{
  "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": 0.5564,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4953,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.002422"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "氟化工概念",
          "count": 3,
          "top_symbols": [
            "SHSE.605020",
            "SHSE.600378",
            "SHSE.600623"
          ],
          "top_return_pct": 8.2746
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600623",
        "SZSE.002915"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.193548387096788,
          "last": 106.2,
          "vwap": 102.98394859445992,
          "above_vwap": true,
          "amount": 578122434.0
        },
        {
          "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": 6.436559723488624,
          "above_vwap": true,
          "amount": 91062516.0
        },
        {
          "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": 9.317444863800802,
          "above_vwap": true,
          "amount": 892687621.0
        },
        {
          "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": 6.031031760052433,
          "above_vwap": true,
          "amount": 682781549.0
        },
        {
          "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": 38.94958510845354,
          "above_vwap": true,
          "amount": 360213553.0
        },
        {
          "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": 17.9350198705748,
          "above_vwap": true,
          "amount": 117788243.0
        },
        {
          "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": 129529896.0
        },
        {
          "symbol": "SHSE.605020",
          "name": "永和股份",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.274607865423956,
          "last": 47.63,
          "vwap": 44.80706642320428,
          "above_vwap": true,
          "amount": 1855133529.0
        },
        {
          "symbol": "SHSE.688602",
          "name": "康鹏科技",
          "theme": "化学制剂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.466340269277838,
          "last": 8.78,
          "vwap": 8.388462201918365,
          "above_vwap": true,
          "amount": 139808696.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.098765432098775,
          "last": 86.75,
          "vwap": 82.29238182319523,
          "above_vwap": true,
          "amount": 6327033318.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.6341463414634205,
          "last": 32.79,
          "vwap": 33.08022975187591,
          "above_vwap": false,
          "amount": 833658178.0
        },
        {
          "symbol": "SZSE.002422",
          "name": "科伦药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.0071513706793755,
          "last": 44.47,
          "vwap": 43.44996645954783,
          "above_vwap": true,
          "amount": 1493653427.0
        }
      ]
    },
    "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": 0.5564,
        "active_up_ratio": 0.3846,
        "active_positive": 5,
        "active_positive_min": 1,
        "active_above_vwap": 3,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "化学制药",
        "dominant_theme_share": 0.4953,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "化学制药",
            "count": 5,
            "top_symbols": [
              "SZSE.000566",
              "SHSE.603538",
              "SZSE.002826",
              "SZSE.002020",
              "SZSE.002422"
            ],
            "top_return_pct": 10.0182
          },
          {
            "theme": "氟化工概念",
            "count": 3,
            "top_symbols": [
              "SHSE.605020",
              "SHSE.600378",
              "SHSE.600623"
            ],
            "top_return_pct": 8.2746
          },
          {
            "theme": "猪肉概念",
            "count": 2,
            "top_symbols": [
              "SHSE.603717",
              "SZSE.002458"
            ],
            "top_return_pct": 10.0826
          }
        ],
        "structural_symbol_whitelist": [
          "SHSE.600623",
          "SZSE.002915"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688068",
            "name": "热景生物",
            "theme": "肝炎概念",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": 14.193548387096788,
            "last": 106.2,
            "vwap": 102.98394859445992,
            "above_vwap": true,
            "amount": 578122434.0
          },
          {
            "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": 6.436559723488624,
            "above_vwap": true,
            "amount": 91062516.0
          },
          {
            "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": 9.317444863800802,
            "above_vwap": true,
            "amount": 892687621.0
          },
          {
            "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": 6.031031760052433,
            "above_vwap": true,
            "amount": 682781549.0
          },
          {
            "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": 38.94958510845354,
            "above_vwap": true,
            "amount": 360213553.0
          },
          {
            "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": 17.9350198705748,
            "above_vwap": true,
            "amount": 117788243.0
          },
          {
            "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": 129529896.0
          },
          {
            "symbol": "SHSE.605020",
            "name": "永和股份",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.274607865423956,
            "last": 47.63,
            "vwap": 44.80706642320428,
            "above_vwap": true,
            "amount": 1855133529.0
          },
          {
            "symbol": "SHSE.688602",
            "name": "康鹏科技",
            "theme": "化学制剂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.466340269277838,
            "last": 8.78,
            "vwap": 8.388462201918365,
            "above_vwap": true,
            "amount": 139808696.0
          },
          {
            "symbol": "SHSE.600378",
            "name": "昊华科技",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.098765432098775,
            "last": 86.75,
            "vwap": 82.29238182319523,
            "above_vwap": true,
            "amount": 6327033318.0
          },
          {
            "symbol": "SZSE.300765",
            "name": "石药创新",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.6341463414634205,
            "last": 32.79,
            "vwap": 33.08022975187591,
            "above_vwap": false,
            "amount": 833658178.0
          },
          {
            "symbol": "SZSE.002422",
            "name": "科伦药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.0071513706793755,
            "last": 44.47,
            "vwap": 43.44996645954783,
            "above_vwap": true,
            "amount": 1493653427.0
          }
        ]
      },
      "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": 0.5564,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4953,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.002422"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "氟化工概念",
          "count": 3,
          "top_symbols": [
            "SHSE.605020",
            "SHSE.600378",
            "SHSE.600623"
          ],
          "top_return_pct": 8.2746
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600623",
        "SZSE.002915"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.193548387096788,
          "last": 106.2,
          "vwap": 102.98394859445992,
          "above_vwap": true,
          "amount": 578122434.0
        },
        {
          "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": 6.436559723488624,
          "above_vwap": true,
          "amount": 91062516.0
        },
        {
          "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": 9.317444863800802,
          "above_vwap": true,
          "amount": 892687621.0
        },
        {
          "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": 6.031031760052433,
          "above_vwap": true,
          "amount": 682781549.0
        },
        {
          "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": 38.94958510845354,
          "above_vwap": true,
          "amount": 360213553.0
        },
        {
          "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": 17.9350198705748,
          "above_vwap": true,
          "amount": 117788243.0
        },
        {
          "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": 129529896.0
        },
        {
          "symbol": "SHSE.605020",
          "name": "永和股份",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.274607865423956,
          "last": 47.63,
          "vwap": 44.80706642320428,
          "above_vwap": true,
          "amount": 1855133529.0
        },
        {
          "symbol": "SHSE.688602",
          "name": "康鹏科技",
          "theme": "化学制剂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.466340269277838,
          "last": 8.78,
          "vwap": 8.388462201918365,
          "above_vwap": true,
          "amount": 139808696.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.098765432098775,
          "last": 86.75,
          "vwap": 82.29238182319523,
          "above_vwap": true,
          "amount": 6327033318.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.6341463414634205,
          "last": 32.79,
          "vwap": 33.08022975187591,
          "above_vwap": false,
          "amount": 833658178.0
        },
        {
          "symbol": "SZSE.002422",
          "name": "科伦药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.0071513706793755,
          "last": 44.47,
          "vwap": 43.44996645954783,
          "above_vwap": true,
          "amount": 1493653427.0
        }
      ]
    },
    "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": 0.5564,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4953,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 5,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.002422"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "氟化工概念",
          "count": 3,
          "top_symbols": [
            "SHSE.605020",
            "SHSE.600378",
            "SHSE.600623"
          ],
          "top_return_pct": 8.2746
        },
        {
          "theme": "猪肉概念",
          "count": 2,
          "top_symbols": [
            "SHSE.603717",
            "SZSE.002458"
          ],
          "top_return_pct": 10.0826
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600623",
        "SZSE.002915"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.193548387096788,
          "last": 106.2,
          "vwap": 102.98394859445992,
          "above_vwap": true,
          "amount": 578122434.0
        },
        {
          "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": 6.436559723488624,
          "above_vwap": true,
          "amount": 91062516.0
        },
        {
          "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": 9.317444863800802,
          "above_vwap": true,
          "amount": 892687621.0
        },
        {
          "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": 6.031031760052433,
          "above_vwap": true,
          "amount": 682781549.0
