{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260701",
  "trade_date": "20260702",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.7068,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4973,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SHSE.688247"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [],
      "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": 15.258064516129032,
          "last": 107.19,
          "vwap": 102.46793452374948,
          "above_vwap": true,
          "amount": 497602017.0
        },
        {
          "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": 6.429742002214322,
          "above_vwap": true,
          "amount": 88272642.0
        },
        {
          "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": 9.315870543628023,
          "above_vwap": true,
          "amount": 877627669.0
        },
        {
          "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": 6.026428549783485,
          "above_vwap": true,
          "amount": 397743079.0
        },
        {
          "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": 38.93721903363588,
          "above_vwap": true,
          "amount": 350061174.0
        },
        {
          "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": 17.927820219435738,
          "above_vwap": true,
          "amount": 114379493.0
        },
        {
          "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": 119119830.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.425720620842569,
          "last": 9.78,
          "vwap": 9.600992792014752,
          "above_vwap": true,
          "amount": 124755886.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.406249999999991,
          "last": 6.81,
          "vwap": 7.001627282372406,
          "above_vwap": false,
          "amount": 283110099.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.308943089430885,
          "last": 32.69,
          "vwap": 33.17647593295728,
          "above_vwap": false,
          "amount": 698142536.0
        },
        {
          "symbol": "SHSE.600624",
          "name": "ST复华",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.970760233918137,
          "last": 3.59,
          "vwap": 3.5346407281112775,
          "above_vwap": true,
          "amount": 14408256.0
        },
        {
          "symbol": "SZSE.002726",
          "name": "ST龙大",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.918032786885251,
          "last": 1.28,
          "vwap": 1.251550530191502,
          "above_vwap": true,
          "amount": 41911799.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.7068,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 3,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "化学制药",
        "dominant_theme_share": 0.4973,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "化学制药",
            "count": 5,
            "top_symbols": [
              "SZSE.000566",
              "SHSE.603538",
              "SZSE.002826",
              "SZSE.002020",
              "SHSE.688247"
            ],
            "top_return_pct": 10.0182
          },
          {
            "theme": "猪肉概念",
            "count": 2,
            "top_symbols": [
              "SHSE.603717",
              "SZSE.002458"
            ],
            "top_return_pct": 10.0826
          }
        ],
        "structural_symbol_whitelist": [],
        "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": 15.258064516129032,
            "last": 107.19,
            "vwap": 102.46793452374948,
            "above_vwap": true,
            "amount": 497602017.0
          },
          {
            "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": 6.429742002214322,
            "above_vwap": true,
            "amount": 88272642.0
          },
          {
            "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": 9.315870543628023,
            "above_vwap": true,
            "amount": 877627669.0
          },
          {
            "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": 6.026428549783485,
            "above_vwap": true,
            "amount": 397743079.0
          },
          {
            "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": 38.93721903363588,
            "above_vwap": true,
            "amount": 350061174.0
          },
          {
            "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": 17.927820219435738,
            "above_vwap": true,
            "amount": 114379493.0
          },
          {
            "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": 119119830.0
          },
          {
            "symbol": "SHSE.688247",
            "name": "宣泰医药",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.425720620842569,
            "last": 9.78,
            "vwap": 9.600992792014752,
            "above_vwap": true,
            "amount": 124755886.0
          },
          {
            "symbol": "SZSE.300086",
            "name": "康芝药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.406249999999991,
            "last": 6.81,
            "vwap": 7.001627282372406,
            "above_vwap": false,
            "amount": 283110099.0
          },
          {
            "symbol": "SZSE.300765",
            "name": "石药创新",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.308943089430885,
            "last": 32.69,
            "vwap": 33.17647593295728,
            "above_vwap": false,
            "amount": 698142536.0
          },
          {
            "symbol": "SHSE.600624",
            "name": "ST复华",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.970760233918137,
            "last": 3.59,
            "vwap": 3.5346407281112775,
            "above_vwap": true,
            "amount": 14408256.0
          },
          {
            "symbol": "SZSE.002726",
            "name": "ST龙大",
            "theme": "猪肉概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.918032786885251,
            "last": 1.28,
            "vwap": 1.251550530191502,
            "above_vwap": true,
            "amount": 41911799.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.7068,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4973,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SHSE.688247"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [],
      "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": 15.258064516129032,
          "last": 107.19,
          "vwap": 102.46793452374948,
          "above_vwap": true,
          "amount": 497602017.0
        },
        {
          "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": 6.429742002214322,
          "above_vwap": true,
          "amount": 88272642.0
        },
        {
          "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": 9.315870543628023,
          "above_vwap": true,
          "amount": 877627669.0
        },
        {
          "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": 6.026428549783485,
          "above_vwap": true,
          "amount": 397743079.0
        },
        {
          "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": 38.93721903363588,
          "above_vwap": true,
          "amount": 350061174.0
        },
        {
          "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": 17.927820219435738,
          "above_vwap": true,
          "amount": 114379493.0
        },
        {
          "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": 119119830.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.425720620842569,
          "last": 9.78,
          "vwap": 9.600992792014752,
          "above_vwap": true,
          "amount": 124755886.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.406249999999991,
          "last": 6.81,
          "vwap": 7.001627282372406,
          "above_vwap": false,
          "amount": 283110099.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.308943089430885,
          "last": 32.69,
          "vwap": 33.17647593295728,
          "above_vwap": false,
          "amount": 698142536.0
        },
        {
          "symbol": "SHSE.600624",
          "name": "ST复华",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.970760233918137,
          "last": 3.59,
          "vwap": 3.5346407281112775,
          "above_vwap": true,
          "amount": 14408256.0
        },
        {
          "symbol": "SZSE.002726",
          "name": "ST龙大",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.918032786885251,
          "last": 1.28,
          "vwap": 1.251550530191502,
          "above_vwap": true,
          "amount": 41911799.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.7068,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4973,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SHSE.688247"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [],
      "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": 15.258064516129032,
          "last": 107.19,
          "vwap": 102.46793452374948,
          "above_vwap": true,
          "amount": 497602017.0
        },
        {
          "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": 6.429742002214322,
          "above_vwap": true,
          "amount": 88272642.0
        },
        {
          "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": 9.315870543628023,
          "above_vwap": true,
          "amount": 877627669.0
        },
        {
          "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": 6.026428549783485,
          "above_vwap": true,
          "amount": 397743079.0
        },
        {
          "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": 38.93721903363588,
          "above_vwap": true,
          "amount": 350061174.0
        },
        {
          "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": 17.927820219435738,
          "above_vwap": true,
          "amount": 114379493.0
        },
        {
          "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": 119119830.0
        },
        {
          "symbol": "SHSE.688247",
          "name": "宣泰医药",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.425720620842569,
          "last": 9.78,
          "vwap": 9.600992792014752,
          "above_vwap": true,
          "amount": 124755886.0
        },
        {
          "symbol": "SZSE.300086",
          "name": "康芝药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.406249999999991,
          "last": 6.81,
          "vwap": 7.001627282372406,
          "above_vwap": false,
          "amount": 283110099.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.308943089430885,
          "last": 32.69,
          "vwap": 33.17647593295728,
          "above_vwap": false,
          "amount": 698142536.0
        },
        {
          "symbol": "SHSE.600624",
          "name": "ST复华",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.970760233918137,
          "last": 3.59,
          "vwap": 3.5346407281112775,
          "above_vwap": true,
          "amount": 14408256.0
        },
        {
          "symbol": "SZSE.002726",
          "name": "ST龙大",
          "theme": "猪肉概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.918032786885251,
          "last": 1.28,
          "vwap": 1.251550530191502,
          "above_vwap": true,
          "amount": 41911799.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "quote_source": "public_http_tencent:139/139",
  "quote_stale_lock": false,
  "generated_at": "2026-07-02T10:14:28",
  "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "waiting_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": 16.3658,
      "price_vs_vwap_pct": -1.5019,
      "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": 0.0135,
        "prev_amount_yi": 0.0158,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 16.13,
            "high": 16.17,
            "low": 16.13,
            "close": 16.17,
            "amount_yi": 0.0063
          },
          {
            "time": "10:13",
            "open": 16.13,
            "high": 16.14,
            "low": 16.13,
            "close": 16.14,
            "amount_yi": 0.006
          },
          {
            "time": "10:14",
            "open": 16.12,
            "high": 16.12,
            "low": 16.12,
            "close": 16.12,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 16.12,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 16.16,
        "open": 16.43,
        "high": 16.78,
        "low": 16.0,
        "bid1": 16.11,
        "ask1": 16.12,
        "bid_qty1": 31,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 6.1843,
      "price_vs_vwap_pct": -0.3929,
      "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": 0.0018,
        "prev_amount_yi": 0.003,
        "amount_floor_yi": 0.15,
        "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": "10:12",
            "open": 6.14,
            "high": 6.15,
            "low": 6.14,
            "close": 6.15,
            "amount_yi": 0.001
          },
          {
            "time": "10:13",
            "open": 6.16,
            "high": 6.16,
            "low": 6.16,
            "close": 6.16,
            "amount_yi": 0.0005
          },
          {
            "time": "10:14",
            "open": 6.16,
            "high": 6.16,
            "low": 6.16,
            "close": 6.16,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 6.16,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 6.18,
        "open": 6.24,
        "high": 6.24,
        "low": 6.11,
        "bid1": 6.15,
        "ask1": 6.16,
        "bid_qty1": 88,
        "ask_qty1": 19
      },
      "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": "2026-07-02T10:14:28",
      "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": 8.6326,
      "price_vs_vwap_pct": 0.7808,
      "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": 0.0237,
        "prev_amount_yi": 0.0384,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 8.69,
            "high": 8.73,
            "low": 8.69,
            "close": 8.73,
            "amount_yi": 0.0054
          },
          {
            "time": "10:13",
            "open": 8.73,
            "high": 8.73,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.013
          },
          {
            "time": "10:14",
            "open": 8.7,
            "high": 8.7,
            "low": 8.7,
            "close": 8.7,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 8.7,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 8.66,
        "open": 8.64,
        "high": 8.79,
        "low": 8.46,
        "bid1": 8.69,
        "ask1": 8.7,
        "bid_qty1": 112,
        "ask_qty1": 7
      },
      "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": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "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": 44.0939,
      "price_vs_vwap_pct": -0.7572,
      "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": 0.0454,
        "prev_amount_yi": 0.0538,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8439,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 43.76,
            "high": 43.93,
            "low": 43.76,
            "close": 43.93,
            "amount_yi": 0.0192
          },
          {
            "time": "10:13",
            "open": 43.8,
            "high": 43.88,
            "low": 43.8,
            "close": 43.88,
            "amount_yi": 0.0152
          },
          {
            "time": "10:14",
            "open": 43.76,
            "high": 43.76,
            "low": 43.76,
            "close": 43.76,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 43.76,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 43.9,
        "open": 43.5,
        "high": 44.73,
        "low": 43.11,
        "bid1": 43.76,
        "ask1": 43.79,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "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": 16.0305,
      "price_vs_vwap_pct": -0.4398,
      "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": 0.0149,
        "prev_amount_yi": 0.0158,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.943,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 15.97,
            "high": 15.99,
            "low": 15.97,
            "close": 15.99,
            "amount_yi": 0.0092
          },
          {
            "time": "10:13",
            "open": 15.98,
            "high": 15.98,
            "low": 15.98,
            "close": 15.98,
            "amount_yi": 0.0037
          },
          {
            "time": "10:14",
            "open": 15.96,
            "high": 15.96,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 15.96,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 15.96,
        "open": 15.85,
        "high": 16.32,
        "low": 15.7,
        "bid1": 15.95,
        "ask1": 15.96,
        "bid_qty1": 55,
        "ask_qty1": 93
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002773:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "side": "BUY",
      "priority": "P5",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.33,
      "exec_low": 22.33,
      "exec_high": 23.0,
      "invalid_price": 21.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 23.0,
      "max_chase_pct": 3.0,
      "base_exec_high": 23.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.0,
      "entry_zone_high": 22.66,
      "entry_risk_pct": null,
      "intraday_vwap": 22.391,
      "price_vs_vwap_pct": -1.255,
      "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": 22.11,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 22.1,
        "open": 22.08,
        "high": 22.7,
        "low": 21.99,
        "bid1": 22.11,
        "ask1": 22.13,
        "bid_qty1": 75,
        "ask_qty1": 23
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.2343,
      "intraday_vwap": 22.9282,
      "price_vs_vwap_pct": -0.2538,
      "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": 0.0135,
        "prev_amount_yi": 0.0085,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5882,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 22.9,
            "high": 22.9,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.0044
          },
          {
            "time": "10:13",
            "open": 22.89,
            "high": 22.92,
            "low": 22.89,
            "close": 22.92,
            "amount_yi": 0.0025
          },
          {
            "time": "10:14",
            "open": 22.87,
            "high": 22.87,
            "low": 22.87,
            "close": 22.87,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 65852.28,
      "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": 22.87,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 22.65,
        "open": 22.56,
        "high": 23.4,
        "low": 22.43,
        "bid1": 22.87,
        "ask1": 22.88,
        "bid_qty1": 25,
        "ask_qty1": 4
      },
      "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": "2026-07-02T10:14:28",
      "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": 2.9678,
      "price_vs_vwap_pct": -0.5998,
      "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": 0.0371,
        "prev_amount_yi": 0.027,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3741,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 2.96,
            "high": 2.96,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0291
          },
          {
            "time": "10:13",
            "open": 2.95,
            "high": 2.96,
            "low": 2.95,
            "close": 2.96,
            "amount_yi": 0.0075
          },
          {
            "time": "10:14",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 2.95,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 2.96,
        "open": 2.95,
        "high": 3.02,
        "low": 2.93,
        "bid1": 2.95,
        "ask1": 2.96,
        "bid_qty1": 13472,
        "ask_qty1": 4058
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002915:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002915",
      "name": "中欣氟材",
      "side": "BUY",
      "priority": "P8",
      "status": "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": "2026-07-02T10:14:28",
      "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": 3.143,
      "intraday_vwap": 22.1841,
      "price_vs_vwap_pct": 1.8297,
      "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": 22.59,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 22.02,
        "open": 21.03,
        "high": 22.91,
        "low": 20.8,
        "bid1": 22.54,
        "ask1": 22.59,
        "bid_qty1": 2,
        "ask_qty1": 9
      },
      "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": "2026-07-02T10:14:28",
      "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_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3253,
        "prev_amount_yi": 0.1586,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0511,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 104.84,
            "high": 106.0,
            "low": 104.84,
            "close": 106.0,
            "amount_yi": 0.0436
          },
          {
            "time": "10:13",
            "open": 106.5,
            "high": 107.15,
            "low": 106.5,
            "close": 107.15,
            "amount_yi": 0.0864
          },
          {
            "time": "10:14",
            "open": 107.19,
            "high": 107.19,
            "low": 107.19,
            "close": 107.19,
            "amount_yi": 0.1953
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 107.19,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 93.0,
        "open": 94.67,
        "high": 110.0,
        "low": 94.67,
        "bid1": 107.19,
        "ask1": 107.28,
        "bid_qty1": 10,
        "ask_qty1": 2
      },
      "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": "2026-07-02T10:14:28",
      "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": 0.0143,
        "prev_amount_yi": 0.0237,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 37.09,
            "high": 37.2,
            "low": 37.09,
            "close": 37.2,
            "amount_yi": 0.0034
          },
          {
            "time": "10:13",
            "open": 37.1,
            "high": 37.16,
            "low": 37.1,
            "close": 37.16,
            "amount_yi": 0.0062
          },
          {
            "time": "10:14",
            "open": 37.08,
            "high": 37.08,
            "low": 37.08,
            "close": 37.08,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 37.08,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 37.6,
        "open": 37.15,
        "high": 38.63,
        "low": 37.01,
        "bid1": 37.07,
        "ask1": 37.08,
        "bid_qty1": 12,
        "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": "2026-07-02T10:14:28",
      "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": 0.0153,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 5.01,
            "high": 5.02,
            "low": 5.01,
            "close": 5.02,
            "amount_yi": 0.0084
          },
          {
            "time": "10:13",
            "open": 5.01,
            "high": 5.01,
            "low": 5.01,
            "close": 5.01,
            "amount_yi": 0.0021
          },
          {
            "time": "10:14",
            "open": 5.0,
            "high": 5.0,
            "low": 5.0,
            "close": 5.0,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 5.0,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 4.93,
        "open": 4.94,
        "high": 5.17,
        "low": 4.91,
        "bid1": 5.0,
        "ask1": 5.01,
        "bid_qty1": 2214,
        "ask_qty1": 218
      },
      "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": "2026-07-02T10:14:28",
      "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": 17.7269,
      "price_vs_vwap_pct": -1.1672,
      "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": 0.0064,
        "prev_amount_yi": 0.0426,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1502,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:12",
            "open": 17.53,
            "high": 17.55,
            "low": 17.53,
            "close": 17.55,
            "amount_yi": 0.0046
          },
          {
            "time": "10:13",
            "open": 17.5,
            "high": 17.53,
            "low": 17.5,
            "close": 17.53,
            "amount_yi": 0.0011
          },
          {
            "time": "10:14",
            "open": 17.52,
            "high": 17.52,
            "low": 17.52,
            "close": 17.52,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131704.56,
      "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": 17.52,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 17.79,
        "open": 17.73,
        "high": 17.98,
        "low": 17.46,
        "bid1": 17.51,
        "ask1": 17.52,
        "bid_qty1": 175,
        "ask_qty1": 27
      },
      "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": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "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": 0.0589,
        "prev_amount_yi": 0.0736,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8003,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 49.65,
            "high": 49.75,
            "low": 49.65,
            "close": 49.75,
            "amount_yi": 0.0229
          },
          {
            "time": "10:11",
            "open": 49.63,
            "high": 49.65,
            "low": 49.63,
            "close": 49.65,
            "amount_yi": 0.0095
