{
  "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",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.782,
      "active_up_ratio": 0.6923,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.5018,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.301089"
      ],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 8,
          "top_symbols": [
            "SZSE.300086",
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020"
          ],
          "top_return_pct": 12.3438
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.301089",
        "SZSE.002385"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.505376344086018,
          "last": 106.49,
          "vwap": 101.55284060741803,
          "above_vwap": true,
          "amount": 366087632.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 12.343750000000009,
          "last": 7.19,
          "vwap": 7.0061300787201635,
          "above_vwap": true,
          "amount": 220721122.0
        },
        {
          "symbol": "SHSE.603717",
          "name": "天域生物",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.08264462809918,
          "last": 6.66,
          "vwap": 6.418983989021044,
          "above_vwap": true,
          "amount": 84191394.0
        },
        {
          "symbol": "SZSE.002458",
          "name": "益生股份",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.058479532163744,
          "last": 9.41,
          "vwap": 9.31373805680191,
          "above_vwap": true,
          "amount": 857917285.0
        },
        {
          "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": 6.02584074587535,
          "above_vwap": true,
          "amount": 381194083.0
        },
        {
          "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": 38.915600242404466,
          "above_vwap": true,
          "amount": 333923091.0
        },
        {
          "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": 17.919055257310607,
          "above_vwap": true,
          "amount": 110483519.0
        },
        {
          "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": 111301652.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.203252032520325,
          "last": 33.58,
          "vwap": 33.20455438226617,
          "above_vwap": true,
          "amount": 548084336.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.210191082802541,
          "last": 6.67,
          "vwap": 6.491046819162349,
          "above_vwap": true,
          "amount": 279541475.0
        },
        {
          "symbol": "SHSE.688091",
          "name": "上海谊众",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.6219255094870135,
          "last": 45.09,
          "vwap": 44.605205206977985,
          "above_vwap": true,
          "amount": 161192774.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.210643015521077,
          "last": 9.49,
          "vwap": 9.575136260117691,
          "above_vwap": false,
          "amount": 92631247.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "NORMAL_THREE_RESONANCE",
        "label": "常规三振共振",
        "entry_policy": "strict_gate",
        "official_buy_allowed": true,
        "reason": "market_sector_stock_resonance_confirmed",
        "pool_up_ratio": 0.782,
        "active_up_ratio": 0.6923,
        "active_positive": 9,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "化学制药",
        "dominant_theme_share": 0.5018,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.301089"
        ],
        "structural_hot_themes": [
          {
            "theme": "化学制药",
            "count": 8,
            "top_symbols": [
              "SZSE.300086",
              "SZSE.000566",
              "SHSE.603538",
              "SZSE.002826",
              "SZSE.002020"
            ],
            "top_return_pct": 12.3438
          },
          {
            "theme": "猪肉概念",
            "count": 2,
            "top_symbols": [
              "SHSE.603717",
              "SZSE.002458"
            ],
            "top_return_pct": 10.0826
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.301089",
          "SZSE.002385"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688068",
            "name": "热景生物",
            "theme": "肝炎概念",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": 14.505376344086018,
            "last": 106.49,
            "vwap": 101.55284060741803,
            "above_vwap": true,
            "amount": 366087632.0
          },
          {
            "symbol": "SZSE.300086",
            "name": "康芝药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 12.343750000000009,
            "last": 7.19,
            "vwap": 7.0061300787201635,
            "above_vwap": true,
            "amount": 220721122.0
          },
          {
            "symbol": "SHSE.603717",
            "name": "天域生物",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.08264462809918,
            "last": 6.66,
            "vwap": 6.418983989021044,
            "above_vwap": true,
            "amount": 84191394.0
          },
          {
            "symbol": "SZSE.002458",
            "name": "益生股份",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.058479532163744,
            "last": 9.41,
            "vwap": 9.31373805680191,
            "above_vwap": true,
            "amount": 857917285.0
          },
          {
            "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": 6.02584074587535,
            "above_vwap": true,
            "amount": 381194083.0
          },
          {
            "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": 38.915600242404466,
            "above_vwap": true,
            "amount": 333923091.0
          },
          {
            "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": 17.919055257310607,
            "above_vwap": true,
            "amount": 110483519.0
          },
          {
            "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": 111301652.0
          },
          {
            "symbol": "SZSE.300765",
            "name": "石药创新",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.203252032520325,
            "last": 33.58,
            "vwap": 33.20455438226617,
            "above_vwap": true,
            "amount": 548084336.0
          },
          {
            "symbol": "SZSE.002038",
            "name": "双鹭药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.210191082802541,
            "last": 6.67,
            "vwap": 6.491046819162349,
            "above_vwap": true,
            "amount": 279541475.0
          },
          {
            "symbol": "SHSE.688091",
            "name": "上海谊众",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.6219255094870135,
            "last": 45.09,
            "vwap": 44.605205206977985,
            "above_vwap": true,
            "amount": 161192774.0
          },
          {
            "symbol": "SHSE.688247",
            "name": "宣泰医药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.210643015521077,
            "last": 9.49,
            "vwap": 9.575136260117691,
            "above_vwap": false,
            "amount": 92631247.0
          }
        ]
      },
      "style_code": "NORMAL_THREE_RESONANCE",
      "style_label": "常规三振共振",
      "entry_policy": "strict_gate"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.782,
      "active_up_ratio": 0.6923,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.5018,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.301089"
      ],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 8,
          "top_symbols": [
            "SZSE.300086",
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020"
          ],
          "top_return_pct": 12.3438
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.301089",
        "SZSE.002385"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.505376344086018,
          "last": 106.49,
          "vwap": 101.55284060741803,
          "above_vwap": true,
          "amount": 366087632.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 12.343750000000009,
          "last": 7.19,
          "vwap": 7.0061300787201635,
          "above_vwap": true,
          "amount": 220721122.0
        },
        {
          "symbol": "SHSE.603717",
          "name": "天域生物",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.08264462809918,
          "last": 6.66,
          "vwap": 6.418983989021044,
          "above_vwap": true,
          "amount": 84191394.0
        },
        {
          "symbol": "SZSE.002458",
          "name": "益生股份",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.058479532163744,
          "last": 9.41,
          "vwap": 9.31373805680191,
          "above_vwap": true,
          "amount": 857917285.0
        },
        {
          "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": 6.02584074587535,
          "above_vwap": true,
          "amount": 381194083.0
        },
        {
          "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": 38.915600242404466,
          "above_vwap": true,
          "amount": 333923091.0
        },
        {
          "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": 17.919055257310607,
          "above_vwap": true,
          "amount": 110483519.0
        },
        {
          "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": 111301652.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.203252032520325,
          "last": 33.58,
          "vwap": 33.20455438226617,
          "above_vwap": true,
          "amount": 548084336.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.210191082802541,
          "last": 6.67,
          "vwap": 6.491046819162349,
          "above_vwap": true,
          "amount": 279541475.0
        },
        {
          "symbol": "SHSE.688091",
          "name": "上海谊众",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.6219255094870135,
          "last": 45.09,
          "vwap": 44.605205206977985,
          "above_vwap": true,
          "amount": 161192774.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.210643015521077,
          "last": 9.49,
          "vwap": 9.575136260117691,
          "above_vwap": false,
          "amount": 92631247.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.782,
      "active_up_ratio": 0.6923,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.5018,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.301089"
      ],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 8,
          "top_symbols": [
            "SZSE.300086",
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020"
          ],
          "top_return_pct": 12.3438
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.301089",
        "SZSE.002385"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.505376344086018,
          "last": 106.49,
          "vwap": 101.55284060741803,
          "above_vwap": true,
          "amount": 366087632.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 12.343750000000009,
          "last": 7.19,
          "vwap": 7.0061300787201635,
          "above_vwap": true,
          "amount": 220721122.0
        },
        {
          "symbol": "SHSE.603717",
          "name": "天域生物",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.08264462809918,
          "last": 6.66,
          "vwap": 6.418983989021044,
          "above_vwap": true,
          "amount": 84191394.0
        },
        {
          "symbol": "SZSE.002458",
          "name": "益生股份",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.058479532163744,
          "last": 9.41,
          "vwap": 9.31373805680191,
          "above_vwap": true,
          "amount": 857917285.0
        },
        {
          "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": 6.02584074587535,
          "above_vwap": true,
          "amount": 381194083.0
        },
        {
          "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": 38.915600242404466,
          "above_vwap": true,
          "amount": 333923091.0
        },
        {
          "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": 17.919055257310607,
          "above_vwap": true,
          "amount": 110483519.0
        },
        {
          "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": 111301652.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.203252032520325,
          "last": 33.58,
          "vwap": 33.20455438226617,
          "above_vwap": true,
          "amount": 548084336.0
        },
        {
          "symbol": "SZSE.002038",
          "name": "双鹭药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.210191082802541,
          "last": 6.67,
          "vwap": 6.491046819162349,
          "above_vwap": true,
          "amount": 279541475.0
        },
        {
          "symbol": "SHSE.688091",
          "name": "上海谊众",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.6219255094870135,
          "last": 45.09,
          "vwap": 44.605205206977985,
          "above_vwap": true,
          "amount": 161192774.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.210643015521077,
          "last": 9.49,
          "vwap": 9.575136260117691,
          "above_vwap": false,
          "amount": 92631247.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate"
  },
  "quote_source": "public_http_tencent:139/139",
  "quote_stale_lock": false,
  "generated_at": "2026-07-02T09:52:44",
  "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": "2026-07-02T09:52:44",
      "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": 16.4196,
      "price_vs_vwap_pct": -0.972,
      "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": 0.0259,
        "prev_amount_yi": 0.031,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 16.48,
            "high": 16.48,
            "low": 16.39,
            "close": 16.39,
            "amount_yi": 0.0149
          },
          {
            "time": "09:51",
            "open": 16.35,
            "high": 16.35,
            "low": 16.31,
            "close": 16.31,
            "amount_yi": 0.0065
          },
          {
            "time": "09:52",
            "open": 16.28,
            "high": 16.28,
            "low": 16.26,
            "close": 16.26,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.26,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 16.16,
        "open": 16.43,
        "high": 16.78,
        "low": 16.0,
        "bid1": 16.26,
        "ask1": 16.27,
        "bid_qty1": 6,
        "ask_qty1": 204
      },
      "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": "2026-07-02T09:52:44",
      "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": 6.1915,
      "price_vs_vwap_pct": -0.3473,
      "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": 0.0049,
        "prev_amount_yi": 0.0188,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2606,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 6.18,
            "high": 6.18,
            "low": 6.18,
            "close": 6.18,
            "amount_yi": 0.0019
          },
          {
            "time": "09:51",
            "open": 6.18,
            "high": 6.18,
            "low": 6.17,
            "close": 6.17,
            "amount_yi": 0.0019
          },
          {
            "time": "09:52",
            "open": 6.17,
            "high": 6.17,
            "low": 6.17,
            "close": 6.17,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.17,
        "ts": "2026-07-02T09:52:38",
        "prev_close": 6.18,
        "open": 6.24,
        "high": 6.24,
        "low": 6.11,
        "bid1": 6.17,
        "ask1": 6.18,
        "bid_qty1": 31,
        "ask_qty1": 34
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_trigger",
      "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": 8.5982,
      "price_vs_vwap_pct": 0.7188,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0921,
        "prev_amount_yi": 0.0675,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3644,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 8.66,
            "high": 8.66,
            "low": 8.63,
            "close": 8.63,
            "amount_yi": 0.0705
          },
          {
            "time": "09:51",
            "open": 8.63,
            "high": 8.64,
            "low": 8.63,
            "close": 8.64,
            "amount_yi": 0.0124
          },
          {
            "time": "09:52",
            "open": 8.63,
            "high": 8.66,
            "low": 8.63,
            "close": 8.66,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.66,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 8.66,
        "open": 8.64,
        "high": 8.73,
        "low": 8.46,
        "bid1": 8.66,
        "ask1": 8.67,
        "bid_qty1": 173,
        "ask_qty1": 62
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 44.1498,
      "price_vs_vwap_pct": -0.3393,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1953,
        "prev_amount_yi": 0.1002,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 44.51,
            "high": 44.51,
            "low": 44.33,
            "close": 44.33,
            "amount_yi": 0.0546
          },
          {
            "time": "09:51",
            "open": 44.26,
            "high": 44.26,
            "low": 44.24,
            "close": 44.24,
            "amount_yi": 0.0272
          },
          {
            "time": "09:52",
            "open": 43.91,
            "high": 44.0,
            "low": 43.91,
            "close": 44.0,
            "amount_yi": 0.1135
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.0,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 43.9,
        "open": 43.5,
        "high": 44.73,
        "low": 43.11,
        "bid1": 43.98,
        "ask1": 44.0,
        "bid_qty1": 32,
        "ask_qty1": 1
      },
      "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": "2026-07-02T09:52:44",
      "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": 16.0258,
      "price_vs_vwap_pct": 0.463,
      "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": 0.0818,
        "prev_amount_yi": 0.0581,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4079,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 16.29,
            "high": 16.29,
            "low": 16.23,
            "close": 16.23,
            "amount_yi": 0.0208
          },
          {
            "time": "09:51",
            "open": 16.26,
            "high": 16.26,
            "low": 16.22,
            "close": 16.22,
            "amount_yi": 0.0066
          },
          {
            "time": "09:52",
            "open": 16.2,
            "high": 16.2,
            "low": 16.1,
            "close": 16.1,
            "amount_yi": 0.0544
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.1,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 15.96,
        "open": 15.85,
        "high": 16.32,
        "low": 15.7,
        "bid1": 16.09,
        "ask1": 16.1,
        "bid_qty1": 49,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 3.5189,
      "intraday_vwap": 22.4446,
      "price_vs_vwap_pct": -0.1096,
      "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": 22.42,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 22.1,
        "open": 22.08,
        "high": 22.7,
        "low": 21.99,
        "bid1": 22.44,
        "ask1": 22.45,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "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": "2026-07-02T09:52:44",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.6973,
      "intraday_vwap": 22.9378,
      "price_vs_vwap_pct": 0.2276,
      "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": 0.0272,
        "prev_amount_yi": 0.0332,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8193,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 23.24,
            "high": 23.24,
            "low": 23.14,
            "close": 23.14,
            "amount_yi": 0.0104
          },
          {
            "time": "09:51",
            "open": 23.08,
            "high": 23.08,
            "low": 23.08,
            "close": 23.08,
            "amount_yi": 0.0071
          },
          {
            "time": "09:52",
            "open": 22.98,
            "high": 22.99,
            "low": 22.98,
            "close": 22.99,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 65205.36,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.99,
        "ts": "2026-07-02T09:52:36",
        "prev_close": 22.65,
        "open": 22.56,
        "high": 23.4,
        "low": 22.43,
        "bid1": 22.97,
        "ask1": 22.99,
        "bid_qty1": 29,
        "ask_qty1": 97
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 2.9689,
      "price_vs_vwap_pct": 0.0371,
      "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": 0.1198,
        "prev_amount_yi": 0.1016,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 3.0,
            "high": 3.0,
            "low": 2.99,
            "close": 2.99,
            "amount_yi": 0.0287
          },
          {
            "time": "09:51",
            "open": 2.98,
            "high": 2.98,
            "low": 2.98,
            "close": 2.98,
            "amount_yi": 0.0316
          },
          {
            "time": "09:52",
            "open": 2.98,
            "high": 2.98,
            "low": 2.97,
            "close": 2.97,
            "amount_yi": 0.0595
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.97,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 2.96,
        "open": 2.95,
        "high": 3.02,
        "low": 2.93,
        "bid1": 2.97,
        "ask1": 2.98,
        "bid_qty1": 4515,
        "ask_qty1": 5617
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "FILLED",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "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": 3.8242,
      "intraday_vwap": 22.0506,
      "price_vs_vwap_pct": 3.0811,
      "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": 22.73,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 22.02,
        "open": 21.03,
        "high": 22.78,
        "low": 20.8,
        "bid1": 22.73,
        "ask1": 22.75,
        "bid_qty1": 89,
        "ask_qty1": 21
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2876,
        "prev_amount_yi": 0.6557,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 107.08,
            "high": 107.08,
            "low": 105.12,
            "close": 105.12,
            "amount_yi": 0.0953
          },
          {
            "time": "09:51",
            "open": 105.5,
            "high": 105.91,
            "low": 105.5,
            "close": 105.91,
            "amount_yi": 0.1146
          },
          {
            "time": "09:52",
            "open": 106.49,
            "high": 106.49,
            "low": 106.49,
            "close": 106.49,
            "amount_yi": 0.0777
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 106.49,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 93.0,
        "open": 94.67,
        "high": 110.0,
        "low": 94.67,
        "bid1": 106.01,
        "ask1": 106.61,
        "bid_qty1": 91,
        "ask_qty1": 4
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_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": 0.0667,
        "prev_amount_yi": 0.0582,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 37.91,
            "high": 37.91,
            "low": 37.7,
            "close": 37.7,
            "amount_yi": 0.0224
          },
          {
            "time": "09:51",
            "open": 37.6,
            "high": 37.6,
            "low": 37.53,
            "close": 37.53,
            "amount_yi": 0.031
          },
          {
            "time": "09:52",
            "open": 37.45,
            "high": 37.45,
            "low": 37.42,
            "close": 37.42,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.42,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 37.6,
        "open": 37.15,
        "high": 38.63,
        "low": 37.14,
        "bid1": 37.42,
        "ask1": 37.45,
        "bid_qty1": 26,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "near_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": 0.0441,
        "prev_amount_yi": 0.0508,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 5.08,
            "high": 5.08,
            "low": 5.06,
            "close": 5.06,
            "amount_yi": 0.0096
          },
          {
            "time": "09:51",
            "open": 5.04,
            "high": 5.04,
            "low": 5.03,
            "close": 5.03,
            "amount_yi": 0.0242
          },
          {
            "time": "09:52",
            "open": 5.01,
            "high": 5.02,
            "low": 5.01,
            "close": 5.02,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:41",
        "prev_close": 4.93,
        "open": 4.94,
        "high": 5.17,
        "low": 4.91,
        "bid1": 5.01,
        "ask1": 5.02,