        },
        {
          "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": 38.94958510845354,
          "above_vwap": true,
          "amount": 360213553.0
        },
        {
          "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": 17.9350198705748,
          "above_vwap": true,
          "amount": 117788243.0
        },
        {
          "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": 129529896.0
        },
        {
          "symbol": "SHSE.605020",
          "name": "永和股份",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.274607865423956,
          "last": 47.63,
          "vwap": 44.80706642320428,
          "above_vwap": true,
          "amount": 1855133529.0
        },
        {
          "symbol": "SHSE.688602",
          "name": "康鹏科技",
          "theme": "化学制剂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.466340269277838,
          "last": 8.78,
          "vwap": 8.388462201918365,
          "above_vwap": true,
          "amount": 139808696.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.098765432098775,
          "last": 86.75,
          "vwap": 82.29238182319523,
          "above_vwap": true,
          "amount": 6327033318.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.6341463414634205,
          "last": 32.79,
          "vwap": 33.08022975187591,
          "above_vwap": false,
          "amount": 833658178.0
        },
        {
          "symbol": "SZSE.002422",
          "name": "科伦药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.0071513706793755,
          "last": 44.47,
          "vwap": 43.44996645954783,
          "above_vwap": true,
          "amount": 1493653427.0
        }
      ]
    },
    "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": "2026-07-02T11:05:37",
  "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": "2026-07-02T11:05:37",
      "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": 16.2539,
      "price_vs_vwap_pct": -1.8697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0155,
        "prev_amount_yi": 0.0121,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.281,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 15.93,
            "high": 15.93,
            "low": 15.92,
            "close": 15.92,
            "amount_yi": 0.006
          },
          {
            "time": "11:03",
            "open": 15.91,
            "high": 15.91,
            "low": 15.91,
            "close": 15.91,
            "amount_yi": 0.0017
          },
          {
            "time": "11:05",
            "open": 15.91,
            "high": 15.95,
            "low": 15.91,
            "close": 15.95,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.95,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 16.16,
        "open": 16.43,
        "high": 16.78,
        "low": 15.83,
        "bid1": 15.93,
        "ask1": 15.96,
        "bid_qty1": 7,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T11:05:37",
      "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": 6.1646,
      "price_vs_vwap_pct": -0.5613,
      "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": 0.0007,
        "prev_amount_yi": 0.0029,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:01",
            "open": 6.13,
            "high": 6.13,
            "low": 6.13,
            "close": 6.13,
            "amount_yi": 0.0001
          },
          {
            "time": "11:02",
            "open": 6.14,
            "high": 6.14,
            "low": 6.14,
            "close": 6.14,
            "amount_yi": 0.0003
          },
          {
            "time": "11:03",
            "open": 6.13,
            "high": 6.13,
            "low": 6.13,
            "close": 6.13,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.13,
        "ts": "2026-07-02T11:05:23",
        "prev_close": 6.18,
        "open": 6.24,
        "high": 6.24,
        "low": 6.08,
        "bid1": 6.12,
        "ask1": 6.13,
        "bid_qty1": 130,
        "ask_qty1": 185
      },
      "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": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 8.8425,
      "price_vs_vwap_pct": 3.5906,
      "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": 0.0811,
        "prev_amount_yi": 0.1232,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6583,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 9.21,
            "high": 9.21,
            "low": 9.17,
            "close": 9.17,
            "amount_yi": 0.0375
          },
          {
            "time": "11:03",
            "open": 9.21,
            "high": 9.21,
            "low": 9.21,
            "close": 9.21,
            "amount_yi": 0.0184
          },
          {
            "time": "11:05",
            "open": 9.19,
            "high": 9.19,
            "low": 9.16,
            "close": 9.16,
            "amount_yi": 0.0252
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.16,
        "ts": "2026-07-02T11:05:38",
        "prev_close": 8.66,
        "open": 8.64,
        "high": 9.36,
        "low": 8.46,
        "bid1": 9.16,
        "ask1": 9.17,
        "bid_qty1": 155,
        "ask_qty1": 21
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 43.8785,
      "price_vs_vwap_pct": -1.4779,
      "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": 0.0239,
        "prev_amount_yi": 0.0254,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9409,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 43.38,
            "high": 43.38,
            "low": 43.33,
            "close": 43.33,
            "amount_yi": 0.0057
          },
          {
            "time": "11:03",
            "open": 43.26,
            "high": 43.26,
            "low": 43.26,
            "close": 43.26,
            "amount_yi": 0.0099
          },
          {
            "time": "11:05",
            "open": 43.18,
            "high": 43.23,
            "low": 43.18,
            "close": 43.23,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.23,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 43.9,
        "open": 43.5,
        "high": 44.73,
        "low": 43.0,
        "bid1": 43.22,
        "ask1": 43.23,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-07-02T11:05:37",
      "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": 16.0046,
      "price_vs_vwap_pct": -0.4661,
      "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": 0.0033,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7333,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 15.93,
            "high": 15.94,
            "low": 15.93,
            "close": 15.94,
            "amount_yi": 0.0004
          },
          {
            "time": "11:03",
            "open": 15.93,
            "high": 15.93,
            "low": 15.93,
            "close": 15.93,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 15.91,
            "high": 15.93,
            "low": 15.91,
            "close": 15.93,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.93,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 15.96,
        "open": 15.85,
        "high": 16.32,
        "low": 15.7,
        "bid1": 15.93,
        "ask1": 15.94,
        "bid_qty1": 1,
        "ask_qty1": 20
      },
      "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": "2026-07-02T11:05:37",
      "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": 22.3388,
      "price_vs_vwap_pct": -0.9347,
      "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": 22.13,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 22.1,
        "open": 22.08,
        "high": 22.7,
        "low": 21.99,
        "bid1": 22.12,
        "ask1": 22.13,
        "bid_qty1": 84,
        "ask_qty1": 61
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 23.5,
      "max_chase_pct": 3.0,
      "base_exec_high": 23.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.48,
      "entry_zone_high": 23.16,
      "entry_risk_pct": null,
      "intraday_vwap": 22.8694,
      "price_vs_vwap_pct": -1.178,
      "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": 0.0047,
        "prev_amount_yi": 0.0042,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.119,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 22.65,
            "high": 22.65,
            "low": 22.64,
            "close": 22.64,
            "amount_yi": 0.0012
          },
          {
            "time": "11:03",
            "open": 22.58,
            "high": 22.58,
            "low": 22.58,
            "close": 22.58,
            "amount_yi": 0.0012
          },
          {
            "time": "11:05",
            "open": 22.57,
            "high": 22.6,
            "low": 22.57,
            "close": 22.6,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.6,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 22.65,
        "open": 22.56,
        "high": 23.4,
        "low": 22.43,
        "bid1": 22.59,
        "ask1": 22.6,
        "bid_qty1": 8,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "invalid_price_broken",
      "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": 2.9529,
      "price_vs_vwap_pct": -1.4528,
      "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": 0.0054,
        "prev_amount_yi": 0.0267,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 2.91,
            "high": 2.91,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0016
          },
          {
            "time": "11:03",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0003
          },
          {
            "time": "11:05",
            "open": 2.9,
            "high": 2.91,
            "low": 2.9,
            "close": 2.91,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.91,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 2.96,
        "open": 2.95,
        "high": 3.02,
        "low": 2.89,
        "bid1": 2.9,
        "ask1": 2.91,
        "bid_qty1": 24020,
        "ask_qty1": 7627
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "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": 3.5273,
      "intraday_vwap": 22.2499,
      "price_vs_vwap_pct": 1.933,
      "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": 22.68,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 22.02,
        "open": 21.03,
        "high": 22.91,
        "low": 20.8,
        "bid1": 22.67,
        "ask1": 22.68,
        "bid_qty1": 41,
        "ask_qty1": 108
      },
      "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": "2026-07-02T11:05:37",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0395,
        "prev_amount_yi": 0.0641,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6162,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 107.2,
            "high": 107.2,
            "low": 106.47,
            "close": 106.47,
            "amount_yi": 0.0178
          },
          {
            "time": "11:03",
            "open": 106.31,
            "high": 106.31,
            "low": 106.31,
            "close": 106.31,
            "amount_yi": 0.0049
          },
          {
            "time": "11:05",
            "open": 106.05,
            "high": 106.2,
            "low": 106.05,
            "close": 106.2,
            "amount_yi": 0.0168
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 106.2,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 93.0,
