,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": 2125.0,
      "cost_basis": 55325.0,
      "realized_pnl_source": "order_raw_cost",
      "id": 27,
      "plan_date": "20260701",
      "trade_date": "20260702",
      "ts": "2026-07-02T09:33:28",
      "sim_reason": "loss_side_invalidation_day_drop_v1"
    },
    {
      "event_id": "20260702:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step1@-8pct",
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "tier": "loss_step1@-8pct",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "qty": 200,
      "quantity": 200,
      "price": 39.0,
      "amount": 7800.0,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
      "trigger_price": 39.0,
      "day_return_pct": -8.8785,
      "unrealized_profit_pct": -2.378,
      "quantity_before": 800,
      "sellable_qty_before": 800,
      "avg_cost": 39.95,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": -190.00000000000057,
      "cost_basis": 7990.000000000001,
      "realized_pnl_source": "order_raw_cost",
      "id": 28,
      "plan_date": "20260701",
      "trade_date": "20260702",
      "ts": "2026-07-02T09:34:01",
      "sim_reason": "loss_side_invalidation_day_drop_v1"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 23508.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260702: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": "20260701",
      "plan_id": "RISK:20260701:SZSE.300236:position_invalid_price",
      "position_pnl_pct": 6.2178,
      "price": 117.54,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 200,
      "quote_ask1": 117.86,
      "quote_ask_qty1": 2,
      "quote_bid1": 117.54,
      "quote_bid_qty1": 1,
      "quote_high": 119.86,
      "quote_last": 117.53,
      "quote_low": 113.35,
      "quote_open": 119.0,
      "quote_prev_close": 126.02,
      "quote_ts": "2026-07-02T09:35:09",
      "raw_avg_cost": 129.64,
      "raw_position_pnl_pct": 6.2178038861274265,
      "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": "20260702",
      "trigger_price": 126.4,
      "ts": "2026-07-02T09:35:11",
      "id": 29,
      "realized_pnl_delta": 1378.0,
      "cost_basis": 22130.0,
      "realized_pnl_source": "position_avg_cost_fallback"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 19602.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260702: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": "20260701",
      "plan_id": "RISK:20260701:SHSE.600584:position_invalid_price",
      "position_pnl_pct": 18.2629,
      "price": 98.01,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 200,
      "quote_ask1": 98.4,
      "quote_ask_qty1": 397,
      "quote_bid1": 98.01,
      "quote_bid_qty1": 8,
      "quote_high": 101.0,
      "quote_last": 98.4,
      "quote_low": 95.98,
      "quote_open": 99.0,
      "quote_prev_close": 106.64,
      "quote_ts": "2026-07-02T09:35:09",
      "raw_avg_cost": 106.44,
      "raw_position_pnl_pct": 18.26291330591314,
      "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": "20260702",
      "trigger_price": 103.51,
      "ts": "2026-07-02T09:35:11",
      "id": 30,
      "realized_pnl_delta": 2961.1111111111113,
      "cost_basis": 16640.88888888889,
      "realized_pnl_source": "position_avg_cost_fallback"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 16008.000000000002,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260702:SHSE.600353:position_invalid_price:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 42.12,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "旭光电子",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "RISK:20260701:SHSE.600353:position_invalid_price",
      "position_pnl_pct": 0.5257,
      "price": 40.02,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 400,
      "quote_ask1": 40.16,
      "quote_ask_qty1": 6,
      "quote_bid1": 40.02,
      "quote_bid_qty1": 2,
      "quote_high": 41.24,
      "quote_last": 40.16,
      "quote_low": 38.9,
      "quote_open": 41.0,
      "quote_prev_close": 42.8,
      "quote_ts": "2026-07-02T09:35:08",
      "raw_avg_cost": 43.2,
      "raw_position_pnl_pct": 0.5256570713391584,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_invalid_price",
      "risk_threshold": 42.12,
      "sellable_qty": 400,
      "side": "SELL",
      "sim_reason": "position_add_invalid_t_exit",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SHSE.600353",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260702",
      "trigger_price": 42.12,
      "ts": "2026-07-02T09:35:11",
      "id": 31,
      "realized_pnl_delta": 28.000000000000114,
      "cost_basis": 15980.000000000002,
      "realized_pnl_source": "position_avg_cost_fallback"
    }
  ],
  "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": 1000,
      "last_price": 118.92,
      "avg_cost": 110.65,
      "pnl_pct": 7.474,
      "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.600584",
      "name": "长电科技",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 900,
      "last_price": 99.35,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 19.4047,
      "threshold": 103.51,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 11,
      "source_event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 106.44,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 200,
      "last_price": 39.99,
      "avg_cost": 39.95,
      "pnl_pct": 0.1001,
      "threshold": 42.12,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 9,
      "source_event_id": "20260629:20260630:SHSE.600353:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 43.2,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation"
      }
    },
    "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": 10,
    "filled_official_orders": 3,
    "position_add_signals": 0,
    "position_add_filled": 2,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "shadow_filled_orders": 1,
    "rejected_orders": 1,
    "unfilled_orders": 0,
    "risk_exit_signals": 3,
    "risk_exit_orders": 5,
    "risk_exit_filled": 4,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 3
  }
}