          },
          {
            "time": "10:12",
            "open": 49.79,
            "high": 49.79,
            "low": 49.71,
            "close": 49.71,
            "amount_yi": 0.0046
          },
          {
            "time": "10:13",
            "open": 49.7,
            "high": 49.78,
            "low": 49.7,
            "close": 49.78,
            "amount_yi": 0.0039
          },
          {
            "time": "10:14",
            "open": 49.53,
            "high": 49.53,
            "low": 49.53,
            "close": 49.53,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 49.53,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 50.8,
        "open": 51.57,
        "high": 53.0,
        "low": 49.5,
        "bid1": 49.51,
        "ask1": 49.53,
        "bid_qty1": 177,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "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": 43.2513,
      "price_vs_vwap_pct": 0.6444,
      "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": 0.4041,
        "prev_amount_yi": 0.4188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9649,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 43.45,
            "high": 43.45,
            "low": 43.32,
            "close": 43.32,
            "amount_yi": 0.0638
          },
          {
            "time": "10:11",
            "open": 43.3,
            "high": 43.36,
            "low": 43.3,
            "close": 43.36,
            "amount_yi": 0.0772
          },
          {
            "time": "10:12",
            "open": 43.46,
            "high": 43.59,
            "low": 43.46,
            "close": 43.59,
            "amount_yi": 0.0757
          },
          {
            "time": "10:13",
            "open": 43.63,
            "high": 43.63,
            "low": 43.59,
            "close": 43.59,
            "amount_yi": 0.1201
          },
          {
            "time": "10:14",
            "open": 43.53,
            "high": 43.53,
            "low": 43.53,
            "close": 43.53,
            "amount_yi": 0.0673
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 43.53,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 41.95,
        "open": 41.19,
        "high": 44.56,
        "low": 41.01,
        "bid1": 43.53,
        "ask1": 43.59,
        "bid_qty1": 24,
        "ask_qty1": 1
      },
      "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": "2026-07-02T10:14:28",
      "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": 6.8566,
      "price_vs_vwap_pct": -1.263,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0339,
        "prev_amount_yi": 0.0496,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 6.78,
            "high": 6.78,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0096
          },
          {
            "time": "10:11",
            "open": 6.78,
            "high": 6.78,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0039
          },
          {
            "time": "10:12",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0085
          },
          {
            "time": "10:13",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0068
          },
          {
            "time": "10:14",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 6.77,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 6.81,
        "open": 6.74,
        "high": 7.01,
        "low": 6.74,
        "bid1": 6.77,
        "ask1": 6.78,
        "bid_qty1": 176,
        "ask_qty1": 245
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.58,
      "intraday_vwap": 4.2005,
      "price_vs_vwap_pct": -0.25,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.029,
        "prev_amount_yi": 0.0315,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9206,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 4.2,
            "high": 4.2,
            "low": 4.2,
            "close": 4.2,
            "amount_yi": 0.0014
          },
          {
            "time": "10:11",
            "open": 4.2,
            "high": 4.2,
            "low": 4.18,
            "close": 4.18,
            "amount_yi": 0.0206
          },
          {
            "time": "10:12",
            "open": 4.19,
            "high": 4.19,
            "low": 4.19,
            "close": 4.19,
            "amount_yi": 0.0035
          },
          {
            "time": "10:13",
            "open": 4.19,
            "high": 4.19,
            "low": 4.19,
            "close": 4.19,
            "amount_yi": 0.0018
          },
          {
            "time": "10:14",
            "open": 4.19,
            "high": 4.19,
            "low": 4.19,
            "close": 4.19,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 4.19,
        "ts": "2026-07-02T10:14:24",
        "prev_close": 4.14,
        "open": 4.12,
        "high": 4.27,
        "low": 4.08,
        "bid1": 4.18,
        "ask1": 4.19,
        "bid_qty1": 1713,
        "ask_qty1": 152
      },
      "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": "2026-07-02T10:14:28",
      "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": 35.6488,
      "price_vs_vwap_pct": 0.4802,
      "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": 0.2791,
        "prev_amount_yi": 0.4817,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 35.96,
            "high": 35.96,
            "low": 35.8,
            "close": 35.8,
            "amount_yi": 0.0779
          },
          {
            "time": "10:11",
            "open": 35.79,
            "high": 35.79,
            "low": 35.79,
            "close": 35.79,
            "amount_yi": 0.0764
          },
          {
            "time": "10:12",
            "open": 35.8,
            "high": 35.8,
            "low": 35.79,
            "close": 35.79,
            "amount_yi": 0.0531
          },
          {
            "time": "10:13",
            "open": 35.79,
            "high": 35.83,
            "low": 35.79,
            "close": 35.83,
            "amount_yi": 0.0446
          },
          {
            "time": "10:14",
            "open": 35.82,
            "high": 35.82,
            "low": 35.82,
            "close": 35.82,
            "amount_yi": 0.0271
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 35.82,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 34.2,
        "open": 34.48,
        "high": 36.74,
        "low": 34.26,
        "bid1": 35.82,
        "ask1": 35.84,
        "bid_qty1": 8,
        "ask_qty1": 14
      },
      "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": "2026-07-02T10:14:28",
      "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": 0.028,
        "prev_amount_yi": 0.0328,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8537,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 11.24,
            "high": 11.25,
            "low": 11.24,
            "close": 11.25,
            "amount_yi": 0.007
          },
          {
            "time": "10:11",
            "open": 11.22,
            "high": 11.23,
            "low": 11.22,
            "close": 11.23,
            "amount_yi": 0.0053
          },
          {
            "time": "10:12",
            "open": 11.23,
            "high": 11.23,
            "low": 11.23,
            "close": 11.23,
            "amount_yi": 0.0075
          },
          {
            "time": "10:13",
            "open": 11.24,
            "high": 11.24,
            "low": 11.24,
            "close": 11.24,
            "amount_yi": 0.0014
          },
          {
            "time": "10:14",
            "open": 11.2,
            "high": 11.2,
            "low": 11.2,
            "close": 11.2,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 11.2,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 11.19,
        "open": 11.05,
        "high": 11.43,
        "low": 11.04,
        "bid1": 11.2,
        "ask1": 11.21,
        "bid_qty1": 109,
        "ask_qty1": 14
      },
      "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": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "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": 0.0406,
        "prev_amount_yi": 0.029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 50.83,
            "high": 50.83,
            "low": 50.77,
            "close": 50.77,
            "amount_yi": 0.0127
          },
          {
            "time": "10:11",
            "open": 50.55,
            "high": 50.55,
            "low": 50.5,
            "close": 50.5,
            "amount_yi": 0.0071
          },
          {
            "time": "10:12",
            "open": 50.6,
            "high": 50.73,
            "low": 50.6,
            "close": 50.73,
            "amount_yi": 0.0084
          },
          {
            "time": "10:13",
            "open": 50.54,
            "high": 50.54,
            "low": 50.54,
            "close": 50.54,
            "amount_yi": 0.0071
          },
          {
            "time": "10:14",
            "open": 50.54,
            "high": 50.54,
            "low": 50.54,
            "close": 50.54,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 50.54,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 51.0,
        "open": 50.54,
        "high": 54.24,
        "low": 50.47,
        "bid1": 50.52,
        "ask1": 50.54,
        "bid_qty1": 112,
        "ask_qty1": 20
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.47,
      "entry_zone_high": 27.27,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1649,
        "prev_amount_yi": 0.1931,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.854,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 26.82,
            "high": 26.84,
            "low": 26.82,
            "close": 26.84,
            "amount_yi": 0.0328
          },
          {
            "time": "10:11",
            "open": 26.75,
            "high": 26.75,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.0465
          },
          {
            "time": "10:12",
            "open": 26.76,
            "high": 26.76,
            "low": 26.75,
            "close": 26.75,
            "amount_yi": 0.0312
          },
          {
            "time": "10:13",
            "open": 26.72,
            "high": 26.72,
            "low": 26.72,
            "close": 26.72,
            "amount_yi": 0.0387
          },
          {
            "time": "10:14",
            "open": 26.67,
            "high": 26.67,
            "low": 26.67,
            "close": 26.67,
            "amount_yi": 0.0157
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 26.67,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 26.59,
        "open": 26.57,
        "high": 28.45,
        "low": 26.06,
        "bid1": 26.67,
        "ask1": 26.68,
        "bid_qty1": 16,
        "ask_qty1": 36
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.45,
      "entry_zone_high": 35.49,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0428,
        "prev_amount_yi": 0.0456,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 34.6,
            "high": 34.97,
            "low": 34.6,
            "close": 34.97,
            "amount_yi": 0.0197
          },
          {
            "time": "10:11",
            "open": 34.6,
            "high": 34.63,
            "low": 34.6,
            "close": 34.63,
            "amount_yi": 0.0059
          },
          {
            "time": "10:12",
            "open": 34.64,
            "high": 34.64,
            "low": 34.62,
            "close": 34.62,
            "amount_yi": 0.0043
          },
          {
            "time": "10:13",
            "open": 34.67,
            "high": 34.67,
            "low": 34.63,
            "close": 34.63,
            "amount_yi": 0.0108
          },
          {
            "time": "10:14",
            "open": 34.7,
            "high": 34.7,
            "low": 34.7,
            "close": 34.7,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 34.7,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 34.29,
        "open": 34.31,
        "high": 35.49,
        "low": 34.05,
        "bid1": 34.67,
        "ask1": 34.7,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688321:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688321",
      "name": "微芯生物",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.66,
      "exec_low": 28.66,
      "exec_high": 29.09,
      "invalid_price": 27.8,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "waiting_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": 0.0739,
        "prev_amount_yi": 0.0965,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7658,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 28.4,
            "high": 28.45,
            "low": 28.4,
            "close": 28.45,
            "amount_yi": 0.0359
          },
          {
            "time": "10:11",
            "open": 28.35,
            "high": 28.35,
            "low": 28.34,
            "close": 28.34,
            "amount_yi": 0.0102
          },
          {
            "time": "10:12",
            "open": 28.33,
            "high": 28.42,
            "low": 28.33,
            "close": 28.42,
            "amount_yi": 0.0151
          },
          {
            "time": "10:13",
            "open": 28.44,
            "high": 28.44,
            "low": 28.43,
            "close": 28.43,
            "amount_yi": 0.0068
          },
          {
            "time": "10:14",
            "open": 28.36,
            "high": 28.36,
            "low": 28.36,
            "close": 28.36,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 28.36,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 28.46,
        "open": 28.45,
        "high": 29.5,
        "low": 28.11,
        "bid1": 28.34,
        "ask1": 28.35,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688302:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688302:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688302",
      "name": "海创药业-U",
      "side": "BUY",
      "priority": "W10",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.65,
      "exec_low": 37.65,
      "exec_high": 38.21,
      "invalid_price": 36.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 0.0238,
        "prev_amount_yi": 0.0365,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 38.54,
            "high": 38.54,
            "low": 38.5,
            "close": 38.5,
            "amount_yi": 0.0059
          },
          {
            "time": "10:11",
            "open": 38.45,
            "high": 38.45,
            "low": 38.38,
            "close": 38.38,
            "amount_yi": 0.008
          },
          {
            "time": "10:12",
            "open": 38.39,
            "high": 38.5,
            "low": 38.39,
            "close": 38.5,
            "amount_yi": 0.0037
          },
          {
            "time": "10:13",
            "open": 38.43,
            "high": 38.43,
            "low": 38.38,
            "close": 38.38,
            "amount_yi": 0.0056
          },
          {
            "time": "10:14",
            "open": 38.3,
            "high": 38.3,
            "low": 38.3,
            "close": 38.3,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 38.3,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 37.65,
        "open": 37.6,
        "high": 39.5,
        "low": 37.5,
        "bid1": 38.3,
        "ask1": 38.32,
        "bid_qty1": 44,
        "ask_qty1": 2
      },
      "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": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "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": 0.5753,
        "prev_amount_yi": 0.6852,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8396,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 122.6,
            "high": 122.6,
            "low": 122.23,
            "close": 122.23,
            "amount_yi": 0.1756
          },
          {
            "time": "10:11",
            "open": 121.47,
            "high": 121.51,
            "low": 121.47,
            "close": 121.51,
            "amount_yi": 0.1485
          },
          {
            "time": "10:12",
            "open": 122.11,
            "high": 122.13,
            "low": 122.11,
            "close": 122.13,
            "amount_yi": 0.119
          },
          {
            "time": "10:13",
            "open": 121.91,
            "high": 121.91,
            "low": 121.51,
            "close": 121.51,
            "amount_yi": 0.0781
          },
          {
            "time": "10:14",
            "open": 121.64,
            "high": 121.64,
            "low": 121.64,
            "close": 121.64,
            "amount_yi": 0.0541
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 121.64,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 125.81,
        "open": 124.56,
        "high": 132.88,
        "low": 120.58,
        "bid1": 121.53,
        "ask1": 121.64,
        "bid_qty1": 17,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300199:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300199",
      "name": "翰宇药业",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 24.08,
      "exec_low": 24.08,
      "exec_high": 24.44,
      "invalid_price": 23.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.72,
      "entry_zone_high": 24.44,
      "entry_risk_pct": null,
      "intraday_vwap": 24.0872,
      "price_vs_vwap_pct": -2.6869,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.397,
        "prev_amount_yi": 0.3719,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0675,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 23.55,
            "high": 23.55,
            "low": 23.49,
            "close": 23.49,
            "amount_yi": 0.1605
          },
          {
            "time": "10:11",
            "open": 23.44,
            "high": 23.46,
            "low": 23.44,
            "close": 23.46,
            "amount_yi": 0.1016
          },
          {
            "time": "10:12",
            "open": 23.46,
            "high": 23.5,
            "low": 23.46,
            "close": 23.5,
            "amount_yi": 0.0718
          },
          {
            "time": "10:13",
            "open": 23.48,
            "high": 23.49,
            "low": 23.48,
            "close": 23.49,
            "amount_yi": 0.0421
          },
          {
            "time": "10:14",
            "open": 23.44,
            "high": 23.44,
            "low": 23.44,
            "close": 23.44,
            "amount_yi": 0.021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 23.44,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 23.93,
        "open": 24.03,
        "high": 25.2,
        "low": 23.43,
        "bid1": 23.44,
        "ask1": 23.45,
        "bid_qty1": 42,
        "ask_qty1": 58
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300723:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300723",
      "name": "一品红",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 40.97,
      "exec_low": 40.97,
      "exec_high": 41.58,
      "invalid_price": 39.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 42.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 41.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 40.36,
      "entry_zone_high": 41.58,
      "entry_risk_pct": null,
      "intraday_vwap": 40.3582,
      "price_vs_vwap_pct": -2.4734,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2399,
        "prev_amount_yi": 0.2832,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8471,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 39.74,
            "high": 39.74,
            "low": 39.59,
            "close": 39.59,
            "amount_yi": 0.0897
          },
          {
            "time": "10:11",
            "open": 39.49,
            "high": 39.49,
            "low": 39.43,
            "close": 39.43,
            "amount_yi": 0.0489
          },
          {
            "time": "10:12",
            "open": 39.49,
            "high": 39.55,
            "low": 39.49,
            "close": 39.55,
            "amount_yi": 0.0315
          },
          {
            "time": "10:13",
            "open": 39.43,
            "high": 39.43,
            "low": 39.41,
            "close": 39.41,
            "amount_yi": 0.0389
          },
          {
            "time": "10:14",
            "open": 39.36,
            "high": 39.36,
            "low": 39.36,
            "close": 39.36,
            "amount_yi": 0.0309
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 39.36,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 40.42,
        "open": 40.03,
        "high": 41.76,
        "low": 39.35,
        "bid1": 39.35,
        "ask1": 39.36,
        "bid_qty1": 12,
        "ask_qty1": 41
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688062:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688062:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688062",
      "name": "迈威生物-U",
      "side": "BUY",
      "priority": "W14",
      "status": "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": "2026-07-02T10:14:28",
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.058,
        "prev_amount_yi": 0.1166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4974,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 30.65,
            "high": 30.72,
            "low": 30.65,
            "close": 30.72,
            "amount_yi": 0.0142
          },
          {
            "time": "10:11",
            "open": 30.61,
            "high": 30.61,
            "low": 30.59,
            "close": 30.59,
            "amount_yi": 0.0079
          },
          {
            "time": "10:12",
            "open": 30.63,
            "high": 30.63,
            "low": 30.6,
            "close": 30.6,
            "amount_yi": 0.021
          },
          {
            "time": "10:13",
            "open": 30.56,
            "high": 30.56,
            "low": 30.56,
            "close": 30.56,
            "amount_yi": 0.0115
          },
          {
            "time": "10:14",
            "open": 30.51,
            "high": 30.51,
            "low": 30.51,
            "close": 30.51,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 30.51,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 31.0,
        "open": 30.94,
        "high": 32.26,
        "low": 30.38,
        "bid1": 30.51,
        "ask1": 30.52,
        "bid_qty1": 8,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 59.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.74,
      "entry_zone_high": 58.46,
      "entry_risk_pct": null,
      "intraday_vwap": 57.4491,
      "price_vs_vwap_pct": -0.4684,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0565,
        "prev_amount_yi": 0.0741,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 57.44,
            "high": 57.44,
            "low": 57.41,
            "close": 57.41,
            "amount_yi": 0.0061
          },
          {
            "time": "10:11",
            "open": 57.32,
            "high": 57.32,
            "low": 57.24,
            "close": 57.24,
            "amount_yi": 0.0199
          },
          {
            "time": "10:12",
            "open": 57.35,
            "high": 57.35,
            "low": 57.14,
            "close": 57.14,
            "amount_yi": 0.0209
          },
          {
            "time": "10:13",
            "open": 57.24,
            "high": 57.27,
            "low": 57.24,
            "close": 57.27,
            "amount_yi": 0.0081
          },
          {
            "time": "10:14",
            "open": 57.18,
            "high": 57.18,
            "low": 57.18,
            "close": 57.18,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 57.18,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 56.29,
        "open": 55.04,
        "high": 59.24,
        "low": 54.7,
        "bid1": 57.18,
        "ask1": 57.25,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688658:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688658:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688658",
      "name": "悦康药业",
      "side": "BUY",
      "priority": "W16",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.09,
      "exec_low": 14.09,
      "exec_high": 14.3,
      "invalid_price": 13.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.88,
      "entry_zone_high": 14.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0332,
        "prev_amount_yi": 0.0752,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4415,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 14.03,
            "high": 14.07,
            "low": 14.03,
            "close": 14.07,
            "amount_yi": 0.0102
          },
          {
            "time": "10:11",
            "open": 14.01,
            "high": 14.01,
            "low": 14.01,
            "close": 14.01,
            "amount_yi": 0.0084
          },
          {
            "time": "10:12",
            "open": 14.0,
            "high": 14.02,
            "low": 14.0,
            "close": 14.02,
            "amount_yi": 0.0062
          },
          {
            "time": "10:13",
            "open": 14.01,
            "high": 14.02,
            "low": 14.01,
            "close": 14.02,
            "amount_yi": 0.0045
          },
          {
            "time": "10:14",
            "open": 13.97,
            "high": 13.97,
            "low": 13.97,
            "close": 13.97,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 13.97,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 13.92,
        "open": 13.95,
        "high": 14.38,
        "low": 13.76,
        "bid1": 13.97,
        "ask1": 13.98,