        "open": 94.67,
        "high": 110.0,
        "low": 94.67,
        "bid1": 106.19,
        "ask1": 106.2,
        "bid_qty1": 42,
        "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": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "invalid_price_broken",
      "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": 0.017,
        "prev_amount_yi": 0.0102,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 36.78,
            "high": 36.78,
            "low": 36.71,
            "close": 36.71,
            "amount_yi": 0.0016
          },
          {
            "time": "11:03",
            "open": 36.68,
            "high": 36.68,
            "low": 36.68,
            "close": 36.68,
            "amount_yi": 0.0021
          },
          {
            "time": "11:05",
            "open": 36.54,
            "high": 36.61,
            "low": 36.54,
            "close": 36.61,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.61,
        "ts": "2026-07-02T11:05:32",
        "prev_close": 37.6,
        "open": 37.15,
        "high": 38.63,
        "low": 36.54,
        "bid1": 36.59,
        "ask1": 36.61,
        "bid_qty1": 2,
        "ask_qty1": 0
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688373:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688373:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688373",
      "name": "盟科药业-U",
      "side": "BUY",
      "priority": "P11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 5.04,
      "exec_low": 5.04,
      "exec_high": 5.19,
      "invalid_price": 4.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 5.19,
      "max_chase_pct": 3.0,
      "base_exec_high": 5.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.96,
      "entry_zone_high": 5.12,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.005,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8929,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0018
          },
          {
            "time": "11:03",
            "open": 4.93,
            "high": 4.93,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.94,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 4.93,
        "open": 4.94,
        "high": 5.17,
        "low": 4.89,
        "bid1": 4.94,
        "ask1": 4.95,
        "bid_qty1": 455,
        "ask_qty1": 403
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300761:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300761:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300761",
      "name": "立华股份",
      "side": "BUY",
      "priority": "P12",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 18.75,
      "exec_low": 18.75,
      "exec_high": 19.31,
      "invalid_price": 18.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 17.702,
      "price_vs_vwap_pct": -0.3502,
      "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": 0.0104,
        "prev_amount_yi": 0.0034,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.0588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:02",
            "open": 17.61,
            "high": 17.62,
            "low": 17.61,
            "close": 17.62,
            "amount_yi": 0.0011
          },
          {
            "time": "11:03",
            "open": 17.61,
            "high": 17.61,
            "low": 17.61,
            "close": 17.61,
            "amount_yi": 0.0014
          },
          {
            "time": "11:05",
            "open": 17.62,
            "high": 17.64,
            "low": 17.62,
            "close": 17.64,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131364.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.64,
        "ts": "2026-07-02T11:05:30",
        "prev_close": 17.79,
        "open": 17.73,
        "high": 17.98,
        "low": 17.46,
        "bid1": 17.62,
        "ask1": 17.65,
        "bid_qty1": 33,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688799:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688799",
      "name": "XD华纳药",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 51.88,
      "exec_low": 51.88,
      "exec_high": 52.66,
      "invalid_price": 50.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 53.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.1,
      "entry_zone_high": 52.66,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0233,
        "prev_amount_yi": 0.0312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7468,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 50.5,
            "high": 50.53,
            "low": 50.5,
            "close": 50.53,
            "amount_yi": 0.0048
          },
          {
            "time": "11:01",
            "open": 50.45,
            "high": 50.45,
            "low": 50.45,
            "close": 50.45,
            "amount_yi": 0.0041
          },
          {
            "time": "11:02",
            "open": 50.4,
            "high": 50.4,
            "low": 50.33,
            "close": 50.33,
            "amount_yi": 0.0023
          },
          {
            "time": "11:03",
            "open": 50.32,
            "high": 50.32,
            "low": 50.32,
            "close": 50.32,
            "amount_yi": 0.0013
          },
          {
            "time": "11:05",
            "open": 50.35,
            "high": 50.44,
            "low": 50.35,
            "close": 50.44,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.44,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 50.8,
        "open": 51.57,
        "high": 53.0,
        "low": 49.3,
        "bid1": 50.43,
        "ask1": 50.55,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002422:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002422:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "W1",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 42.37,
      "exec_low": 42.37,
      "exec_high": 43.01,
      "invalid_price": 41.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 43.45,
      "price_vs_vwap_pct": 2.3475,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5859,
        "prev_amount_yi": 0.2017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9048,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 44.37,
            "high": 44.47,
            "low": 44.37,
            "close": 44.47,
            "amount_yi": 0.1024
          },
          {
            "time": "11:01",
            "open": 44.47,
            "high": 44.47,
            "low": 44.47,
            "close": 44.47,
            "amount_yi": 0.0868
          },
          {
            "time": "11:02",
            "open": 44.85,
            "high": 44.92,
            "low": 44.85,
            "close": 44.92,
            "amount_yi": 0.1957
          },
          {
            "time": "11:03",
            "open": 44.75,
            "high": 44.75,
            "low": 44.75,
            "close": 44.75,
            "amount_yi": 0.0875
          },
          {
            "time": "11:05",
            "open": 44.5,
            "high": 44.5,
            "low": 44.47,
            "close": 44.47,
            "amount_yi": 0.1135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.47,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 41.95,
        "open": 41.19,
        "high": 44.99,
        "low": 41.01,
        "bid1": 44.47,
        "ask1": 44.48,
        "bid_qty1": 32,
        "ask_qty1": 85
      },
      "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": "OBSERVE",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "waiting_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": 6.8328,
      "price_vs_vwap_pct": -1.6509,
      "energy_floor_hint_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": 0.0148,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 6.75,
            "high": 6.76,
            "low": 6.75,
            "close": 6.76,
            "amount_yi": 0.0086
          },
          {
            "time": "11:01",
            "open": 6.74,
            "high": 6.74,
            "low": 6.74,
            "close": 6.74,
            "amount_yi": 0.0033
          },
          {
            "time": "11:02",
            "open": 6.73,
            "high": 6.73,
            "low": 6.73,
            "close": 6.73,
            "amount_yi": 0.006
          },
          {
            "time": "11:03",
            "open": 6.72,
            "high": 6.72,
            "low": 6.72,
            "close": 6.72,
            "amount_yi": 0.0038
          },
          {
            "time": "11:05",
            "open": 6.72,
            "high": 6.72,
            "low": 6.72,
            "close": 6.72,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.72,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 6.81,
        "open": 6.74,
        "high": 7.01,
        "low": 6.7,
        "bid1": 6.72,
        "ask1": 6.73,
        "bid_qty1": 6,
        "ask_qty1": 818
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T11:05:37",
      "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": 3.1175,
      "intraday_vwap": 4.1894,
      "price_vs_vwap_pct": -0.4631,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0077,
        "prev_amount_yi": 0.0106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7264,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 4.17,
            "high": 4.17,
            "low": 4.17,
            "close": 4.17,
            "amount_yi": 0.0008
          },
          {
            "time": "11:01",
            "open": 4.16,
            "high": 4.16,
            "low": 4.16,
            "close": 4.16,
            "amount_yi": 0.0011
          },
          {
            "time": "11:02",
            "open": 4.16,
            "high": 4.16,
            "low": 4.16,
            "close": 4.16,
            "amount_yi": 0.0033
          },
          {
            "time": "11:03",
            "open": 4.16,
            "high": 4.16,
            "low": 4.16,
            "close": 4.16,
            "amount_yi": 0.0006
          },
          {
            "time": "11:05",
            "open": 4.16,
            "high": 4.17,
            "low": 4.16,
            "close": 4.17,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.17,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 4.14,
        "open": 4.12,
        "high": 4.27,
        "low": 4.08,
        "bid1": 4.16,
        "ask1": 4.17,
        "bid_qty1": 177,
        "ask_qty1": 316
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "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": 35.65,
      "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": 0.1302,
        "prev_amount_yi": 0.098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 35.67,
            "high": 35.67,
            "low": 35.67,
            "close": 35.67,
            "amount_yi": 0.0261
          },
          {
            "time": "11:01",
            "open": 35.63,
            "high": 35.63,
            "low": 35.63,
            "close": 35.63,
            "amount_yi": 0.0266
          },
          {
            "time": "11:02",
            "open": 35.62,
            "high": 35.62,
            "low": 35.59,
            "close": 35.59,
            "amount_yi": 0.0352
          },
          {
            "time": "11:03",
            "open": 35.53,
            "high": 35.53,