        "bid_qty1": 201,
        "ask_qty1": 137
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "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": 17.7716,
      "price_vs_vwap_pct": -0.628,
      "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": 0.0326,
        "prev_amount_yi": 0.052,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:50",
            "open": 17.83,
            "high": 17.83,
            "low": 17.75,
            "close": 17.75,
            "amount_yi": 0.0165
          },
          {
            "time": "09:51",
            "open": 17.74,
            "high": 17.74,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.0103
          },
          {
            "time": "09:52",
            "open": 17.68,
            "high": 17.68,
            "low": 17.66,
            "close": 17.66,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130410.72,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.66,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 17.79,
        "open": 17.73,
        "high": 17.98,
        "low": 17.46,
        "bid1": 17.65,
        "ask1": 17.66,
        "bid_qty1": 4,
        "ask_qty1": 9
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1445,
        "prev_amount_yi": 0.2607,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 51.1,
            "high": 51.1,
            "low": 51.1,
            "close": 51.1,
            "amount_yi": 0.0288
          },
          {
            "time": "09:49",
            "open": 51.7,
            "high": 51.87,
            "low": 51.7,
            "close": 51.87,
            "amount_yi": 0.0388
          },
          {
            "time": "09:50",
            "open": 51.68,
            "high": 51.68,
            "low": 50.89,
            "close": 50.89,
            "amount_yi": 0.0232
          },
          {
            "time": "09:51",
            "open": 50.85,
            "high": 50.85,
            "low": 50.6,
            "close": 50.6,
            "amount_yi": 0.0231
          },
          {
            "time": "09:52",
            "open": 50.4,
            "high": 50.4,
            "low": 50.4,
            "close": 50.4,
            "amount_yi": 0.0306
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.4,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 50.8,
        "open": 51.57,
        "high": 53.0,
        "low": 49.5,
        "bid1": 50.4,
        "ask1": 50.42,
        "bid_qty1": 9,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": null,
      "intraday_vwap": 43.2445,
      "price_vs_vwap_pct": 1.2614,
      "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": 0.9894,
        "prev_amount_yi": 1.6133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 44.35,
            "high": 44.35,
            "low": 44.35,
            "close": 44.35,
            "amount_yi": 0.1031
          },
          {
            "time": "09:49",
            "open": 44.2,
            "high": 44.2,
            "low": 43.94,
            "close": 43.94,
            "amount_yi": 0.2223
          },
          {
            "time": "09:50",
            "open": 44.22,
            "high": 44.22,
            "low": 43.65,
            "close": 43.65,
            "amount_yi": 0.1483
          },
          {
            "time": "09:51",
            "open": 43.92,
            "high": 43.92,
            "low": 43.83,
            "close": 43.83,
            "amount_yi": 0.1976
          },
          {
            "time": "09:52",
            "open": 43.93,
            "high": 43.93,
            "low": 43.79,
            "close": 43.79,
            "amount_yi": 0.3181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.79,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 41.95,
        "open": 41.19,
        "high": 44.56,
        "low": 41.01,
        "bid1": 43.69,
        "ask1": 43.8,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 6.875,
      "price_vs_vwap_pct": -0.8,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1338,
        "prev_amount_yi": 0.1947,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6872,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 6.85,
            "high": 6.85,
            "low": 6.85,
            "close": 6.85,
            "amount_yi": 0.0082
          },
          {
            "time": "09:49",
            "open": 6.86,
            "high": 6.87,
            "low": 6.86,
            "close": 6.87,
            "amount_yi": 0.0214
          },
          {
            "time": "09:50",
            "open": 6.88,
            "high": 6.88,
            "low": 6.85,
            "close": 6.85,
            "amount_yi": 0.0307
          },
          {
            "time": "09:51",
            "open": 6.83,
            "high": 6.83,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.044
          },
          {
            "time": "09:52",
            "open": 6.82,
            "high": 6.82,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.0295
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.82,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 6.81,
        "open": 6.74,
        "high": 7.01,
        "low": 6.74,
        "bid1": 6.81,
        "ask1": 6.82,
        "bid_qty1": 1810,
        "ask_qty1": 86
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 4.038,
      "intraday_vwap": 4.204,
      "price_vs_vwap_pct": 0.1427,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0442,
        "prev_amount_yi": 0.0932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4742,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 4.23,
            "high": 4.23,
            "low": 4.23,
            "close": 4.23,
            "amount_yi": 0.003
          },
          {
            "time": "09:49",
            "open": 4.23,
            "high": 4.24,
            "low": 4.23,
            "close": 4.24,
            "amount_yi": 0.0121
          },
          {
            "time": "09:50",
            "open": 4.24,
            "high": 4.24,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.0118
          },
          {
            "time": "09:51",
            "open": 4.22,
            "high": 4.22,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.009
          },
          {
            "time": "09:52",
            "open": 4.19,
            "high": 4.21,
            "low": 4.19,
            "close": 4.21,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.21,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 4.14,
        "open": 4.12,
        "high": 4.27,
        "low": 4.08,
        "bid1": 4.2,
        "ask1": 4.21,
        "bid_qty1": 294,
        "ask_qty1": 270
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": null,
      "intraday_vwap": 35.6006,
      "price_vs_vwap_pct": 0.5882,
      "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": 1.2001,
        "prev_amount_yi": 2.0343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5899,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 36.29,
            "high": 36.29,
            "low": 36.29,
            "close": 36.29,
            "amount_yi": 0.1373
          },
          {
            "time": "09:49",
            "open": 36.41,
            "high": 36.49,
            "low": 36.41,
            "close": 36.49,
            "amount_yi": 0.2834
          },
          {
            "time": "09:50",
            "open": 36.4,
            "high": 36.4,
            "low": 36.09,
            "close": 36.09,
            "amount_yi": 0.2833
          },
          {
            "time": "09:51",
            "open": 36.06,
            "high": 36.06,
            "low": 35.89,
            "close": 35.89,
            "amount_yi": 0.2729
          },
          {
            "time": "09:52",
            "open": 35.8,
            "high": 35.81,
            "low": 35.8,
            "close": 35.81,
            "amount_yi": 0.2232
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.81,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 34.2,
        "open": 34.48,
        "high": 36.74,
        "low": 34.26,
        "bid1": 35.8,
        "ask1": 35.81,
        "bid_qty1": 98,
        "ask_qty1": 39
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0928,
        "prev_amount_yi": 0.1894,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.49,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 11.31,
            "high": 11.31,
            "low": 11.31,
            "close": 11.31,
            "amount_yi": 0.0109
          },
          {
            "time": "09:49",
            "open": 11.31,
            "high": 11.32,
            "low": 11.31,
            "close": 11.32,
            "amount_yi": 0.0085
          },
          {
            "time": "09:50",
            "open": 11.34,
            "high": 11.34,
            "low": 11.27,
            "close": 11.27,
            "amount_yi": 0.019
          },
          {
            "time": "09:51",
            "open": 11.24,
            "high": 11.24,
            "low": 11.23,
            "close": 11.23,
            "amount_yi": 0.0207
          },
          {
            "time": "09:52",
            "open": 11.19,
            "high": 11.22,
            "low": 11.19,
            "close": 11.22,
            "amount_yi": 0.0337
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.22,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 11.19,
        "open": 11.05,
        "high": 11.43,
        "low": 11.04,
        "bid1": 11.21,
        "ask1": 11.22,
        "bid_qty1": 36,
        "ask_qty1": 162
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "near_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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1628,
        "prev_amount_yi": 0.3548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4589,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 53.06,
            "high": 53.06,
            "low": 53.06,
            "close": 53.06,
            "amount_yi": 0.0117
          },
          {
            "time": "09:49",
            "open": 53.38,
            "high": 53.85,
            "low": 53.38,
            "close": 53.85,
            "amount_yi": 0.0285
          },
          {
            "time": "09:50",
            "open": 53.58,
            "high": 53.67,
            "low": 53.58,
            "close": 53.67,
            "amount_yi": 0.0447
          },
          {
            "time": "09:51",
            "open": 53.05,
            "high": 53.05,
            "low": 52.67,
            "close": 52.67,
            "amount_yi": 0.039
          },
          {
            "time": "09:52",
            "open": 52.1,
            "high": 52.1,
            "low": 52.02,
            "close": 52.02,
            "amount_yi": 0.0389
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.02,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 51.0,
        "open": 50.54,
        "high": 54.24,
        "low": 50.54,
        "bid1": 52.01,
        "ask1": 52.07,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.8021,
      "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": 0.4014,
        "prev_amount_yi": 0.8011,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5011,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 27.55,
            "high": 27.55,
            "low": 27.55,
            "close": 27.55,
            "amount_yi": 0.0532
          },
          {
            "time": "09:49",
            "open": 27.65,
            "high": 27.65,
            "low": 27.6,
            "close": 27.6,
            "amount_yi": 0.0785
          },
          {
            "time": "09:50",
            "open": 27.54,
            "high": 27.54,
            "low": 27.25,
            "close": 27.25,
            "amount_yi": 0.0631
          },
          {
            "time": "09:51",
            "open": 27.25,
            "high": 27.25,
            "low": 27.11,
            "close": 27.11,
            "amount_yi": 0.0963
          },
          {
            "time": "09:52",
            "open": 27.0,
            "high": 27.09,
            "low": 27.0,
            "close": 27.09,
            "amount_yi": 0.1103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.09,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 26.59,
        "open": 26.57,
        "high": 28.45,
        "low": 26.06,
        "bid1": 27.08,
        "ask1": 27.09,
        "bid_qty1": 6,
        "ask_qty1": 19
      },
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.3893,
      "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": 0.1019,
        "prev_amount_yi": 0.127,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8024,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 34.9,
            "high": 34.9,
            "low": 34.9,
            "close": 34.9,
            "amount_yi": 0.0052
          },
          {
            "time": "09:49",
            "open": 35.06,
            "high": 35.3,
            "low": 35.06,
            "close": 35.3,
            "amount_yi": 0.0397
          },
          {
            "time": "09:50",
            "open": 35.19,
            "high": 35.19,
            "low": 35.09,
            "close": 35.09,
            "amount_yi": 0.021
          },
          {
            "time": "09:51",
            "open": 35.06,
            "high": 35.06,
            "low": 34.99,
            "close": 34.99,
            "amount_yi": 0.0192
          },
          {
            "time": "09:52",
            "open": 34.89,
            "high": 35.11,
            "low": 34.89,
            "close": 35.11,
            "amount_yi": 0.0168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.11,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 34.29,
        "open": 34.31,
        "high": 35.49,
        "low": 34.05,
        "bid1": 35.02,
        "ask1": 35.11,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "near_trigger",
      "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": 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": 0.1774,
        "prev_amount_yi": 0.4232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4192,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 28.88,
            "high": 28.88,
            "low": 28.88,
            "close": 28.88,
            "amount_yi": 0.0329
          },
          {
            "time": "09:49",
            "open": 28.9,
            "high": 28.99,
            "low": 28.9,
            "close": 28.99,
            "amount_yi": 0.0174
          },
          {
            "time": "09:50",
            "open": 28.95,
            "high": 28.95,
            "low": 28.88,
            "close": 28.88,
            "amount_yi": 0.047
          },
          {
            "time": "09:51",
            "open": 28.75,
            "high": 28.75,
            "low": 28.62,
            "close": 28.62,
            "amount_yi": 0.0438
          },
          {
            "time": "09:52",
            "open": 28.55,
            "high": 28.56,
            "low": 28.55,
            "close": 28.56,
            "amount_yi": 0.0363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.56,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 28.46,
        "open": 28.45,
        "high": 29.5,
        "low": 28.11,
        "bid1": 28.53,
        "ask1": 28.56,
        "bid_qty1": 3,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0603,
        "prev_amount_yi": 0.1247,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 39.2,
            "high": 39.2,
            "low": 39.2,
            "close": 39.2,
            "amount_yi": 0.0077
          },
          {
            "time": "09:49",
            "open": 39.1,
            "high": 39.34,
            "low": 39.1,
            "close": 39.34,
            "amount_yi": 0.022
          },
          {
            "time": "09:50",
            "open": 39.21,
            "high": 39.21,
            "low": 38.93,
            "close": 38.93,
            "amount_yi": 0.0103
          },
          {
            "time": "09:51",
            "open": 38.93,
            "high": 38.93,
            "low": 38.8,
            "close": 38.8,
            "amount_yi": 0.0125
          },
          {
            "time": "09:52",
            "open": 38.62,
            "high": 38.63,
            "low": 38.62,
            "close": 38.63,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.63,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 37.65,
        "open": 37.6,
        "high": 39.5,
        "low": 37.5,
        "bid1": 38.63,
        "ask1": 38.71,
        "bid_qty1": 16,
        "ask_qty1": 3
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1498,
        "prev_amount_yi": 1.8995,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 125.71,
            "high": 125.71,
            "low": 125.71,
            "close": 125.71,
            "amount_yi": 0.1879
          },
          {
            "time": "09:49",
            "open": 126.27,
            "high": 126.4,
            "low": 126.27,
            "close": 126.4,
            "amount_yi": 0.1677
          },
          {
            "time": "09:50",
            "open": 125.61,
            "high": 125.61,
            "low": 125.12,
            "close": 125.12,
            "amount_yi": 0.2159
          },
          {
            "time": "09:51",
            "open": 125.14,
            "high": 125.14,
            "low": 125.02,
            "close": 125.02,
            "amount_yi": 0.2346
          },
          {
            "time": "09:52",
            "open": 124.55,
            "high": 124.6,
            "low": 124.55,
            "close": 124.6,
            "amount_yi": 0.3437
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 124.6,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 125.81,
        "open": 124.56,
        "high": 132.88,
        "low": 122.86,
        "bid1": 124.58,
        "ask1": 124.6,
        "bid_qty1": 17,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "near_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": 24.2174,
      "price_vs_vwap_pct": -1.3106,
      "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": 0.5934,
        "prev_amount_yi": 1.0697,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 24.03,
            "high": 24.03,
            "low": 24.03,
            "close": 24.03,
            "amount_yi": 0.0712
          },
          {
            "time": "09:49",
            "open": 24.07,
            "high": 24.1,
            "low": 24.07,
            "close": 24.1,
            "amount_yi": 0.1242
          },
          {
            "time": "09:50",
            "open": 24.06,
            "high": 24.06,
            "low": 23.95,
            "close": 23.95,
            "amount_yi": 0.1521
          },
          {
            "time": "09:51",
            "open": 23.93,
            "high": 23.93,
            "low": 23.93,
            "close": 23.93,
            "amount_yi": 0.1597
          },
          {
            "time": "09:52",
            "open": 23.86,
            "high": 23.9,
            "low": 23.86,
            "close": 23.9,
            "amount_yi": 0.0862
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.9,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 23.93,
        "open": 24.03,
        "high": 25.2,
        "low": 23.6,
        "bid1": 23.9,
        "ask1": 23.91,
        "bid_qty1": 140,
        "ask_qty1": 239
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_trigger",
      "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": 40.5899,
      "price_vs_vwap_pct": -1.3794,
      "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": 0.4692,
        "prev_amount_yi": 0.6402,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7329,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 40.56,
            "high": 40.56,
            "low": 40.56,
            "close": 40.56,
            "amount_yi": 0.042
          },
          {
            "time": "09:49",
            "open": 40.77,
            "high": 40.77,
            "low": 40.75,
            "close": 40.75,
            "amount_yi": 0.0971
          },
          {
            "time": "09:50",
            "open": 40.82,
            "high": 40.82,
            "low": 40.45,
            "close": 40.45,
            "amount_yi": 0.1059
          },
          {
            "time": "09:51",
            "open": 40.31,
            "high": 40.31,
            "low": 40.17,
            "close": 40.17,
            "amount_yi": 0.0673
          },
          {
            "time": "09:52",
            "open": 40.0,
            "high": 40.03,
            "low": 40.0,
            "close": 40.03,
            "amount_yi": 0.1569
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.03,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 40.42,
        "open": 40.03,
        "high": 41.76,
        "low": 39.54,
        "bid1": 40.03,
        "ask1": 40.07,
        "bid_qty1": 34,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "invalid_price_broken",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3273,
        "prev_amount_yi": 0.3676,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8904,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 31.31,
            "high": 31.31,
            "low": 31.31,
            "close": 31.31,
            "amount_yi": 0.0707
          },
          {
            "time": "09:49",
            "open": 31.33,
            "high": 31.33,
            "low": 31.3,
            "close": 31.3,
            "amount_yi": 0.0466
          },
          {
            "time": "09:50",
            "open": 31.36,
            "high": 31.36,
            "low": 31.21,
            "close": 31.21,
            "amount_yi": 0.0439
          },
          {
            "time": "09:51",
            "open": 31.06,
            "high": 31.06,
            "low": 31.0,
            "close": 31.0,
            "amount_yi": 0.1068
          },
          {
            "time": "09:52",
            "open": 30.96,
            "high": 30.96,
            "low": 30.81,
            "close": 30.81,
            "amount_yi": 0.0593
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.81,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 31.0,
        "open": 30.94,
        "high": 32.26,
        "low": 30.81,
        "bid1": 30.83,
        "ask1": 30.85,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-07-02T09:52:44",
      "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": 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": 4.0694,
      "intraday_vwap": 57.4225,
      "price_vs_vwap_pct": 1.1276,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2362,
        "prev_amount_yi": 0.3649,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6473,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 58.36,
            "high": 58.36,
            "low": 58.36,
            "close": 58.36,
            "amount_yi": 0.0088
          },
          {
            "time": "09:49",
            "open": 58.38,
            "high": 58.86,
            "low": 58.38,
            "close": 58.86,
            "amount_yi": 0.0703
          },
          {
            "time": "09:50",
            "open": 58.88,
            "high": 58.88,
            "low": 58.85,
            "close": 58.85,
            "amount_yi": 0.0527
          },
          {
            "time": "09:51",
            "open": 58.81,
            "high": 58.81,
            "low": 58.48,
            "close": 58.48,
            "amount_yi": 0.065
          },
          {
            "time": "09:52",
            "open": 58.46,
            "high": 58.46,
            "low": 58.07,
            "close": 58.07,
            "amount_yi": 0.0394
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.07,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 56.29,
        "open": 55.04,
        "high": 59.24,
        "low": 54.7,
        "bid1": 58.07,
        "ask1": 58.24,
        "bid_qty1": 8,
        "ask_qty1": 7
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.0496,
      "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": 0.1356,
        "prev_amount_yi": 0.226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 14.24,
            "high": 14.24,
            "low": 14.24,
            "close": 14.24,
            "amount_yi": 0.0294
          },
          {
            "time": "09:49",
            "open": 14.28,
            "high": 14.28,
            "low": 14.26,
            "close": 14.26,
            "amount_yi": 0.0253
          },
          {
            "time": "09:50",
            "open": 14.22,
            "high": 14.22,
            "low": 14.18,
            "close": 14.18,
            "amount_yi": 0.0237
          },
          {
            "time": "09:51",
            "open": 14.2,
            "high": 14.2,
            "low": 14.14,
            "close": 14.14,
            "amount_yi": 0.0438
          },
          {