        "bid_qty1": 20,
        "ask_qty1": 54
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688382:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688382",
      "name": "益方生物-U",
      "side": "BUY",
      "priority": "W17",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.69,
      "exec_low": 20.69,
      "exec_high": 21.0,
      "invalid_price": 20.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 0.1431,
        "prev_amount_yi": 0.2077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.689,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 21.28,
            "high": 21.28,
            "low": 21.26,
            "close": 21.26,
            "amount_yi": 0.0279
          },
          {
            "time": "10:11",
            "open": 21.26,
            "high": 21.26,
            "low": 21.2,
            "close": 21.2,
            "amount_yi": 0.0295
          },
          {
            "time": "10:12",
            "open": 21.34,
            "high": 21.34,
            "low": 21.28,
            "close": 21.28,
            "amount_yi": 0.045
          },
          {
            "time": "10:13",
            "open": 21.22,
            "high": 21.22,
            "low": 21.2,
            "close": 21.2,
            "amount_yi": 0.0216
          },
          {
            "time": "10:14",
            "open": 21.11,
            "high": 21.11,
            "low": 21.11,
            "close": 21.11,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 21.11,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 20.45,
        "open": 20.77,
        "high": 22.39,
        "low": 20.46,
        "bid1": 21.11,
        "ask1": 21.14,
        "bid_qty1": 489,
        "ask_qty1": 15
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688197:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688197",
      "name": "首药控股-U",
      "side": "BUY",
      "priority": "W18",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 36.49,
      "exec_low": 36.49,
      "exec_high": 37.04,
      "invalid_price": 35.4,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 37.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 37.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.94,
      "entry_zone_high": 37.04,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0125,
        "prev_amount_yi": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 36.52,
            "high": 36.52,
            "low": 36.52,
            "close": 36.52,
            "amount_yi": 0.0032
          },
          {
            "time": "10:11",
            "open": 36.5,
            "high": 36.5,
            "low": 36.42,
            "close": 36.42,
            "amount_yi": 0.0013
          },
          {
            "time": "10:12",
            "open": 36.41,
            "high": 36.5,
            "low": 36.41,
            "close": 36.5,
            "amount_yi": 0.0039
          },
          {
            "time": "10:13",
            "open": 36.42,
            "high": 36.48,
            "low": 36.42,
            "close": 36.48,
            "amount_yi": 0.0029
          },
          {
            "time": "10:14",
            "open": 36.42,
            "high": 36.42,
            "low": 36.42,
            "close": 36.42,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 36.42,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 36.09,
        "open": 36.49,
        "high": 37.88,
        "low": 35.6,
        "bid1": 36.42,
        "ask1": 36.47,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300765:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300765:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300765",
      "name": "石药创新",
      "side": "BUY",
      "priority": "W19",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 31.5,
      "exec_low": 31.5,
      "exec_high": 31.97,
      "invalid_price": 30.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 33.1765,
      "price_vs_vwap_pct": -1.4664,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2423,
        "prev_amount_yi": 0.2169,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 33.09,
            "high": 33.12,
            "low": 33.09,
            "close": 33.12,
            "amount_yi": 0.0538
          },
          {
            "time": "10:11",
            "open": 33.09,
            "high": 33.09,
            "low": 33.01,
            "close": 33.01,
            "amount_yi": 0.033
          },
          {
            "time": "10:12",
            "open": 33.13,
            "high": 33.13,
            "low": 32.88,
            "close": 32.88,
            "amount_yi": 0.0927
          },
          {
            "time": "10:13",
            "open": 32.78,
            "high": 32.78,
            "low": 32.73,
            "close": 32.73,
            "amount_yi": 0.0378
          },
          {
            "time": "10:14",
            "open": 32.69,
            "high": 32.69,
            "low": 32.69,
            "close": 32.69,
            "amount_yi": 0.025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 32.69,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 30.75,
        "open": 30.9,
        "high": 34.34,
        "low": 30.8,
        "bid1": 32.69,
        "ask1": 32.7,
        "bid_qty1": 289,
        "ask_qty1": 140
      },
      "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": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "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": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3229,
        "prev_amount_yi": 0.3478,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9284,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 127.46,
            "high": 127.58,
            "low": 127.46,
            "close": 127.58,
            "amount_yi": 0.0523
          },
          {
            "time": "10:11",
            "open": 127.4,
            "high": 127.4,
            "low": 127.09,
            "close": 127.09,
            "amount_yi": 0.1071
          },
          {
            "time": "10:12",
            "open": 127.39,
            "high": 127.9,
            "low": 127.39,
            "close": 127.9,
            "amount_yi": 0.0585
          },
          {
            "time": "10:13",
            "open": 127.37,
            "high": 127.37,
            "low": 127.31,
            "close": 127.31,
            "amount_yi": 0.0713
          },
          {
            "time": "10:14",
            "open": 127.13,
            "high": 127.13,
            "low": 127.13,
            "close": 127.13,
            "amount_yi": 0.0337
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 127.13,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 130.0,
        "open": 130.34,
        "high": 138.0,
        "low": 126.5,
        "bid1": 127.13,
        "ask1": 127.2,
        "bid_qty1": 8,
        "ask_qty1": 0
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 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": 3.645,
      "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": 0.1084,
        "prev_amount_yi": 0.1318,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8225,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 43.83,
            "high": 44.03,
            "low": 43.83,
            "close": 44.03,
            "amount_yi": 0.0355
          },
          {
            "time": "10:11",
            "open": 44.07,
            "high": 44.07,
            "low": 43.9,
            "close": 43.9,
            "amount_yi": 0.01
          },
          {
            "time": "10:12",
            "open": 44.09,
            "high": 44.17,
            "low": 44.09,
            "close": 44.17,
            "amount_yi": 0.0235
          },
          {
            "time": "10:13",
            "open": 44.16,
            "high": 44.16,
            "low": 44.12,
            "close": 44.12,
            "amount_yi": 0.0307
          },
          {
            "time": "10:14",
            "open": 44.17,
            "high": 44.17,
            "low": 44.17,
            "close": 44.17,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 44.17,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 43.81,
        "open": 44.13,
        "high": 45.95,
        "low": 43.43,
        "bid1": 44.05,
        "ask1": 44.17,
        "bid_qty1": 5,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300016:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300016:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300016",
      "name": "北陆药业",
      "side": "BUY",
      "priority": "W22",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 8.28,
      "exec_low": 8.28,
      "exec_high": 8.4,
      "invalid_price": 8.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.16,
      "entry_zone_high": 8.4,
      "entry_risk_pct": null,
      "intraday_vwap": 8.3879,
      "price_vs_vwap_pct": -1.4056,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0553,
        "prev_amount_yi": 0.0683,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8097,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 8.31,
            "high": 8.31,
            "low": 8.3,
            "close": 8.3,
            "amount_yi": 0.0214
          },
          {
            "time": "10:11",
            "open": 8.29,
            "high": 8.29,
            "low": 8.29,
            "close": 8.29,
            "amount_yi": 0.0052
          },
          {
            "time": "10:12",
            "open": 8.29,
            "high": 8.31,
            "low": 8.29,
            "close": 8.31,
            "amount_yi": 0.0165
          },
          {
            "time": "10:13",
            "open": 8.29,
            "high": 8.29,
            "low": 8.29,
            "close": 8.29,
            "amount_yi": 0.0023
          },
          {
            "time": "10:14",
            "open": 8.27,
            "high": 8.27,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 8.27,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 8.24,
        "open": 8.21,
        "high": 8.56,
        "low": 8.16,
        "bid1": 8.27,
        "ask1": 8.28,
        "bid_qty1": 689,
        "ask_qty1": 163
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301246:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.301246:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301246",
      "name": "宏源药业",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.14,
      "exec_low": 29.14,
      "exec_high": 29.58,
      "invalid_price": 28.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 28.6244,
      "price_vs_vwap_pct": 0.5785,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1482,
        "prev_amount_yi": 0.0576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5729,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 28.62,
            "high": 28.62,
            "low": 28.6,
            "close": 28.6,
            "amount_yi": 0.0319
          },
          {
            "time": "10:11",
            "open": 28.91,
            "high": 28.91,
            "low": 28.82,
            "close": 28.82,
            "amount_yi": 0.0704
          },
          {
            "time": "10:12",
            "open": 28.85,
            "high": 28.85,
            "low": 28.81,
            "close": 28.81,
            "amount_yi": 0.0185
          },
          {
            "time": "10:13",
            "open": 28.83,
            "high": 28.83,
            "low": 28.78,
            "close": 28.78,
            "amount_yi": 0.023
          },
          {
            "time": "10:14",
            "open": 28.79,
            "high": 28.79,
            "low": 28.79,
            "close": 28.79,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 28.79,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 28.94,
        "open": 28.79,
        "high": 29.07,
        "low": 28.3,
        "bid1": 28.78,
        "ask1": 28.79,
        "bid_qty1": 12,
        "ask_qty1": 55
      },
      "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 3.0616,
      "intraday_vwap": 25.9187,
      "price_vs_vwap_pct": -2.9658,
      "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": 0.2613,
        "prev_amount_yi": 0.2604,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0035,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 25.07,
            "high": 25.18,
            "low": 25.07,
            "close": 25.18,
            "amount_yi": 0.0748
          },
          {
            "time": "10:11",
            "open": 25.13,
            "high": 25.18,
            "low": 25.13,
            "close": 25.18,
            "amount_yi": 0.0668
          },
          {
            "time": "10:12",
            "open": 25.17,
            "high": 25.25,
            "low": 25.17,
            "close": 25.25,
            "amount_yi": 0.0507
          },
          {
            "time": "10:13",
            "open": 25.13,
            "high": 25.19,
            "low": 25.13,
            "close": 25.19,
            "amount_yi": 0.0372
          },
          {
            "time": "10:14",
            "open": 25.15,
            "high": 25.15,
            "low": 25.15,
            "close": 25.15,
            "amount_yi": 0.0318
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 25.15,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 25.09,
        "open": 25.07,
        "high": 27.0,
        "low": 24.89,
        "bid1": 25.14,
        "ask1": 25.15,
        "bid_qty1": 28,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 7.0016,
      "price_vs_vwap_pct": -2.7365,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0879,
        "prev_amount_yi": 0.1186,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7411,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 6.86,
            "high": 6.86,
            "low": 6.86,
            "close": 6.86,
            "amount_yi": 0.0195
          },
          {
            "time": "10:11",
            "open": 6.86,
            "high": 6.86,
            "low": 6.86,
            "close": 6.86,
            "amount_yi": 0.0207
          },
          {
            "time": "10:12",
            "open": 6.84,
            "high": 6.84,
            "low": 6.83,
            "close": 6.83,
            "amount_yi": 0.0283
          },
          {
            "time": "10:13",
            "open": 6.83,
            "high": 6.84,
            "low": 6.83,
            "close": 6.84,
            "amount_yi": 0.0048
          },
          {
            "time": "10:14",
            "open": 6.81,
            "high": 6.81,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 6.81,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 6.4,
        "open": 6.43,
        "high": 7.4,
        "low": 6.41,
        "bid1": 6.81,
        "ask1": 6.82,
        "bid_qty1": 816,
        "ask_qty1": 52
      },
      "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": "TOUCHED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 85.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 84.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 81.68,
      "entry_zone_high": 84.16,
      "entry_risk_pct": null,
      "intraday_vwap": 81.3688,
      "price_vs_vwap_pct": 3.5778,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0593,
        "prev_amount_yi": 2.8512,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 85.38,
            "high": 85.38,
            "low": 85.01,
            "close": 85.01,
            "amount_yi": 0.8258
          },
          {
            "time": "10:11",
            "open": 84.98,
            "high": 84.99,
            "low": 84.98,
            "close": 84.99,
            "amount_yi": 0.3801
          },
          {
            "time": "10:12",
            "open": 85.05,
            "high": 85.16,
            "low": 85.05,
            "close": 85.16,
            "amount_yi": 0.39
          },
          {
            "time": "10:13",
            "open": 84.61,
            "high": 84.61,
            "low": 84.26,
            "close": 84.26,
            "amount_yi": 0.2769
          },
          {
            "time": "10:14",
            "open": 84.28,
            "high": 84.28,
            "low": 84.28,
            "close": 84.28,
            "amount_yi": 0.1865
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 84.28,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 81.0,
        "open": 76.81,
        "high": 85.68,
        "low": 73.82,
        "bid1": 84.28,
        "ask1": 84.35,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 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": 14.9786,
      "price_vs_vwap_pct": -0.1242,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1165,
        "prev_amount_yi": 0.1385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 15.01,
            "high": 15.02,
            "low": 15.01,
            "close": 15.02,
            "amount_yi": 0.014
          },
          {
            "time": "10:11",
            "open": 14.97,
            "high": 14.98,
            "low": 14.97,
            "close": 14.98,
            "amount_yi": 0.0388
          },
          {
            "time": "10:12",
            "open": 14.96,
            "high": 15.0,
            "low": 14.96,
            "close": 15.0,
            "amount_yi": 0.0348
          },
          {
            "time": "10:13",
            "open": 15.03,
            "high": 15.03,
            "low": 14.98,
            "close": 14.98,
            "amount_yi": 0.0144
          },
          {
            "time": "10:14",
            "open": 14.96,
            "high": 14.96,
            "low": 14.96,
            "close": 14.96,
            "amount_yi": 0.0145
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 14.96,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 15.05,
        "open": 14.9,
        "high": 15.19,
        "low": 14.69,
        "bid1": 14.96,
        "ask1": 14.98,
        "bid_qty1": 161,
        "ask_qty1": 13
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "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": 3.8717,
      "intraday_vwap": 44.1578,
      "price_vs_vwap_pct": 2.2016,
      "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": 0.4999,
        "prev_amount_yi": 0.5043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9913,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 45.28,
            "high": 45.31,
            "low": 45.28,
            "close": 45.31,
            "amount_yi": 0.1221
          },
          {
            "time": "10:11",
            "open": 45.5,
            "high": 45.5,
            "low": 45.15,
            "close": 45.15,
            "amount_yi": 0.126
          },
          {
            "time": "10:12",
            "open": 45.29,
            "high": 45.3,
            "low": 45.29,
            "close": 45.3,
            "amount_yi": 0.1394
          },
          {
            "time": "10:13",
            "open": 45.31,
            "high": 45.31,
            "low": 45.19,
            "close": 45.19,
            "amount_yi": 0.0715
          },
          {
            "time": "10:14",
            "open": 45.13,
            "high": 45.13,
            "low": 45.13,
            "close": 45.13,
            "amount_yi": 0.0409
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 45.13,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 43.99,
        "open": 42.69,
        "high": 45.99,
        "low": 41.29,
        "bid1": 45.13,
        "ask1": 45.2,
        "bid_qty1": 28,
        "ask_qty1": 353
      },
      "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": "2026-07-02T10:14:28",
      "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": 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": 3.51,
      "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": 0.8496,
        "prev_amount_yi": 1.3933,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6098,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 41.16,
            "high": 41.51,
            "low": 41.16,
            "close": 41.51,
            "amount_yi": 0.2502
          },
          {
            "time": "10:11",
            "open": 41.75,
            "high": 41.8,
            "low": 41.75,
            "close": 41.8,
            "amount_yi": 0.135
          },
          {
            "time": "10:12",
            "open": 41.9,
            "high": 41.9,
            "low": 41.41,
            "close": 41.41,
            "amount_yi": 0.1959
          },
          {
            "time": "10:13",
            "open": 41.46,
            "high": 41.7,
            "low": 41.46,
            "close": 41.7,
            "amount_yi": 0.1711
          },
          {
            "time": "10:14",
            "open": 41.85,
            "high": 41.85,
            "low": 41.85,
            "close": 41.85,
            "amount_yi": 0.0974
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 41.85,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 40.6,
        "open": 38.0,
        "high": 43.0,
        "low": 35.8,
        "bid1": 41.87,
        "ask1": 41.88,
        "bid_qty1": 52,
        "ask_qty1": 14
      },
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 20.84,
      "exec_low": 20.84,
      "exec_high": 21.15,
      "invalid_price": 20.21,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.53,
      "entry_zone_high": 21.15,
      "entry_risk_pct": null,
      "intraday_vwap": 20.5853,
      "price_vs_vwap_pct": -0.5601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2001,
        "prev_amount_yi": 0.1898,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 20.57,
            "high": 20.6,
            "low": 20.57,
            "close": 20.6,
            "amount_yi": 0.0202
          },
          {
            "time": "10:11",
            "open": 20.56,
            "high": 20.56,
            "low": 20.51,
            "close": 20.51,
            "amount_yi": 0.0631
          },
          {
            "time": "10:12",
            "open": 20.59,
            "high": 20.59,
            "low": 20.51,
            "close": 20.51,
            "amount_yi": 0.0412
          },
          {
            "time": "10:13",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0322
          },
          {
            "time": "10:14",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0434
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 20.47,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 20.5,
        "open": 20.54,
        "high": 20.97,
        "low": 20.12,
        "bid1": 20.47,
        "ask1": 20.5,
        "bid_qty1": 56,
        "ask_qty1": 89
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002317:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002317:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002317",
      "name": "众生药业",
      "side": "BUY",
      "priority": "W31",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.98,
      "exec_low": 26.98,
      "exec_high": 27.38,
      "invalid_price": 26.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.58,
      "entry_zone_high": 27.38,
      "entry_risk_pct": null,
      "intraday_vwap": 26.9532,
      "price_vs_vwap_pct": -1.6814,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1833,
        "prev_amount_yi": 0.3754,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 26.53,
            "high": 26.55,
            "low": 26.53,
            "close": 26.55,
            "amount_yi": 0.0427
          },
          {
            "time": "10:11",
            "open": 26.54,
            "high": 26.54,
            "low": 26.51,
            "close": 26.51,
            "amount_yi": 0.0414
          },
          {
            "time": "10:12",
            "open": 26.53,
            "high": 26.58,
            "low": 26.53,
            "close": 26.58,
            "amount_yi": 0.0254
          },
          {
            "time": "10:13",
            "open": 26.51,
            "high": 26.52,
            "low": 26.51,
            "close": 26.52,
            "amount_yi": 0.0416
          },
          {
            "time": "10:14",
            "open": 26.5,
            "high": 26.5,
            "low": 26.5,
            "close": 26.5,
            "amount_yi": 0.0322
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 26.5,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 26.71,
        "open": 26.49,
        "high": 27.52,
        "low": 26.42,
        "bid1": 26.49,
        "ask1": 26.5,
        "bid_qty1": 46,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 3.1268,
      "intraday_vwap": 35.428,
      "price_vs_vwap_pct": 0.175,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.05,
        "prev_amount_yi": 0.0448,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1161,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 35.56,
            "high": 35.58,
            "low": 35.56,
            "close": 35.58,
            "amount_yi": 0.0051
          },
          {
            "time": "10:11",
            "open": 35.45,
            "high": 35.45,
            "low": 35.37,
            "close": 35.37,
            "amount_yi": 0.0169
          },
          {
            "time": "10:12",
            "open": 35.55,
            "high": 35.63,
            "low": 35.55,
            "close": 35.63,
            "amount_yi": 0.0227
          },
          {
            "time": "10:13",
            "open": 35.59,
            "high": 35.59,
            "low": 35.58,
            "close": 35.58,
            "amount_yi": 0.0015
          },
          {
            "time": "10:14",
            "open": 35.49,
            "high": 35.49,
            "low": 35.49,