            "low": 35.53,
            "close": 35.53,
            "amount_yi": 0.012
          },
          {
            "time": "11:05",
            "open": 35.56,
            "high": 35.65,
            "low": 35.56,
            "close": 35.65,
            "amount_yi": 0.0303
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.65,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 34.2,
        "open": 34.48,
        "high": 36.74,
        "low": 34.26,
        "bid1": 35.63,
        "ask1": 35.65,
        "bid_qty1": 6,
        "ask_qty1": 31
      },
      "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": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "invalid_price_broken",
      "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": 0.0316,
        "prev_amount_yi": 0.0112,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 11.1,
            "high": 11.1,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0027
          },
          {
            "time": "11:01",
            "open": 11.04,
            "high": 11.04,
            "low": 11.04,
            "close": 11.04,
            "amount_yi": 0.011
          },
          {
            "time": "11:02",
            "open": 11.07,
            "high": 11.07,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0046
          },
          {
            "time": "11:03",
            "open": 11.03,
            "high": 11.03,
            "low": 11.03,
            "close": 11.03,
            "amount_yi": 0.005
          },
          {
            "time": "11:05",
            "open": 11.02,
            "high": 11.03,
            "low": 11.02,
            "close": 11.03,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.03,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 11.19,
        "open": 11.05,
        "high": 11.43,
        "low": 10.99,
        "bid1": 11.02,
        "ask1": 11.03,
        "bid_qty1": 80,
        "ask_qty1": 37
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "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": 0.0287,
        "prev_amount_yi": 0.0141,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 49.7,
            "high": 49.86,
            "low": 49.7,
            "close": 49.86,
            "amount_yi": 0.0029
          },
          {
            "time": "11:01",
            "open": 49.81,
            "high": 49.81,
            "low": 49.81,
            "close": 49.81,
            "amount_yi": 0.0024
          },
          {
            "time": "11:02",
            "open": 49.81,
            "high": 49.81,
            "low": 49.74,
            "close": 49.74,
            "amount_yi": 0.0169
          },
          {
            "time": "11:03",
            "open": 49.8,
            "high": 49.8,
            "low": 49.8,
            "close": 49.8,
            "amount_yi": 0.0024
          },
          {
            "time": "11:05",
            "open": 49.81,
            "high": 50.0,
            "low": 49.81,
            "close": 50.0,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.0,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 51.0,
        "open": 50.54,
        "high": 54.24,
        "low": 49.51,
        "bid1": 49.91,
        "ask1": 50.03,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "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": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 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": 0.1504,
        "prev_amount_yi": 0.2372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 27.69,
            "high": 27.69,
            "low": 27.57,
            "close": 27.57,
            "amount_yi": 0.0532
          },
          {
            "time": "11:01",
            "open": 27.48,
            "high": 27.48,
            "low": 27.48,
            "close": 27.48,
            "amount_yi": 0.0229
          },
          {
            "time": "11:02",
            "open": 27.47,
            "high": 27.47,
            "low": 27.3,
            "close": 27.3,
            "amount_yi": 0.0326
          },
          {
            "time": "11:03",
            "open": 27.33,
            "high": 27.33,
            "low": 27.33,
            "close": 27.33,
            "amount_yi": 0.0122
          },
          {
            "time": "11:05",
            "open": 27.39,
            "high": 27.42,
            "low": 27.39,
            "close": 27.42,
            "amount_yi": 0.0295
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.42,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 26.59,
        "open": 26.57,
        "high": 28.45,
        "low": 26.06,
        "bid1": 27.42,
        "ask1": 27.43,
        "bid_qty1": 10,
        "ask_qty1": 74
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 0.0205,
        "prev_amount_yi": 0.053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3868,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 35.0,
            "high": 35.05,
            "low": 35.0,
            "close": 35.05,
            "amount_yi": 0.0036
          },
          {
            "time": "11:01",
            "open": 35.08,
            "high": 35.08,
            "low": 35.08,
            "close": 35.08,
            "amount_yi": 0.0049
          },
          {
            "time": "11:02",
            "open": 35.1,
            "high": 35.1,
            "low": 35.03,
            "close": 35.03,
            "amount_yi": 0.0069
          },
          {
            "time": "11:03",
            "open": 34.96,
            "high": 34.96,
            "low": 34.96,
            "close": 34.96,
            "amount_yi": 0.0031
          },
          {
            "time": "11:05",
            "open": 34.84,
            "high": 34.84,
            "low": 34.84,
            "close": 34.84,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.84,
        "ts": "2026-07-02T11:05:32",
        "prev_close": 34.29,
        "open": 34.31,
        "high": 35.49,
        "low": 34.05,
        "bid1": 34.86,
        "ask1": 34.9,
        "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": "2026-07-02T11:05:37",
      "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": 0.0544,
        "prev_amount_yi": 0.0425,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.28,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 28.3,
            "high": 28.37,
            "low": 28.3,
            "close": 28.37,
            "amount_yi": 0.0023
          },
          {
            "time": "11:01",
            "open": 28.41,
            "high": 28.41,
            "low": 28.41,
            "close": 28.41,
            "amount_yi": 0.0101
          },
          {
            "time": "11:02",
            "open": 28.43,
            "high": 28.43,
            "low": 28.32,
            "close": 28.32,
            "amount_yi": 0.0077
          },
          {
            "time": "11:03",
            "open": 28.3,
            "high": 28.3,
            "low": 28.3,
            "close": 28.3,
            "amount_yi": 0.0091
          },
          {
            "time": "11:05",
            "open": 28.25,
            "high": 28.3,
            "low": 28.25,
            "close": 28.3,
            "amount_yi": 0.0252
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.3,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 28.46,
        "open": 28.45,
        "high": 29.5,
        "low": 28.11,
        "bid1": 28.29,
        "ask1": 28.31,
        "bid_qty1": 7,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688302:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688302:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688302",
      "name": "海创药业-U",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "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": "2026-07-02T11:05:37",
      "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": 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": 3.5903,
      "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": 0.0088,
        "prev_amount_yi": 0.0065,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3538,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 37.9,
            "high": 37.9,
            "low": 37.9,
            "close": 37.9,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 37.96,
            "high": 37.96,
            "low": 37.96,
            "close": 37.96,
            "amount_yi": 0.0012
          },
          {
            "time": "11:02",
            "open": 37.96,
            "high": 37.96,
            "low": 37.88,
            "close": 37.88,
            "amount_yi": 0.0029
          },
          {
            "time": "11:03",
            "open": 37.83,
            "high": 37.83,
            "low": 37.83,
            "close": 37.83,
            "amount_yi": 0.0009
          },
          {
            "time": "11:05",
            "open": 37.82,
            "high": 37.85,
            "low": 37.82,
            "close": 37.85,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.85,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 37.65,
        "open": 37.6,
        "high": 39.5,
        "low": 37.5,
        "bid1": 37.84,
        "ask1": 37.88,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688578:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688578:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688578",
      "name": "艾力斯",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 125.98,
      "exec_low": 125.98,
      "exec_high": 127.87,
      "invalid_price": 122.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 129.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 127.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 124.09,
      "entry_zone_high": 127.87,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4348,
        "prev_amount_yi": 0.3075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.414,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 124.05,
            "high": 124.18,
            "low": 124.05,
            "close": 124.18,
            "amount_yi": 0.0407
          },
          {
            "time": "11:01",
            "open": 123.39,
            "high": 123.39,
            "low": 123.39,
            "close": 123.39,
            "amount_yi": 0.1834
          },
          {
            "time": "11:02",
            "open": 123.29,
            "high": 123.29,
            "low": 122.43,
            "close": 122.43,
            "amount_yi": 0.055
          },
          {
            "time": "11:03",
            "open": 122.53,
            "high": 122.53,
            "low": 122.53,
            "close": 122.53,
            "amount_yi": 0.0222
          },
          {
            "time": "11:05",
            "open": 122.86,
            "high": 123.04,
            "low": 122.86,
            "close": 123.04,
            "amount_yi": 0.1335
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 123.04,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 125.81,
        "open": 124.56,
        "high": 132.88,
        "low": 120.58,
        "bid1": 123.04,
        "ask1": 123.05,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.300199:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300199",
      "name": "翰宇药业",
      "side": "BUY",
      "priority": "W12",
      "status": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.8,