            "time": "09:52",
            "open": 14.1,
            "high": 14.1,
            "low": 14.1,
            "close": 14.1,
            "amount_yi": 0.0134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.1,
        "ts": "2026-07-02T09:52:40",
        "prev_close": 13.92,
        "open": 13.95,
        "high": 14.38,
        "low": 13.76,
        "bid1": 14.08,
        "ask1": 14.1,
        "bid_qty1": 80,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2135,
        "prev_amount_yi": 0.5222,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 21.52,
            "high": 21.52,
            "low": 21.52,
            "close": 21.52,
            "amount_yi": 0.0236
          },
          {
            "time": "09:49",
            "open": 21.54,
            "high": 21.54,
            "low": 21.54,
            "close": 21.54,
            "amount_yi": 0.0485
          },
          {
            "time": "09:50",
            "open": 21.5,
            "high": 21.5,
            "low": 21.47,
            "close": 21.47,
            "amount_yi": 0.0571
          },
          {
            "time": "09:51",
            "open": 21.39,
            "high": 21.39,
            "low": 21.33,
            "close": 21.33,
            "amount_yi": 0.0392
          },
          {
            "time": "09:52",
            "open": 21.35,
            "high": 21.35,
            "low": 21.35,
            "close": 21.35,
            "amount_yi": 0.0451
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.35,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 20.45,
        "open": 20.77,
        "high": 22.39,
        "low": 20.46,
        "bid1": 21.35,
        "ask1": 21.38,
        "bid_qty1": 179,
        "ask_qty1": 36
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.4106,
      "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": 0.0395,
        "prev_amount_yi": 0.0991,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3986,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 37.0,
            "high": 37.0,
            "low": 37.0,
            "close": 37.0,
            "amount_yi": 0.0045
          },
          {
            "time": "09:49",
            "open": 37.14,
            "high": 37.14,
            "low": 37.01,
            "close": 37.01,
            "amount_yi": 0.0037
          },
          {
            "time": "09:50",
            "open": 37.06,
            "high": 37.06,
            "low": 36.86,
            "close": 36.86,
            "amount_yi": 0.0032
          },
          {
            "time": "09:51",
            "open": 36.74,
            "high": 36.74,
            "low": 36.72,
            "close": 36.72,
            "amount_yi": 0.0216
          },
          {
            "time": "09:52",
            "open": 36.63,
            "high": 36.68,
            "low": 36.63,
            "close": 36.68,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.68,
        "ts": "2026-07-02T09:52:43",
        "prev_close": 36.09,
        "open": 36.49,
        "high": 37.88,
        "low": 35.6,
        "bid1": 36.61,
        "ask1": 36.65,
        "bid_qty1": 9,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 33.2046,
      "price_vs_vwap_pct": 1.1306,
      "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": 0.5749,
        "prev_amount_yi": 1.0436,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 33.75,
            "high": 33.75,
            "low": 33.75,
            "close": 33.75,
            "amount_yi": 0.0349
          },
          {
            "time": "09:49",
            "open": 34.1,
            "high": 34.17,
            "low": 34.1,
            "close": 34.17,
            "amount_yi": 0.0829
          },
          {
            "time": "09:50",
            "open": 34.32,
            "high": 34.32,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.1533
          },
          {
            "time": "09:51",
            "open": 34.08,
            "high": 34.08,
            "low": 33.81,
            "close": 33.81,
            "amount_yi": 0.2567
          },
          {
            "time": "09:52",
            "open": 33.71,
            "high": 33.71,
            "low": 33.58,
            "close": 33.58,
            "amount_yi": 0.0471
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.58,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 30.75,
        "open": 30.9,
        "high": 34.34,
        "low": 30.8,
        "bid1": 33.56,
        "ask1": 33.58,
        "bid_qty1": 3,
        "ask_qty1": 5
      },
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_trigger",
      "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": 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": 0.7143,
        "prev_amount_yi": 1.1843,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 130.42,
            "high": 130.42,
            "low": 130.42,
            "close": 130.42,
            "amount_yi": 0.1324
          },
          {
            "time": "09:49",
            "open": 130.52,
            "high": 130.87,
            "low": 130.52,
            "close": 130.87,
            "amount_yi": 0.1149
          },
          {
            "time": "09:50",
            "open": 131.13,
            "high": 131.13,
            "low": 130.04,
            "close": 130.04,
            "amount_yi": 0.1619
          },
          {
            "time": "09:51",
            "open": 129.99,
            "high": 129.99,
            "low": 129.92,
            "close": 129.92,
            "amount_yi": 0.1552
          },
          {
            "time": "09:52",
            "open": 129.5,
            "high": 129.71,
            "low": 129.5,
            "close": 129.71,
            "amount_yi": 0.1499
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 129.71,
        "ts": "2026-07-02T09:52:43",
        "prev_close": 130.0,
        "open": 130.34,
        "high": 138.0,
        "low": 128.0,
        "bid1": 129.71,
        "ask1": 129.72,
        "bid_qty1": 41,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3768,
        "prev_amount_yi": 0.4419,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8527,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 44.9,
            "high": 44.9,
            "low": 44.9,
            "close": 44.9,
            "amount_yi": 0.0372
          },
          {
            "time": "09:49",
            "open": 45.21,
            "high": 45.21,
            "low": 45.11,
            "close": 45.11,
            "amount_yi": 0.0529
          },
          {
            "time": "09:50",
            "open": 44.75,
            "high": 44.88,
            "low": 44.75,
            "close": 44.88,
            "amount_yi": 0.0565
          },
          {
            "time": "09:51",
            "open": 44.69,
            "high": 44.78,
            "low": 44.69,
            "close": 44.78,
            "amount_yi": 0.152
          },
          {
            "time": "09:52",
            "open": 44.62,
            "high": 44.66,
            "low": 44.62,
            "close": 44.66,
            "amount_yi": 0.0782
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:43",
        "prev_close": 43.81,
        "open": 44.13,
        "high": 45.95,
        "low": 43.82,
        "bid1": 44.67,
        "ask1": 44.79,
        "bid_qty1": 2,
        "ask_qty1": 21
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.8323,
      "intraday_vwap": 8.4078,
      "price_vs_vwap_pct": -0.8064,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1064,
        "prev_amount_yi": 0.1372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7755,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 8.38,
            "high": 8.38,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0064
          },
          {
            "time": "09:49",
            "open": 8.42,
            "high": 8.42,
            "low": 8.42,
            "close": 8.42,
            "amount_yi": 0.0362
          },
          {
            "time": "09:50",
            "open": 8.44,
            "high": 8.44,
            "low": 8.39,
            "close": 8.39,
            "amount_yi": 0.0269
          },
          {
            "time": "09:51",
            "open": 8.4,
            "high": 8.4,
            "low": 8.36,
            "close": 8.36,
            "amount_yi": 0.0146
          },
          {
            "time": "09:52",
            "open": 8.35,
            "high": 8.35,
            "low": 8.34,
            "close": 8.34,
            "amount_yi": 0.0223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.34,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 8.24,
        "open": 8.21,
        "high": 8.56,
        "low": 8.16,
        "bid1": 8.34,
        "ask1": 8.35,
        "bid_qty1": 240,
        "ask_qty1": 131
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 28.6575,
      "price_vs_vwap_pct": -0.6194,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1222,
        "prev_amount_yi": 0.2838,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4306,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 28.45,
            "high": 28.45,
            "low": 28.45,
            "close": 28.45,
            "amount_yi": 0.0291
          },
          {
            "time": "09:49",
            "open": 28.49,
            "high": 28.5,
            "low": 28.49,
            "close": 28.5,
            "amount_yi": 0.0167
          },
          {
            "time": "09:50",
            "open": 28.47,
            "high": 28.47,
            "low": 28.45,
            "close": 28.45,
            "amount_yi": 0.0274
          },
          {
            "time": "09:51",
            "open": 28.49,
            "high": 28.54,
            "low": 28.49,
            "close": 28.54,
            "amount_yi": 0.0303
          },
          {
            "time": "09:52",
            "open": 28.52,
            "high": 28.52,
            "low": 28.48,
            "close": 28.48,
            "amount_yi": 0.0187
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.48,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 28.94,
        "open": 28.79,
        "high": 29.07,
        "low": 28.3,
        "bid1": 28.46,
        "ask1": 28.5,
        "bid_qty1": 73,
        "ask_qty1": 1
      },
      "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": "2026-07-02T09:52:44",
      "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": 26.1156,
      "price_vs_vwap_pct": -0.8639,
      "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": 0.6745,
        "prev_amount_yi": 1.884,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.358,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 26.4,
            "high": 26.4,
            "low": 26.4,
            "close": 26.4,
            "amount_yi": 0.0681
          },
          {
            "time": "09:49",
            "open": 26.52,
            "high": 26.52,
            "low": 26.42,
            "close": 26.42,
            "amount_yi": 0.1379
          },
          {
            "time": "09:50",
            "open": 26.41,
            "high": 26.41,
            "low": 26.15,
            "close": 26.15,
            "amount_yi": 0.1085
          },
          {
            "time": "09:51",
            "open": 26.12,
            "high": 26.12,
            "low": 26.0,
            "close": 26.0,
            "amount_yi": 0.1988
          },
          {
            "time": "09:52",
            "open": 25.93,
            "high": 25.93,
            "low": 25.89,
            "close": 25.89,
            "amount_yi": 0.1612
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.89,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 25.09,
        "open": 25.07,
        "high": 27.0,
        "low": 24.89,
        "bid1": 25.88,
        "ask1": 25.89,
        "bid_qty1": 14,
        "ask_qty1": 68
      },
      "previous_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 7.0061,
      "price_vs_vwap_pct": 2.6249,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2451,
        "prev_amount_yi": 0.9267,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 7.21,
            "high": 7.21,
            "low": 7.21,
            "close": 7.21,
            "amount_yi": 0.0268
          },
          {
            "time": "09:49",
            "open": 7.29,
            "high": 7.38,
            "low": 7.29,
            "close": 7.38,
            "amount_yi": 0.0824
          },
          {
            "time": "09:50",
            "open": 7.35,
            "high": 7.35,
            "low": 7.22,
            "close": 7.22,
            "amount_yi": 0.0587
          },
          {
            "time": "09:51",
            "open": 7.19,
            "high": 7.19,
            "low": 7.15,
            "close": 7.15,
            "amount_yi": 0.0352
          },
          {
            "time": "09:52",
            "open": 7.15,
            "high": 7.19,
            "low": 7.15,
            "close": 7.19,
            "amount_yi": 0.042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.19,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 6.4,
        "open": 6.43,
        "high": 7.4,
        "low": 6.41,
        "bid1": 7.17,
        "ask1": 7.18,
        "bid_qty1": 292,
        "ask_qty1": 10
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.7919,
      "intraday_vwap": 80.2376,
      "price_vs_vwap_pct": 3.9911,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.7553,
        "prev_amount_yi": 9.4914,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 83.01,
            "high": 83.01,
            "low": 83.01,
            "close": 83.01,
            "amount_yi": 0.6852
          },
          {
            "time": "09:49",
            "open": 82.81,
            "high": 82.88,
            "low": 82.81,
            "close": 82.88,
            "amount_yi": 0.7945
          },
          {
            "time": "09:50",
            "open": 83.1,
            "high": 83.13,
            "low": 83.1,
            "close": 83.13,
            "amount_yi": 0.6365
          },
          {
            "time": "09:51",
            "open": 83.14,
            "high": 83.98,
            "low": 83.14,
            "close": 83.98,
            "amount_yi": 0.854
          },
          {
            "time": "09:52",
            "open": 83.9,
            "high": 83.9,
            "low": 83.44,
            "close": 83.44,
            "amount_yi": 0.7851
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.44,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 81.0,
        "open": 76.81,
        "high": 84.4,
        "low": 73.82,
        "bid1": 83.44,
        "ask1": 83.6,
        "bid_qty1": 50,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 14.9677,
      "price_vs_vwap_pct": 0.4162,
      "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": 0.2802,
        "prev_amount_yi": 0.6677,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 14.94,
            "high": 14.94,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.0382
          },
          {
            "time": "09:49",
            "open": 15.0,
            "high": 15.0,
            "low": 14.97,
            "close": 14.97,
            "amount_yi": 0.0614
          },
          {
            "time": "09:50",
            "open": 14.99,
            "high": 15.03,
            "low": 14.99,
            "close": 15.03,
            "amount_yi": 0.0765
          },
          {
            "time": "09:51",
            "open": 15.06,
            "high": 15.06,
            "low": 15.05,
            "close": 15.05,
            "amount_yi": 0.0696
          },
          {
            "time": "09:52",
            "open": 15.07,
            "high": 15.07,
            "low": 15.03,
            "close": 15.03,
            "amount_yi": 0.0345
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.03,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 15.05,
        "open": 14.9,
        "high": 15.19,
        "low": 14.69,
        "bid1": 15.02,
        "ask1": 15.03,
        "bid_qty1": 28,
        "ask_qty1": 34
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.6585,
      "intraday_vwap": 43.5992,
      "price_vs_vwap_pct": 3.4423,
      "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": 1.6633,
        "prev_amount_yi": 1.8314,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 44.71,
            "high": 44.71,
            "low": 44.71,
            "close": 44.71,
            "amount_yi": 0.1831
          },
          {
            "time": "09:49",
            "open": 44.7,
            "high": 44.7,
            "low": 44.33,
            "close": 44.33,
            "amount_yi": 0.2473
          },
          {
            "time": "09:50",
            "open": 44.66,
            "high": 44.88,
            "low": 44.66,
            "close": 44.88,
            "amount_yi": 0.3257
          },
          {
            "time": "09:51",
            "open": 44.99,
            "high": 45.04,
            "low": 44.99,
            "close": 45.04,
            "amount_yi": 0.5243
          },
          {
            "time": "09:52",
            "open": 45.04,
            "high": 45.1,
            "low": 45.04,
            "close": 45.1,
            "amount_yi": 0.3829
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.1,
        "ts": "2026-07-02T09:52:40",
        "prev_close": 43.99,
        "open": 42.69,
        "high": 45.15,
        "low": 41.29,
        "bid1": 45.07,
        "ask1": 45.1,
        "bid_qty1": 2,
        "ask_qty1": 377
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_trigger",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.8926,
        "prev_amount_yi": 2.4241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7807,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 40.23,
            "high": 40.23,
            "low": 40.23,
            "close": 40.23,
            "amount_yi": 0.2539
          },
          {
            "time": "09:49",
            "open": 40.0,
            "high": 40.0,
            "low": 40.0,
            "close": 40.0,
            "amount_yi": 0.363
          },
          {
            "time": "09:50",
            "open": 40.21,
            "high": 40.52,
            "low": 40.21,
            "close": 40.52,
            "amount_yi": 0.2971
          },
          {
            "time": "09:51",
            "open": 40.65,
            "high": 40.68,
            "low": 40.65,
            "close": 40.68,
            "amount_yi": 0.5589
          },
          {
            "time": "09:52",
            "open": 40.62,
            "high": 40.69,
            "low": 40.62,
            "close": 40.69,
            "amount_yi": 0.4197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 40.69,
        "ts": "2026-07-02T09:52:43",
        "prev_close": 40.6,
        "open": 38.0,
        "high": 40.8,
        "low": 35.8,
        "bid1": 40.62,
        "ask1": 40.63,
        "bid_qty1": 6,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "near_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": 20.5919,
      "price_vs_vwap_pct": 0.2821,
      "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": 0.4744,
        "prev_amount_yi": 0.9874,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4805,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 20.72,
            "high": 20.72,
            "low": 20.72,
            "close": 20.72,
            "amount_yi": 0.078
          },
          {
            "time": "09:49",
            "open": 20.81,
            "high": 20.81,
            "low": 20.8,
            "close": 20.8,
            "amount_yi": 0.1021
          },
          {
            "time": "09:50",
            "open": 20.78,
            "high": 20.78,
            "low": 20.67,
            "close": 20.67,
            "amount_yi": 0.0825
          },
          {
            "time": "09:51",
            "open": 20.68,
            "high": 20.68,
            "low": 20.66,
            "close": 20.66,
            "amount_yi": 0.119
          },
          {
            "time": "09:52",
            "open": 20.69,
            "high": 20.69,
            "low": 20.65,
            "close": 20.65,
            "amount_yi": 0.0928
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.65,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 20.5,
        "open": 20.54,
        "high": 20.97,
        "low": 20.12,
        "bid1": 20.63,
        "ask1": 20.65,
        "bid_qty1": 7,
        "ask_qty1": 14
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "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": 27.0256,
      "price_vs_vwap_pct": -1.2418,
      "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": 0.8674,
        "prev_amount_yi": 1.9115,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4538,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 27.26,
            "high": 27.26,
            "low": 27.26,
            "close": 27.26,
            "amount_yi": 0.0842
          },
          {
            "time": "09:49",
            "open": 27.34,
            "high": 27.34,
            "low": 27.21,
            "close": 27.21,
            "amount_yi": 0.1515
          },
          {
            "time": "09:50",
            "open": 27.23,
            "high": 27.23,
            "low": 27.09,
            "close": 27.09,
            "amount_yi": 0.1785
          },
          {
            "time": "09:51",
            "open": 26.97,
            "high": 26.97,
            "low": 26.82,
            "close": 26.82,
            "amount_yi": 0.1951
          },
          {
            "time": "09:52",
            "open": 26.73,
            "high": 26.73,
            "low": 26.69,
            "close": 26.69,
            "amount_yi": 0.2581
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.69,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 26.71,
        "open": 26.49,
        "high": 27.52,
        "low": 26.45,
        "bid1": 26.69,
        "ask1": 26.7,
        "bid_qty1": 416,
        "ask_qty1": 13
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.8849,
      "intraday_vwap": 35.3699,
      "price_vs_vwap_pct": 1.1312,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1361,
        "prev_amount_yi": 0.2197,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6195,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 35.98,
            "high": 35.98,
            "low": 35.98,
            "close": 35.98,
            "amount_yi": 0.0324
          },
          {
            "time": "09:49",
            "open": 36.05,
            "high": 36.05,
            "low": 35.91,
            "close": 35.91,
            "amount_yi": 0.024
          },
          {
            "time": "09:50",
            "open": 35.82,
            "high": 35.82,
            "low": 35.7,
            "close": 35.7,
            "amount_yi": 0.035
          },
          {
            "time": "09:51",
            "open": 35.77,
            "high": 35.77,
            "low": 35.77,
            "close": 35.77,
            "amount_yi": 0.0147
          },
          {
            "time": "09:52",
            "open": 35.68,
            "high": 35.77,
            "low": 35.68,
            "close": 35.77,
            "amount_yi": 0.03
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.77,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 34.95,
        "open": 34.93,
        "high": 36.27,
        "low": 34.07,
        "bid1": 35.77,
        "ask1": 35.78,
        "bid_qty1": 31,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4321,
        "prev_amount_yi": 1.1104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3891,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:48",
            "open": 58.89,
            "high": 58.89,
            "low": 58.89,
            "close": 58.89,
            "amount_yi": 0.0703
          },
          {
            "time": "09:49",
            "open": 59.08,
            "high": 59.26,
            "low": 59.08,
            "close": 59.26,
            "amount_yi": 0.0785
          },
          {
            "time": "09:50",
            "open": 59.26,
            "high": 59.26,
            "low": 59.04,
            "close": 59.04,
            "amount_yi": 0.1252
          },
          {
            "time": "09:51",
            "open": 58.8,
            "high": 58.8,
            "low": 58.55,
            "close": 58.55,
            "amount_yi": 0.0989
          },
          {
            "time": "09:52",
            "open": 58.3,
            "high": 58.3,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0592
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.08,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 58.5,
        "open": 57.75,
        "high": 61.98,
        "low": 55.98,
        "bid1": 58.06,
        "ask1": 58.08,
        "bid_qty1": 62,
        "ask_qty1": 2
      },