            "close": 35.49,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 35.49,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 34.95,
        "open": 34.93,
        "high": 36.27,
        "low": 34.07,
        "bid1": 35.49,
        "ask1": 35.5,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "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": "2026-07-02T10:14:28",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1274,
        "prev_amount_yi": 0.2127,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.599,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 58.75,
            "high": 58.75,
            "low": 58.1,
            "close": 58.1,
            "amount_yi": 0.0415
          },
          {
            "time": "10:11",
            "open": 58.04,
            "high": 58.07,
            "low": 58.04,
            "close": 58.07,
            "amount_yi": 0.0363
          },
          {
            "time": "10:12",
            "open": 58.31,
            "high": 58.31,
            "low": 58.2,
            "close": 58.2,
            "amount_yi": 0.0217
          },
          {
            "time": "10:13",
            "open": 58.38,
            "high": 58.38,
            "low": 58.32,
            "close": 58.32,
            "amount_yi": 0.015
          },
          {
            "time": "10:14",
            "open": 58.15,
            "high": 58.15,
            "low": 58.15,
            "close": 58.15,
            "amount_yi": 0.0129
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 58.15,
        "ts": "2026-07-02T10:14:30",
        "prev_close": 58.5,
        "open": 57.75,
        "high": 61.98,
        "low": 55.98,
        "bid1": 58.15,
        "ask1": 58.18,
        "bid_qty1": 75,
        "ask_qty1": 53
      },
      "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": "2026-07-02T10:14:28",
      "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": 0.0499,
        "prev_amount_yi": 0.0968,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5155,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0176
          },
          {
            "time": "10:11",
            "open": 9.83,
            "high": 9.84,
            "low": 9.83,
            "close": 9.84,
            "amount_yi": 0.0185
          },
          {
            "time": "10:12",
            "open": 9.81,
            "high": 9.81,
            "low": 9.79,
            "close": 9.79,
            "amount_yi": 0.0061
          },
          {
            "time": "10:13",
            "open": 9.8,
            "high": 9.8,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0048
          },
          {
            "time": "10:14",
            "open": 9.78,
            "high": 9.78,
            "low": 9.78,
            "close": 9.78,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 9.78,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 9.02,
        "open": 9.0,
        "high": 9.88,
        "low": 8.9,
        "bid1": 9.75,
        "ask1": 9.78,
        "bid_qty1": 39,
        "ask_qty1": 0
      },
      "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": "2026-07-02T10:14:28",
      "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": 0.1143,
        "prev_amount_yi": 0.1511,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7565,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 12.92,
            "high": 12.98,
            "low": 12.92,
            "close": 12.98,
            "amount_yi": 0.0377
          },
          {
            "time": "10:11",
            "open": 12.93,
            "high": 12.93,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0336
          },
          {
            "time": "10:12",
            "open": 12.92,
            "high": 12.92,
            "low": 12.91,
            "close": 12.91,
            "amount_yi": 0.0134
          },
          {
            "time": "10:13",
            "open": 12.89,
            "high": 12.92,
            "low": 12.89,
            "close": 12.92,
            "amount_yi": 0.0197
          },
          {
            "time": "10:14",
            "open": 12.88,
            "high": 12.88,
            "low": 12.88,
            "close": 12.88,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 12.88,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 12.76,
        "open": 13.05,
        "high": 14.27,
        "low": 12.78,
        "bid1": 12.88,
        "ask1": 12.89,
        "bid_qty1": 5,
        "ask_qty1": 60
      },
      "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": "2026-07-02T10:14:28",
      "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": 27.0451,
      "price_vs_vwap_pct": -1.6827,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0074,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9024,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 26.54,
            "high": 26.54,
            "low": 26.51,
            "close": 26.51,
            "amount_yi": 0.0019
          },
          {
            "time": "10:11",
            "open": 26.51,
            "high": 26.51,
            "low": 26.48,
            "close": 26.48,
            "amount_yi": 0.0022
          },
          {
            "time": "10:12",
            "open": 26.55,
            "high": 26.59,
            "low": 26.55,
            "close": 26.59,
            "amount_yi": 0.0023
          },
          {
            "time": "10:13",
            "open": 26.55,
            "high": 26.56,
            "low": 26.55,
            "close": 26.56,
            "amount_yi": 0.0008
          },
          {
            "time": "10:14",
            "open": 26.59,
            "high": 26.59,
            "low": 26.59,
            "close": 26.59,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 26.59,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 26.85,
        "open": 27.45,
        "high": 27.58,
        "low": 26.46,
        "bid1": 26.59,
        "ask1": 26.66,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "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": "2026-07-02T10:14:28",
      "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": 72.6615,
      "price_vs_vwap_pct": -3.9656,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.516,
        "prev_amount_yi": 0.3293,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.567,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 71.03,
            "high": 71.03,
            "low": 70.77,
            "close": 70.77,
            "amount_yi": 0.0368
          },
          {
            "time": "10:11",
            "open": 70.81,
            "high": 70.81,
            "low": 70.35,
            "close": 70.35,
            "amount_yi": 0.0539
          },
          {
            "time": "10:12",
            "open": 70.62,
            "high": 70.62,
            "low": 70.33,
            "close": 70.33,
            "amount_yi": 0.0769
          },
          {
            "time": "10:13",
            "open": 70.26,
            "high": 70.26,
            "low": 69.92,
            "close": 69.92,
            "amount_yi": 0.1688
          },
          {
            "time": "10:14",
            "open": 69.78,
            "high": 69.78,
            "low": 69.78,
            "close": 69.78,
            "amount_yi": 0.1796
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 69.78,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 72.96,
        "open": 71.24,
        "high": 76.0,
        "low": 69.3,
        "bid1": 69.78,
        "ask1": 70.0,
        "bid_qty1": 174,
        "ask_qty1": 22
      },
      "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": "2026-07-02T10:14:28",
      "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": 17.9278,
      "price_vs_vwap_pct": 1.4068,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.016,
        "prev_amount_yi": 0.0042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.8095,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:09",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.002
          },
          {
            "time": "10:10",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0006
          },
          {
            "time": "10:12",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0118
          },
          {
            "time": "10:13",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0008
          },
          {
            "time": "10:14",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:27",
        "prev_close": 16.53,
        "open": 16.5,
        "high": 18.18,
        "low": 16.42,
        "bid1": 18.18,
        "ask1": 0.0,
        "bid_qty1": 28035,
        "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": "2026-07-02T10:14:28",
      "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": 6.0264,
      "price_vs_vwap_pct": 0.2257,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0503,
        "prev_amount_yi": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7649,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.004
          },
          {
            "time": "10:11",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0074
          },
          {
            "time": "10:12",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0161
          },
          {
            "time": "10:13",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0077
          },
          {
            "time": "10:14",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:27",
        "prev_close": 5.49,
        "open": 5.99,
        "high": 6.04,
        "low": 5.95,
        "bid1": 6.04,
        "ask1": 0.0,
        "bid_qty1": 383511,
        "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": "2026-07-02T10:14:28",
      "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": 10.7025,
      "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": 0.0369,
        "prev_amount_yi": 0.0544,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6783,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 10.68,
            "high": 10.7,
            "low": 10.68,
            "close": 10.7,
            "amount_yi": 0.0169
          },
          {
            "time": "10:11",
            "open": 10.69,
            "high": 10.69,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.0072
          },
          {
            "time": "10:12",
            "open": 10.68,
            "high": 10.7,
            "low": 10.68,
            "close": 10.7,
            "amount_yi": 0.0062
          },
          {
            "time": "10:13",
            "open": 10.69,
            "high": 10.7,
            "low": 10.69,
            "close": 10.7,
            "amount_yi": 0.0043
          },
          {
            "time": "10:14",
            "open": 10.66,
            "high": 10.66,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 10.66,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 10.41,
        "open": 10.6,
        "high": 10.92,
        "low": 10.49,
        "bid1": 10.66,
        "ask1": 10.67,
        "bid_qty1": 761,
        "ask_qty1": 36
      },
      "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": "2026-07-02T10:14:28",
      "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": 29.6313,
      "price_vs_vwap_pct": -2.2318,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1036,
        "prev_amount_yi": 0.1122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9234,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 29.06,
            "high": 29.06,
            "low": 29.02,
            "close": 29.02,
            "amount_yi": 0.0175
          },
          {
            "time": "10:11",
            "open": 28.98,
            "high": 28.98,
            "low": 28.96,
            "close": 28.96,
            "amount_yi": 0.0357
          },
          {
            "time": "10:12",
            "open": 29.0,
            "high": 29.04,
            "low": 29.0,
            "close": 29.04,
            "amount_yi": 0.0183
          },
          {
            "time": "10:13",
            "open": 28.99,
            "high": 29.05,
            "low": 28.99,
            "close": 29.05,
            "amount_yi": 0.0204
          },
          {
            "time": "10:14",
            "open": 28.97,
            "high": 28.97,
            "low": 28.97,
            "close": 28.97,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 28.97,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 29.05,
        "open": 30.0,
        "high": 30.33,
        "low": 28.9,
        "bid1": 28.97,
        "ask1": 28.98,
        "bid_qty1": 56,
        "ask_qty1": 10
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.5346,
      "price_vs_vwap_pct": 1.5674,
      "energy_floor_hint_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": 0.0012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.75,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:04",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0002
          },
          {
            "time": "10:08",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0004
          },
          {
            "time": "10:10",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0059
          },
          {
            "time": "10:13",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0003
          },
          {
            "time": "10:14",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:27",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.59,
        "low": 3.42,
        "bid1": 3.59,
        "ask1": 0.0,
        "bid_qty1": 5320,
        "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": "2026-07-02T10:14:28",
      "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": 2.3412,
      "price_vs_vwap_pct": 0.803,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0035,
        "prev_amount_yi": 0.0029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2069,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0004
          },
          {
            "time": "10:11",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "10:12",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0026
          },
          {
            "time": "10:13",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "10:14",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:24",
        "prev_close": 2.25,
        "open": 2.28,
        "high": 2.36,
        "low": 2.27,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 36867,
        "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": "2026-07-02T10:14:28",
      "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": 38.9372,
      "price_vs_vwap_pct": 1.1629,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0168,
        "prev_amount_yi": 0.0686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2449,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0031
          },
          {
            "time": "10:11",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0013
          },
          {
            "time": "10:12",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0023
          },
          {
            "time": "10:13",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0095
          },
          {
            "time": "10:14",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:29",
        "prev_close": 35.81,
        "open": 38.25,
        "high": 39.39,
        "low": 37.88,
        "bid1": 39.39,
        "ask1": 0.0,
        "bid_qty1": 31098,
        "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": "2026-07-02T10:14:28",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 40.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 39.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 38.41,
      "entry_zone_high": 39.58,
      "entry_risk_pct": null,
      "intraday_vwap": 39.1605,
      "price_vs_vwap_pct": -2.2229,
      "energy_floor_hint_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": 0.0742,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.655,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 38.45,
            "high": 38.45,
            "low": 38.41,
            "close": 38.41,
            "amount_yi": 0.0104
          },
          {
            "time": "10:11",
            "open": 38.4,
            "high": 38.4,
            "low": 38.37,
            "close": 38.37,
            "amount_yi": 0.0083
          },
          {
            "time": "10:12",
            "open": 38.32,
            "high": 38.39,
            "low": 38.32,
            "close": 38.39,
            "amount_yi": 0.0104
          },
          {
            "time": "10:13",
            "open": 38.31,
            "high": 38.31,
            "low": 38.31,
            "close": 38.31,
            "amount_yi": 0.009
          },
          {
            "time": "10:14",
            "open": 38.29,
            "high": 38.29,
            "low": 38.29,
            "close": 38.29,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 38.29,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 39.0,
        "open": 38.51,
        "high": 39.89,
        "low": 38.03,
        "bid1": 38.3,
        "ask1": 38.31,
        "bid_qty1": 10,
        "ask_qty1": 3
      },
      "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": "2026-07-02T10:14:28",
      "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": 2.9241,
      "price_vs_vwap_pct": -1.1662,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0281,
        "prev_amount_yi": 0.1002,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2804,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0037
          },
          {
            "time": "10:11",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0118
          },
          {
            "time": "10:12",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0047
          },
          {
            "time": "10:13",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0055
          },
          {
            "time": "10:14",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 2.89,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 2.88,
        "open": 2.87,
        "high": 3.0,
        "low": 2.86,
        "bid1": 2.88,
        "ask1": 2.89,
        "bid_qty1": 3721,
        "ask_qty1": 5975
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688091:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688091:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688091",
      "name": "上海谊众",
      "side": "BUY",
      "priority": "W47",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 43.68,
      "exec_low": 43.68,
      "exec_high": 44.34,
      "invalid_price": 42.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 44.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 44.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 43.02,
      "entry_zone_high": 44.34,
      "entry_risk_pct": 3.1321,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1866,
        "prev_amount_yi": 0.093,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 44.14,
            "high": 44.14,
            "low": 44.08,
            "close": 44.08,
            "amount_yi": 0.0156
          },
          {
            "time": "10:11",
            "open": 43.8,
            "high": 43.8,
            "low": 43.74,
            "close": 43.74,
            "amount_yi": 0.0865
          },
          {
            "time": "10:12",
            "open": 43.78,
            "high": 43.86,
            "low": 43.78,
            "close": 43.86,
            "amount_yi": 0.0591
          },
          {
            "time": "10:13",
            "open": 43.72,
            "high": 43.85,
            "low": 43.72,
            "close": 43.85,
            "amount_yi": 0.0128
          },
          {
            "time": "10:14",
            "open": 43.74,
            "high": 43.74,
            "low": 43.74,
            "close": 43.74,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 43.74,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 42.69,
        "open": 43.8,
        "high": 46.13,
        "low": 42.88,
        "bid1": 43.69,
        "ask1": 43.74,
        "bid_qty1": 2,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300204:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300204:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300204",
      "name": "舒泰神",
      "side": "BUY",
      "priority": "W48",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 25.9,
      "exec_low": 25.9,
      "exec_high": 26.29,
      "invalid_price": 25.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 24.9359,
      "price_vs_vwap_pct": -3.7131,
      "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": 0.3225,
        "prev_amount_yi": 0.4007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8048,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 24.12,
            "high": 24.12,
            "low": 24.09,
            "close": 24.09,
            "amount_yi": 0.0486
          },
          {
            "time": "10:11",
            "open": 24.11,
            "high": 24.12,
            "low": 24.11,
            "close": 24.12,
            "amount_yi": 0.0732
          },
          {
            "time": "10:12",
            "open": 24.14,
            "high": 24.14,
            "low": 24.11,
            "close": 24.11,
            "amount_yi": 0.0535
          },
          {
            "time": "10:13",
            "open": 24.07,
            "high": 24.07,
            "low": 24.06,
            "close": 24.06,
            "amount_yi": 0.0424
          },
          {
            "time": "10:14",
            "open": 24.01,
            "high": 24.01,
            "low": 24.01,
            "close": 24.01,
            "amount_yi": 0.1048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 24.01,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 25.16,
        "open": 24.92,
        "high": 26.34,
        "low": 24.0,
        "bid1": 24.0,
        "ask1": 24.01,
        "bid_qty1": 122,
        "ask_qty1": 14
      },
      "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": "2026-07-02T10:14:28",
      "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": 2.9412,
      "intraday_vwap": 8.2357,
      "price_vs_vwap_pct": -0.9192,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0102,
        "prev_amount_yi": 0.0183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.18,
            "high": 8.18,
            "low": 8.17,
            "close": 8.17,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 8.16,
            "high": 8.17,
            "low": 8.16,
            "close": 8.17,
            "amount_yi": 0.0042
          },
          {
            "time": "10:12",
            "open": 8.16,
            "high": 8.17,
            "low": 8.16,
            "close": 8.17,
            "amount_yi": 0.0032
          },
          {
            "time": "10:13",
            "open": 8.16,
            "high": 8.17,
            "low": 8.16,
            "close": 8.17,
            "amount_yi": 0.0011
          },
          {
            "time": "10:14",
            "open": 8.16,
            "high": 8.16,
            "low": 8.16,
            "close": 8.16,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 8.16,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 8.14,
        "open": 8.02,
        "high": 8.33,
        "low": 8.02,
        "bid1": 8.15,
        "ask1": 8.16,
        "bid_qty1": 123,
        "ask_qty1": 24
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.62,
      "exec_low": 2.67,
      "exec_high": 2.68,
      "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": "2026-07-02T10:14:28",
      "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": 2.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.66,
      "dynamic_exec_high": 2.68,
      "entry_zone_low": 2.58,
      "entry_zone_high": 2.66,
      "entry_risk_pct": 4.8689,
      "intraday_vwap": 2.6655,
      "price_vs_vwap_pct": 0.1688,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0072,
        "prev_amount_yi": 0.0185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 2.68,
            "high": 2.68,
            "low": 2.68,
            "close": 2.68,
            "amount_yi": 0.0005
          },
          {
            "time": "10:11",
            "open": 2.68,
            "high": 2.68,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0033
          },
          {
            "time": "10:12",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0004
          },
          {
            "time": "10:13",
            "open": 2.67,
            "high": 2.68,
            "low": 2.67,
            "close": 2.68,
            "amount_yi": 0.0013
          },
          {
            "time": "10:14",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 2.67,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 2.6,
        "open": 2.58,
        "high": 2.73,
        "low": 2.58,
        "bid1": 2.66,
        "ask1": 2.67,
        "bid_qty1": 2636,
        "ask_qty1": 626
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "waiting_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": 0.0129,
        "prev_amount_yi": 0.0164,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7866,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0024
          },
          {
            "time": "10:11",
            "open": 7.74,
            "high": 7.75,
            "low": 7.74,
            "close": 7.75,
            "amount_yi": 0.0026
          },
          {
            "time": "10:12",
            "open": 7.76,
            "high": 7.77,
            "low": 7.76,
            "close": 7.77,
            "amount_yi": 0.0024