      "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": 23.9077,
      "price_vs_vwap_pct": -2.8765,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1539,
        "prev_amount_yi": 0.1123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 23.25,
            "high": 23.31,
            "low": 23.25,
            "close": 23.31,
            "amount_yi": 0.0085
          },
          {
            "time": "11:01",
            "open": 23.35,
            "high": 23.35,
            "low": 23.35,
            "close": 23.35,
            "amount_yi": 0.045
          },
          {
            "time": "11:02",
            "open": 23.33,
            "high": 23.33,
            "low": 23.26,
            "close": 23.26,
            "amount_yi": 0.0401
          },
          {
            "time": "11:03",
            "open": 23.25,
            "high": 23.25,
            "low": 23.25,
            "close": 23.25,
            "amount_yi": 0.0161
          },
          {
            "time": "11:05",
            "open": 23.2,
            "high": 23.22,
            "low": 23.2,
            "close": 23.22,
            "amount_yi": 0.0442
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.22,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 23.93,
        "open": 24.03,
        "high": 25.2,
        "low": 23.11,
        "bid1": 23.22,
        "ask1": 23.23,
        "bid_qty1": 122,
        "ask_qty1": 20
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "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": 40.1952,
      "price_vs_vwap_pct": -1.3564,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0598,
        "prev_amount_yi": 0.0814,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7346,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 39.71,
            "high": 39.83,
            "low": 39.71,
            "close": 39.83,
            "amount_yi": 0.0105
          },
          {
            "time": "11:01",
            "open": 39.75,
            "high": 39.75,
            "low": 39.75,
            "close": 39.75,
            "amount_yi": 0.0126
          },
          {
            "time": "11:02",
            "open": 39.74,
            "high": 39.74,
            "low": 39.64,
            "close": 39.64,
            "amount_yi": 0.0143
          },
          {
            "time": "11:03",
            "open": 39.62,
            "high": 39.62,
            "low": 39.62,
            "close": 39.62,
            "amount_yi": 0.0017
          },
          {
            "time": "11:05",
            "open": 39.58,
            "high": 39.65,
            "low": 39.58,
            "close": 39.65,
            "amount_yi": 0.0207
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.65,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 40.42,
        "open": 40.03,
        "high": 41.76,
        "low": 39.2,
        "bid1": 39.6,
        "ask1": 39.66,
        "bid_qty1": 1,
        "ask_qty1": 13
      },
      "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": "2026-07-02T11:05:37",
      "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": 0.0532,
        "prev_amount_yi": 0.027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 30.44,
            "high": 30.48,
            "low": 30.44,
            "close": 30.48,
            "amount_yi": 0.0091
          },
          {
            "time": "11:01",
            "open": 30.45,
            "high": 30.45,
            "low": 30.45,
            "close": 30.45,
            "amount_yi": 0.0077
          },
          {
            "time": "11:02",
            "open": 30.48,
            "high": 30.48,
            "low": 30.41,
            "close": 30.41,
            "amount_yi": 0.0118
          },
          {
            "time": "11:03",
            "open": 30.35,
            "high": 30.35,
            "low": 30.35,
            "close": 30.35,
            "amount_yi": 0.002
          },
          {
            "time": "11:05",
            "open": 30.36,
            "high": 30.4,
            "low": 30.36,
            "close": 30.4,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.4,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 31.0,
        "open": 30.94,
        "high": 32.26,
        "low": 30.01,
        "bid1": 30.4,
        "ask1": 30.41,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 57.6,
      "exec_low": 57.6,
      "exec_high": 58.46,
      "invalid_price": 55.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 59.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 56.74,
      "entry_zone_high": 58.46,
      "entry_risk_pct": 3.7388,
      "intraday_vwap": 57.523,
      "price_vs_vwap_pct": 0.8988,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.045,
        "prev_amount_yi": 0.0209,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1531,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 58.18,
            "high": 58.24,
            "low": 58.18,
            "close": 58.24,
            "amount_yi": 0.0029
          },
          {
            "time": "11:01",
            "open": 58.17,
            "high": 58.17,
            "low": 58.17,
            "close": 58.17,
            "amount_yi": 0.0053
          },
          {
            "time": "11:02",
            "open": 58.19,
            "high": 58.19,
            "low": 58.1,
            "close": 58.1,
            "amount_yi": 0.0043
          },
          {
            "time": "11:03",
            "open": 58.05,
            "high": 58.05,
            "low": 58.05,
            "close": 58.05,
            "amount_yi": 0.0257
          },
          {
            "time": "11:05",
            "open": 58.08,
            "high": 58.08,
            "low": 58.04,
            "close": 58.04,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.04,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 56.29,
        "open": 55.04,
        "high": 59.24,
        "low": 54.7,
        "bid1": 58.03,
        "ask1": 58.04,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688658:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688658:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688658",
      "name": "悦康药业",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.09,
      "exec_low": 14.09,
      "exec_high": 14.3,
      "invalid_price": 13.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.88,
      "entry_zone_high": 14.3,
      "entry_risk_pct": 3.4605,
      "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": 0.0473,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.055,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 14.21,
            "high": 14.21,
            "low": 14.18,
            "close": 14.18,
            "amount_yi": 0.0188
          },
          {
            "time": "11:01",
            "open": 14.12,
            "high": 14.12,
            "low": 14.12,
            "close": 14.12,
            "amount_yi": 0.0078
          },
          {
            "time": "11:02",
            "open": 14.14,
            "high": 14.14,
            "low": 14.11,
            "close": 14.11,
            "amount_yi": 0.0078
          },
          {
            "time": "11:03",
            "open": 14.09,
            "high": 14.09,
            "low": 14.09,
            "close": 14.09,
            "amount_yi": 0.0021
          },
          {
            "time": "11:05",
            "open": 14.11,
            "high": 14.15,
            "low": 14.11,
            "close": 14.15,
            "amount_yi": 0.0134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.15,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 13.92,
        "open": 13.95,
        "high": 14.38,
        "low": 13.76,
        "bid1": 14.14,
        "ask1": 14.16,
        "bid_qty1": 7,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688382:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688382",
      "name": "益方生物-U",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "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": "2026-07-02T11:05:37",
      "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": 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": 4.1547,
      "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": 0.0637,
        "prev_amount_yi": 0.126,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5056,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 21.19,
            "high": 21.24,
            "low": 21.19,
            "close": 21.24,
            "amount_yi": 0.0089
          },
          {
            "time": "11:01",
            "open": 21.17,
            "high": 21.17,
            "low": 21.17,
            "close": 21.17,
            "amount_yi": 0.0162
          },
          {
            "time": "11:02",
            "open": 21.19,
            "high": 21.19,
            "low": 21.11,
            "close": 21.11,
            "amount_yi": 0.0133
          },
          {
            "time": "11:03",
            "open": 21.05,
            "high": 21.05,
            "low": 21.05,
            "close": 21.05,
            "amount_yi": 0.0028
          },
          {
            "time": "11:05",
            "open": 20.95,
            "high": 20.95,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.0225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.93,
        "ts": "2026-07-02T11:05:38",
        "prev_close": 20.45,
        "open": 20.77,
        "high": 22.39,
        "low": 20.46,
        "bid1": 20.93,
        "ask1": 20.94,
        "bid_qty1": 4,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-02T11:05:37",
      "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": 0.0456,
        "prev_amount_yi": 0.0138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3043,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 36.0,
            "high": 36.17,
            "low": 36.0,
            "close": 36.17,
            "amount_yi": 0.0059
          },
          {
            "time": "11:01",
            "open": 36.46,
            "high": 36.46,
            "low": 36.46,
            "close": 36.46,
            "amount_yi": 0.0166
          },
          {
            "time": "11:02",
            "open": 36.46,
            "high": 36.46,
            "low": 36.37,
            "close": 36.37,
            "amount_yi": 0.0071
          },
          {
            "time": "11:03",
            "open": 36.27,
            "high": 36.27,
            "low": 36.27,
            "close": 36.27,
            "amount_yi": 0.0072
          },
          {
            "time": "11:05",
            "open": 36.35,
            "high": 36.38,
            "low": 36.35,
            "close": 36.38,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.38,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 36.09,
        "open": 36.49,
        "high": 37.88,
        "low": 35.6,
        "bid1": 36.38,
        "ask1": 36.39,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "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": "2026-07-02T11:05:37",
      "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": 33.0802,
      "price_vs_vwap_pct": -0.8773,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0562,
        "prev_amount_yi": 0.0683,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8228,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 32.84,