      "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": "2026-07-02T09:52:44",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0684,
        "prev_amount_yi": 0.1132,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6042,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 9.56,
            "high": 9.56,
            "low": 9.56,
            "close": 9.56,
            "amount_yi": 0.0078
          },
          {
            "time": "09:49",
            "open": 9.56,
            "high": 9.6,
            "low": 9.56,
            "close": 9.6,
            "amount_yi": 0.0094
          },
          {
            "time": "09:50",
            "open": 9.57,
            "high": 9.6,
            "low": 9.57,
            "close": 9.6,
            "amount_yi": 0.0096
          },
          {
            "time": "09:51",
            "open": 9.6,
            "high": 9.6,
            "low": 9.48,
            "close": 9.48,
            "amount_yi": 0.0375
          },
          {
            "time": "09:52",
            "open": 9.51,
            "high": 9.51,
            "low": 9.49,
            "close": 9.49,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.49,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 9.02,
        "open": 9.0,
        "high": 9.85,
        "low": 8.9,
        "bid1": 9.49,
        "ask1": 9.5,
        "bid_qty1": 844,
        "ask_qty1": 405
      },
      "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": "2026-07-02T09:52:44",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3099,
        "prev_amount_yi": 0.4791,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6468,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 13.2,
            "high": 13.2,
            "low": 13.2,
            "close": 13.2,
            "amount_yi": 0.0414
          },
          {
            "time": "09:49",
            "open": 13.24,
            "high": 13.24,
            "low": 13.21,
            "close": 13.21,
            "amount_yi": 0.0606
          },
          {
            "time": "09:50",
            "open": 13.26,
            "high": 13.26,
            "low": 13.18,
            "close": 13.18,
            "amount_yi": 0.074
          },
          {
            "time": "09:51",
            "open": 13.13,
            "high": 13.13,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0681
          },
          {
            "time": "09:52",
            "open": 13.08,
            "high": 13.08,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.0658
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.06,
        "ts": "2026-07-02T09:52:43",
        "prev_close": 12.76,
        "open": 13.05,
        "high": 14.27,
        "low": 13.02,
        "bid1": 13.06,
        "ask1": 13.07,
        "bid_qty1": 86,
        "ask_qty1": 34
      },
      "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": "2026-07-02T09:52:44",
      "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": 27.1422,
      "price_vs_vwap_pct": -1.1502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0289,
        "prev_amount_yi": 0.0471,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 26.9,
            "high": 26.9,
            "low": 26.9,
            "close": 26.9,
            "amount_yi": 0.0038
          },
          {
            "time": "09:49",
            "open": 26.96,
            "high": 27.06,
            "low": 26.96,
            "close": 27.06,
            "amount_yi": 0.0063
          },
          {
            "time": "09:50",
            "open": 26.98,
            "high": 26.99,
            "low": 26.98,
            "close": 26.99,
            "amount_yi": 0.0042
          },
          {
            "time": "09:51",
            "open": 26.91,
            "high": 26.91,
            "low": 26.9,
            "close": 26.9,
            "amount_yi": 0.0075
          },
          {
            "time": "09:52",
            "open": 26.86,
            "high": 26.86,
            "low": 26.83,
            "close": 26.83,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.83,
        "ts": "2026-07-02T09:52:40",
        "prev_close": 26.85,
        "open": 27.45,
        "high": 27.58,
        "low": 26.81,
        "bid1": 26.83,
        "ask1": 26.84,
        "bid_qty1": 68,
        "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": "2026-07-02T09:52:44",
      "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": 73.1879,
      "price_vs_vwap_pct": -1.8827,
      "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": 0.5817,
        "prev_amount_yi": 0.8422,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6907,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 73.31,
            "high": 73.31,
            "low": 73.31,
            "close": 73.31,
            "amount_yi": 0.0636
          },
          {
            "time": "09:49",
            "open": 73.68,
            "high": 73.7,
            "low": 73.68,
            "close": 73.7,
            "amount_yi": 0.1065
          },
          {
            "time": "09:50",
            "open": 73.55,
            "high": 73.55,
            "low": 73.1,
            "close": 73.1,
            "amount_yi": 0.1231
          },
          {
            "time": "09:51",
            "open": 72.4,
            "high": 72.4,
            "low": 72.03,
            "close": 72.03,
            "amount_yi": 0.1749
          },
          {
            "time": "09:52",
            "open": 71.78,
            "high": 71.81,
            "low": 71.78,
            "close": 71.81,
            "amount_yi": 0.1136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 71.81,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 72.96,
        "open": 71.24,
        "high": 76.0,
        "low": 69.3,
        "bid1": 71.51,
        "ask1": 71.81,
        "bid_qty1": 26,
        "ask_qty1": 2
      },
      "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": "2026-07-02T09:52:44",
      "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": 17.9191,
      "price_vs_vwap_pct": 1.456,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0502,
        "prev_amount_yi": 0.0998,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.503,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.008
          },
          {
            "time": "09:49",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0124
          },
          {
            "time": "09:50",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.016
          },
          {
            "time": "09:51",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0067
          },
          {
            "time": "09:52",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:39",
        "prev_close": 16.53,
        "open": 16.5,
        "high": 18.18,
        "low": 16.42,
        "bid1": 18.18,
        "ask1": 0.0,
        "bid_qty1": 25160,
        "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": "2026-07-02T09:52:44",
      "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": 6.0258,
      "price_vs_vwap_pct": 0.2357,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0446,
        "prev_amount_yi": 0.0884,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5045,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0048
          },
          {
            "time": "09:49",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0063
          },
          {
            "time": "09:50",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0072
          },
          {
            "time": "09:51",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0145
          },
          {
            "time": "09:52",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:42",
        "prev_close": 5.49,
        "open": 5.99,
        "high": 6.04,
        "low": 5.95,
        "bid1": 6.04,
        "ask1": 0.0,
        "bid_qty1": 447273,
        "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": "2026-07-02T09:52:44",
      "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": 10.7014,
      "price_vs_vwap_pct": 0.3607,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0877,
        "prev_amount_yi": 0.2345,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 10.78,
            "high": 10.78,
            "low": 10.78,
            "close": 10.78,
            "amount_yi": 0.0254
          },
          {
            "time": "09:49",
            "open": 10.84,
            "high": 10.84,
            "low": 10.82,
            "close": 10.82,
            "amount_yi": 0.0141
          },
          {
            "time": "09:50",
            "open": 10.81,
            "high": 10.81,
            "low": 10.75,
            "close": 10.75,
            "amount_yi": 0.0246
          },
          {
            "time": "09:51",
            "open": 10.77,
            "high": 10.77,
            "low": 10.75,
            "close": 10.75,
            "amount_yi": 0.0161
          },
          {
            "time": "09:52",
            "open": 10.75,
            "high": 10.75,
            "low": 10.74,
            "close": 10.74,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.74,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 10.41,
        "open": 10.6,
        "high": 10.92,
        "low": 10.49,
        "bid1": 10.73,
        "ask1": 10.74,
        "bid_qty1": 327,
        "ask_qty1": 46
      },
      "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": "2026-07-02T09:52:44",
      "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": 29.7494,
      "price_vs_vwap_pct": -1.1072,
      "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": 0.2553,
        "prev_amount_yi": 0.5273,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4842,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 29.65,
            "high": 29.65,
            "low": 29.65,
            "close": 29.65,
            "amount_yi": 0.0178
          },
          {
            "time": "09:49",
            "open": 29.75,
            "high": 29.75,
            "low": 29.72,
            "close": 29.72,
            "amount_yi": 0.0432
          },
          {
            "time": "09:50",
            "open": 29.73,
            "high": 29.73,
            "low": 29.41,
            "close": 29.41,
            "amount_yi": 0.0515
          },
          {
            "time": "09:51",
            "open": 29.38,
            "high": 29.38,
            "low": 29.29,
            "close": 29.29,
            "amount_yi": 0.078
          },
          {
            "time": "09:52",
            "open": 29.36,
            "high": 29.42,
            "low": 29.36,
            "close": 29.42,
            "amount_yi": 0.0648
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.42,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 29.05,
        "open": 30.0,
        "high": 30.33,
        "low": 29.06,
        "bid1": 29.41,
        "ask1": 29.42,
        "bid_qty1": 21,
        "ask_qty1": 108
      },
      "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": "2026-07-02T09:52:44",
      "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": 3.5306,
      "price_vs_vwap_pct": 1.6824,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0387,
        "prev_amount_yi": 0.0278,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 3.56,
            "high": 3.56,
            "low": 3.56,
            "close": 3.56,
            "amount_yi": 0.0002
          },
          {
            "time": "09:49",
            "open": 3.57,
            "high": 3.58,
            "low": 3.57,
            "close": 3.58,
            "amount_yi": 0.0081
          },
          {
            "time": "09:50",
            "open": 3.58,
            "high": 3.59,
            "low": 3.58,
            "close": 3.59,
            "amount_yi": 0.0201
          },
          {
            "time": "09:51",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0088
          },
          {
            "time": "09:52",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.59,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.59,
        "low": 3.42,
        "bid1": 3.59,
        "ask1": 0.0,
        "bid_qty1": 5700,
        "ask_qty1": 0
      },
      "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": "2026-07-02T09:52:44",
      "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": 2.3405,
      "price_vs_vwap_pct": 0.8332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0022,
        "prev_amount_yi": 0.052,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "09:49",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0006
          },
          {
            "time": "09:50",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0005
          },
          {
            "time": "09:51",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "09:52",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.36,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 2.25,
        "open": 2.28,
        "high": 2.36,
        "low": 2.27,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 32568,
        "ask_qty1": 0
      },
      "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": "2026-07-02T09:52:44",
      "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": 38.9156,
      "price_vs_vwap_pct": 1.219,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.02,
        "prev_amount_yi": 0.0713,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2805,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0017
          },
          {
            "time": "09:49",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0073
          },
          {
            "time": "09:50",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0038
          },
          {
            "time": "09:51",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0057
          },
          {
            "time": "09:52",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:41",
        "prev_close": 35.81,
        "open": 38.25,
        "high": 39.39,
        "low": 37.88,
        "bid1": 39.39,
        "ask1": 0.0,
        "bid_qty1": 33115,
        "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.3223,
      "intraday_vwap": 39.3395,
      "price_vs_vwap_pct": -0.558,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1298,
        "prev_amount_yi": 0.1674,
        "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": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 39.52,
            "high": 39.52,
            "low": 39.52,
            "close": 39.52,
            "amount_yi": 0.0139
          },
          {
            "time": "09:49",
            "open": 39.52,
            "high": 39.56,
            "low": 39.52,
            "close": 39.56,
            "amount_yi": 0.0329
          },
          {
            "time": "09:50",
            "open": 39.7,
            "high": 39.7,
            "low": 39.45,
            "close": 39.45,
            "amount_yi": 0.0457
          },
          {
            "time": "09:51",
            "open": 39.38,
            "high": 39.38,
            "low": 39.2,
            "close": 39.2,
            "amount_yi": 0.0173
          },
          {
            "time": "09:52",
            "open": 39.11,
            "high": 39.12,
            "low": 39.11,
            "close": 39.12,
            "amount_yi": 0.02
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.12,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 39.0,
        "open": 38.51,
        "high": 39.89,
        "low": 38.03,
        "bid1": 39.08,
        "ask1": 39.13,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 2.9326,
      "price_vs_vwap_pct": -0.7706,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1135,
        "prev_amount_yi": 0.1839,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0059
          },
          {
            "time": "09:49",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0114
          },
          {
            "time": "09:50",
            "open": 2.94,
            "high": 2.94,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0445
          },
          {
            "time": "09:51",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0307
          },
          {
            "time": "09:52",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.91,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 2.88,
        "open": 2.87,
        "high": 3.0,
        "low": 2.86,
        "bid1": 2.9,
        "ask1": 2.91,
        "bid_qty1": 2242,
        "ask_qty1": 2343
      },
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": 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": 0.2131,
        "prev_amount_yi": 0.5482,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3887,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 45.89,
            "high": 45.89,
            "low": 45.89,
            "close": 45.89,
            "amount_yi": 0.0668
          },
          {
            "time": "09:49",
            "open": 45.75,
            "high": 45.75,
            "low": 45.75,
            "close": 45.75,
            "amount_yi": 0.0478
          },
          {
            "time": "09:50",
            "open": 45.55,
            "high": 45.55,
            "low": 45.17,
            "close": 45.17,
            "amount_yi": 0.0426
          },
          {
            "time": "09:51",
            "open": 45.22,
            "high": 45.26,
            "low": 45.22,
            "close": 45.26,
            "amount_yi": 0.0225
          },
          {
            "time": "09:52",
            "open": 45.11,
            "high": 45.11,
            "low": 45.09,
            "close": 45.09,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.09,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 42.69,
        "open": 43.8,
        "high": 46.13,
        "low": 42.88,
        "bid1": 45.09,
        "ask1": 45.1,
        "bid_qty1": 40,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 25.1923,
      "price_vs_vwap_pct": -2.3114,
      "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": 0.4629,
        "prev_amount_yi": 0.8906,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5198,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 24.83,
            "high": 24.83,
            "low": 24.83,
            "close": 24.83,
            "amount_yi": 0.0604
          },
          {
            "time": "09:49",
            "open": 24.97,
            "high": 25.03,
            "low": 24.97,
            "close": 25.03,
            "amount_yi": 0.1061
          },
          {
            "time": "09:50",
            "open": 25.1,
            "high": 25.1,
            "low": 24.77,
            "close": 24.77,
            "amount_yi": 0.0856
          },
          {
            "time": "09:51",
            "open": 24.73,
            "high": 24.73,
            "low": 24.62,
            "close": 24.62,
            "amount_yi": 0.1115
          },
          {
            "time": "09:52",
            "open": 24.62,
            "high": 24.62,
            "low": 24.61,
            "close": 24.61,
            "amount_yi": 0.0993
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.61,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 25.16,
        "open": 24.92,
        "high": 26.34,
        "low": 24.35,
        "bid1": 24.6,
        "ask1": 24.61,
        "bid_qty1": 704,
        "ask_qty1": 24
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.8835,
      "intraday_vwap": 8.252,
      "price_vs_vwap_pct": -0.2666,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0342,
        "prev_amount_yi": 0.0508,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6732,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 8.27,
            "high": 8.27,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0004
          },
          {
            "time": "09:49",
            "open": 8.3,
            "high": 8.31,
            "low": 8.3,
            "close": 8.31,
            "amount_yi": 0.0049
          },
          {
            "time": "09:50",
            "open": 8.33,
            "high": 8.33,
            "low": 8.28,
            "close": 8.28,
            "amount_yi": 0.0047
          },
          {
            "time": "09:51",
            "open": 8.29,
            "high": 8.29,
            "low": 8.26,
            "close": 8.26,
            "amount_yi": 0.0138
          },
          {
            "time": "09:52",
            "open": 8.24,
            "high": 8.24,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.23,
        "ts": "2026-07-02T09:52:43",
        "prev_close": 8.14,
        "open": 8.02,
        "high": 8.33,
        "low": 8.02,
        "bid1": 8.23,
        "ask1": 8.24,
        "bid_qty1": 14,
        "ask_qty1": 125
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": 2.6637,
      "price_vs_vwap_pct": 0.9873,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0486,
        "prev_amount_yi": 0.09,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.54,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0055
          },
          {
            "time": "09:49",
            "open": 2.71,
            "high": 2.72,
            "low": 2.71,
            "close": 2.72,
            "amount_yi": 0.0197
          },
          {
            "time": "09:50",
            "open": 2.72,
            "high": 2.72,
            "low": 2.72,
            "close": 2.72,
            "amount_yi": 0.0118
          },
          {
            "time": "09:51",
            "open": 2.71,
            "high": 2.71,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0077
          },
          {
            "time": "09:52",
            "open": 2.69,
            "high": 2.69,
            "low": 2.69,
            "close": 2.69,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.69,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 2.6,
        "open": 2.58,
        "high": 2.73,
        "low": 2.58,
        "bid1": 2.69,
        "ask1": 2.7,
        "bid_qty1": 1205,
        "ask_qty1": 1034
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 0.053,
        "prev_amount_yi": 0.096,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 7.9,
            "high": 7.9,
            "low": 7.9,
            "close": 7.9,
            "amount_yi": 0.0005
          },
          {
            "time": "09:49",
            "open": 7.91,
            "high": 7.93,
            "low": 7.91,
            "close": 7.93,
            "amount_yi": 0.0043
          },
          {
            "time": "09:50",
            "open": 7.91,
            "high": 7.91,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0094
          },
          {
            "time": "09:51",
            "open": 7.88,
            "high": 7.88,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0059
          },
          {
            "time": "09:52",
            "open": 7.81,
            "high": 7.82,
            "low": 7.81,
            "close": 7.82,
            "amount_yi": 0.0329
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.82,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 7.82,
        "open": 7.76,
        "high": 7.99,
        "low": 7.72,
        "bid1": 7.82,
        "ask1": 7.83,
        "bid_qty1": 8,
        "ask_qty1": 8
      },
      "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": "2026-07-02T09:52:44",
      "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": 0.0601,
        "prev_amount_yi": 0.0273,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2015,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 6.46,
            "high": 6.46,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.0035
          },
          {
            "time": "09:49",
            "open": 6.47,
            "high": 6.47,
            "low": 6.45,
            "close": 6.45,
            "amount_yi": 0.0144
          },
          {
            "time": "09:50",
            "open": 6.46,
            "high": 6.46,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0279
          },
          {
            "time": "09:51",
            "open": 6.41,
            "high": 6.41,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0128
          },
          {
            "time": "09:52",
            "open": 6.41,
            "high": 6.42,
            "low": 6.41,
            "close": 6.42,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.42,
        "ts": "2026-07-02T09:52:40",
        "prev_close": 6.39,
        "open": 6.36,
        "high": 6.6,
        "low": 6.3,
        "bid1": 6.43,
        "ask1": 6.45,
        "bid_qty1": 5,
        "ask_qty1": 91
      },
      "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": "2026-07-02T09:52:44",
      "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": 0.0231,
        "prev_amount_yi": 0.0443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0027
          },
          {