          },
          {
            "time": "10:13",
            "open": 7.77,
            "high": 7.79,
            "low": 7.77,
            "close": 7.79,
            "amount_yi": 0.0023
          },
          {
            "time": "10:14",
            "open": 7.76,
            "high": 7.76,
            "low": 7.76,
            "close": 7.76,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 7.76,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 7.82,
        "open": 7.76,
        "high": 7.99,
        "low": 7.72,
        "bid1": 7.75,
        "ask1": 7.76,
        "bid_qty1": 154,
        "ask_qty1": 25
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 0.0183,
        "prev_amount_yi": 0.0204,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8971,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.39,
            "high": 6.39,
            "low": 6.35,
            "close": 6.35,
            "amount_yi": 0.0006
          },
          {
            "time": "10:11",
            "open": 6.35,
            "high": 6.36,
            "low": 6.35,
            "close": 6.36,
            "amount_yi": 0.0006
          },
          {
            "time": "10:12",
            "open": 6.34,
            "high": 6.37,
            "low": 6.34,
            "close": 6.37,
            "amount_yi": 0.002
          },
          {
            "time": "10:13",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0074
          },
          {
            "time": "10:14",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 6.4,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 6.39,
        "open": 6.36,
        "high": 6.6,
        "low": 6.3,
        "bid1": 6.4,
        "ask1": 6.41,
        "bid_qty1": 820,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "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": 0.0214,
        "prev_amount_yi": 0.0196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0918,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0042
          },
          {
            "time": "10:11",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0039
          },
          {
            "time": "10:12",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.005
          },
          {
            "time": "10:13",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0065
          },
          {
            "time": "10:14",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:27",
        "prev_close": 13.33,
        "open": 14.66,
        "high": 14.66,
        "low": 14.66,
        "bid1": 14.66,
        "ask1": 0.0,
        "bid_qty1": 121426,
        "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": "2026-07-02T10:14:28",
      "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": 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": 3.6104,
      "intraday_vwap": 14.8375,
      "price_vs_vwap_pct": -1.0615,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0414,
        "prev_amount_yi": 0.0715,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.579,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.71,
            "high": 14.72,
            "low": 14.71,
            "close": 14.72,
            "amount_yi": 0.0093
          },
          {
            "time": "10:11",
            "open": 14.71,
            "high": 14.71,
            "low": 14.71,
            "close": 14.71,
            "amount_yi": 0.0075
          },
          {
            "time": "10:12",
            "open": 14.72,
            "high": 14.72,
            "low": 14.7,
            "close": 14.7,
            "amount_yi": 0.0092
          },
          {
            "time": "10:13",
            "open": 14.69,
            "high": 14.71,
            "low": 14.69,
            "close": 14.71,
            "amount_yi": 0.0094
          },
          {
            "time": "10:14",
            "open": 14.68,
            "high": 14.68,
            "low": 14.68,
            "close": 14.68,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 14.68,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 14.52,
        "open": 14.46,
        "high": 15.1,
        "low": 14.41,
        "bid1": 14.67,
        "ask1": 14.68,
        "bid_qty1": 105,
        "ask_qty1": 61
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.7717,
      "intraday_vwap": 9.8287,
      "price_vs_vwap_pct": -0.1903,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.006,
        "prev_amount_yi": 0.0089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6742,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.84,
            "high": 9.84,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 9.82,
            "high": 9.82,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0018
          },
          {
            "time": "10:12",
            "open": 9.8,
            "high": 9.81,
            "low": 9.8,
            "close": 9.81,
            "amount_yi": 0.0021
          },
          {
            "time": "10:13",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0005
          },
          {
            "time": "10:14",
            "open": 9.81,
            "high": 9.81,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 9.81,
        "ts": "2026-07-02T10:14:24",
        "prev_close": 9.68,
        "open": 9.69,
        "high": 9.97,
        "low": 9.65,
        "bid1": 9.8,
        "ask1": 9.81,
        "bid_qty1": 57,
        "ask_qty1": 27
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.5793,
      "intraday_vwap": 13.7707,
      "price_vs_vwap_pct": -0.586,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0367,
        "prev_amount_yi": 0.0263,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3954,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 13.71,
            "high": 13.71,
            "low": 13.7,
            "close": 13.7,
            "amount_yi": 0.0044
          },
          {
            "time": "10:11",
            "open": 13.67,
            "high": 13.67,
            "low": 13.66,
            "close": 13.66,
            "amount_yi": 0.0129
          },
          {
            "time": "10:12",
            "open": 13.68,
            "high": 13.71,
            "low": 13.68,
            "close": 13.71,
            "amount_yi": 0.0106
          },
          {
            "time": "10:13",
            "open": 13.7,
            "high": 13.72,
            "low": 13.7,
            "close": 13.72,
            "amount_yi": 0.0072
          },
          {
            "time": "10:14",
            "open": 13.69,
            "high": 13.69,
            "low": 13.69,
            "close": 13.69,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 13.69,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 13.58,
        "open": 13.58,
        "high": 13.92,
        "low": 13.54,
        "bid1": 13.68,
        "ask1": 13.69,
        "bid_qty1": 69,
        "ask_qty1": 40
      },
      "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": 9.31,
      "exec_high": 9.45,
      "invalid_price": 9.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": null,
      "entry_zone_low": 9.17,
      "entry_zone_high": 9.45,
      "entry_risk_pct": 4.3432,
      "intraday_vwap": 9.4537,
      "price_vs_vwap_pct": -0.1449,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0098,
        "prev_amount_yi": 0.0068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.46,
            "high": 9.46,
            "low": 9.46,
            "close": 9.46,
            "amount_yi": 0.001
          },
          {
            "time": "10:11",
            "open": 9.43,
            "high": 9.43,
            "low": 9.43,
            "close": 9.43,
            "amount_yi": 0.0027
          },
          {
            "time": "10:12",
            "open": 9.42,
            "high": 9.44,
            "low": 9.42,
            "close": 9.44,
            "amount_yi": 0.0041
          },
          {
            "time": "10:13",
            "open": 9.44,
            "high": 9.45,
            "low": 9.44,
            "close": 9.45,
            "amount_yi": 0.0009
          },
          {
            "time": "10:14",
            "open": 9.44,
            "high": 9.44,
            "low": 9.44,
            "close": 9.44,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 9.44,
        "ts": "2026-07-02T10:14:09",
        "prev_close": 9.3,
        "open": 9.3,
        "high": 9.58,
        "low": 9.25,
        "bid1": 9.43,
        "ask1": 9.44,
        "bid_qty1": 9,
        "ask_qty1": 6
      },
      "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 8.72,
      "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": 4.084,
      "intraday_vwap": 8.6009,
      "price_vs_vwap_pct": -0.4755,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.025,
        "prev_amount_yi": 0.0306,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.817,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.6,
            "high": 8.6,
            "low": 8.59,
            "close": 8.59,
            "amount_yi": 0.0056
          },
          {
            "time": "10:11",
            "open": 8.57,
            "high": 8.57,
            "low": 8.56,
            "close": 8.56,
            "amount_yi": 0.0037
          },
          {
            "time": "10:12",
            "open": 8.57,
            "high": 8.57,
            "low": 8.57,
            "close": 8.57,
            "amount_yi": 0.0027
          },
          {
            "time": "10:13",
            "open": 8.56,
            "high": 8.58,
            "low": 8.56,
            "close": 8.58,
            "amount_yi": 0.0121
          },
          {
            "time": "10:14",
            "open": 8.56,
            "high": 8.56,
            "low": 8.56,
            "close": 8.56,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 8.56,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 8.41,
        "open": 8.36,
        "high": 8.81,
        "low": 8.33,
        "bid1": 8.55,
        "ask1": 8.57,
        "bid_qty1": 128,
        "ask_qty1": 58
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 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": 4.4388,
      "intraday_vwap": 16.0016,
      "price_vs_vwap_pct": -1.5098,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.041,
        "prev_amount_yi": 0.0508,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8071,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 15.78,
            "high": 15.78,
            "low": 15.78,
            "close": 15.78,
            "amount_yi": 0.0106
          },
          {
            "time": "10:11",
            "open": 15.77,
            "high": 15.77,
            "low": 15.76,
            "close": 15.76,
            "amount_yi": 0.01
          },
          {
            "time": "10:12",
            "open": 15.79,
            "high": 15.82,
            "low": 15.79,
            "close": 15.82,
            "amount_yi": 0.0129
          },
          {
            "time": "10:13",
            "open": 15.77,
            "high": 15.79,
            "low": 15.77,
            "close": 15.79,
            "amount_yi": 0.0051
          },
          {
            "time": "10:14",
            "open": 15.76,
            "high": 15.76,
            "low": 15.76,
            "close": 15.76,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 15.76,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 15.52,
        "open": 15.47,
        "high": 16.39,
        "low": 15.4,
        "bid1": 15.76,
        "ask1": 15.77,
        "bid_qty1": 138,
        "ask_qty1": 103
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002038:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002038:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002038",
      "name": "双鹭药业",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.5,
      "exec_low": 6.5,
      "exec_high": 6.6,
      "invalid_price": 6.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 6.7,
      "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": 3.9634,
      "intraday_vwap": 6.5051,
      "price_vs_vwap_pct": 0.844,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0729,
        "prev_amount_yi": 0.1124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.52,
            "high": 6.52,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0145
          },
          {
            "time": "10:11",
            "open": 6.51,
            "high": 6.51,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.0235
          },
          {
            "time": "10:12",
            "open": 6.52,
            "high": 6.53,
            "low": 6.52,
            "close": 6.53,
            "amount_yi": 0.0078
          },
          {
            "time": "10:13",
            "open": 6.55,
            "high": 6.57,
            "low": 6.55,
            "close": 6.57,
            "amount_yi": 0.0187
          },
          {
            "time": "10:14",
            "open": 6.56,
            "high": 6.56,
            "low": 6.56,
            "close": 6.56,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 6.56,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 6.28,
        "open": 6.15,
        "high": 6.77,
        "low": 6.1,
        "bid1": 6.55,
        "ask1": 6.56,
        "bid_qty1": 544,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300233:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300233:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300233",
      "name": "金城医药",
      "side": "BUY",
      "priority": "W61",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.13,
      "exec_low": 13.13,
      "exec_high": 13.33,
      "invalid_price": 12.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.93,
      "entry_zone_high": 13.33,
      "entry_risk_pct": null,
      "intraday_vwap": 13.2381,
      "price_vs_vwap_pct": -1.1187,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0618,
        "prev_amount_yi": 0.0415,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 13.15,
            "high": 13.15,
            "low": 13.14,
            "close": 13.14,
            "amount_yi": 0.0099
          },
          {
            "time": "10:11",
            "open": 13.11,
            "high": 13.12,
            "low": 13.11,
            "close": 13.12,
            "amount_yi": 0.0096
          },
          {
            "time": "10:12",
            "open": 13.12,
            "high": 13.14,
            "low": 13.12,
            "close": 13.14,
            "amount_yi": 0.0028
          },
          {
            "time": "10:13",
            "open": 13.12,
            "high": 13.12,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0125
          },
          {
            "time": "10:14",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 13.09,
        "ts": "2026-07-02T10:14:24",
        "prev_close": 13.13,
        "open": 13.07,
        "high": 13.45,
        "low": 13.01,
        "bid1": 13.08,
        "ask1": 13.09,
        "bid_qty1": 272,
        "ask_qty1": 52
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000788:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000788:VWAP_RECLAIM",
      "symbol": "SZSE.000788",
      "name": "北大医药",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.12,
      "exec_low": 5.2,
      "exec_high": 5.2,
      "invalid_price": 4.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.04,
      "entry_zone_high": 5.2,
      "entry_risk_pct": 4.2389,
      "intraday_vwap": 5.2074,
      "price_vs_vwap_pct": -0.5262,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.015,
        "prev_amount_yi": 0.0181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8287,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.2,
            "high": 5.2,
            "low": 5.19,
            "close": 5.19,
            "amount_yi": 0.0015
          },
          {
            "time": "10:11",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0016
          },
          {
            "time": "10:12",
            "open": 5.18,
            "high": 5.2,
            "low": 5.18,
            "close": 5.2,
            "amount_yi": 0.0065
          },
          {
            "time": "10:13",
            "open": 5.19,
            "high": 5.19,
            "low": 5.19,
            "close": 5.19,
            "amount_yi": 0.0048
          },
          {
            "time": "10:14",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 5.18,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 5.12,
        "open": 5.09,
        "high": 5.28,
        "low": 5.06,
        "bid1": 5.18,
        "ask1": 5.19,
        "bid_qty1": 629,
        "ask_qty1": 106
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600774:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600774:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600774",
      "name": "汉商集团",
      "side": "BUY",
      "priority": "W63",
      "status": "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": "2026-07-02T10:14:28",
      "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": 3.7369,
      "intraday_vwap": 6.7048,
      "price_vs_vwap_pct": -0.519,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0054,
        "prev_amount_yi": 0.0106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5094,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.68,
            "high": 6.7,
            "low": 6.68,
            "close": 6.7,
            "amount_yi": 0.0016
          },
          {
            "time": "10:11",
            "open": 6.68,
            "high": 6.68,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0014
          },
          {
            "time": "10:12",
            "open": 6.67,
            "high": 6.68,
            "low": 6.67,
            "close": 6.68,
            "amount_yi": 0.0006
          },
          {
            "time": "10:13",
            "open": 6.7,
            "high": 6.7,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.001
          },
          {
            "time": "10:14",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 6.67,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 6.59,
        "open": 6.53,
        "high": 6.79,
        "low": 6.53,
        "bid1": 6.67,
        "ask1": 6.69,
        "bid_qty1": 13,
        "ask_qty1": 30
      },
      "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": "2026-07-02T10:14:28",
      "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": 2.994,
      "intraday_vwap": 5.0501,
      "price_vs_vwap_pct": -0.794,
      "energy_floor_hint_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": 0.0107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.02,
            "high": 5.03,
            "low": 5.02,
            "close": 5.03,
            "amount_yi": 0.0058
          },
          {
            "time": "10:11",
            "open": 5.01,
            "high": 5.01,
            "low": 5.01,
            "close": 5.01,
            "amount_yi": 0.0017
          },
          {
            "time": "10:12",
            "open": 5.01,
            "high": 5.01,
            "low": 5.01,
            "close": 5.01,
            "amount_yi": 0.001
          },
          {
            "time": "10:13",
            "open": 5.02,
            "high": 5.02,
            "low": 5.02,
            "close": 5.02,
            "amount_yi": 0.0034
          },
          {
            "time": "10:14",
            "open": 5.01,
            "high": 5.01,
            "low": 5.01,
            "close": 5.01,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 5.01,
        "ts": "2026-07-02T10:14:26",
        "prev_close": 4.97,
        "open": 5.01,
        "high": 5.15,
        "low": 4.95,
        "bid1": 5.0,
        "ask1": 5.01,
        "bid_qty1": 716,
        "ask_qty1": 158
      },
      "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": "2026-07-02T10:14:28",
      "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": 29.8428,
      "price_vs_vwap_pct": -1.0817,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1115,
        "prev_amount_yi": 0.2302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4844,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 29.59,
            "high": 29.59,
            "low": 29.53,
            "close": 29.53,
            "amount_yi": 0.0318
          },
          {
            "time": "10:11",
            "open": 29.51,
            "high": 29.51,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.0284
          },
          {
            "time": "10:12",
            "open": 29.52,
            "high": 29.53,
            "low": 29.52,
            "close": 29.53,
            "amount_yi": 0.0168
          },
          {
            "time": "10:13",
            "open": 29.54,
            "high": 29.56,
            "low": 29.54,
            "close": 29.56,
            "amount_yi": 0.0226
          },
          {
            "time": "10:14",
            "open": 29.52,
            "high": 29.52,
            "low": 29.52,
            "close": 29.52,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 29.52,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 29.57,
        "open": 29.51,
        "high": 30.26,
        "low": 29.35,
        "bid1": 29.51,
        "ask1": 29.52,
        "bid_qty1": 34,
        "ask_qty1": 311
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000952:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000952:VWAP_RECLAIM",
      "symbol": "SZSE.000952",
      "name": "广济药业",
      "side": "BUY",
      "priority": "W66",
      "status": "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": "2026-07-02T10:14:28",
      "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": 3.6269,
      "intraday_vwap": 5.8025,
      "price_vs_vwap_pct": -0.3878,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0211,
        "prev_amount_yi": 0.0148,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0052
          },
          {
            "time": "10:11",
            "open": 5.77,
            "high": 5.77,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0025
          },
          {
            "time": "10:12",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0092
          },
          {
            "time": "10:13",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0013
          },
          {
            "time": "10:14",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 5.78,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 5.69,
        "open": 5.69,
        "high": 5.89,
        "low": 5.69,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 3,
        "ask_qty1": 74
      },
      "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": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 82.87,
      "exec_low": 82.87,
      "exec_high": 84.11,
      "invalid_price": 80.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 85.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 84.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 81.63,
      "entry_zone_high": 84.11,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0403,
        "prev_amount_yi": 0.043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9372,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 82.48,
            "high": 82.48,
            "low": 82.11,
            "close": 82.11,
            "amount_yi": 0.0073
          },
          {
            "time": "10:11",
            "open": 82.46,
            "high": 82.46,
            "low": 82.17,
            "close": 82.17,
            "amount_yi": 0.0278
          },
          {
            "time": "10:12",
            "open": 82.16,
            "high": 82.17,
            "low": 82.16,
            "close": 82.17,
            "amount_yi": 0.0012
          },
          {
            "time": "10:13",
            "open": 82.16,
            "high": 82.39,
            "low": 82.16,
            "close": 82.39,
            "amount_yi": 0.0009
          },
          {
            "time": "10:14",
            "open": 82.44,
            "high": 82.44,
            "low": 82.44,
            "close": 82.44,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 82.44,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 81.83,
        "open": 81.99,
        "high": 84.97,
        "low": 81.11,
        "bid1": 82.44,
        "ask1": 82.45,
        "bid_qty1": 0,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.601089:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.601089:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601089",
      "name": "福元医药",
      "side": "BUY",
      "priority": "W68",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "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": null,
      "intraday_vwap": 17.4678,
      "price_vs_vwap_pct": -1.4759,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0198,
        "prev_amount_yi": 0.0195,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0154,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 17.25,
            "high": 17.25,
            "low": 17.23,
            "close": 17.23,
            "amount_yi": 0.0106
          },
          {
            "time": "10:11",
            "open": 17.21,
            "high": 17.21,
            "low": 17.2,
            "close": 17.2,
            "amount_yi": 0.0023
          },
          {
            "time": "10:12",
            "open": 17.2,
            "high": 17.21,
            "low": 17.2,
            "close": 17.21,
            "amount_yi": 0.0033
          },
          {
            "time": "10:13",
            "open": 17.19,
            "high": 17.22,
            "low": 17.19,
            "close": 17.22,