            "high": 32.87,
            "low": 32.84,
            "close": 32.87,
            "amount_yi": 0.0064
          },
          {
            "time": "11:01",
            "open": 32.86,
            "high": 32.86,
            "low": 32.86,
            "close": 32.86,
            "amount_yi": 0.0103
          },
          {
            "time": "11:02",
            "open": 32.87,
            "high": 32.87,
            "low": 32.8,
            "close": 32.8,
            "amount_yi": 0.0105
          },
          {
            "time": "11:03",
            "open": 32.73,
            "high": 32.73,
            "low": 32.73,
            "close": 32.73,
            "amount_yi": 0.0091
          },
          {
            "time": "11:05",
            "open": 32.76,
            "high": 32.79,
            "low": 32.76,
            "close": 32.79,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.79,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 30.75,
        "open": 30.9,
        "high": 34.34,
        "low": 30.8,
        "bid1": 32.79,
        "ask1": 32.8,
        "bid_qty1": 3,
        "ask_qty1": 34
      },
      "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": "2026-07-02T11:05:37",
      "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_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2197,
        "prev_amount_yi": 0.2043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0754,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 127.91,
            "high": 127.91,
            "low": 127.75,
            "close": 127.75,
            "amount_yi": 0.0241
          },
          {
            "time": "11:01",
            "open": 128.0,
            "high": 128.0,
            "low": 128.0,
            "close": 128.0,
            "amount_yi": 0.0349
          },
          {
            "time": "11:02",
            "open": 127.81,
            "high": 127.81,
            "low": 127.39,
            "close": 127.39,
            "amount_yi": 0.0253
          },
          {
            "time": "11:03",
            "open": 127.43,
            "high": 127.43,
            "low": 127.43,
            "close": 127.43,
            "amount_yi": 0.0141
          },
          {
            "time": "11:05",
            "open": 126.88,
            "high": 126.88,
            "low": 126.85,
            "close": 126.85,
            "amount_yi": 0.1213
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 126.85,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 130.0,
        "open": 130.34,
        "high": 138.0,
        "low": 126.5,
        "bid1": 126.85,
        "ask1": 126.88,
        "bid_qty1": 4,
        "ask_qty1": 10
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 45.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 44.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 43.22,
      "entry_zone_high": 44.54,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0581,
        "prev_amount_yi": 0.0334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7395,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 43.87,
            "high": 43.91,
            "low": 43.87,
            "close": 43.91,
            "amount_yi": 0.0091
          },
          {
            "time": "11:01",
            "open": 43.74,
            "high": 43.74,
            "low": 43.74,
            "close": 43.74,
            "amount_yi": 0.0074
          },
          {
            "time": "11:02",
            "open": 43.79,
            "high": 43.79,
            "low": 43.66,
            "close": 43.66,
            "amount_yi": 0.0151
          },
          {
            "time": "11:03",
            "open": 43.61,
            "high": 43.61,
            "low": 43.61,
            "close": 43.61,
            "amount_yi": 0.0006
          },
          {
            "time": "11:05",
            "open": 43.43,
            "high": 43.57,
            "low": 43.43,
            "close": 43.57,
            "amount_yi": 0.0259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.57,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 43.81,
        "open": 44.13,
        "high": 45.95,
        "low": 43.32,
        "bid1": 43.57,
        "ask1": 43.62,
        "bid_qty1": 10,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "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": 8.3525,
      "price_vs_vwap_pct": -1.1075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0193,
        "prev_amount_yi": 0.011,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7545,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 8.26,
            "high": 8.27,
            "low": 8.26,
            "close": 8.27,
            "amount_yi": 0.0027
          },
          {
            "time": "11:01",
            "open": 8.27,
            "high": 8.27,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0049
          },
          {
            "time": "11:02",
            "open": 8.28,
            "high": 8.28,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0049
          },
          {
            "time": "11:03",
            "open": 8.25,
            "high": 8.25,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0006
          },
          {
            "time": "11:05",
            "open": 8.24,
            "high": 8.26,
            "low": 8.24,
            "close": 8.26,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.26,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 8.24,
        "open": 8.21,
        "high": 8.56,
        "low": 8.16,
        "bid1": 8.25,
        "ask1": 8.26,
        "bid_qty1": 219,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "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": 28.6393,
      "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": 0.072,
        "prev_amount_yi": 0.0675,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 28.75,
            "high": 28.75,
            "low": 28.72,
            "close": 28.72,
            "amount_yi": 0.012
          },
          {
            "time": "11:01",
            "open": 28.8,
            "high": 28.8,
            "low": 28.8,
            "close": 28.8,
            "amount_yi": 0.018
          },
          {
            "time": "11:02",
            "open": 28.81,
            "high": 28.81,
            "low": 28.77,
            "close": 28.77,
            "amount_yi": 0.0133
          },
          {
            "time": "11:03",
            "open": 28.74,
            "high": 28.74,
            "low": 28.74,
            "close": 28.74,
            "amount_yi": 0.007
          },
          {
            "time": "11:05",
            "open": 28.81,
            "high": 28.81,
            "low": 28.79,
            "close": 28.79,
            "amount_yi": 0.0217
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 28.94,
        "open": 28.79,
        "high": 29.07,
        "low": 28.3,
        "bid1": 28.79,
        "ask1": 28.8,
        "bid_qty1": 5,
        "ask_qty1": 102
      },
      "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": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 25.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.75,
      "entry_zone_high": 25.51,
      "entry_risk_pct": null,
      "intraday_vwap": 25.737,
      "price_vs_vwap_pct": -3.4075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1867,
        "prev_amount_yi": 0.0753,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 24.82,
            "high": 24.84,
            "low": 24.82,
            "close": 24.84,
            "amount_yi": 0.008
          },
          {
            "time": "11:01",
            "open": 24.87,
            "high": 24.87,
            "low": 24.87,
            "close": 24.87,
            "amount_yi": 0.033
          },
          {
            "time": "11:02",
            "open": 24.89,
            "high": 24.89,
            "low": 24.76,
            "close": 24.76,
            "amount_yi": 0.0547
          },
          {
            "time": "11:03",
            "open": 24.77,
            "high": 24.77,
            "low": 24.77,
            "close": 24.77,
            "amount_yi": 0.0141
          },
          {
            "time": "11:05",
            "open": 24.85,
            "high": 24.86,
            "low": 24.85,
            "close": 24.86,
            "amount_yi": 0.0769
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.86,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 25.09,
        "open": 25.07,
        "high": 27.0,
        "low": 24.67,
        "bid1": 24.83,
        "ask1": 24.86,
        "bid_qty1": 17,
        "ask_qty1": 3
      },
      "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": "2026-07-02T11:05:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.34,
      "entry_zone_high": 6.54,
      "entry_risk_pct": null,
      "intraday_vwap": 6.9598,
      "price_vs_vwap_pct": -3.7329,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.038,
        "prev_amount_yi": 0.0276,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3768,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 6.7,
            "high": 6.71,
            "low": 6.7,
            "close": 6.71,
            "amount_yi": 0.0048
          },
          {
            "time": "11:01",
            "open": 6.71,
            "high": 6.71,
            "low": 6.71,
            "close": 6.71,
            "amount_yi": 0.0057
          },
          {
            "time": "11:02",
            "open": 6.73,
            "high": 6.73,
            "low": 6.73,
            "close": 6.73,
            "amount_yi": 0.0097
          },
          {
            "time": "11:03",
            "open": 6.7,
            "high": 6.7,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0099
          },
          {
            "time": "11:05",
            "open": 6.69,
            "high": 6.7,
            "low": 6.69,
            "close": 6.7,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.7,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 6.4,
        "open": 6.43,
        "high": 7.4,
        "low": 6.41,
        "bid1": 6.69,
        "ask1": 6.7,
        "bid_qty1": 480,
        "ask_qty1": 250
      },
      "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": "2026-07-02T11:05:37",
      "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": 82.2924,
      "price_vs_vwap_pct": 5.4168,
      "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": 0.9455,
        "prev_amount_yi": 1.0668,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 86.65,
            "high": 86.7,
            "low": 86.65,
            "close": 86.7,
            "amount_yi": 0.1804
          },
          {
            "time": "11:01",
            "open": 87.05,
            "high": 87.05,
            "low": 87.05,
            "close": 87.05,
            "amount_yi": 0.1798
          },
          {
            "time": "11:02",
            "open": 87.12,
            "high": 87.35,
            "low": 87.12,
            "close": 87.35,
            "amount_yi": 0.1892
          },
          {
            "time": "11:03",
            "open": 87.33,
            "high": 87.33,
            "low": 87.33,
            "close": 87.33,
            "amount_yi": 0.1197
          },
          {