            "time": "09:49",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0049
          },
          {
            "time": "09:50",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0019
          },
          {
            "time": "09:51",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0058
          },
          {
            "time": "09:52",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:42",
        "prev_close": 13.33,
        "open": 14.66,
        "high": 14.66,
        "low": 14.66,
        "bid1": 14.66,
        "ask1": 0.0,
        "bid_qty1": 167891,
        "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": "2026-07-02T09:52:44",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.1609,
      "intraday_vwap": 14.8677,
      "price_vs_vwap_pct": 0.2845,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1209,
        "prev_amount_yi": 0.2346,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5153,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 15.04,
            "high": 15.04,
            "low": 15.04,
            "close": 15.04,
            "amount_yi": 0.0218
          },
          {
            "time": "09:49",
            "open": 15.07,
            "high": 15.07,
            "low": 15.06,
            "close": 15.06,
            "amount_yi": 0.02
          },
          {
            "time": "09:50",
            "open": 15.04,
            "high": 15.04,
            "low": 14.97,
            "close": 14.97,
            "amount_yi": 0.0216
          },
          {
            "time": "09:51",
            "open": 14.93,
            "high": 14.93,
            "low": 14.89,
            "close": 14.89,
            "amount_yi": 0.0373
          },
          {
            "time": "09:52",
            "open": 14.93,
            "high": 14.93,
            "low": 14.91,
            "close": 14.91,
            "amount_yi": 0.0202
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.91,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 14.52,
        "open": 14.46,
        "high": 15.1,
        "low": 14.41,
        "bid1": 14.91,
        "ask1": 14.92,
        "bid_qty1": 316,
        "ask_qty1": 15
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 10.02,
      "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": 4.2596,
      "intraday_vwap": 9.825,
      "price_vs_vwap_pct": 0.2545,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0084,
        "prev_amount_yi": 0.0232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 9.87,
            "high": 9.87,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0019
          },
          {
            "time": "09:49",
            "open": 9.9,
            "high": 9.91,
            "low": 9.9,
            "close": 9.91,
            "amount_yi": 0.0027
          },
          {
            "time": "09:50",
            "open": 9.9,
            "high": 9.9,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.002
          },
          {
            "time": "09:51",
            "open": 9.89,
            "high": 9.89,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.001
          },
          {
            "time": "09:52",
            "open": 9.84,
            "high": 9.85,
            "low": 9.84,
            "close": 9.85,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.85,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 9.68,
        "open": 9.69,
        "high": 9.97,
        "low": 9.65,
        "bid1": 9.85,
        "ask1": 9.86,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 4.1394,
      "intraday_vwap": 13.788,
      "price_vs_vwap_pct": -0.1305,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0977,
        "prev_amount_yi": 0.1379,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7085,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 13.82,
            "high": 13.82,
            "low": 13.82,
            "close": 13.82,
            "amount_yi": 0.0182
          },
          {
            "time": "09:49",
            "open": 13.87,
            "high": 13.87,
            "low": 13.86,
            "close": 13.86,
            "amount_yi": 0.012
          },
          {
            "time": "09:50",
            "open": 13.85,
            "high": 13.85,
            "low": 13.83,
            "close": 13.83,
            "amount_yi": 0.0155
          },
          {
            "time": "09:51",
            "open": 13.82,
            "high": 13.82,
            "low": 13.81,
            "close": 13.81,
            "amount_yi": 0.0306
          },
          {
            "time": "09:52",
            "open": 13.8,
            "high": 13.8,
            "low": 13.77,
            "close": 13.77,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.77,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 13.58,
        "open": 13.58,
        "high": 13.92,
        "low": 13.54,
        "bid1": 13.76,
        "ask1": 13.77,
        "bid_qty1": 10,
        "ask_qty1": 78
      },
      "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": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.31,
      "exec_low": 9.45,
      "exec_high": 9.5,
      "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": "2026-07-02T09:52:44",
      "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": 9.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.45,
      "dynamic_exec_high": 9.5,
      "entry_zone_low": 9.17,
      "entry_zone_high": 9.45,
      "entry_risk_pct": 4.7468,
      "intraday_vwap": 9.4548,
      "price_vs_vwap_pct": 0.1608,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0092,
        "prev_amount_yi": 0.0339,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 9.5,
            "high": 9.5,
            "low": 9.5,
            "close": 9.5,
            "amount_yi": 0.0007
          },
          {
            "time": "09:49",
            "open": 9.54,
            "high": 9.54,
            "low": 9.53,
            "close": 9.53,
            "amount_yi": 0.0026
          },
          {
            "time": "09:50",
            "open": 9.54,
            "high": 9.54,
            "low": 9.5,
            "close": 9.5,
            "amount_yi": 0.0021
          },
          {
            "time": "09:51",
            "open": 9.5,
            "high": 9.5,
            "low": 9.46,
            "close": 9.46,
            "amount_yi": 0.0016
          },
          {
            "time": "09:52",
            "open": 9.46,
            "high": 9.47,
            "low": 9.46,
            "close": 9.47,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.47,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 9.3,
        "open": 9.3,
        "high": 9.58,
        "low": 9.25,
        "bid1": 9.47,
        "ask1": 9.48,
        "bid_qty1": 16,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": 8.6008,
      "price_vs_vwap_pct": 0.6883,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0482,
        "prev_amount_yi": 0.1592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3028,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 8.72,
            "high": 8.72,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0056
          },
          {
            "time": "09:49",
            "open": 8.75,
            "high": 8.76,
            "low": 8.75,
            "close": 8.76,
            "amount_yi": 0.0129
          },
          {
            "time": "09:50",
            "open": 8.77,
            "high": 8.77,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0165
          },
          {
            "time": "09:51",
            "open": 8.7,
            "high": 8.7,
            "low": 8.67,
            "close": 8.67,
            "amount_yi": 0.0072
          },
          {
            "time": "09:52",
            "open": 8.65,
            "high": 8.66,
            "low": 8.65,
            "close": 8.66,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.66,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 8.41,
        "open": 8.36,
        "high": 8.81,
        "low": 8.33,
        "bid1": 8.65,
        "ask1": 8.66,
        "bid_qty1": 74,
        "ask_qty1": 94
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 16.0387,
      "price_vs_vwap_pct": -0.6154,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1734,
        "prev_amount_yi": 0.2983,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 16.16,
            "high": 16.16,
            "low": 16.16,
            "close": 16.16,
            "amount_yi": 0.0241
          },
          {
            "time": "09:49",
            "open": 16.24,
            "high": 16.24,
            "low": 16.21,
            "close": 16.21,
            "amount_yi": 0.0252
          },
          {
            "time": "09:50",
            "open": 16.18,
            "high": 16.18,
            "low": 16.05,
            "close": 16.05,
            "amount_yi": 0.0304
          },
          {
            "time": "09:51",
            "open": 15.99,
            "high": 15.99,
            "low": 15.98,
            "close": 15.98,
            "amount_yi": 0.0679
          },
          {
            "time": "09:52",
            "open": 15.96,
            "high": 15.96,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.0258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.94,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 15.52,
        "open": 15.47,
        "high": 16.39,
        "low": 15.4,
        "bid1": 15.93,
        "ask1": 15.94,
        "bid_qty1": 46,
        "ask_qty1": 273
      },
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 6.7,
      "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": 6.491,
      "price_vs_vwap_pct": 2.7577,
      "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": 0.4218,
        "prev_amount_yi": 0.4831,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8731,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0523
          },
          {
            "time": "09:49",
            "open": 6.75,
            "high": 6.75,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.1366
          },
          {
            "time": "09:50",
            "open": 6.69,
            "high": 6.69,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0763
          },
          {
            "time": "09:51",
            "open": 6.64,
            "high": 6.64,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0882
          },
          {
            "time": "09:52",
            "open": 6.61,
            "high": 6.67,
            "low": 6.61,
            "close": 6.67,
            "amount_yi": 0.0684
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.67,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 6.28,
        "open": 6.15,
        "high": 6.77,
        "low": 6.1,
        "bid1": 6.66,
        "ask1": 6.67,
        "bid_qty1": 93,
        "ask_qty1": 32
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.994,
      "intraday_vwap": 13.2732,
      "price_vs_vwap_pct": -0.0241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0739,
        "prev_amount_yi": 0.1117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6616,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 13.33,
            "high": 13.33,
            "low": 13.33,
            "close": 13.33,
            "amount_yi": 0.009
          },
          {
            "time": "09:49",
            "open": 13.34,
            "high": 13.35,
            "low": 13.34,
            "close": 13.35,
            "amount_yi": 0.0346
          },
          {
            "time": "09:50",
            "open": 13.35,
            "high": 13.35,
            "low": 13.31,
            "close": 13.31,
            "amount_yi": 0.0134
          },
          {
            "time": "09:51",
            "open": 13.3,
            "high": 13.3,
            "low": 13.27,
            "close": 13.27,
            "amount_yi": 0.0093
          },
          {
            "time": "09:52",
            "open": 13.26,
            "high": 13.27,
            "low": 13.26,
            "close": 13.27,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.27,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 13.13,
        "open": 13.07,
        "high": 13.45,
        "low": 13.01,
        "bid1": 13.25,
        "ask1": 13.27,
        "bid_qty1": 28,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.1527,
      "intraday_vwap": 5.2088,
      "price_vs_vwap_pct": 0.407,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0527,
        "prev_amount_yi": 0.0907,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 5.25,
            "high": 5.25,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.0008
          },
          {
            "time": "09:49",
            "open": 5.26,
            "high": 5.27,
            "low": 5.26,
            "close": 5.27,
            "amount_yi": 0.0156
          },
          {
            "time": "09:50",
            "open": 5.28,
            "high": 5.28,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.0267
          },
          {
            "time": "09:51",
            "open": 5.26,
            "high": 5.26,
            "low": 5.24,
            "close": 5.24,
            "amount_yi": 0.0057
          },
          {
            "time": "09:52",
            "open": 5.24,
            "high": 5.24,
            "low": 5.23,
            "close": 5.23,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.23,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 5.12,
        "open": 5.09,
        "high": 5.28,
        "low": 5.06,
        "bid1": 5.23,
        "ask1": 5.24,
        "bid_qty1": 54,
        "ask_qty1": 91
      },
      "previous_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 4.3091,
      "intraday_vwap": 6.7057,
      "price_vs_vwap_pct": 0.0641,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0108,
        "prev_amount_yi": 0.0325,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 6.74,
            "high": 6.74,
            "low": 6.74,
            "close": 6.74,
            "amount_yi": 0.0005
          },
          {
            "time": "09:49",
            "open": 6.75,
            "high": 6.77,
            "low": 6.75,
            "close": 6.77,
            "amount_yi": 0.0023
          },
          {
            "time": "09:50",
            "open": 6.77,
            "high": 6.77,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0045
          },
          {
            "time": "09:51",
            "open": 6.75,
            "high": 6.75,
            "low": 6.74,
            "close": 6.74,
            "amount_yi": 0.001
          },
          {
            "time": "09:52",
            "open": 6.73,
            "high": 6.73,
            "low": 6.71,
            "close": 6.71,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.71,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 6.59,
        "open": 6.53,
        "high": 6.79,
        "low": 6.53,
        "bid1": 6.71,
        "ask1": 6.73,
        "bid_qty1": 39,
        "ask_qty1": 193
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 5.16,
      "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": 4.5187,
      "intraday_vwap": 5.0547,
      "price_vs_vwap_pct": 0.6984,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0159,
        "prev_amount_yi": 0.0371,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 5.08,
            "high": 5.08,
            "low": 5.08,
            "close": 5.08,
            "amount_yi": 0.0021
          },
          {
            "time": "09:49",
            "open": 5.1,
            "high": 5.12,
            "low": 5.1,
            "close": 5.12,
            "amount_yi": 0.0048
          },
          {
            "time": "09:50",
            "open": 5.12,
            "high": 5.12,
            "low": 5.1,
            "close": 5.1,
            "amount_yi": 0.0049
          },
          {
            "time": "09:51",
            "open": 5.11,
            "high": 5.11,
            "low": 5.09,
            "close": 5.09,
            "amount_yi": 0.0027
          },
          {
            "time": "09:52",
            "open": 5.08,
            "high": 5.09,
            "low": 5.08,
            "close": 5.09,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.09,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 4.97,
        "open": 5.01,
        "high": 5.15,
        "low": 4.95,
        "bid1": 5.08,
        "ask1": 5.09,
        "bid_qty1": 257,
        "ask_qty1": 363
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 29.9475,
      "price_vs_vwap_pct": -0.8264,
      "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": 0.3815,
        "prev_amount_yi": 0.5984,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 29.96,
            "high": 29.96,
            "low": 29.96,
            "close": 29.96,
            "amount_yi": 0.0544
          },
          {
            "time": "09:49",
            "open": 29.99,
            "high": 30.07,
            "low": 29.99,
            "close": 30.07,
            "amount_yi": 0.0422
          },
          {
            "time": "09:50",
            "open": 30.07,
            "high": 30.07,
            "low": 29.95,
            "close": 29.95,
            "amount_yi": 0.1037
          },
          {
            "time": "09:51",
            "open": 29.92,
            "high": 29.92,
            "low": 29.85,
            "close": 29.85,
            "amount_yi": 0.08
          },
          {
            "time": "09:52",
            "open": 29.78,
            "high": 29.78,
            "low": 29.7,
            "close": 29.7,
            "amount_yi": 0.1012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.7,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 29.57,
        "open": 29.51,
        "high": 30.26,
        "low": 29.35,
        "bid1": 29.69,
        "ask1": 29.7,
        "bid_qty1": 37,
        "ask_qty1": 218
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 5.92,
      "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": 4.1237,
      "intraday_vwap": 5.8075,
      "price_vs_vwap_pct": 0.043,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0086,
        "prev_amount_yi": 0.0374,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2299,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0009
          },
          {
            "time": "09:49",
            "open": 5.83,
            "high": 5.84,
            "low": 5.83,
            "close": 5.84,
            "amount_yi": 0.0026
          },
          {
            "time": "09:50",
            "open": 5.85,
            "high": 5.85,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0031
          },
          {
            "time": "09:51",
            "open": 5.81,
            "high": 5.83,
            "low": 5.81,
            "close": 5.83,
            "amount_yi": 0.0015
          },
          {
            "time": "09:52",
            "open": 5.82,
            "high": 5.82,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.81,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 5.69,
        "open": 5.69,
        "high": 5.89,
        "low": 5.69,
        "bid1": 5.81,
        "ask1": 5.82,
        "bid_qty1": 474,
        "ask_qty1": 80
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.2964,
      "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": 0.1147,
        "prev_amount_yi": 0.1307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8776,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 84.49,
            "high": 84.49,
            "low": 84.49,
            "close": 84.49,
            "amount_yi": 0.006
          },
          {
            "time": "09:49",
            "open": 84.81,
            "high": 84.81,
            "low": 84.75,
            "close": 84.75,
            "amount_yi": 0.0163
          },
          {
            "time": "09:50",
            "open": 84.83,
            "high": 84.83,
            "low": 84.47,
            "close": 84.47,
            "amount_yi": 0.04
          },
          {
            "time": "09:51",
            "open": 84.47,
            "high": 84.47,
            "low": 83.8,
            "close": 83.8,
            "amount_yi": 0.0258
          },
          {
            "time": "09:52",
            "open": 83.25,
            "high": 83.25,
            "low": 83.0,
            "close": 83.0,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.0,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 81.83,
        "open": 81.99,
        "high": 84.97,
        "low": 81.11,
        "bid1": 83.0,
        "ask1": 83.12,
        "bid_qty1": 0,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 3.9678,
      "intraday_vwap": 17.5331,
      "price_vs_vwap_pct": -0.8162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0355,
        "prev_amount_yi": 0.1008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 17.55,
            "high": 17.55,
            "low": 17.55,
            "close": 17.55,
            "amount_yi": 0.0059
          },
          {
            "time": "09:49",
            "open": 17.6,
            "high": 17.6,
            "low": 17.59,
            "close": 17.59,
            "amount_yi": 0.0031
          },
          {
            "time": "09:50",
            "open": 17.59,
            "high": 17.59,
            "low": 17.53,
            "close": 17.53,
            "amount_yi": 0.0163
          },
          {
            "time": "09:51",
            "open": 17.48,
            "high": 17.48,
            "low": 17.43,
            "close": 17.43,
            "amount_yi": 0.0072
          },
          {
            "time": "09:52",
            "open": 17.4,
            "high": 17.4,
            "low": 17.39,
            "close": 17.39,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.39,
        "ts": "2026-07-02T09:52:38",
        "prev_close": 17.2,
        "open": 17.52,
        "high": 17.77,
        "low": 17.26,
        "bid1": 17.38,
        "ask1": 17.39,
        "bid_qty1": 45,
        "ask_qty1": 10
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_trigger",
      "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": 23.0807,
      "price_vs_vwap_pct": 0.8202,
      "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": 0.9927,
        "prev_amount_yi": 1.4513,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.684,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 23.56,
            "high": 23.56,
            "low": 23.56,
            "close": 23.56,
            "amount_yi": 0.1807
          },
          {
            "time": "09:49",
            "open": 23.5,
            "high": 23.52,
            "low": 23.5,
            "close": 23.52,
            "amount_yi": 0.3583
          },
          {
            "time": "09:50",
            "open": 23.48,
            "high": 23.48,
            "low": 23.29,
            "close": 23.29,
            "amount_yi": 0.1919
          },
          {
            "time": "09:51",
            "open": 23.21,
            "high": 23.33,
            "low": 23.21,
            "close": 23.33,
            "amount_yi": 0.149
          },
          {
            "time": "09:52",
            "open": 23.32,
            "high": 23.32,
            "low": 23.27,
            "close": 23.27,
            "amount_yi": 0.1128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.27,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 23.34,
        "open": 23.11,
        "high": 23.69,
        "low": 22.54,
        "bid1": 23.26,
        "ask1": 23.27,
        "bid_qty1": 9,
        "ask_qty1": 90
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.3727,
      "intraday_vwap": 5.9436,
      "price_vs_vwap_pct": -0.3971,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1097,
        "prev_amount_yi": 0.212,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 5.94,
            "high": 5.94,
            "low": 5.94,
            "close": 5.94,
            "amount_yi": 0.0068
          },
          {
            "time": "09:49",
            "open": 5.97,
            "high": 6.01,
            "low": 5.97,
            "close": 6.01,
            "amount_yi": 0.0214
          },
          {
            "time": "09:50",
            "open": 6.0,
            "high": 6.0,
            "low": 5.96,
            "close": 5.96,
            "amount_yi": 0.0361
          },
          {
            "time": "09:51",
            "open": 5.95,
            "high": 5.95,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0295
          },
          {
            "time": "09:52",
            "open": 5.91,
            "high": 5.92,
            "low": 5.91,
            "close": 5.92,
            "amount_yi": 0.0159
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.92,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 5.79,
        "open": 5.83,
        "high": 6.07,
        "low": 5.78,
        "bid1": 5.92,