            "amount_yi": 0.0025
          },
          {
            "time": "10:14",
            "open": 17.21,
            "high": 17.21,
            "low": 17.21,
            "close": 17.21,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 17.21,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 17.2,
        "open": 17.52,
        "high": 17.77,
        "low": 17.15,
        "bid1": 17.19,
        "ask1": 17.21,
        "bid_qty1": 21,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_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": 23.3364,
      "price_vs_vwap_pct": 1.1296,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5984,
        "prev_amount_yi": 0.8389,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 23.94,
            "high": 23.96,
            "low": 23.94,
            "close": 23.96,
            "amount_yi": 0.4012
          },
          {
            "time": "10:11",
            "open": 24.1,
            "high": 24.17,
            "low": 24.1,
            "close": 24.17,
            "amount_yi": 0.4261
          },
          {
            "time": "10:12",
            "open": 24.01,
            "high": 24.01,
            "low": 23.7,
            "close": 23.7,
            "amount_yi": 0.2933
          },
          {
            "time": "10:13",
            "open": 23.84,
            "high": 23.84,
            "low": 23.75,
            "close": 23.75,
            "amount_yi": 0.2456
          },
          {
            "time": "10:14",
            "open": 23.6,
            "high": 23.6,
            "low": 23.6,
            "close": 23.6,
            "amount_yi": 0.2322
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 23.6,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 23.34,
        "open": 23.11,
        "high": 24.18,
        "low": 22.54,
        "bid1": 23.54,
        "ask1": 23.63,
        "bid_qty1": 58,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.82,
      "entry_zone_high": 6.0,
      "entry_risk_pct": null,
      "intraday_vwap": 5.9175,
      "price_vs_vwap_pct": -1.9856,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.05,
        "prev_amount_yi": 0.0922,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.81,
            "high": 5.82,
            "low": 5.81,
            "close": 5.82,
            "amount_yi": 0.0092
          },
          {
            "time": "10:11",
            "open": 5.82,
            "high": 5.82,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0115
          },
          {
            "time": "10:12",
            "open": 5.81,
            "high": 5.82,
            "low": 5.81,
            "close": 5.82,
            "amount_yi": 0.0128
          },
          {
            "time": "10:13",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0061
          },
          {
            "time": "10:14",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 5.8,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 5.79,
        "open": 5.83,
        "high": 6.07,
        "low": 5.78,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 3425,
        "ask_qty1": 14
      },
      "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": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 3.48,
      "exec_low": 3.48,
      "exec_high": 3.53,
      "invalid_price": 3.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 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": 4.2493,
      "intraday_vwap": 3.548,
      "price_vs_vwap_pct": -0.5073,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0316,
        "prev_amount_yi": 0.0338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 3.54,
            "high": 3.54,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0065
          },
          {
            "time": "10:11",
            "open": 3.54,
            "high": 3.54,
            "low": 3.52,
            "close": 3.52,
            "amount_yi": 0.0177
          },
          {
            "time": "10:12",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0028
          },
          {
            "time": "10:13",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0025
          },
          {
            "time": "10:14",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 3.53,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 3.48,
        "open": 3.45,
        "high": 3.61,
        "low": 3.43,
        "bid1": 3.52,
        "ask1": 3.53,
        "bid_qty1": 5412,
        "ask_qty1": 1090
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300705:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300705:VWAP_RECLAIM",
      "symbol": "SZSE.300705",
      "name": "九典制药",
      "side": "BUY",
      "priority": "W72",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.26,
      "exec_low": 10.41,
      "exec_high": 10.41,
      "invalid_price": 9.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.11,
      "entry_zone_high": 10.41,
      "entry_risk_pct": 4.1426,
      "intraday_vwap": 10.43,
      "price_vs_vwap_pct": -0.4794,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.013,
        "prev_amount_yi": 0.0176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0055
          },
          {
            "time": "10:11",
            "open": 10.39,
            "high": 10.39,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0029
          },
          {
            "time": "10:12",
            "open": 10.37,
            "high": 10.39,
            "low": 10.37,
            "close": 10.39,
            "amount_yi": 0.0016
          },
          {
            "time": "10:13",
            "open": 10.38,
            "high": 10.38,
            "low": 10.38,
            "close": 10.38,
            "amount_yi": 0.0005
          },
          {
            "time": "10:14",
            "open": 10.38,
            "high": 10.38,
            "low": 10.38,
            "close": 10.38,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 10.38,
        "ts": "2026-07-02T10:14:24",
        "prev_close": 10.25,
        "open": 10.2,
        "high": 10.58,
        "low": 10.15,
        "bid1": 10.36,
        "ask1": 10.38,
        "bid_qty1": 138,
        "ask_qty1": 50
      },
      "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": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.07,
      "entry_zone_high": 21.71,
      "entry_risk_pct": 3.9796,
      "intraday_vwap": 21.7387,
      "price_vs_vwap_pct": -0.638,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0186,
        "prev_amount_yi": 0.0432,
        "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": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 21.68,
            "high": 21.7,
            "low": 21.68,
            "close": 21.7,
            "amount_yi": 0.0044
          },
          {
            "time": "10:11",
            "open": 21.65,
            "high": 21.65,
            "low": 21.65,
            "close": 21.65,
            "amount_yi": 0.0037
          },
          {
            "time": "10:12",
            "open": 21.65,
            "high": 21.68,
            "low": 21.65,
            "close": 21.68,
            "amount_yi": 0.0022
          },
          {
            "time": "10:13",
            "open": 21.64,
            "high": 21.64,
            "low": 21.63,
            "close": 21.63,
            "amount_yi": 0.0029
          },
          {
            "time": "10:14",
            "open": 21.6,
            "high": 21.6,
            "low": 21.6,
            "close": 21.6,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 21.6,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 21.25,
        "open": 21.4,
        "high": 22.2,
        "low": 21.25,
        "bid1": 21.6,
        "ask1": 21.61,
        "bid_qty1": 33,
        "ask_qty1": 2
      },
      "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": "2026-07-02T10:14:28",
      "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": 4.3389,
      "intraday_vwap": 24.3715,
      "price_vs_vwap_pct": 0.1169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0031,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 24.4,
            "high": 24.5,
            "low": 24.4,
            "close": 24.5,
            "amount_yi": 0.0012
          },
          {
            "time": "10:11",
            "open": 24.5,
            "high": 24.5,
            "low": 24.4,
            "close": 24.4,
            "amount_yi": 0.0009
          },
          {
            "time": "10:12",
            "open": 24.4,
            "high": 24.4,
            "low": 24.4,
            "close": 24.4,
            "amount_yi": 0.0002
          },
          {
            "time": "10:13",
            "open": 24.42,
            "high": 24.47,
            "low": 24.42,
            "close": 24.47,
            "amount_yi": 0.0002
          },
          {
            "time": "10:14",
            "open": 24.4,
            "high": 24.4,
            "low": 24.4,
            "close": 24.4,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 24.4,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 23.88,
        "open": 24.03,
        "high": 24.77,
        "low": 23.88,
        "bid1": 24.36,
        "ask1": 24.43,
        "bid_qty1": 1,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.04,
      "entry_zone_high": 5.2,
      "entry_risk_pct": 3.3074,
      "intraday_vwap": 5.2618,
      "price_vs_vwap_pct": -2.5048,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1034,
        "prev_amount_yi": 0.1684,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.17,
            "high": 5.17,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.0301
          },
          {
            "time": "10:11",
            "open": 5.15,
            "high": 5.15,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.0286
          },
          {
            "time": "10:12",
            "open": 5.13,
            "high": 5.15,
            "low": 5.13,
            "close": 5.15,
            "amount_yi": 0.0214
          },
          {
            "time": "10:13",
            "open": 5.14,
            "high": 5.14,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.0158
          },
          {
            "time": "10:14",
            "open": 5.13,
            "high": 5.13,
            "low": 5.13,
            "close": 5.13,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 5.13,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 5.1,
        "open": 5.1,
        "high": 5.49,
        "low": 5.1,
        "bid1": 5.13,
        "ask1": 5.14,
        "bid_qty1": 10,
        "ask_qty1": 149
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 3.2258,
      "intraday_vwap": 22.0913,
      "price_vs_vwap_pct": -1.8166,
      "energy_floor_hint_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": 0.0474,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 21.68,
            "high": 21.68,
            "low": 21.67,
            "close": 21.67,
            "amount_yi": 0.0155
          },
          {
            "time": "10:11",
            "open": 21.64,
            "high": 21.64,
            "low": 21.63,
            "close": 21.63,
            "amount_yi": 0.0145
          },
          {
            "time": "10:12",
            "open": 21.63,
            "high": 21.66,
            "low": 21.63,
            "close": 21.66,
            "amount_yi": 0.0051
          },
          {
            "time": "10:13",
            "open": 21.64,
            "high": 21.69,
            "low": 21.64,
            "close": 21.69,
            "amount_yi": 0.0129
          },
          {
            "time": "10:14",
            "open": 21.69,
            "high": 21.69,
            "low": 21.69,
            "close": 21.69,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 21.69,
        "ts": "2026-07-02T10:14:24",
        "prev_close": 21.58,
        "open": 21.58,
        "high": 22.76,
        "low": 21.48,
        "bid1": 21.69,
        "ask1": 21.7,
        "bid_qty1": 35,
        "ask_qty1": 12
      },
      "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": "TOUCHED",
      "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": "2026-07-02T10:14:28",
      "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": 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": 10.8943,
      "price_vs_vwap_pct": -0.4984,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0202,
        "prev_amount_yi": 0.0275,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.85,
            "high": 10.87,
            "low": 10.85,
            "close": 10.87,
            "amount_yi": 0.0044
          },
          {
            "time": "10:11",
            "open": 10.87,
            "high": 10.87,
            "low": 10.84,
            "close": 10.84,
            "amount_yi": 0.0094
          },
          {
            "time": "10:12",
            "open": 10.84,
            "high": 10.86,
            "low": 10.84,
            "close": 10.86,
            "amount_yi": 0.0039
          },
          {
            "time": "10:13",
            "open": 10.86,
            "high": 10.86,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.0013
          },
          {
            "time": "10:14",
            "open": 10.84,
            "high": 10.84,
            "low": 10.84,
            "close": 10.84,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 10.84,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 10.62,
        "open": 10.66,
        "high": 11.1,
        "low": 10.58,
        "bid1": 10.84,
        "ask1": 10.86,
        "bid_qty1": 46,
        "ask_qty1": 38
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T10:14:28",
      "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": 3.5503,
      "intraday_vwap": 6.7755,
      "price_vs_vwap_pct": -0.3764,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0023,
        "prev_amount_yi": 0.0101,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2277,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.78,
            "high": 6.78,
            "low": 6.78,
            "close": 6.78,
            "amount_yi": 0.0007
          },
          {
            "time": "10:11",
            "open": 6.77,
            "high": 6.77,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0007
          },
          {
            "time": "10:12",
            "open": 6.76,
            "high": 6.76,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0002
          },
          {
            "time": "10:13",
            "open": 6.76,
            "high": 6.76,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0002
          },
          {
            "time": "10:14",
            "open": 6.75,
            "high": 6.75,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 6.75,
        "ts": "2026-07-02T10:14:24",
        "prev_close": 6.69,
        "open": 6.68,
        "high": 6.84,
        "low": 6.62,
        "bid1": 6.75,
        "ask1": 6.76,
        "bid_qty1": 16,
        "ask_qty1": 252
      },
      "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": "2026-07-02T10:14:28",
      "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": 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": 3.9869,
      "intraday_vwap": 60.5666,
      "price_vs_vwap_pct": 0.8642,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0323,
        "prev_amount_yi": 0.05,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.646,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 61.21,
            "high": 61.21,
            "low": 61.21,
            "close": 61.21,
            "amount_yi": 0.0021
          },
          {
            "time": "10:11",
            "open": 61.17,
            "high": 61.17,
            "low": 61.01,
            "close": 61.01,
            "amount_yi": 0.0183
          },
          {
            "time": "10:12",
            "open": 60.94,
            "high": 60.94,
            "low": 60.93,
            "close": 60.93,
            "amount_yi": 0.0027
          },
          {
            "time": "10:13",
            "open": 60.83,
            "high": 61.24,
            "low": 60.83,
            "close": 61.24,
            "amount_yi": 0.0085
          },
          {
            "time": "10:14",
            "open": 61.09,
            "high": 61.09,
            "low": 61.09,
            "close": 61.09,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 61.09,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 59.76,
        "open": 59.88,
        "high": 62.92,
        "low": 58.91,
        "bid1": 61.08,
        "ask1": 61.2,
        "bid_qty1": 31,
        "ask_qty1": 12
      },
      "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": "2026-07-02T10:14:28",
      "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": 0.0151,
        "prev_amount_yi": 0.0245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6163,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 26.34,
            "high": 26.34,
            "low": 26.3,
            "close": 26.3,
            "amount_yi": 0.0047
          },
          {
            "time": "10:11",
            "open": 26.27,
            "high": 26.27,
            "low": 26.27,
            "close": 26.27,
            "amount_yi": 0.0038
          },
          {
            "time": "10:12",
            "open": 26.3,
            "high": 26.33,
            "low": 26.3,
            "close": 26.33,
            "amount_yi": 0.0041
          },
          {
            "time": "10:13",
            "open": 26.32,
            "high": 26.32,
            "low": 26.32,
            "close": 26.32,
            "amount_yi": 0.0016
          },
          {
            "time": "10:14",
            "open": 26.31,
            "high": 26.31,
            "low": 26.31,
            "close": 26.31,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 26.31,
        "ts": "2026-07-02T10:14:20",
        "prev_close": 26.52,
        "open": 26.65,
        "high": 27.16,
        "low": 26.24,
        "bid1": 26.3,
        "ask1": 26.32,
        "bid_qty1": 50,
        "ask_qty1": 116
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 111.4888,
      "price_vs_vwap_pct": -3.9007,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.421,
        "prev_amount_yi": 0.3377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2467,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 107.9,
            "high": 107.9,
            "low": 107.63,
            "close": 107.63,
            "amount_yi": 0.0511
          },
          {
            "time": "10:11",
            "open": 107.19,
            "high": 107.19,
            "low": 107.0,
            "close": 107.0,
            "amount_yi": 0.1956
          },
          {
            "time": "10:12",
            "open": 107.5,
            "high": 107.5,
            "low": 107.14,
            "close": 107.14,
            "amount_yi": 0.1138
          },
          {
            "time": "10:13",
            "open": 107.19,
            "high": 107.24,
            "low": 107.19,
            "close": 107.24,
            "amount_yi": 0.0357
          },
          {
            "time": "10:14",
            "open": 107.14,
            "high": 107.14,
            "low": 107.14,
            "close": 107.14,
            "amount_yi": 0.0248
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 107.14,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 112.57,
        "open": 111.87,
        "high": 117.99,
        "low": 106.95,
        "bid1": 107.13,
        "ask1": 107.15,
        "bid_qty1": 14,
        "ask_qty1": 20
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.3096,
      "intraday_vwap": 19.7665,
      "price_vs_vwap_pct": -0.6906,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0505,
        "prev_amount_yi": 0.0545,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9266,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 19.66,
            "high": 19.66,
            "low": 19.64,
            "close": 19.64,
            "amount_yi": 0.0153
          },
          {
            "time": "10:11",
            "open": 19.61,
            "high": 19.61,
            "low": 19.61,
            "close": 19.61,
            "amount_yi": 0.0137
          },
          {
            "time": "10:12",
            "open": 19.63,
            "high": 19.66,
            "low": 19.63,
            "close": 19.66,
            "amount_yi": 0.0122
          },
          {
            "time": "10:13",
            "open": 19.65,
            "high": 19.67,
            "low": 19.65,
            "close": 19.67,
            "amount_yi": 0.0039
          },
          {
            "time": "10:14",
            "open": 19.63,
            "high": 19.63,
            "low": 19.63,
            "close": 19.63,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 19.63,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 19.57,
        "open": 19.35,
        "high": 19.97,
        "low": 19.34,
        "bid1": 19.63,
        "ask1": 19.64,
        "bid_qty1": 91,
        "ask_qty1": 23
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.4413,
      "intraday_vwap": 9.9452,
      "price_vs_vwap_pct": -0.7561,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0215,
        "prev_amount_yi": 0.0412,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5218,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 9.89,
            "high": 9.9,
            "low": 9.89,
            "close": 9.9,
            "amount_yi": 0.0053
          },
          {
            "time": "10:11",
            "open": 9.9,
            "high": 9.9,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.0022
          },
          {
            "time": "10:12",
            "open": 9.88,
            "high": 9.89,
            "low": 9.88,
            "close": 9.89,
            "amount_yi": 0.0072
          },
          {
            "time": "10:13",
            "open": 9.88,
            "high": 9.88,
            "low": 9.88,
            "close": 9.88,
            "amount_yi": 0.0058
          },
          {
            "time": "10:14",
            "open": 9.87,
            "high": 9.87,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 9.87,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 9.79,
        "open": 9.76,
        "high": 10.07,
        "low": 9.73,
        "bid1": 9.86,
        "ask1": 9.88,
        "bid_qty1": 467,
        "ask_qty1": 7
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.66,
      "exec_low": 4.75,
      "exec_high": 4.77,
      "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": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.73,
      "dynamic_exec_high": 4.77,
      "entry_zone_low": 4.59,
      "entry_zone_high": 4.73,
      "entry_risk_pct": 4.8421,
      "intraday_vwap": 4.7493,
      "price_vs_vwap_pct": 0.0147,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0068,
        "prev_amount_yi": 0.0168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4048,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 4.75,
            "high": 4.76,
            "low": 4.75,
            "close": 4.76,
            "amount_yi": 0.002
          },
          {
            "time": "10:11",
            "open": 4.75,
            "high": 4.75,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.0017
          },
          {
            "time": "10:12",
            "open": 4.74,
            "high": 4.75,
            "low": 4.74,
            "close": 4.75,
            "amount_yi": 0.0026
          },
          {
            "time": "10:13",
            "open": 4.76,
            "high": 4.76,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.0002
          },
          {
            "time": "10:14",
            "open": 4.75,
            "high": 4.75,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 4.75,
        "ts": "2026-07-02T10:14:28",
        "prev_close": 4.63,
        "open": 4.64,
        "high": 4.82,
        "low": 4.58,
        "bid1": 4.74,
        "ask1": 4.75,
        "bid_qty1": 399,
        "ask_qty1": 137
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.54,
      "exec_low": 3.59,
      "exec_high": 3.59,
      "invalid_price": 3.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.49,
      "entry_zone_high": 3.59,
      "entry_risk_pct": 4.1899,
      "intraday_vwap": 3.5896,
      "price_vs_vwap_pct": -0.2674,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0171,
        "prev_amount_yi": 0.0131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0035
          },
          {
            "time": "10:11",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0047
          },
          {
            "time": "10:12",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0065
          },
          {
            "time": "10:13",
            "open": 3.57,
            "high": 3.58,
            "low": 3.57,
            "close": 3.58,
            "amount_yi": 0.0006
          },
          {
            "time": "10:14",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 3.58,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 3.52,
        "open": 3.49,
        "high": 3.63,
        "low": 3.49,
        "bid1": 3.57,
        "ask1": 3.58,
        "bid_qty1": 2492,
        "ask_qty1": 684
      },
      "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": "TOUCHED",
      "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": "2026-07-02T10:14:28",
      "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": 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": null,
      "intraday_vwap": 23.7659,