            "time": "11:05",
            "open": 87.32,
            "high": 87.32,
            "low": 86.75,
            "close": 86.75,
            "amount_yi": 0.2764
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 86.75,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 81.0,
        "open": 76.81,
        "high": 88.1,
        "low": 73.82,
        "bid1": 86.75,
        "ask1": 86.8,
        "bid_qty1": 17,
        "ask_qty1": 4
      },
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 15.44,
      "exec_low": 15.44,
      "exec_high": 15.67,
      "invalid_price": 14.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "氟化工概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.9,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.21,
      "entry_zone_high": 15.67,
      "entry_risk_pct": null,
      "intraday_vwap": 14.9858,
      "price_vs_vwap_pct": 0.2282,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1857,
        "prev_amount_yi": 0.1462,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2702,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 15.07,
            "high": 15.07,
            "low": 15.05,
            "close": 15.05,
            "amount_yi": 0.0818
          },
          {
            "time": "11:01",
            "open": 15.07,
            "high": 15.07,
            "low": 15.07,
            "close": 15.07,
            "amount_yi": 0.0287
          },
          {
            "time": "11:02",
            "open": 15.06,
            "high": 15.08,
            "low": 15.06,
            "close": 15.08,
            "amount_yi": 0.0215
          },
          {
            "time": "11:03",
            "open": 15.06,
            "high": 15.06,
            "low": 15.06,
            "close": 15.06,
            "amount_yi": 0.0068
          },
          {
            "time": "11:05",
            "open": 15.05,
            "high": 15.05,
            "low": 15.02,
            "close": 15.02,
            "amount_yi": 0.0469
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.02,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 15.05,
        "open": 14.9,
        "high": 15.19,
        "low": 14.69,
        "bid1": 15.01,
        "ask1": 15.02,
        "bid_qty1": 357,
        "ask_qty1": 70
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.605020:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.605020:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.605020",
      "name": "永和股份",
      "side": "BUY",
      "priority": "W28",
      "status": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 46.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 45.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.12,
      "entry_zone_high": 45.46,
      "entry_risk_pct": null,
      "intraday_vwap": 44.8071,
      "price_vs_vwap_pct": 6.3001,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5142,
        "prev_amount_yi": 0.3208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6029,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 47.11,
            "high": 47.11,
            "low": 47.01,
            "close": 47.01,
            "amount_yi": 0.0528
          },
          {
            "time": "11:01",
            "open": 47.37,
            "high": 47.37,
            "low": 47.37,
            "close": 47.37,
            "amount_yi": 0.1041
          },
          {
            "time": "11:02",
            "open": 47.43,
            "high": 47.5,
            "low": 47.43,
            "close": 47.5,
            "amount_yi": 0.0491
          },
          {
            "time": "11:03",
            "open": 47.76,
            "high": 47.76,
            "low": 47.76,
            "close": 47.76,
            "amount_yi": 0.0614
          },
          {
            "time": "11:05",
            "open": 47.65,
            "high": 47.65,
            "low": 47.63,
            "close": 47.63,
            "amount_yi": 0.2468
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.63,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 43.99,
        "open": 42.69,
        "high": 47.99,
        "low": 41.29,
        "bid1": 47.57,
        "ask1": 47.63,
        "bid_qty1": 5,
        "ask_qty1": 26
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 42.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 41.04,
      "entry_zone_high": 42.28,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3967,
        "prev_amount_yi": 0.3697,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.073,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 42.44,
            "high": 42.44,
            "low": 42.3,
            "close": 42.3,
            "amount_yi": 0.0845
          },
          {
            "time": "11:01",
            "open": 42.2,
            "high": 42.2,
            "low": 42.2,
            "close": 42.2,
            "amount_yi": 0.0726
          },
          {
            "time": "11:02",
            "open": 42.39,
            "high": 42.48,
            "low": 42.39,
            "close": 42.48,
            "amount_yi": 0.0593
          },
          {
            "time": "11:03",
            "open": 42.32,
            "high": 42.32,
            "low": 42.32,
            "close": 42.32,
            "amount_yi": 0.032
          },
          {
            "time": "11:05",
            "open": 42.45,
            "high": 42.45,
            "low": 42.34,
            "close": 42.34,
            "amount_yi": 0.1483
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.34,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 40.6,
        "open": 38.0,
        "high": 43.0,
        "low": 35.8,
        "bid1": 42.33,
        "ask1": 42.34,
        "bid_qty1": 40,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 20.5818,
      "price_vs_vwap_pct": -0.0087,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0959,
        "prev_amount_yi": 0.0775,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 20.61,
            "high": 20.61,
            "low": 20.6,
            "close": 20.6,
            "amount_yi": 0.0189
          },
          {
            "time": "11:01",
            "open": 20.62,
            "high": 20.62,
            "low": 20.62,
            "close": 20.62,
            "amount_yi": 0.016
          },
          {
            "time": "11:02",
            "open": 20.62,
            "high": 20.62,
            "low": 20.6,
            "close": 20.6,
            "amount_yi": 0.0141
          },
          {
            "time": "11:03",
            "open": 20.56,
            "high": 20.56,
            "low": 20.56,
            "close": 20.56,
            "amount_yi": 0.0064
          },
          {
            "time": "11:05",
            "open": 20.53,
            "high": 20.58,
            "low": 20.53,
            "close": 20.58,
            "amount_yi": 0.0405
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.58,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 20.5,
        "open": 20.54,
        "high": 20.97,
        "low": 20.12,
        "bid1": 20.55,
        "ask1": 20.58,
        "bid_qty1": 5,
        "ask_qty1": 5
      },
      "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": "2026-07-02T11:05:37",
      "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": 26.8516,
      "price_vs_vwap_pct": -1.6818,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1068,
        "prev_amount_yi": 0.084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 26.37,
            "high": 26.38,
            "low": 26.37,
            "close": 26.38,
            "amount_yi": 0.0148
          },
          {
            "time": "11:01",
            "open": 26.4,
            "high": 26.4,
            "low": 26.4,
            "close": 26.4,
            "amount_yi": 0.0222
          },
          {
            "time": "11:02",
            "open": 26.43,
            "high": 26.43,
            "low": 26.41,
            "close": 26.41,
            "amount_yi": 0.0392
          },
          {
            "time": "11:03",
            "open": 26.38,
            "high": 26.38,
            "low": 26.38,
            "close": 26.38,
            "amount_yi": 0.0106
          },
          {
            "time": "11:05",
            "open": 26.39,
            "high": 26.4,
            "low": 26.39,
            "close": 26.4,
            "amount_yi": 0.02
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.4,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 26.71,
        "open": 26.49,
        "high": 27.52,
        "low": 26.23,
        "bid1": 26.4,
        "ask1": 26.41,
        "bid_qty1": 51,
        "ask_qty1": 31
      },
      "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": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "肝炎概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.92,
      "entry_zone_high": 35.98,
      "entry_risk_pct": null,
      "intraday_vwap": 35.3518,
      "price_vs_vwap_pct": -0.9669,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0244,
        "prev_amount_yi": 0.0159,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5346,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 35.26,
            "high": 35.26,
            "low": 35.23,
            "close": 35.23,
            "amount_yi": 0.004
          },
          {
            "time": "11:01",
            "open": 35.17,
            "high": 35.17,
            "low": 35.17,
            "close": 35.17,
            "amount_yi": 0.0085
          },
          {
            "time": "11:02",
            "open": 35.14,
            "high": 35.14,
            "low": 35.03,
            "close": 35.03,
            "amount_yi": 0.003
          },
          {
            "time": "11:03",
            "open": 35.04,
            "high": 35.04,
            "low": 35.04,
            "close": 35.04,
            "amount_yi": 0.0003
          },
          {
            "time": "11:05",
            "open": 34.97,
            "high": 35.01,
            "low": 34.97,
            "close": 35.01,
            "amount_yi": 0.0086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.01,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 34.95,
        "open": 34.93,
        "high": 36.27,
        "low": 34.07,
        "bid1": 34.96,
        "ask1": 35.0,
        "bid_qty1": 6,
        "ask_qty1": 9
      },
      "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": "2026-07-02T11:05:37",
      "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": 0.1201,
        "prev_amount_yi": 0.0804,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:00",
            "open": 57.65,
            "high": 57.65,
            "low": 57.59,
            "close": 57.59,
            "amount_yi": 0.0301
          },
          {
            "time": "11:01",
            "open": 57.5,
            "high": 57.5,
            "low": 57.5,
            "close": 57.5,
            "amount_yi": 0.0231
          },
          {
            "time": "11:02",
            "open": 57.58,
            "high": 57.58,
            "low": 57.38,
            "close": 57.38,
            "amount_yi": 0.0091
          },
          {
            "time": "11:03",
            "open": 57.35,
            "high": 57.35,
            "low": 57.35,
            "close": 57.35,
            "amount_yi": 0.0079
          },
          {