        "ask1": 5.93,
        "bid_qty1": 30,
        "ask_qty1": 209
      },
      "previous_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": null,
      "intraday_vwap": 3.5489,
      "price_vs_vwap_pct": 0.5946,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0769,
        "prev_amount_yi": 0.1987,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0122
          },
          {
            "time": "09:49",
            "open": 3.6,
            "high": 3.6,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0107
          },
          {
            "time": "09:50",
            "open": 3.59,
            "high": 3.59,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0192
          },
          {
            "time": "09:51",
            "open": 3.58,
            "high": 3.58,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0217
          },
          {
            "time": "09:52",
            "open": 3.56,
            "high": 3.57,
            "low": 3.56,
            "close": 3.57,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.57,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 3.48,
        "open": 3.45,
        "high": 3.61,
        "low": 3.43,
        "bid1": 3.56,
        "ask1": 3.57,
        "bid_qty1": 1528,
        "ask_qty1": 491
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": 10.43,
      "exec_high": 10.48,
      "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": "2026-07-02T09:52:44",
      "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": 10.48,
      "entry_zone_low": 10.11,
      "entry_zone_high": 10.41,
      "entry_risk_pct": 4.9666,
      "intraday_vwap": 10.4342,
      "price_vs_vwap_pct": 0.1514,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0621,
        "prev_amount_yi": 0.0911,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6817,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.002
          },
          {
            "time": "09:49",
            "open": 10.53,
            "high": 10.56,
            "low": 10.53,
            "close": 10.56,
            "amount_yi": 0.0255
          },
          {
            "time": "09:50",
            "open": 10.56,
            "high": 10.56,
            "low": 10.5,
            "close": 10.5,
            "amount_yi": 0.0137
          },
          {
            "time": "09:51",
            "open": 10.49,
            "high": 10.49,
            "low": 10.49,
            "close": 10.49,
            "amount_yi": 0.0117
          },
          {
            "time": "09:52",
            "open": 10.47,
            "high": 10.47,
            "low": 10.45,
            "close": 10.45,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.45,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 10.25,
        "open": 10.2,
        "high": 10.58,
        "low": 10.15,
        "bid1": 10.45,
        "ask1": 10.47,
        "bid_qty1": 202,
        "ask_qty1": 8
      },
      "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": "2026-07-02T09:52:44",
      "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": 4.3338,
      "intraday_vwap": 21.7835,
      "price_vs_vwap_pct": -0.5669,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0486,
        "prev_amount_yi": 0.0995,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4884,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 21.83,
            "high": 21.83,
            "low": 21.83,
            "close": 21.83,
            "amount_yi": 0.0062
          },
          {
            "time": "09:49",
            "open": 21.84,
            "high": 21.84,
            "low": 21.78,
            "close": 21.78,
            "amount_yi": 0.019
          },
          {
            "time": "09:50",
            "open": 21.75,
            "high": 21.75,
            "low": 21.67,
            "close": 21.67,
            "amount_yi": 0.0091
          },
          {
            "time": "09:51",
            "open": 21.67,
            "high": 21.69,
            "low": 21.67,
            "close": 21.69,
            "amount_yi": 0.0073
          },
          {
            "time": "09:52",
            "open": 21.63,
            "high": 21.66,
            "low": 21.63,
            "close": 21.66,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.66,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 21.25,
        "open": 21.4,
        "high": 22.2,
        "low": 21.25,
        "bid1": 21.66,
        "ask1": 21.69,
        "bid_qty1": 7,
        "ask_qty1": 9
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 4.6122,
      "intraday_vwap": 24.3226,
      "price_vs_vwap_pct": 0.5238,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0194,
        "prev_amount_yi": 0.0208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9327,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0013
          },
          {
            "time": "09:49",
            "open": 24.5,
            "high": 24.59,
            "low": 24.5,
            "close": 24.59,
            "amount_yi": 0.0017
          },
          {
            "time": "09:50",
            "open": 24.75,
            "high": 24.75,
            "low": 24.59,
            "close": 24.59,
            "amount_yi": 0.0092
          },
          {
            "time": "09:51",
            "open": 24.47,
            "high": 24.55,
            "low": 24.47,
            "close": 24.55,
            "amount_yi": 0.0039
          },
          {
            "time": "09:52",
            "open": 24.49,
            "high": 24.49,
            "low": 24.45,
            "close": 24.45,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.45,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 23.88,
        "open": 24.03,
        "high": 24.77,
        "low": 23.88,
        "bid1": 24.45,
        "ask1": 24.5,
        "bid_qty1": 16,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 5.2882,
      "price_vs_vwap_pct": -0.9115,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2476,
        "prev_amount_yi": 0.5894,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4201,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 5.3,
            "high": 5.3,
            "low": 5.3,
            "close": 5.3,
            "amount_yi": 0.0434
          },
          {
            "time": "09:49",
            "open": 5.33,
            "high": 5.33,
            "low": 5.31,
            "close": 5.31,
            "amount_yi": 0.0612
          },
          {
            "time": "09:50",
            "open": 5.29,
            "high": 5.29,
            "low": 5.26,
            "close": 5.26,
            "amount_yi": 0.0473
          },
          {
            "time": "09:51",
            "open": 5.27,
            "high": 5.27,
            "low": 5.26,
            "close": 5.26,
            "amount_yi": 0.0488
          },
          {
            "time": "09:52",
            "open": 5.25,
            "high": 5.25,
            "low": 5.24,
            "close": 5.24,
            "amount_yi": 0.0469
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.24,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 5.1,
        "open": 5.1,
        "high": 5.49,
        "low": 5.1,
        "bid1": 5.24,
        "ask1": 5.25,
        "bid_qty1": 2576,
        "ask_qty1": 633
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 22.3,
      "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": 4.2408,
      "intraday_vwap": 22.1895,
      "price_vs_vwap_pct": -1.1695,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0857,
        "prev_amount_yi": 0.1286,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6664,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0195
          },
          {
            "time": "09:49",
            "open": 22.09,
            "high": 22.09,
            "low": 22.08,
            "close": 22.08,
            "amount_yi": 0.0071
          },
          {
            "time": "09:50",
            "open": 22.02,
            "high": 22.02,
            "low": 22.0,
            "close": 22.0,
            "amount_yi": 0.0229
          },
          {
            "time": "09:51",
            "open": 21.96,
            "high": 21.98,
            "low": 21.96,
            "close": 21.98,
            "amount_yi": 0.0235
          },
          {
            "time": "09:52",
            "open": 21.96,
            "high": 21.96,
            "low": 21.93,
            "close": 21.93,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.93,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 21.58,
        "open": 21.58,
        "high": 22.76,
        "low": 21.48,
        "bid1": 21.92,
        "ask1": 21.93,
        "bid_qty1": 34,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "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": null,
      "intraday_vwap": 10.8977,
      "price_vs_vwap_pct": 0.3882,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0566,
        "prev_amount_yi": 0.1047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0095
          },
          {
            "time": "09:49",
            "open": 11.03,
            "high": 11.05,
            "low": 11.03,
            "close": 11.05,
            "amount_yi": 0.0243
          },
          {
            "time": "09:50",
            "open": 11.04,
            "high": 11.04,
            "low": 10.98,
            "close": 10.98,
            "amount_yi": 0.01
          },
          {
            "time": "09:51",
            "open": 10.96,
            "high": 10.96,
            "low": 10.96,
            "close": 10.96,
            "amount_yi": 0.0081
          },
          {
            "time": "09:52",
            "open": 10.96,
            "high": 10.96,
            "low": 10.94,
            "close": 10.94,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.94,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 10.62,
        "open": 10.66,
        "high": 11.1,
        "low": 10.58,
        "bid1": 10.94,
        "ask1": 10.95,
        "bid_qty1": 48,
        "ask_qty1": 156
      },
      "previous_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.8348,
      "intraday_vwap": 6.7789,
      "price_vs_vwap_pct": -0.1313,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0123,
        "prev_amount_yi": 0.0302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4073,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 6.78,
            "high": 6.78,
            "low": 6.78,
            "close": 6.78,
            "amount_yi": 0.0003
          },
          {
            "time": "09:49",
            "open": 6.81,
            "high": 6.81,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0028
          },
          {
            "time": "09:50",
            "open": 6.82,
            "high": 6.82,
            "low": 6.79,
            "close": 6.79,
            "amount_yi": 0.0066
          },
          {
            "time": "09:51",
            "open": 6.79,
            "high": 6.79,
            "low": 6.78,
            "close": 6.78,
            "amount_yi": 0.0019
          },
          {
            "time": "09:52",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.77,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 6.69,
        "open": 6.68,
        "high": 6.84,
        "low": 6.62,
        "bid1": 6.77,
        "ask1": 6.78,
        "bid_qty1": 135,
        "ask_qty1": 92
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 59.7405,
      "price_vs_vwap_pct": -0.1347,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0239,
        "prev_amount_yi": 0.0519,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 60.06,
            "high": 60.06,
            "low": 60.06,
            "close": 60.06,
            "amount_yi": 0.0038
          },
          {
            "time": "09:49",
            "open": 60.1,
            "high": 60.21,
            "low": 60.1,
            "close": 60.21,
            "amount_yi": 0.003
          },
          {
            "time": "09:50",
            "open": 60.2,
            "high": 60.2,
            "low": 59.84,
            "close": 59.84,
            "amount_yi": 0.0075
          },
          {
            "time": "09:51",
            "open": 59.9,
            "high": 59.9,
            "low": 59.8,
            "close": 59.8,
            "amount_yi": 0.0076
          },
          {
            "time": "09:52",
            "open": 59.72,
            "high": 59.72,
            "low": 59.66,
            "close": 59.66,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 59.66,
        "ts": "2026-07-02T09:52:33",
        "prev_close": 59.76,
        "open": 59.88,
        "high": 60.79,
        "low": 58.91,
        "bid1": 59.6,
        "ask1": 59.66,
        "bid_qty1": 2,
        "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_trigger",
      "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": 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": 0.0342,
        "prev_amount_yi": 0.0794,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4307,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 26.8,
            "high": 26.8,
            "low": 26.8,
            "close": 26.8,
            "amount_yi": 0.0032
          },
          {
            "time": "09:49",
            "open": 26.85,
            "high": 26.89,
            "low": 26.85,
            "close": 26.89,
            "amount_yi": 0.0051
          },
          {
            "time": "09:50",
            "open": 26.77,
            "high": 26.77,
            "low": 26.6,
            "close": 26.6,
            "amount_yi": 0.0047
          },
          {
            "time": "09:51",
            "open": 26.6,
            "high": 26.6,
            "low": 26.58,
            "close": 26.58,
            "amount_yi": 0.0107
          },
          {
            "time": "09:52",
            "open": 26.54,
            "high": 26.54,
            "low": 26.47,
            "close": 26.47,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.47,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 26.52,
        "open": 26.65,
        "high": 27.16,
        "low": 26.47,
        "bid1": 26.47,
        "ask1": 26.5,
        "bid_qty1": 6,
        "ask_qty1": 68
      },
      "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": "2026-07-02T09:52:44",
      "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": 112.8757,
      "price_vs_vwap_pct": -3.3893,
      "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": 0.5922,
        "prev_amount_yi": 0.7353,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 110.4,
            "high": 110.4,
            "low": 110.4,
            "close": 110.4,
            "amount_yi": 0.0384
          },
          {
            "time": "09:49",
            "open": 110.92,
            "high": 111.0,
            "low": 110.92,
            "close": 111.0,
            "amount_yi": 0.0813
          },
          {
            "time": "09:50",
            "open": 111.2,
            "high": 111.2,
            "low": 110.26,
            "close": 110.26,
            "amount_yi": 0.1217
          },
          {
            "time": "09:51",
            "open": 110.21,
            "high": 110.21,
            "low": 109.77,
            "close": 109.77,
            "amount_yi": 0.1194
          },
          {
            "time": "09:52",
            "open": 108.89,
            "high": 109.05,
            "low": 108.89,
            "close": 109.05,
            "amount_yi": 0.2314
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 109.05,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 112.57,
        "open": 111.87,
        "high": 117.99,
        "low": 108.88,
        "bid1": 109.13,
        "ask1": 109.33,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.7994,
      "intraday_vwap": 19.7936,
      "price_vs_vwap_pct": -0.3213,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.114,
        "prev_amount_yi": 0.1864,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6116,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 19.87,
            "high": 19.87,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0114
          },
          {
            "time": "09:49",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.019
          },
          {
            "time": "09:50",
            "open": 19.9,
            "high": 19.9,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0243
          },
          {
            "time": "09:51",
            "open": 19.82,
            "high": 19.82,
            "low": 19.78,
            "close": 19.78,
            "amount_yi": 0.0308
          },
          {
            "time": "09:52",
            "open": 19.78,
            "high": 19.78,
            "low": 19.73,
            "close": 19.73,
            "amount_yi": 0.0285
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.73,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 19.57,
        "open": 19.35,
        "high": 19.97,
        "low": 19.34,
        "bid1": 19.73,
        "ask1": 19.74,
        "bid_qty1": 41,
        "ask_qty1": 81
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 4.0241,
      "intraday_vwap": 9.959,
      "price_vs_vwap_pct": -0.2912,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0526,
        "prev_amount_yi": 0.1311,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4012,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 10.01,
            "high": 10.01,
            "low": 10.01,
            "close": 10.01,
            "amount_yi": 0.0072
          },
          {
            "time": "09:49",
            "open": 10.01,
            "high": 10.02,
            "low": 10.01,
            "close": 10.02,
            "amount_yi": 0.0153
          },
          {
            "time": "09:50",
            "open": 10.02,
            "high": 10.02,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0102
          },
          {
            "time": "09:51",
            "open": 9.97,
            "high": 9.97,
            "low": 9.95,
            "close": 9.95,
            "amount_yi": 0.0149
          },
          {
            "time": "09:52",
            "open": 9.94,
            "high": 9.94,
            "low": 9.93,
            "close": 9.93,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.93,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 9.79,
        "open": 9.76,
        "high": 10.07,
        "low": 9.73,
        "bid1": 9.93,
        "ask1": 9.94,
        "bid_qty1": 24,
        "ask_qty1": 108
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": null,
      "intraday_vwap": 4.7456,
      "price_vs_vwap_pct": 1.1463,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0356,
        "prev_amount_yi": 0.0546,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0032
          },
          {
            "time": "09:49",
            "open": 4.78,
            "high": 4.8,
            "low": 4.78,
            "close": 4.8,
            "amount_yi": 0.0059
          },
          {
            "time": "09:50",
            "open": 4.81,
            "high": 4.81,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0137
          },
          {
            "time": "09:51",
            "open": 4.81,
            "high": 4.82,
            "low": 4.81,
            "close": 4.82,
            "amount_yi": 0.0093
          },
          {
            "time": "09:52",
            "open": 4.81,
            "high": 4.81,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:43",
        "prev_close": 4.63,
        "open": 4.64,
        "high": 4.82,
        "low": 4.58,
        "bid1": 4.79,
        "ask1": 4.8,
        "bid_qty1": 363,
        "ask_qty1": 380
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": 3.61,
      "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": "2026-07-02T09:52:44",
      "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": 3.61,
      "entry_zone_low": 3.49,
      "entry_zone_high": 3.59,
      "entry_risk_pct": 4.7222,
      "intraday_vwap": 3.5933,
      "price_vs_vwap_pct": 0.1865,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0258,
        "prev_amount_yi": 0.0789,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.327,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 3.61,
            "high": 3.61,
            "low": 3.61,
            "close": 3.61,
            "amount_yi": 0.0014
          },
          {
            "time": "09:49",
            "open": 3.62,
            "high": 3.62,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0115
          },
          {
            "time": "09:50",
            "open": 3.62,
            "high": 3.62,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0034
          },
          {
            "time": "09:51",
            "open": 3.62,
            "high": 3.62,
            "low": 3.6,
            "close": 3.6,
            "amount_yi": 0.0046
          },
          {
            "time": "09:52",
            "open": 3.6,
            "high": 3.6,
            "low": 3.6,
            "close": 3.6,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.6,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 3.52,
        "open": 3.49,
        "high": 3.63,
        "low": 3.49,
        "bid1": 3.59,
        "ask1": 3.6,
        "bid_qty1": 625,
        "ask_qty1": 600
      },
      "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": "2026-07-02T09:52:44",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.042,
      "intraday_vwap": 23.7896,
      "price_vs_vwap_pct": 0.0437,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0225,
        "prev_amount_yi": 0.0544,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 23.88,
            "high": 23.88,
            "low": 23.88,
            "close": 23.88,
            "amount_yi": 0.0034
          },
          {
            "time": "09:49",
            "open": 23.92,
            "high": 23.93,
            "low": 23.92,
            "close": 23.93,
            "amount_yi": 0.0034
          },
          {
            "time": "09:50",
            "open": 23.91,
            "high": 23.91,
            "low": 23.87,
            "close": 23.87,
            "amount_yi": 0.0067
          },
          {
            "time": "09:51",
            "open": 23.85,
            "high": 23.85,
            "low": 23.79,
            "close": 23.79,
            "amount_yi": 0.0074
          },
          {
            "time": "09:52",
            "open": 23.8,
            "high": 23.8,
            "low": 23.8,
            "close": 23.8,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.8,
        "ts": "2026-07-02T09:52:38",
        "prev_close": 23.26,
        "open": 23.38,
        "high": 24.09,
        "low": 23.26,
        "bid1": 23.78,
        "ask1": 23.8,
        "bid_qty1": 47,
        "ask_qty1": 1
      },
      "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": "2026-07-02T09:52:44",
      "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": 3.7522,
      "intraday_vwap": 16.8265,
      "price_vs_vwap_pct": -0.2763,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0583,
        "prev_amount_yi": 0.1163,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5013,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 16.88,
            "high": 16.88,
            "low": 16.88,
            "close": 16.88,
            "amount_yi": 0.0048
          },
          {
            "time": "09:49",
            "open": 16.9,
            "high": 16.9,
            "low": 16.88,
            "close": 16.88,
            "amount_yi": 0.015
          },
          {
            "time": "09:50",
            "open": 16.9,
            "high": 16.9,
            "low": 16.87,
            "close": 16.87,
            "amount_yi": 0.0122
          },
          {
            "time": "09:51",
            "open": 16.84,
            "high": 16.84,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.0153
          },
          {
            "time": "09:52",
            "open": 16.8,
            "high": 16.8,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.78,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 16.63,
        "open": 16.56,
        "high": 16.96,
        "low": 16.52,
        "bid1": 16.78,
        "ask1": 16.79,
        "bid_qty1": 16,
        "ask_qty1": 151
      },
      "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": "2026-07-02T09:52:44",
      "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": 4.2035,
      "intraday_vwap": 4.5229,
      "price_vs_vwap_pct": -0.0641,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0486,
        "prev_amount_yi": 0.0576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8438,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0046
          },
          {
            "time": "09:49",
            "open": 4.55,
            "high": 4.57,
            "low": 4.55,
            "close": 4.57,