      "price_vs_vwap_pct": -0.2773,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0051,
        "prev_amount_yi": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 23.72,
            "high": 23.72,
            "low": 23.71,
            "close": 23.71,
            "amount_yi": 0.0019
          },
          {
            "time": "10:11",
            "open": 23.73,
            "high": 23.73,
            "low": 23.68,
            "close": 23.68,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 23.64,
            "high": 23.68,
            "low": 23.64,
            "close": 23.68,
            "amount_yi": 0.0014
          },
          {
            "time": "10:13",
            "open": 23.72,
            "high": 23.73,
            "low": 23.72,
            "close": 23.73,
            "amount_yi": 0.0005
          },
          {
            "time": "10:14",
            "open": 23.7,
            "high": 23.7,
            "low": 23.7,
            "close": 23.7,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 23.7,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 23.26,
        "open": 23.38,
        "high": 24.09,
        "low": 23.26,
        "bid1": 23.68,
        "ask1": 23.7,
        "bid_qty1": 8,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T10:14:28",
      "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": 3.0594,
      "intraday_vwap": 16.7862,
      "price_vs_vwap_pct": -0.7518,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0134,
        "prev_amount_yi": 0.0255,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5255,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 16.7,
            "high": 16.7,
            "low": 16.68,
            "close": 16.68,
            "amount_yi": 0.003
          },
          {
            "time": "10:11",
            "open": 16.67,
            "high": 16.67,
            "low": 16.67,
            "close": 16.67,
            "amount_yi": 0.0041
          },
          {
            "time": "10:12",
            "open": 16.69,
            "high": 16.7,
            "low": 16.69,
            "close": 16.7,
            "amount_yi": 0.0022
          },
          {
            "time": "10:13",
            "open": 16.68,
            "high": 16.7,
            "low": 16.68,
            "close": 16.7,
            "amount_yi": 0.0022
          },
          {
            "time": "10:14",
            "open": 16.66,
            "high": 16.66,
            "low": 16.66,
            "close": 16.66,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 16.66,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 16.63,
        "open": 16.56,
        "high": 16.96,
        "low": 16.52,
        "bid1": 16.66,
        "ask1": 16.67,
        "bid_qty1": 294,
        "ask_qty1": 23
      },
      "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": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.39,
      "entry_zone_high": 4.53,
      "entry_risk_pct": 3.3482,
      "intraday_vwap": 4.5164,
      "price_vs_vwap_pct": -1.0274,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0141,
        "prev_amount_yi": 0.0184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 4.48,
            "high": 4.49,
            "low": 4.48,
            "close": 4.49,
            "amount_yi": 0.0004
          },
          {
            "time": "10:11",
            "open": 4.48,
            "high": 4.48,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0083
          },
          {
            "time": "10:12",
            "open": 4.47,
            "high": 4.48,
            "low": 4.47,
            "close": 4.48,
            "amount_yi": 0.004
          },
          {
            "time": "10:13",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0011
          },
          {
            "time": "10:14",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 4.47,
        "ts": "2026-07-02T10:14:25",
        "prev_close": 4.46,
        "open": 4.46,
        "high": 4.58,
        "low": 4.42,
        "bid1": 4.47,
        "ask1": 4.48,
        "bid_qty1": 501,
        "ask_qty1": 1011
      },
      "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": "2026-07-02T10:14:28",
      "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": 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": 3.4234,
      "intraday_vwap": 11.224,
      "price_vs_vwap_pct": -1.1939,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0518,
        "prev_amount_yi": 0.0366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4153,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.14,
            "high": 11.14,
            "low": 11.12,
            "close": 11.12,
            "amount_yi": 0.005
          },
          {
            "time": "10:11",
            "open": 11.08,
            "high": 11.08,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0162
          },
          {
            "time": "10:12",
            "open": 11.07,
            "high": 11.1,
            "low": 11.07,
            "close": 11.1,
            "amount_yi": 0.0212
          },
          {
            "time": "10:13",
            "open": 11.12,
            "high": 11.12,
            "low": 11.11,
            "close": 11.11,
            "amount_yi": 0.0061
          },
          {
            "time": "10:14",
            "open": 11.09,
            "high": 11.09,
            "low": 11.09,
            "close": 11.09,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 11.09,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 11.0,
        "open": 10.86,
        "high": 11.55,
        "low": 10.84,
        "bid1": 11.09,
        "ask1": 11.1,
        "bid_qty1": 131,
        "ask_qty1": 179
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "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": 0.0104,
        "prev_amount_yi": 0.023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.29,
            "high": 8.29,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0045
          },
          {
            "time": "10:11",
            "open": 8.24,
            "high": 8.25,
            "low": 8.24,
            "close": 8.25,
            "amount_yi": 0.0022
          },
          {
            "time": "10:12",
            "open": 8.25,
            "high": 8.25,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.0021
          },
          {
            "time": "10:13",
            "open": 8.24,
            "high": 8.24,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.0004
          },
          {
            "time": "10:14",
            "open": 8.25,
            "high": 8.25,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 8.25,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 8.17,
        "open": 8.06,
        "high": 8.32,
        "low": 7.93,
        "bid1": 8.24,
        "ask1": 8.25,
        "bid_qty1": 47,
        "ask_qty1": 26
      },
      "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": "2026-07-02T10:14:28",
      "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": 68.2518,
      "price_vs_vwap_pct": -2.9769,
      "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": 0.3845,
        "prev_amount_yi": 0.4475,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8592,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 66.6,
            "high": 66.6,
            "low": 66.51,
            "close": 66.51,
            "amount_yi": 0.11
          },
          {
            "time": "10:11",
            "open": 66.8,
            "high": 66.8,
            "low": 66.76,
            "close": 66.76,
            "amount_yi": 0.0517
          },
          {
            "time": "10:12",
            "open": 66.69,
            "high": 66.8,
            "low": 66.69,
            "close": 66.8,
            "amount_yi": 0.0426
          },
          {
            "time": "10:13",
            "open": 66.51,
            "high": 66.51,
            "low": 66.36,
            "close": 66.36,
            "amount_yi": 0.1241
          },
          {
            "time": "10:14",
            "open": 66.22,
            "high": 66.22,
            "low": 66.22,
            "close": 66.22,
            "amount_yi": 0.0561
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 66.22,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 67.95,
        "open": 67.0,
        "high": 70.22,
        "low": 66.18,
        "bid1": 66.18,
        "ask1": 66.22,
        "bid_qty1": 44,
        "ask_qty1": 44
      },
      "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": "2026-07-02T10:14:28",
      "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": 0.0763,
        "prev_amount_yi": 0.0753,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 29.22,
            "high": 29.31,
            "low": 29.22,
            "close": 29.31,
            "amount_yi": 0.0276
          },
          {
            "time": "10:11",
            "open": 29.31,
            "high": 29.31,
            "low": 29.25,
            "close": 29.25,
            "amount_yi": 0.0163
          },
          {
            "time": "10:12",
            "open": 29.31,
            "high": 29.31,
            "low": 29.29,
            "close": 29.29,
            "amount_yi": 0.0108
          },
          {
            "time": "10:13",
            "open": 29.25,
            "high": 29.26,
            "low": 29.25,
            "close": 29.26,
            "amount_yi": 0.0131
          },
          {
            "time": "10:14",
            "open": 29.22,
            "high": 29.22,
            "low": 29.22,
            "close": 29.22,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 29.22,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 29.57,
        "open": 29.84,
        "high": 30.87,
        "low": 29.0,
        "bid1": 29.2,
        "ask1": 29.22,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.2227,
      "intraday_vwap": 10.6303,
      "price_vs_vwap_pct": -0.7554,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0351,
        "prev_amount_yi": 0.072,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 10.56,
            "high": 10.56,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0132
          },
          {
            "time": "10:11",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0087
          },
          {
            "time": "10:12",
            "open": 10.54,
            "high": 10.56,
            "low": 10.54,
            "close": 10.56,
            "amount_yi": 0.0051
          },
          {
            "time": "10:13",
            "open": 10.55,
            "high": 10.56,
            "low": 10.55,
            "close": 10.56,
            "amount_yi": 0.0052
          },
          {
            "time": "10:14",
            "open": 10.55,
            "high": 10.55,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 10.55,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 10.53,
        "open": 10.5,
        "high": 10.74,
        "low": 10.48,
        "bid1": 10.54,
        "ask1": 10.55,
        "bid_qty1": 957,
        "ask_qty1": 9
      },
      "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": 8.6,
      "exec_high": 8.63,
      "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": "2026-07-02T10:14:28",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.58,
      "dynamic_exec_high": 8.63,
      "entry_zone_low": 8.32,
      "entry_zone_high": 8.58,
      "entry_risk_pct": 4.8724,
      "intraday_vwap": 8.5952,
      "price_vs_vwap_pct": 0.0558,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0038,
        "prev_amount_yi": 0.003,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.62,
            "high": 8.64,
            "low": 8.62,
            "close": 8.64,
            "amount_yi": 0.0005
          },
          {
            "time": "10:11",
            "open": 8.61,
            "high": 8.61,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.0003
          },
          {
            "time": "10:12",
            "open": 8.6,
            "high": 8.61,
            "low": 8.6,
            "close": 8.61,
            "amount_yi": 0.0008
          },
          {
            "time": "10:13",
            "open": 8.61,
            "high": 8.63,
            "low": 8.61,
            "close": 8.63,
            "amount_yi": 0.0015
          },
          {
            "time": "10:14",
            "open": 8.6,
            "high": 8.6,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 8.6,
        "ts": "2026-07-02T10:14:30",
        "prev_close": 8.42,
        "open": 8.54,
        "high": 8.71,
        "low": 8.29,
        "bid1": 8.6,
        "ask1": 8.62,
        "bid_qty1": 20,
        "ask_qty1": 15
      },
      "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": "2026-07-02T10:14:28",
      "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": 8.4043,
      "price_vs_vwap_pct": -0.1702,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0254,
        "prev_amount_yi": 0.0147,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7279,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 8.39,
            "high": 8.4,
            "low": 8.39,
            "close": 8.4,
            "amount_yi": 0.0131
          },
          {
            "time": "10:11",
            "open": 8.38,
            "high": 8.38,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0057
          },
          {
            "time": "10:12",
            "open": 8.37,
            "high": 8.38,
            "low": 8.37,
            "close": 8.38,
            "amount_yi": 0.003
          },
          {
            "time": "10:13",
            "open": 8.38,
            "high": 8.39,
            "low": 8.38,
            "close": 8.39,
            "amount_yi": 0.001
          },
          {
            "time": "10:14",
            "open": 8.39,
            "high": 8.39,
            "low": 8.39,
            "close": 8.39,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 8.39,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 8.23,
        "open": 8.21,
        "high": 8.51,
        "low": 8.2,
        "bid1": 8.37,
        "ask1": 8.38,
        "bid_qty1": 167,
        "ask_qty1": 41
      },
      "previous_state": "TOUCHED",
      "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": "2026-07-02T10:14:28",
      "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": 3.8827,
      "intraday_vwap": 25.2539,
      "price_vs_vwap_pct": -0.1342,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0051,
        "prev_amount_yi": 0.0059,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8644,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 25.37,
            "high": 25.37,
            "low": 25.34,
            "close": 25.34,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 25.3,
            "high": 25.3,
            "low": 25.25,
            "close": 25.25,
            "amount_yi": 0.0017
          },
          {
            "time": "10:12",
            "open": 25.23,
            "high": 25.23,
            "low": 25.22,
            "close": 25.22,
            "amount_yi": 0.0006
          },
          {
            "time": "10:13",
            "open": 25.25,
            "high": 25.29,
            "low": 25.25,
            "close": 25.29,
            "amount_yi": 0.0007
          },
          {
            "time": "10:14",
            "open": 25.22,
            "high": 25.22,
            "low": 25.22,
            "close": 25.22,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43901.52,
      "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": 25.22,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 24.95,
        "open": 24.78,
        "high": 25.69,
        "low": 24.63,
        "bid1": 25.22,
        "ask1": 25.24,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "waiting_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": 42.8572,
      "price_vs_vwap_pct": -1.5568,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0975,
        "prev_amount_yi": 0.1082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9011,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 42.31,
            "high": 42.31,
            "low": 42.29,
            "close": 42.29,
            "amount_yi": 0.0246
          },
          {
            "time": "10:11",
            "open": 42.24,
            "high": 42.24,
            "low": 42.17,
            "close": 42.17,
            "amount_yi": 0.015
          },
          {
            "time": "10:12",
            "open": 42.14,
            "high": 42.22,
            "low": 42.14,
            "close": 42.22,
            "amount_yi": 0.0339
          },
          {
            "time": "10:13",
            "open": 42.21,
            "high": 42.21,
            "low": 42.2,
            "close": 42.2,
            "amount_yi": 0.008
          },
          {
            "time": "10:14",
            "open": 42.19,
            "high": 42.19,
            "low": 42.19,
            "close": 42.19,
            "amount_yi": 0.016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 42.19,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 42.66,
        "open": 42.3,
        "high": 43.96,
        "low": 42.0,
        "bid1": 42.19,
        "ask1": 42.2,
        "bid_qty1": 14,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "invalid_price_broken",
      "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": 14.6881,
      "price_vs_vwap_pct": -1.621,
      "energy_floor_hint_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": 0.0894,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 14.51,
            "high": 14.51,
            "low": 14.45,
            "close": 14.45,
            "amount_yi": 0.0126
          },
          {
            "time": "10:11",
            "open": 14.47,
            "high": 14.47,
            "low": 14.46,
            "close": 14.46,
            "amount_yi": 0.0089
          },
          {
            "time": "10:12",
            "open": 14.43,
            "high": 14.44,
            "low": 14.43,
            "close": 14.44,
            "amount_yi": 0.0181
          },
          {
            "time": "10:13",
            "open": 14.45,
            "high": 14.45,
            "low": 14.44,
            "close": 14.44,
            "amount_yi": 0.0082
          },
          {
            "time": "10:14",
            "open": 14.45,
            "high": 14.45,
            "low": 14.45,
            "close": 14.45,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 14.45,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 14.72,
        "open": 14.45,
        "high": 15.08,
        "low": 14.33,
        "bid1": 14.45,
        "ask1": 14.46,
        "bid_qty1": 24,
        "ask_qty1": 37
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002872:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002872:VWAP_RECLAIM",
      "symbol": "SZSE.002872",
      "name": "ST天圣",
      "side": "BUY",
      "priority": "W99",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.67,
      "exec_low": 4.74,
      "exec_high": 4.74,
      "invalid_price": 4.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 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": 5.428,
      "intraday_vwap": 4.7678,
      "price_vs_vwap_pct": 0.0461,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0047,
        "prev_amount_yi": 0.0044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0682,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 4.81,
            "high": 4.81,
            "low": 4.79,
            "close": 4.79,
            "amount_yi": 0.0014
          },
          {
            "time": "10:10",
            "open": 4.78,
            "high": 4.78,
            "low": 4.78,
            "close": 4.78,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 4.78,
            "high": 4.78,
            "low": 4.78,
            "close": 4.78,
            "amount_yi": 0.0006
          },
          {
            "time": "10:12",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0003
          },
          {
            "time": "10:13",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0011
          }
        ]
      },
      "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": 4.77,
        "ts": "2026-07-02T10:14:24",
        "prev_close": 4.66,
        "open": 4.66,
        "high": 4.84,
        "low": 4.64,
        "bid1": 4.77,
        "ask1": 4.79,
        "bid_qty1": 87,
        "ask_qty1": 115
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002458:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002458:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002458",
      "name": "益生股份",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 9.3159,
      "price_vs_vwap_pct": 1.0101,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0228,
        "prev_amount_yi": 0.0203,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1232,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0026
          },
          {
            "time": "10:11",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.004
          },
          {
            "time": "10:12",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0076
          },
          {
            "time": "10:13",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0078
          },
          {
            "time": "10:14",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:27",
        "prev_close": 8.55,
        "open": 9.21,
        "high": 9.41,
        "low": 9.0,
        "bid1": 9.41,
        "ask1": 0.0,
        "bid_qty1": 155339,
        "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": "2026-07-02T10:14:28",
      "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": 4.8594,
      "price_vs_vwap_pct": -1.2224,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0153,
        "prev_amount_yi": 0.0384,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3984,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.004
          },
          {
            "time": "10:11",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0054
          },
          {
            "time": "10:12",
            "open": 4.81,
            "high": 4.82,
            "low": 4.81,
            "close": 4.82,
            "amount_yi": 0.0014
          },
          {
            "time": "10:13",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0024
          },
          {
            "time": "10:14",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:29",
        "prev_close": 4.74,
        "open": 4.77,
        "high": 4.95,
        "low": 4.76,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 482,
        "ask_qty1": 287
      },
      "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": "2026-07-02T10:14:28",
      "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": 11.8853,
      "price_vs_vwap_pct": -0.0446,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0182,
        "prev_amount_yi": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 11.94,
            "high": 11.94,
            "low": 11.92,
            "close": 11.92,
            "amount_yi": 0.0029
          },
          {
            "time": "10:11",
            "open": 11.92,
            "high": 11.92,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0041
          },
          {
            "time": "10:12",
            "open": 11.89,
            "high": 11.94,
            "low": 11.89,
            "close": 11.94,
            "amount_yi": 0.0041
          },
          {
            "time": "10:13",
            "open": 11.9,
            "high": 11.92,
            "low": 11.9,
            "close": 11.92,
            "amount_yi": 0.0041
          },
          {
            "time": "10:14",
            "open": 11.88,
            "high": 11.88,
            "low": 11.88,
            "close": 11.88,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 11.88,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 11.61,
        "open": 11.79,
        "high": 12.02,
        "low": 11.65,
        "bid1": 11.88,
        "ask1": 11.89,
        "bid_qty1": 20,
        "ask_qty1": 10
      },
      "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": "2026-07-02T10:14:28",
      "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": 3.0115,
      "price_vs_vwap_pct": -0.3819,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0515,
        "prev_amount_yi": 0.0491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 3.01,
            "high": 3.01,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0068
          },
          {
            "time": "10:11",
            "open": 3.0,
            "high": 3.0,
            "low": 3.0,
            "close": 3.0,
            "amount_yi": 0.0058
          },
          {
            "time": "10:12",
            "open": 3.0,
            "high": 3.0,
            "low": 3.0,
            "close": 3.0,
            "amount_yi": 0.027
          },
          {
            "time": "10:13",
            "open": 3.0,
            "high": 3.01,
            "low": 3.0,
            "close": 3.01,
            "amount_yi": 0.0084
          },
          {
            "time": "10:14",
            "open": 3.0,
            "high": 3.0,
            "low": 3.0,
            "close": 3.0,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 3.0,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 2.95,
        "open": 2.99,
        "high": 3.06,
        "low": 2.95,
        "bid1": 3.0,
        "ask1": 3.01,
        "bid_qty1": 98,
        "ask_qty1": 7737
      },
      "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": "2026-07-02T10:14:28",