            "amount_yi": 0.0134
          },
          {
            "time": "09:50",
            "open": 4.56,
            "high": 4.56,
            "low": 4.55,
            "close": 4.55,
            "amount_yi": 0.0187
          },
          {
            "time": "09:51",
            "open": 4.55,
            "high": 4.55,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0075
          },
          {
            "time": "09:52",
            "open": 4.53,
            "high": 4.53,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.52,
        "ts": "2026-07-02T09:52:40",
        "prev_close": 4.46,
        "open": 4.46,
        "high": 4.58,
        "low": 4.42,
        "bid1": 4.51,
        "ask1": 4.52,
        "bid_qty1": 511,
        "ask_qty1": 218
      },
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.0487,
      "intraday_vwap": 11.244,
      "price_vs_vwap_pct": 0.3202,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0385,
        "prev_amount_yi": 0.0344,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1192,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 11.3,
            "high": 11.3,
            "low": 11.3,
            "close": 11.3,
            "amount_yi": 0.0034
          },
          {
            "time": "09:49",
            "open": 11.35,
            "high": 11.37,
            "low": 11.35,
            "close": 11.37,
            "amount_yi": 0.0148
          },
          {
            "time": "09:50",
            "open": 11.35,
            "high": 11.35,
            "low": 11.31,
            "close": 11.31,
            "amount_yi": 0.0073
          },
          {
            "time": "09:51",
            "open": 11.31,
            "high": 11.31,
            "low": 11.29,
            "close": 11.29,
            "amount_yi": 0.0076
          },
          {
            "time": "09:52",
            "open": 11.31,
            "high": 11.31,
            "low": 11.28,
            "close": 11.28,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.28,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 11.0,
        "open": 10.86,
        "high": 11.55,
        "low": 10.84,
        "bid1": 11.28,
        "ask1": 11.29,
        "bid_qty1": 19,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_trigger",
      "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": 0.0462,
        "prev_amount_yi": 0.0911,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5071,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 8.22,
            "high": 8.22,
            "low": 8.22,
            "close": 8.22,
            "amount_yi": 0.006
          },
          {
            "time": "09:49",
            "open": 8.23,
            "high": 8.23,
            "low": 8.19,
            "close": 8.19,
            "amount_yi": 0.0198
          },
          {
            "time": "09:50",
            "open": 8.22,
            "high": 8.22,
            "low": 8.2,
            "close": 8.2,
            "amount_yi": 0.0049
          },
          {
            "time": "09:51",
            "open": 8.2,
            "high": 8.21,
            "low": 8.2,
            "close": 8.21,
            "amount_yi": 0.0034
          },
          {
            "time": "09:52",
            "open": 8.2,
            "high": 8.21,
            "low": 8.2,
            "close": 8.21,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.21,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 8.17,
        "open": 8.06,
        "high": 8.24,
        "low": 7.93,
        "bid1": 8.2,
        "ask1": 8.21,
        "bid_qty1": 22,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "invalid_price_broken",
      "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": 68.8205,
      "price_vs_vwap_pct": -1.6717,
      "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": 0.7012,
        "prev_amount_yi": 1.0835,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6472,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 68.55,
            "high": 68.55,
            "low": 68.55,
            "close": 68.55,
            "amount_yi": 0.0852
          },
          {
            "time": "09:49",
            "open": 68.81,
            "high": 68.81,
            "low": 68.76,
            "close": 68.76,
            "amount_yi": 0.0934
          },
          {
            "time": "09:50",
            "open": 68.67,
            "high": 68.67,
            "low": 68.15,
            "close": 68.15,
            "amount_yi": 0.1556
          },
          {
            "time": "09:51",
            "open": 67.85,
            "high": 67.85,
            "low": 67.65,
            "close": 67.65,
            "amount_yi": 0.155
          },
          {
            "time": "09:52",
            "open": 67.5,
            "high": 67.67,
            "low": 67.5,
            "close": 67.67,
            "amount_yi": 0.212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.67,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 67.95,
        "open": 67.0,
        "high": 70.22,
        "low": 67.0,
        "bid1": 67.64,
        "ask1": 67.67,
        "bid_qty1": 19,
        "ask_qty1": 187
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "waiting_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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.206,
        "prev_amount_yi": 0.4008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.514,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 29.71,
            "high": 29.71,
            "low": 29.71,
            "close": 29.71,
            "amount_yi": 0.0113
          },
          {
            "time": "09:49",
            "open": 29.95,
            "high": 29.95,
            "low": 29.89,
            "close": 29.89,
            "amount_yi": 0.0573
          },
          {
            "time": "09:50",
            "open": 29.91,
            "high": 29.91,
            "low": 29.76,
            "close": 29.76,
            "amount_yi": 0.0465
          },
          {
            "time": "09:51",
            "open": 29.65,
            "high": 29.65,
            "low": 29.5,
            "close": 29.5,
            "amount_yi": 0.0488
          },
          {
            "time": "09:52",
            "open": 29.53,
            "high": 29.53,
            "low": 29.49,
            "close": 29.49,
            "amount_yi": 0.0421
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.49,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 29.57,
        "open": 29.84,
        "high": 30.87,
        "low": 29.38,
        "bid1": 29.49,
        "ask1": 29.54,
        "bid_qty1": 23,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.6792,
      "intraday_vwap": 10.6537,
      "price_vs_vwap_pct": -0.5979,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1282,
        "prev_amount_yi": 0.2403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.006
          },
          {
            "time": "09:49",
            "open": 10.66,
            "high": 10.67,
            "low": 10.66,
            "close": 10.67,
            "amount_yi": 0.01
          },
          {
            "time": "09:50",
            "open": 10.66,
            "high": 10.66,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.0409
          },
          {
            "time": "09:51",
            "open": 10.62,
            "high": 10.62,
            "low": 10.62,
            "close": 10.62,
            "amount_yi": 0.0386
          },
          {
            "time": "09:52",
            "open": 10.6,
            "high": 10.6,
            "low": 10.59,
            "close": 10.59,
            "amount_yi": 0.0327
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.59,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 10.53,
        "open": 10.5,
        "high": 10.74,
        "low": 10.48,
        "bid1": 10.59,
        "ask1": 10.6,
        "bid_qty1": 710,
        "ask_qty1": 359
      },
      "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": "2026-07-02T09:52:44",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.0926,
      "intraday_vwap": 8.5897,
      "price_vs_vwap_pct": 0.3527,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0069,
        "prev_amount_yi": 0.0228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3026,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 8.64,
            "high": 8.64,
            "low": 8.64,
            "close": 8.64,
            "amount_yi": 0.0007
          },
          {
            "time": "09:49",
            "open": 8.66,
            "high": 8.69,
            "low": 8.66,
            "close": 8.69,
            "amount_yi": 0.0008
          },
          {
            "time": "09:50",
            "open": 8.68,
            "high": 8.68,
            "low": 8.64,
            "close": 8.64,
            "amount_yi": 0.0036
          },
          {
            "time": "09:51",
            "open": 8.64,
            "high": 8.64,
            "low": 8.62,
            "close": 8.62,
            "amount_yi": 0.0009
          },
          {
            "time": "09:52",
            "open": 8.62,
            "high": 8.62,
            "low": 8.62,
            "close": 8.62,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.62,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 8.42,
        "open": 8.54,
        "high": 8.71,
        "low": 8.29,
        "bid1": 8.61,
        "ask1": 8.64,
        "bid_qty1": 82,
        "ask_qty1": 55
      },
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": null,
      "intraday_vwap": 8.4105,
      "price_vs_vwap_pct": -0.0059,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0461,
        "prev_amount_yi": 0.0689,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 8.42,
            "high": 8.42,
            "low": 8.42,
            "close": 8.42,
            "amount_yi": 0.0074
          },
          {
            "time": "09:49",
            "open": 8.45,
            "high": 8.46,
            "low": 8.45,
            "close": 8.46,
            "amount_yi": 0.0107
          },
          {
            "time": "09:50",
            "open": 8.44,
            "high": 8.44,
            "low": 8.43,
            "close": 8.43,
            "amount_yi": 0.0067
          },
          {
            "time": "09:51",
            "open": 8.42,
            "high": 8.42,
            "low": 8.41,
            "close": 8.41,
            "amount_yi": 0.0118
          },
          {
            "time": "09:52",
            "open": 8.42,
            "high": 8.42,
            "low": 8.41,
            "close": 8.41,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.41,
        "ts": "2026-07-02T09:52:40",
        "prev_close": 8.23,
        "open": 8.21,
        "high": 8.51,
        "low": 8.2,
        "bid1": 8.41,
        "ask1": 8.42,
        "bid_qty1": 88,
        "ask_qty1": 199
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 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": 4.5633,
      "intraday_vwap": 25.2002,
      "price_vs_vwap_pct": 0.7532,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0197,
        "prev_amount_yi": 0.0385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 25.51,
            "high": 25.51,
            "low": 25.51,
            "close": 25.51,
            "amount_yi": 0.0016
          },
          {
            "time": "09:49",
            "open": 25.58,
            "high": 25.61,
            "low": 25.58,
            "close": 25.61,
            "amount_yi": 0.0049
          },
          {
            "time": "09:50",
            "open": 25.67,
            "high": 25.67,
            "low": 25.53,
            "close": 25.53,
            "amount_yi": 0.0054
          },
          {
            "time": "09:51",
            "open": 25.55,
            "high": 25.55,
            "low": 25.46,
            "close": 25.46,
            "amount_yi": 0.0023
          },
          {
            "time": "09:52",
            "open": 25.42,
            "high": 25.42,
            "low": 25.39,
            "close": 25.39,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.39,
        "ts": "2026-07-02T09:52:39",
        "prev_close": 24.95,
        "open": 24.78,
        "high": 25.69,
        "low": 24.63,
        "bid1": 25.39,
        "ask1": 25.42,
        "bid_qty1": 8,
        "ask_qty1": 8
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "2026-07-02T09:52:44",
      "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": 43.0686,
      "price_vs_vwap_pct": -1.2041,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2214,
        "prev_amount_yi": 0.3866,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5727,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 42.88,
            "high": 42.88,
            "low": 42.88,
            "close": 42.88,
            "amount_yi": 0.0098
          },
          {
            "time": "09:49",
            "open": 42.89,
            "high": 42.89,
            "low": 42.89,
            "close": 42.89,
            "amount_yi": 0.0189
          },
          {
            "time": "09:50",
            "open": 42.9,
            "high": 42.9,
            "low": 42.7,
            "close": 42.7,
            "amount_yi": 0.0371
          },
          {
            "time": "09:51",
            "open": 42.65,
            "high": 42.65,
            "low": 42.46,
            "close": 42.46,
            "amount_yi": 0.1074
          },
          {
            "time": "09:52",
            "open": 42.46,
            "high": 42.55,
            "low": 42.46,
            "close": 42.55,
            "amount_yi": 0.0482
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:39",
        "prev_close": 42.66,
        "open": 42.3,
        "high": 43.96,
        "low": 42.1,
        "bid1": 42.55,
        "ask1": 42.56,
        "bid_qty1": 10,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "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": 14.7417,
      "price_vs_vwap_pct": -0.8934,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1827,
        "prev_amount_yi": 0.226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8084,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 14.75,
            "high": 14.75,
            "low": 14.75,
            "close": 14.75,
            "amount_yi": 0.0275
          },
          {
            "time": "09:49",
            "open": 14.74,
            "high": 14.74,
            "low": 14.71,
            "close": 14.71,
            "amount_yi": 0.0375
          },
          {
            "time": "09:50",
            "open": 14.73,
            "high": 14.73,
            "low": 14.69,
            "close": 14.69,
            "amount_yi": 0.0341
          },
          {
            "time": "09:51",
            "open": 14.67,
            "high": 14.67,
            "low": 14.63,
            "close": 14.63,
            "amount_yi": 0.0318
          },
          {
            "time": "09:52",
            "open": 14.62,
            "high": 14.62,
            "low": 14.61,
            "close": 14.61,
            "amount_yi": 0.0518
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.61,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 14.72,
        "open": 14.45,
        "high": 15.08,
        "low": 14.33,
        "bid1": 14.6,
        "ask1": 14.61,
        "bid_qty1": 296,
        "ask_qty1": 13
      },
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": null,
      "intraday_vwap": 4.7593,
      "price_vs_vwap_pct": 1.2754,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0069,
        "prev_amount_yi": 0.0087,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:47",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0033
          },
          {
            "time": "09:49",
            "open": 4.83,
            "high": 4.84,
            "low": 4.83,
            "close": 4.84,
            "amount_yi": 0.0019
          },
          {
            "time": "09:50",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0002
          },
          {
            "time": "09:51",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0014
          },
          {
            "time": "09:52",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.82,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 4.66,
        "open": 4.66,
        "high": 4.84,
        "low": 4.64,
        "bid1": 4.81,
        "ask1": 4.82,
        "bid_qty1": 210,
        "ask_qty1": 21
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 9.3137,
      "price_vs_vwap_pct": 1.034,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1954,
        "prev_amount_yi": 0.9307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2099,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 9.4,
            "high": 9.4,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.0472
          },
          {
            "time": "09:49",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.1002
          },
          {
            "time": "09:50",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.014
          },
          {
            "time": "09:51",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0105
          },
          {
            "time": "09:52",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.41,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 8.55,
        "open": 9.21,
        "high": 9.41,
        "low": 9.0,
        "bid1": 9.41,
        "ask1": 0.0,
        "bid_qty1": 132690,
        "ask_qty1": 0
      },
      "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": "2026-07-02T09:52:44",
      "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": 4.868,
      "price_vs_vwap_pct": -0.5752,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0577,
        "prev_amount_yi": 0.1646,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3505,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 4.87,
            "high": 4.87,
            "low": 4.87,
            "close": 4.87,
            "amount_yi": 0.0019
          },
          {
            "time": "09:49",
            "open": 4.88,
            "high": 4.9,
            "low": 4.88,
            "close": 4.9,
            "amount_yi": 0.0073
          },
          {
            "time": "09:50",
            "open": 4.9,
            "high": 4.9,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0163
          },
          {
            "time": "09:51",
            "open": 4.87,
            "high": 4.87,
            "low": 4.85,
            "close": 4.85,
            "amount_yi": 0.0153
          },
          {
            "time": "09:52",
            "open": 4.86,
            "high": 4.86,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.84,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 4.74,
        "open": 4.77,
        "high": 4.95,
        "low": 4.76,
        "bid1": 4.83,
        "ask1": 4.84,
        "bid_qty1": 5,
        "ask_qty1": 67
      },
      "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": "2026-07-02T09:52:44",
      "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": 11.885,
      "price_vs_vwap_pct": 0.0421,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.045,
        "prev_amount_yi": 0.1251,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3597,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 11.88,
            "high": 11.88,
            "low": 11.88,
            "close": 11.88,
            "amount_yi": 0.0061
          },
          {
            "time": "09:49",
            "open": 11.9,
            "high": 11.94,
            "low": 11.9,
            "close": 11.94,
            "amount_yi": 0.007
          },
          {
            "time": "09:50",
            "open": 11.95,
            "high": 11.95,
            "low": 11.94,
            "close": 11.94,
            "amount_yi": 0.0082
          },
          {
            "time": "09:51",
            "open": 11.9,
            "high": 11.92,
            "low": 11.9,
            "close": 11.92,
            "amount_yi": 0.0183
          },
          {
            "time": "09:52",
            "open": 11.94,
            "high": 11.94,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.89,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 11.61,
        "open": 11.79,
        "high": 12.02,
        "low": 11.65,
        "bid1": 11.89,
        "ask1": 11.9,
        "bid_qty1": 52,
        "ask_qty1": 50
      },
      "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": "2026-07-02T09:52:44",
      "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": 3.0124,
      "price_vs_vwap_pct": -0.0797,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0991,
        "prev_amount_yi": 0.2196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4513,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 3.01,
            "high": 3.01,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0206
          },
          {
            "time": "09:49",
            "open": 3.02,
            "high": 3.04,
            "low": 3.02,
            "close": 3.04,
            "amount_yi": 0.0226
          },
          {
            "time": "09:50",
            "open": 3.03,
            "high": 3.04,
            "low": 3.03,
            "close": 3.04,
            "amount_yi": 0.0227
          },
          {
            "time": "09:51",
            "open": 3.02,
            "high": 3.02,
            "low": 3.02,
            "close": 3.02,
            "amount_yi": 0.0198
          },
          {
            "time": "09:52",
            "open": 3.02,
            "high": 3.02,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.01,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 2.95,
        "open": 2.99,
        "high": 3.06,
        "low": 2.95,
        "bid1": 3.0,
        "ask1": 3.01,
        "bid_qty1": 5774,
        "ask_qty1": 2039
      },
      "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": "2026-07-02T09:52:44",
      "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": 2.3793,
      "price_vs_vwap_pct": -0.8112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0863,
        "prev_amount_yi": 0.2857,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3021,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 2.37,
            "high": 2.37,
            "low": 2.37,
            "close": 2.37,
            "amount_yi": 0.0116
          },
          {
            "time": "09:49",
            "open": 2.37,
            "high": 2.38,
            "low": 2.37,
            "close": 2.38,
            "amount_yi": 0.019
          },
          {
            "time": "09:50",
            "open": 2.38,
            "high": 2.38,
            "low": 2.38,
            "close": 2.38,
            "amount_yi": 0.0075
          },
          {
            "time": "09:51",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0323
          },
          {
            "time": "09:52",
            "open": 2.37,
            "high": 2.37,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0159
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.36,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 2.32,
        "open": 2.37,
        "high": 2.42,
        "low": 2.33,
        "bid1": 2.35,
        "ask1": 2.36,
        "bid_qty1": 8922,
        "ask_qty1": 3077
      },
      "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": "2026-07-02T09:52:44",
      "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": 7.0125,
      "price_vs_vwap_pct": -0.4635,
      "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": 0.3035,
        "prev_amount_yi": 0.4815,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0305
          },
          {
            "time": "09:49",
            "open": 7.02,
            "high": 7.06,
            "low": 7.02,
            "close": 7.06,
            "amount_yi": 0.0353
          },
          {
            "time": "09:50",
            "open": 7.05,
            "high": 7.05,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0503
          },
          {
            "time": "09:51",
            "open": 6.99,
            "high": 6.99,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.1406
          },
          {
            "time": "09:52",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0468
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.98,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 6.9,
        "open": 6.96,
        "high": 7.1,
        "low": 6.87,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 225,
        "ask_qty1": 254
      },
      "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": "2026-07-02T09:52:44",
      "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": 8.0078,
      "price_vs_vwap_pct": -0.2223,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.057,
        "prev_amount_yi": 0.1775,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 7.97,
            "high": 7.97,
            "low": 7.97,
            "close": 7.97,
            "amount_yi": 0.0063
          },
          {
            "time": "09:49",
            "open": 7.99,
            "high": 8.01,
            "low": 7.99,
            "close": 8.01,
            "amount_yi": 0.0114
          },
          {
            "time": "09:50",
            "open": 7.99,
            "high": 7.99,
            "low": 7.97,
            "close": 7.97,
            "amount_yi": 0.0101
          },
          {
            "time": "09:51",
            "open": 7.98,
            "high": 7.99,
            "low": 7.98,
            "close": 7.99,
            "amount_yi": 0.0194
          },
          {
            "time": "09:52",
            "open": 7.98,
            "high": 7.99,
            "low": 7.98,
            "close": 7.99,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.99,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 8.02,
        "open": 8.0,
        "high": 8.2,
        "low": 7.88,
        "bid1": 7.98,
        "ask1": 7.99,
        "bid_qty1": 420,
        "ask_qty1": 83
      },
      "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": "2026-07-02T09:52:44",
      "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": 4.1898,
      "price_vs_vwap_pct": 0.4821,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1136,
        "prev_amount_yi": 0.2791,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:48",
            "open": 4.25,
            "high": 4.25,
            "low": 4.25,
            "close": 4.25,
            "amount_yi": 0.0034
          },
          {
            "time": "09:49",
            "open": 4.24,
            "high": 4.27,
            "low": 4.24,
            "close": 4.27,
            "amount_yi": 0.0124
          },
          {
            "time": "09:50",
            "open": 4.27,
            "high": 4.27,
            "low": 4.25,
            "close": 4.25,
            "amount_yi": 0.0446
          },
          {
            "time": "09:51",
            "open": 4.25,
            "high": 4.25,
            "low": 4.23,
            "close": 4.23,
            "amount_yi": 0.0472
          },
          {
            "time": "09:52",
            "open": 4.22,
            "high": 4.22,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.21,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 4.06,
        "open": 4.13,
        "high": 4.35,
        "low": 4.06,
        "bid1": 4.21,
        "ask1": 4.22,
        "bid_qty1": 433,
        "ask_qty1": 615
      },
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 1.2511,
      "price_vs_vwap_pct": 2.31,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0779,
        "prev_amount_yi": 0.0221,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5249,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 1.27,
            "high": 1.27,
            "low": 1.27,
            "close": 1.27,
            "amount_yi": 0.0001
          },
          {
            "time": "09:49",
            "open": 1.26,
            "high": 1.27,
            "low": 1.26,
            "close": 1.27,
            "amount_yi": 0.0082
          },
          {
            "time": "09:50",
            "open": 1.28,
            "high": 1.28,
            "low": 1.27,
            "close": 1.27,
            "amount_yi": 0.0037
          },
          {
            "time": "09:51",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0645
          },
          {
            "time": "09:52",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1.28,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 1.22,
        "open": 1.21,
        "high": 1.28,
        "low": 1.2,
        "bid1": 1.28,
        "ask1": 0.0,
        "bid_qty1": 68864,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 3.604,
      "price_vs_vwap_pct": -0.9434,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0941,
        "prev_amount_yi": 0.0572,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6451,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0026
          },
          {
            "time": "09:49",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0671
          },
          {
            "time": "09:50",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0034
          },
          {
            "time": "09:51",
            "open": 3.59,
            "high": 3.59,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0119
          },
          {
            "time": "09:52",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.57,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 3.57,
        "open": 3.62,
        "high": 3.65,
        "low": 3.56,
        "bid1": 3.56,
        "ask1": 3.57,
        "bid_qty1": 1656,
        "ask_qty1": 11
      },
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.2895,
      "intraday_vwap": 4.5171,
      "price_vs_vwap_pct": 0.9497,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0037,
        "prev_amount_yi": 0.0244,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 4.55,
            "high": 4.55,
            "low": 4.55,
            "close": 4.55,
            "amount_yi": 0.0007
          },
          {
            "time": "09:49",
            "open": 4.55,
            "high": 4.55,
            "low": 4.55,
            "close": 4.55,
            "amount_yi": 0.0008
          },
          {
            "time": "09:50",
            "open": 4.55,
            "high": 4.57,
            "low": 4.55,
            "close": 4.57,
            "amount_yi": 0.0003
          },
          {
            "time": "09:51",
            "open": 4.56,
            "high": 4.56,
            "low": 4.55,
            "close": 4.55,
            "amount_yi": 0.0018
          },
          {
            "time": "09:52",
            "open": 4.56,
            "high": 4.56,
            "low": 4.56,
            "close": 4.56,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.56,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 4.49,
        "open": 4.49,
        "high": 4.58,
        "low": 4.45,
        "bid1": 4.55,
        "ask1": 4.56,
        "bid_qty1": 71,
        "ask_qty1": 150
      },
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.301,
      "intraday_vwap": 5.1064,
      "price_vs_vwap_pct": 0.8538,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1141,
        "prev_amount_yi": 0.2122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 5.14,
            "high": 5.14,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.005
          },
          {
            "time": "09:49",
            "open": 5.16,
            "high": 5.19,
            "low": 5.16,
            "close": 5.19,
            "amount_yi": 0.0298
          },
          {
            "time": "09:50",
            "open": 5.18,
            "high": 5.18,
            "low": 5.17,
            "close": 5.17,
            "amount_yi": 0.046
          },
          {
            "time": "09:51",
            "open": 5.16,
            "high": 5.16,
            "low": 5.16,
            "close": 5.16,
            "amount_yi": 0.0228
          },
          {
            "time": "09:52",
            "open": 5.14,
            "high": 5.15,
            "low": 5.14,
            "close": 5.15,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.15,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 4.98,
        "open": 5.05,
        "high": 5.2,
        "low": 5.0,
        "bid1": 5.14,
        "ask1": 5.15,
        "bid_qty1": 1543,
        "ask_qty1": 639
      },
      "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": "2026-07-02T09:52:44",
      "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": 4.9595,
      "price_vs_vwap_pct": -0.5948,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0207,
        "prev_amount_yi": 0.0307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6743,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0044
          },
          {
            "time": "09:49",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0097
          },
          {
            "time": "09:50",
            "open": 4.96,
            "high": 4.96,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0016
          },
          {
            "time": "09:51",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0019
          },
          {
            "time": "09:52",
            "open": 4.95,
            "high": 4.95,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.93,
        "ts": "2026-07-02T09:52:41",
        "prev_close": 4.88,
        "open": 4.94,
        "high": 5.01,
        "low": 4.89,
        "bid1": 4.93,
        "ask1": 4.94,
        "bid_qty1": 268,
        "ask_qty1": 99
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "near_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": 11.5225,
      "price_vs_vwap_pct": 0.4122,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0131,
        "prev_amount_yi": 0.0259,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5058,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 11.55,
            "high": 11.55,
            "low": 11.55,
            "close": 11.55,
            "amount_yi": 0.0018
          },
          {
            "time": "09:49",
            "open": 11.57,
            "high": 11.6,
            "low": 11.57,
            "close": 11.6,
            "amount_yi": 0.0031
          },
          {
            "time": "09:50",
            "open": 11.6,
            "high": 11.6,
            "low": 11.59,
            "close": 11.59,
            "amount_yi": 0.0028
          },
          {
            "time": "09:51",
            "open": 11.57,
            "high": 11.57,
            "low": 11.57,
            "close": 11.57,
            "amount_yi": 0.0035
          },
          {
            "time": "09:52",
            "open": 11.57,
            "high": 11.57,
            "low": 11.57,
            "close": 11.57,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.57,
        "ts": "2026-07-02T09:52:40",
        "prev_close": 11.41,
        "open": 11.45,
        "high": 11.67,
        "low": 11.3,
        "bid1": 11.58,
        "ask1": 11.59,
        "bid_qty1": 8,
        "ask_qty1": 16
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "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": 11.4576,
      "price_vs_vwap_pct": 0.4573,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0239,
        "prev_amount_yi": 0.0365,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 11.5,
            "high": 11.5,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0009
          },
          {
            "time": "09:49",
            "open": 11.5,
            "high": 11.53,
            "low": 11.5,
            "close": 11.53,
            "amount_yi": 0.0045
          },
          {
            "time": "09:50",
            "open": 11.55,
            "high": 11.55,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.0058
          },
          {
            "time": "09:51",
            "open": 11.53,
            "high": 11.54,
            "low": 11.53,
            "close": 11.54,
            "amount_yi": 0.0098
          },
          {
            "time": "09:52",
            "open": 11.55,
            "high": 11.55,
            "low": 11.51,
            "close": 11.51,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.51,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 11.42,
        "open": 11.4,
        "high": 11.57,
        "low": 11.31,
        "bid1": 11.51,
        "ask1": 11.54,
        "bid_qty1": 9,
        "ask_qty1": 77
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 6.419,
      "price_vs_vwap_pct": 3.7545,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0239,
        "prev_amount_yi": 0.2717,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0023
          },
          {
            "time": "09:49",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0093
          },
          {
            "time": "09:50",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0049
          },
          {
            "time": "09:51",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0046
          },
          {
            "time": "09:52",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.66,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 6.05,
        "open": 6.13,
        "high": 6.66,
        "low": 6.09,
        "bid1": 6.66,
        "ask1": 0.0,
        "bid_qty1": 248777,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.2432,
      "intraday_vwap": 3.6732,
      "price_vs_vwap_pct": 0.7296,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0123,
        "prev_amount_yi": 0.0459,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 3.69,
            "high": 3.69,
            "low": 3.69,
            "close": 3.69,
            "amount_yi": 0.0062
          },
          {
            "time": "09:49",
            "open": 3.71,
            "high": 3.71,
            "low": 3.71,
            "close": 3.71,
            "amount_yi": 0.0017
          },
          {
            "time": "09:50",
            "open": 3.71,
            "high": 3.71,
            "low": 3.71,
            "close": 3.71,
            "amount_yi": 0.0023
          },
          {
            "time": "09:51",
            "open": 3.7,
            "high": 3.7,
            "low": 3.7,
            "close": 3.7,
            "amount_yi": 0.0011
          },
          {
            "time": "09:52",
            "open": 3.69,
            "high": 3.7,
            "low": 3.69,
            "close": 3.7,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.7,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 3.63,
        "open": 3.63,
        "high": 3.72,
        "low": 3.6,
        "bid1": 3.69,
        "ask1": 3.7,
        "bid_qty1": 56,
        "ask_qty1": 1099
      },
      "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": "2026-07-02T09:52:44",
      "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": 2.9799,
      "price_vs_vwap_pct": -0.6678,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1429,
        "prev_amount_yi": 0.3019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4733,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 2.98,
            "high": 2.98,
            "low": 2.98,
            "close": 2.98,
            "amount_yi": 0.0149
          },
          {
            "time": "09:49",
            "open": 2.98,
            "high": 2.99,
            "low": 2.98,
            "close": 2.99,
            "amount_yi": 0.026
          },
          {
            "time": "09:50",
            "open": 2.98,
            "high": 2.98,
            "low": 2.98,
            "close": 2.98,
            "amount_yi": 0.0174
          },
          {
            "time": "09:51",
            "open": 2.98,
            "high": 2.98,
            "low": 2.97,
            "close": 2.97,
            "amount_yi": 0.0252
          },
          {
            "time": "09:52",
            "open": 2.96,
            "high": 2.96,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.0594
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "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": "2026-07-02T09:52:42",
        "prev_close": 2.99,
        "open": 3.01,
        "high": 3.02,
        "low": 2.95,
        "bid1": 2.96,
        "ask1": 2.97,
        "bid_qty1": 10854,
        "ask_qty1": 10779
      },
      "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": "2026-07-02T09:52:44",
      "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": 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": 3.339,
      "intraday_vwap": 11.4575,
      "price_vs_vwap_pct": 1.942,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0334,
        "prev_amount_yi": 0.0481,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6944,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:48",
            "open": 11.61,
            "high": 11.61,
            "low": 11.61,
            "close": 11.61,
            "amount_yi": 0.003
          },
          {
            "time": "09:49",
            "open": 11.66,
            "high": 11.68,
            "low": 11.66,
            "close": 11.68,
            "amount_yi": 0.0088
          },
          {
            "time": "09:50",
            "open": 11.67,
            "high": 11.67,
            "low": 11.67,
            "close": 11.67,
            "amount_yi": 0.0087
          },
          {
            "time": "09:51",
            "open": 11.69,
            "high": 11.69,
            "low": 11.69,
            "close": 11.69,
            "amount_yi": 0.0061
          },
          {
            "time": "09:52",
            "open": 11.68,
            "high": 11.68,
            "low": 11.68,
            "close": 11.68,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43470.24,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.68,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 11.43,
        "open": 11.43,
        "high": 11.71,
        "low": 10.89,
        "bid1": 11.67,
        "ask1": 11.68,
        "bid_qty1": 62,
        "ask_qty1": 178
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T09:52:44",
      "sim_reason": "near_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": 5.295,
      "price_vs_vwap_pct": 0.8499,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0133,
        "prev_amount_yi": 0.0489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.272,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:48",
            "open": 5.33,
            "high": 5.33,
            "low": 5.33,
            "close": 5.33,
            "amount_yi": 0.0011
          },
          {
            "time": "09:49",
            "open": 5.35,
            "high": 5.36,
            "low": 5.35,
            "close": 5.36,
            "amount_yi": 0.004
          },
          {
            "time": "09:50",
            "open": 5.36,
            "high": 5.36,
            "low": 5.34,
            "close": 5.34,
            "amount_yi": 0.0017
          },
          {
            "time": "09:51",
            "open": 5.34,
            "high": 5.34,
            "low": 5.34,
            "close": 5.34,
            "amount_yi": 0.004
          },
          {
            "time": "09:52",
            "open": 5.34,
            "high": 5.34,
            "low": 5.34,
            "close": 5.34,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86940.48,
      "current_position_value": 0.0,
      "cash_before_order": 388081.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.34,
        "ts": "2026-07-02T09:52:42",
        "prev_close": 5.19,
        "open": 5.22,
        "high": 5.39,
        "low": 5.2,
        "bid1": 5.33,
        "ask1": 5.34,
        "bid_qty1": 906,
        "ask_qty1": 696
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 388081.0,
    "market_value": 698896.0,
    "total_value": 1086977.0,
    "unrealized_pnl": 54507.99999999998,
    "unrealized_pnl_pct_of_initial": 5.450799999999998,
    "realized_pnl": 32469.000000000022,
    "realized_pnl_pct_of_initial": 3.246900000000002,
    "total_pnl": 86977.0,
    "total_pnl_pct": 8.697700000000008
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 19200,
      "avg_cost": 3.565,
      "last_price": 4.06,
      "market_value": 155903.99999999997,
      "unrealized_pnl": 19007.999999999985,
      "unrealized_pnl_pct": 13.884992987377265,
      "updated_at": "2026-07-02T09:52:44",
      "prev_close": 3.69,
      "holding_days": null,
      "position_pct_of_total": 14.342897779805828
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1000,
      "sellable_qty": 500,
      "avg_cost": 124.635,
      "last_price": 127.98,
      "market_value": 127980.0,
      "unrealized_pnl": 3344.999999999999,
      "unrealized_pnl_pct": 2.683836803466111,
      "updated_at": "2026-07-02T09:52:44",
      "prev_close": 118.22,
      "holding_days": null,
      "position_pct_of_total": 11.773938179004707
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1000,
      "sellable_qty": 1000,
      "avg_cost": 110.65,
      "last_price": 121.4,
      "market_value": 121400.0,
      "unrealized_pnl": 10750.0,
      "unrealized_pnl_pct": 9.715318572074105,
      "updated_at": "2026-07-02T09:52:44",
      "prev_close": 126.02,
      "holding_days": 10,
      "position_pct_of_total": 11.168589583772242
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 900,
      "sellable_qty": 900,
      "avg_cost": 83.20444444444445,
      "last_price": 99.49,
      "market_value": 89541.0,
      "unrealized_pnl": 14656.999999999993,
      "unrealized_pnl_pct": 19.572939479728646,
      "updated_at": "2026-07-02T09:52:44",
      "prev_close": 106.64,
      "holding_days": 6,
      "position_pct_of_total": 8.237616803299426
    },
    {
      "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": "2026-07-02T09:52:44",
      "prev_close": 57.48,
      "holding_days": null,
      "position_pct_of_total": 6.39875544744737
    },
    {
      "symbol": "SZSE.002915",
      "name": "中欣氟材",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.62,
      "last_price": 22.73,
      "market_value": 63644.0,
      "unrealized_pnl": 307.9999999999984,
      "unrealized_pnl_pct": 0.4862953138815129,
      "updated_at": "2026-07-02T09:52:44",
      "prev_close": 22.02,
      "holding_days": null,
      "position_pct_of_total": 5.855137689205935
    },
    {
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.5,
      "last_price": 22.42,
      "market_value": 62776.00000000001,
      "unrealized_pnl": -223.99999999999523,
      "unrealized_pnl_pct": -0.3555555555555534,
      "updated_at": "2026-07-02T09:52:44",
      "prev_close": 22.1,
      "holding_days": null,
      "position_pct_of_total": 5.775283193664632
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 40.49,
      "market_value": 8098.0,
      "unrealized_pnl": 107.99999999999983,
      "unrealized_pnl_pct": 1.3516896120150168,
      "updated_at": "2026-07-02T09:52:44",
      "prev_close": 42.8,
      "holding_days": 9,
      "position_pct_of_total": 0.7450019641629951
    }
  ],
  "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"
    },
    {
      "amount": 63336.0,
      "base_exec_high": 23.24,
      "cash_before_order": 451417.0,
      "chase_ceiling": 23.24,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 3.2714,
      "entry_zone_high": 22.9,
      "entry_zone_low": 22.22,
      "event_id": "20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 23.24,
      "exec_low": 22.56,
      "intraday_vwap": 21.7801,
      "invalid_price": 21.88,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.4859,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1541,
            "close": 22.35,
            "high": 22.35,
            "low": 22.35,
            "open": 22.35,
            "time": "09:40"
          },
          {
            "amount_yi": 0.178,
            "close": 22.63,
            "high": 22.63,
            "low": 22.34,
            "open": 22.34,
            "time": "09:41"
          },
          {
            "amount_yi": 0.1538,
            "close": 22.62,
            "high": 22.62,
            "low": 22.62,
            "open": 22.62,
            "time": "09:42"
          }
        ],
        "energy_ratio": 1.2264,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0.3962,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "中欣氟材",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260701",
      "plan_id": "20260701:SZSE.002915:SECOND_WAVE_BREAK_VWAP",
      "price": 22.62,
      "price_vs_vwap_pct": 3.8563,
      "qty": 2800,
      "quote_ask1": 22.62,
      "quote_ask_qty1": 125,
      "quote_bid1": 22.61,
      "quote_bid_qty1": 279,
      "quote_high": 22.72,
      "quote_last": 22.62,
      "quote_low": 20.8,
      "quote_open": 21.03,
      "quote_prev_close": 22.02,
      "quote_ts": "2026-07-02T09:42:03",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 26.6,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.002915",
      "target_amount": 64574.7,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "氟化工概念",
      "trade_date": "20260702",
      "trigger_price": 22.56,
      "ts": "2026-07-02T09:42:05",
      "id": 32
    }
  ],
  "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": 121.4,
      "avg_cost": 110.65,
      "pnl_pct": 9.7153,
      "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": 99.49,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 19.5729,
      "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": 40.49,
      "avg_cost": 39.95,
      "pnl_pct": 1.3517,
      "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"
      }
    },
    "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": 11,
    "filled_official_orders": 4,
    "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": 0
  }
}