      "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": 2.3743,
      "price_vs_vwap_pct": -1.8658,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0354,
        "prev_amount_yi": 0.0563,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6288,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 2.34,
            "high": 2.34,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0073
          },
          {
            "time": "10:11",
            "open": 2.33,
            "high": 2.33,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.007
          },
          {
            "time": "10:12",
            "open": 2.33,
            "high": 2.33,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0122
          },
          {
            "time": "10:13",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0072
          },
          {
            "time": "10:14",
            "open": 2.33,
            "high": 2.33,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 2.33,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 2.32,
        "open": 2.37,
        "high": 2.42,
        "low": 2.32,
        "bid1": 2.32,
        "ask1": 2.33,
        "bid_qty1": 11564,
        "ask_qty1": 11036
      },
      "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": "2026-07-02T10:14:28",
      "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": 6.9894,
      "price_vs_vwap_pct": -2.2806,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1413,
        "prev_amount_yi": 0.1589,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 6.83,
            "high": 6.84,
            "low": 6.83,
            "close": 6.84,
            "amount_yi": 0.0323
          },
          {
            "time": "10:11",
            "open": 6.85,
            "high": 6.85,
            "low": 6.85,
            "close": 6.85,
            "amount_yi": 0.0247
          },
          {
            "time": "10:12",
            "open": 6.85,
            "high": 6.86,
            "low": 6.85,
            "close": 6.86,
            "amount_yi": 0.0267
          },
          {
            "time": "10:13",
            "open": 6.85,
            "high": 6.85,
            "low": 6.84,
            "close": 6.84,
            "amount_yi": 0.0244
          },
          {
            "time": "10:14",
            "open": 6.83,
            "high": 6.83,
            "low": 6.83,
            "close": 6.83,
            "amount_yi": 0.0332
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 6.83,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 6.9,
        "open": 6.96,
        "high": 7.1,
        "low": 6.83,
        "bid1": 6.83,
        "ask1": 6.84,
        "bid_qty1": 2660,
        "ask_qty1": 2074
      },
      "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": "2026-07-02T10:14:28",
      "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": 7.9982,
      "price_vs_vwap_pct": -1.2278,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0558,
        "prev_amount_yi": 0.0529,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 7.94,
            "high": 7.96,
            "low": 7.94,
            "close": 7.96,
            "amount_yi": 0.0102
          },
          {
            "time": "10:11",
            "open": 7.94,
            "high": 7.94,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.0172
          },
          {
            "time": "10:12",
            "open": 7.92,
            "high": 7.93,
            "low": 7.92,
            "close": 7.93,
            "amount_yi": 0.0076
          },
          {
            "time": "10:13",
            "open": 7.94,
            "high": 7.94,
            "low": 7.93,
            "close": 7.93,
            "amount_yi": 0.0046
          },
          {
            "time": "10:14",
            "open": 7.9,
            "high": 7.9,
            "low": 7.9,
            "close": 7.9,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 7.9,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 8.02,
        "open": 8.0,
        "high": 8.2,
        "low": 7.88,
        "bid1": 7.9,
        "ask1": 7.91,
        "bid_qty1": 98,
        "ask_qty1": 138
      },
      "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": "2026-07-02T10:14:28",
      "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": 4.1884,
      "price_vs_vwap_pct": -1.1556,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0391,
        "prev_amount_yi": 0.0456,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8575,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:10",
            "open": 4.16,
            "high": 4.17,
            "low": 4.16,
            "close": 4.17,
            "amount_yi": 0.0083
          },
          {
            "time": "10:11",
            "open": 4.17,
            "high": 4.17,
            "low": 4.15,
            "close": 4.15,
            "amount_yi": 0.0082
          },
          {
            "time": "10:12",
            "open": 4.15,
            "high": 4.17,
            "low": 4.15,
            "close": 4.17,
            "amount_yi": 0.0045
          },
          {
            "time": "10:13",
            "open": 4.16,
            "high": 4.16,
            "low": 4.16,
            "close": 4.16,
            "amount_yi": 0.0055
          },
          {
            "time": "10:14",
            "open": 4.14,
            "high": 4.14,
            "low": 4.14,
            "close": 4.14,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 4.14,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 4.06,
        "open": 4.13,
        "high": 4.35,
        "low": 4.06,
        "bid1": 4.14,
        "ask1": 4.15,
        "bid_qty1": 350,
        "ask_qty1": 151
      },
      "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": "2026-07-02T10:14:28",
      "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": 1.2516,
      "price_vs_vwap_pct": 2.2691,
      "energy_floor_hint_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": 0.0014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:07",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0031
          },
          {
            "time": "10:08",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0003
          },
          {
            "time": "10:09",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0001
          },
          {
            "time": "10:10",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0001
          },
          {
            "time": "10:12",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:24",
        "prev_close": 1.22,
        "open": 1.21,
        "high": 1.28,
        "low": 1.2,
        "bid1": 1.28,
        "ask1": 0.0,
        "bid_qty1": 83298,
        "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": "2026-07-02T10:14:28",
      "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": 3.5964,
      "price_vs_vwap_pct": -1.5682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0137,
        "prev_amount_yi": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4807,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 3.54,
            "high": 3.55,
            "low": 3.54,
            "close": 3.55,
            "amount_yi": 0.0072
          },
          {
            "time": "10:11",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0007
          },
          {
            "time": "10:12",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0033
          },
          {
            "time": "10:13",
            "open": 3.55,
            "high": 3.55,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0021
          },
          {
            "time": "10:14",
            "open": 3.54,
            "high": 3.54,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 3.54,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 3.57,
        "open": 3.62,
        "high": 3.65,
        "low": 3.54,
        "bid1": 3.54,
        "ask1": 3.55,
        "bid_qty1": 2478,
        "ask_qty1": 3306
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.48,
      "entry_zone_high": 4.62,
      "entry_risk_pct": null,
      "intraday_vwap": 4.5219,
      "price_vs_vwap_pct": -0.042,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0021,
        "prev_amount_yi": 0.0064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3281,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:09",
            "open": 4.54,
            "high": 4.54,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0007
          },
          {
            "time": "10:10",
            "open": 4.54,
            "high": 4.54,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0006
          },
          {
            "time": "10:11",
            "open": 4.53,
            "high": 4.53,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0006
          },
          {
            "time": "10:12",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0001
          },
          {
            "time": "10:14",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 4.52,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 4.49,
        "open": 4.49,
        "high": 4.58,
        "low": 4.45,
        "bid1": 4.52,
        "ask1": 4.53,
        "bid_qty1": 488,
        "ask_qty1": 285
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.05,
      "entry_zone_high": 5.21,
      "entry_risk_pct": null,
      "intraday_vwap": 5.1096,
      "price_vs_vwap_pct": 0.0078,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0329,
        "prev_amount_yi": 0.0434,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.11,
            "high": 5.12,
            "low": 5.11,
            "close": 5.12,
            "amount_yi": 0.0072
          },
          {
            "time": "10:11",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0147
          },
          {
            "time": "10:12",
            "open": 5.11,
            "high": 5.12,
            "low": 5.11,
            "close": 5.12,
            "amount_yi": 0.0021
          },
          {
            "time": "10:13",
            "open": 5.11,
            "high": 5.12,
            "low": 5.11,
            "close": 5.12,
            "amount_yi": 0.0018
          },
          {
            "time": "10:14",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 5.11,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 4.98,
        "open": 5.05,
        "high": 5.2,
        "low": 5.0,
        "bid1": 5.1,
        "ask1": 5.11,
        "bid_qty1": 1873,
        "ask_qty1": 211
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "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": 4.9475,
      "price_vs_vwap_pct": -0.9601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0167,
        "prev_amount_yi": 0.0087,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9195,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:09",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0011
          },
          {
            "time": "10:10",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0014
          },
          {
            "time": "10:11",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0133
          },
          {
            "time": "10:14",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 4.9,
        "ts": "2026-07-02T10:14:29",
        "prev_close": 4.88,
        "open": 4.94,
        "high": 5.01,
        "low": 4.89,
        "bid1": 4.9,
        "ask1": 4.91,
        "bid_qty1": 1235,
        "ask_qty1": 391
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603151:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603151:VWAP_RECLAIM",
      "symbol": "SHSE.603151",
      "name": "邦基科技",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.65,
      "exec_low": 11.82,
      "exec_high": 11.82,
      "invalid_price": 11.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.48,
      "entry_zone_high": 11.82,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5341,
      "price_vs_vwap_pct": -0.2089,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0117,
        "prev_amount_yi": 0.0263,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4449,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.52,
            "high": 11.55,
            "low": 11.52,
            "close": 11.55,
            "amount_yi": 0.004
          },
          {
            "time": "10:11",
            "open": 11.52,
            "high": 11.52,
            "low": 11.52,
            "close": 11.52,
            "amount_yi": 0.0013
          },
          {
            "time": "10:12",
            "open": 11.51,
            "high": 11.51,
            "low": 11.5,
            "close": 11.5,
            "amount_yi": 0.0029
          },
          {
            "time": "10:13",
            "open": 11.53,
            "high": 11.57,
            "low": 11.53,
            "close": 11.57,
            "amount_yi": 0.0016
          },
          {
            "time": "10:14",
            "open": 11.51,
            "high": 11.51,
            "low": 11.51,
            "close": 11.51,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:28",
        "prev_close": 11.41,
        "open": 11.45,
        "high": 11.67,
        "low": 11.3,
        "bid1": 11.5,
        "ask1": 11.51,
        "bid_qty1": 51,
        "ask_qty1": 64
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.001201:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.001201:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.001201",
      "name": "东瑞股份",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.63,
      "exec_low": 11.63,
      "exec_high": 11.8,
      "invalid_price": 11.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T10:14:28",
      "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": 11.4603,
      "price_vs_vwap_pct": -0.1771,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0035,
        "prev_amount_yi": 0.0077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4545,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.43,
            "high": 11.46,
            "low": 11.43,
            "close": 11.46,
            "amount_yi": 0.0014
          },
          {
            "time": "10:11",
            "open": 11.44,
            "high": 11.46,
            "low": 11.44,
            "close": 11.46,
            "amount_yi": 0.0001
          },
          {
            "time": "10:12",
            "open": 11.43,
            "high": 11.47,
            "low": 11.43,
            "close": 11.47,
            "amount_yi": 0.0007
          },
          {
            "time": "10:13",
            "open": 11.49,
            "high": 11.49,
            "low": 11.45,
            "close": 11.45,
            "amount_yi": 0.0008
          },
          {
            "time": "10:14",
            "open": 11.44,
            "high": 11.44,
            "low": 11.44,
            "close": 11.44,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 11.44,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 11.42,
        "open": 11.4,
        "high": 11.57,
        "low": 11.31,
        "bid1": 11.44,
        "ask1": 11.45,
        "bid_qty1": 3,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603717:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603717:VWAP_RECLAIM",
      "symbol": "SHSE.603717",
      "name": "天域生物",
      "side": "BUY",
      "priority": "W115",
      "status": "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": "2026-07-02T10:14:28",
      "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": 6.4297,
      "price_vs_vwap_pct": 3.5818,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0019,
        "prev_amount_yi": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3519,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0004
          },
          {
            "time": "10:11",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0003
          },
          {
            "time": "10:13",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0004
          },
          {
            "time": "10:14",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": "2026-07-02T10:14:27",
        "prev_close": 6.05,
        "open": 6.13,
        "high": 6.66,
        "low": 6.09,
        "bid1": 6.66,
        "ask1": 0.0,
        "bid_qty1": 207355,
        "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.63,
      "entry_zone_high": 3.75,
      "entry_risk_pct": null,
      "intraday_vwap": 3.6757,
      "price_vs_vwap_pct": -0.1551,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0072,
        "prev_amount_yi": 0.0199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 3.68,
            "high": 3.68,
            "low": 3.68,
            "close": 3.68,
            "amount_yi": 0.0006
          },
          {
            "time": "10:11",
            "open": 3.68,
            "high": 3.68,
            "low": 3.67,
            "close": 3.67,
            "amount_yi": 0.002
          },
          {
            "time": "10:12",
            "open": 3.67,
            "high": 3.68,
            "low": 3.67,
            "close": 3.68,
            "amount_yi": 0.0008
          },
          {
            "time": "10:13",
            "open": 3.67,
            "high": 3.67,
            "low": 3.67,
            "close": 3.67,
            "amount_yi": 0.003
          },
          {
            "time": "10:14",
            "open": 3.67,
            "high": 3.67,
            "low": 3.67,
            "close": 3.67,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 3.67,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 3.63,
        "open": 3.63,
        "high": 3.72,
        "low": 3.6,
        "bid1": 3.66,
        "ask1": 3.67,
        "bid_qty1": 650,
        "ask_qty1": 140
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "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": 2.9731,
      "price_vs_vwap_pct": -1.1133,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0543,
        "prev_amount_yi": 0.0839,
        "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": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 2.94,
            "high": 2.95,
            "low": 2.94,
            "close": 2.95,
            "amount_yi": 0.0164
          },
          {
            "time": "10:11",
            "open": 2.95,
            "high": 2.95,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0194
          },
          {
            "time": "10:12",
            "open": 2.95,
            "high": 2.95,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0096
          },
          {
            "time": "10:13",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.006
          },
          {
            "time": "10:14",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 2.94,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 2.99,
        "open": 3.01,
        "high": 3.02,
        "low": 2.94,
        "bid1": 2.94,
        "ask1": 2.95,
        "bid_qty1": 13091,
        "ask_qty1": 13807
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.47,
      "entry_zone_high": 11.81,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5043,
      "price_vs_vwap_pct": 0.4842,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0312,
        "prev_amount_yi": 0.0142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:10",
            "open": 11.59,
            "high": 11.61,
            "low": 11.59,
            "close": 11.61,
            "amount_yi": 0.0042
          },
          {
            "time": "10:11",
            "open": 11.58,
            "high": 11.58,
            "low": 11.57,
            "close": 11.57,
            "amount_yi": 0.0023
          },
          {
            "time": "10:12",
            "open": 11.52,
            "high": 11.6,
            "low": 11.52,
            "close": 11.6,
            "amount_yi": 0.0218
          },
          {
            "time": "10:13",
            "open": 11.6,
            "high": 11.63,
            "low": 11.6,
            "close": 11.63,
            "amount_yi": 0.0013
          },
          {
            "time": "10:14",
            "open": 11.56,
            "high": 11.56,
            "low": 11.56,
            "close": 11.56,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 11.56,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 11.43,
        "open": 11.43,
        "high": 11.75,
        "low": 10.89,
        "bid1": 11.57,
        "ask1": 11.59,
        "bid_qty1": 10,
        "ask_qty1": 13
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T10:14:28",
      "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": 5.3062,
      "price_vs_vwap_pct": 0.0716,
      "energy_floor_hint_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": 0.0226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4779,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:10",
            "open": 5.33,
            "high": 5.34,
            "low": 5.33,
            "close": 5.34,
            "amount_yi": 0.0035
          },
          {
            "time": "10:11",
            "open": 5.33,
            "high": 5.33,
            "low": 5.31,
            "close": 5.31,
            "amount_yi": 0.0027
          },
          {
            "time": "10:12",
            "open": 5.31,
            "high": 5.31,
            "low": 5.31,
            "close": 5.31,
            "amount_yi": 0.0017
          },
          {
            "time": "10:13",
            "open": 5.32,
            "high": 5.32,
            "low": 5.32,
            "close": 5.32,
            "amount_yi": 0.0023
          },
          {
            "time": "10:14",
            "open": 5.31,
            "high": 5.31,
            "low": 5.31,
            "close": 5.31,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87803.04,
      "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": 5.31,
        "ts": "2026-07-02T10:14:27",
        "prev_close": 5.19,
        "open": 5.22,
        "high": 5.39,
        "low": 5.2,
        "bid1": 5.3,
        "ask1": 5.32,
        "bid_qty1": 153,
        "ask_qty1": 124
      },
      "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": 710199.97,
    "total_value": 1098280.97,
    "unrealized_pnl": 65789.62941607456,
    "unrealized_pnl_pct_of_initial": 6.578962941607457,
    "realized_pnl": 32491.340583925412,
    "realized_pnl_pct_of_initial": 3.2491340583925408,
    "total_pnl": 98280.96999999997,
    "total_pnl_pct": 9.828097000000003
  },
  "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": "2026-07-02T10:14:28",
      "prev_close": 3.69,
      "holding_days": null,
      "position_pct_of_total": 14.195274639057068
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 137.99,
      "market_value": 138403.97,
      "unrealized_pnl": 13746.6294160746,
      "unrealized_pnl_pct": 11.027533037109594,
      "updated_at": "2026-07-02T10:14:28",
      "prev_close": 118.22,
      "holding_days": null,
      "position_pct_of_total": 12.601872724790997
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1000,
      "sellable_qty": 1000,
      "avg_cost": 110.65,
      "last_price": 122.91,
      "market_value": 122910.0,
      "unrealized_pnl": 12259.99999999999,
      "unrealized_pnl_pct": 11.07998192498869,
      "updated_at": "2026-07-02T10:14:28",
      "prev_close": 126.02,
      "holding_days": 10,
      "position_pct_of_total": 11.191125345639012
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 900,
      "sellable_qty": 900,
      "avg_cost": 83.20444444444445,
      "last_price": 99.71,
      "market_value": 89739.0,
      "unrealized_pnl": 14854.99999999999,
      "unrealized_pnl_pct": 19.837348432241853,
      "updated_at": "2026-07-02T10:14:28",
      "prev_close": 106.64,
      "holding_days": 6,
      "position_pct_of_total": 8.170859957629968
    },
    {
      "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": "2026-07-02T10:14:28",
      "prev_close": 57.48,
      "holding_days": null,
      "position_pct_of_total": 6.332896763202589
    },
    {
      "symbol": "SZSE.002915",
      "name": "中欣氟材",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.62,
      "last_price": 22.59,
      "market_value": 63252.0,
      "unrealized_pnl": -84.00000000000318,
      "unrealized_pnl_pct": -0.13262599469496816,
      "updated_at": "2026-07-02T10:14:28",
      "prev_close": 22.02,
      "holding_days": null,
      "position_pct_of_total": 5.759182006039857
    },
    {
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.5,
      "last_price": 22.11,
      "market_value": 61908.0,
      "unrealized_pnl": -1092.0000000000016,
      "unrealized_pnl_pct": -1.7333333333333312,
      "updated_at": "2026-07-02T10:14:28",
      "prev_close": 22.1,
      "holding_days": null,
      "position_pct_of_total": 5.636808948806606
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 42.65,
      "market_value": 8530.0,
      "unrealized_pnl": 539.9999999999991,
      "unrealized_pnl_pct": 6.758448060075084,
      "updated_at": "2026-07-02T10:14:28",
      "prev_close": 42.8,
      "holding_days": 9,
      "position_pct_of_total": 0.7766682873509135
    }
  ],
  "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": 122.91,
      "avg_cost": 110.65,
      "pnl_pct": 11.08,
      "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": 99.71,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 19.8373,
      "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
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation"
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 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": 2,
    "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
  }
}