            "time": "11:05",
            "open": 57.18,
            "high": 57.33,
            "low": 57.18,
            "close": 57.33,
            "amount_yi": 0.0499
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.33,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 58.5,
        "open": 57.75,
        "high": 61.98,
        "low": 55.98,
        "bid1": 57.33,
        "ask1": 57.34,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688247:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SHSE.688247:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.688247",
      "name": "宣泰医药",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 0.0338,
        "prev_amount_yi": 0.0235,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4383,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 9.52,
            "high": 9.52,
            "low": 9.52,
            "close": 9.52,
            "amount_yi": 0.0061
          },
          {
            "time": "11:01",
            "open": 9.52,
            "high": 9.52,
            "low": 9.52,
            "close": 9.52,
            "amount_yi": 0.0032
          },
          {
            "time": "11:02",
            "open": 9.5,
            "high": 9.5,
            "low": 9.47,
            "close": 9.47,
            "amount_yi": 0.006
          },
          {
            "time": "11:03",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0052
          },
          {
            "time": "11:05",
            "open": 9.43,
            "high": 9.43,
            "low": 9.43,
            "close": 9.43,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.43,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 9.02,
        "open": 9.0,
        "high": 9.88,
        "low": 8.9,
        "bid1": 9.42,
        "ask1": 9.43,
        "bid_qty1": 100,
        "ask_qty1": 37
      },
      "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": "2026-07-02T11:05:37",
      "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": 0.106,
        "prev_amount_yi": 0.1445,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7336,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 12.65,
            "high": 12.67,
            "low": 12.65,
            "close": 12.67,
            "amount_yi": 0.0219
          },
          {
            "time": "11:01",
            "open": 12.74,
            "high": 12.74,
            "low": 12.74,
            "close": 12.74,
            "amount_yi": 0.0171
          },
          {
            "time": "11:02",
            "open": 12.73,
            "high": 12.73,
            "low": 12.65,
            "close": 12.65,
            "amount_yi": 0.0112
          },
          {
            "time": "11:03",
            "open": 12.66,
            "high": 12.66,
            "low": 12.66,
            "close": 12.66,
            "amount_yi": 0.0076
          },
          {
            "time": "11:05",
            "open": 12.67,
            "high": 12.69,
            "low": 12.67,
            "close": 12.69,
            "amount_yi": 0.0482
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.69,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 12.76,
        "open": 13.05,
        "high": 14.27,
        "low": 12.51,
        "bid1": 12.68,
        "ask1": 12.69,
        "bid_qty1": 41,
        "ask_qty1": 4
      },
      "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": "2026-07-02T11:05:37",
      "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": 26.9475,
      "price_vs_vwap_pct": -2.2173,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0106,
        "prev_amount_yi": 0.0033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 26.35,
            "high": 26.36,
            "low": 26.35,
            "close": 26.36,
            "amount_yi": 0.0024
          },
          {
            "time": "11:01",
            "open": 26.37,
            "high": 26.37,
            "low": 26.37,
            "close": 26.37,
            "amount_yi": 0.0008
          },
          {
            "time": "11:02",
            "open": 26.37,
            "high": 26.37,
            "low": 26.35,
            "close": 26.35,
            "amount_yi": 0.0011
          },
          {
            "time": "11:03",
            "open": 26.28,
            "high": 26.28,
            "low": 26.28,
            "close": 26.28,
            "amount_yi": 0.0012
          },
          {
            "time": "11:05",
            "open": 26.27,
            "high": 26.35,
            "low": 26.27,
            "close": 26.35,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.35,
        "ts": "2026-07-02T11:05:34",
        "prev_close": 26.85,
        "open": 27.45,
        "high": 27.58,
        "low": 26.15,
        "bid1": 26.29,
        "ask1": 26.34,
        "bid_qty1": 6,
        "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": "2026-07-02T11:05:37",
      "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": 72.0968,
      "price_vs_vwap_pct": -2.9222,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1753,
        "prev_amount_yi": 0.0975,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 70.1,
            "high": 70.27,
            "low": 70.1,
            "close": 70.27,
            "amount_yi": 0.029
          },
          {
            "time": "11:01",
            "open": 70.35,
            "high": 70.35,
            "low": 70.35,
            "close": 70.35,
            "amount_yi": 0.033
          },
          {
            "time": "11:02",
            "open": 70.36,
            "high": 70.41,
            "low": 70.36,
            "close": 70.41,
            "amount_yi": 0.043
          },
          {
            "time": "11:03",
            "open": 69.96,
            "high": 69.96,
            "low": 69.96,
            "close": 69.96,
            "amount_yi": 0.0248
          },
          {
            "time": "11:05",
            "open": 70.0,
            "high": 70.0,
            "low": 69.99,
            "close": 69.99,
            "amount_yi": 0.0455
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.99,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 72.96,
        "open": 71.24,
        "high": 76.0,
        "low": 69.0,
        "bid1": 69.99,
        "ask1": 70.0,
        "bid_qty1": 78,
        "ask_qty1": 316
      },
      "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": "2026-07-02T11:05:37",
      "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": 17.935,
      "price_vs_vwap_pct": 1.366,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0028,
        "prev_amount_yi": 0.0012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3333,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0004
          },
          {
            "time": "11:01",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0003
          },
          {
            "time": "11:02",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0012
          },
          {
            "time": "11:03",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0003
          },
          {
            "time": "11:05",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 16.53,
        "open": 16.5,
        "high": 18.18,
        "low": 16.42,
        "bid1": 18.18,
        "ask1": 0.0,
        "bid_qty1": 30543,
        "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": "2026-07-02T11:05:37",
      "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": 6.031,
      "price_vs_vwap_pct": 0.1492,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0322,
        "prev_amount_yi": 0.0161,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0038
          },
          {
            "time": "11:01",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0049
          },
          {
            "time": "11:02",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0032
          },
          {
            "time": "11:03",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0022
          },
          {
            "time": "11:05",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 5.49,
        "open": 5.99,
        "high": 6.04,
        "low": 5.95,
        "bid1": 6.04,
        "ask1": 0.0,
        "bid_qty1": 341300,
        "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": "2026-07-02T11:05:37",
      "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": 10.6838,
      "price_vs_vwap_pct": -0.7844,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0263,
        "prev_amount_yi": 0.0166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5843,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 10.63,
            "high": 10.64,
            "low": 10.63,
            "close": 10.64,
            "amount_yi": 0.0023
          },
          {
            "time": "11:01",
            "open": 10.64,
            "high": 10.64,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.0057
          },
          {
            "time": "11:02",
            "open": 10.64,
            "high": 10.64,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0115
          },
          {
            "time": "11:03",
            "open": 10.58,
            "high": 10.58,
            "low": 10.58,
            "close": 10.58,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 10.59,
            "high": 10.6,
            "low": 10.59,
            "close": 10.6,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.6,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 10.41,
        "open": 10.6,
        "high": 10.92,
        "low": 10.49,
        "bid1": 10.6,
        "ask1": 10.61,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "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": "2026-07-02T11:05:37",
      "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": 29.5142,
      "price_vs_vwap_pct": -1.81,
      "energy_floor_hint_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": 0.0341,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7273,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 29.05,
            "high": 29.09,
            "low": 29.05,
            "close": 29.09,
            "amount_yi": 0.0269
          },
          {
            "time": "11:01",
            "open": 29.02,
            "high": 29.02,
            "low": 29.02,
            "close": 29.02,
            "amount_yi": 0.0126
          },
          {
            "time": "11:02",
            "open": 29.0,
            "high": 29.0,
            "low": 28.94,
            "close": 28.94,
            "amount_yi": 0.0073
          },
          {
            "time": "11:03",
            "open": 28.92,
            "high": 28.92,
            "low": 28.92,
            "close": 28.92,
            "amount_yi": 0.0021
          },
          {
            "time": "11:05",
            "open": 28.97,
            "high": 28.98,
            "low": 28.97,
            "close": 28.98,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.98,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 29.05,
        "open": 30.0,
        "high": 30.33,
        "low": 28.6,
        "bid1": 28.98,
        "ask1": 29.0,
        "bid_qty1": 43,
        "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": "2026-07-02T11:05:37",
      "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": 3.5434,
      "price_vs_vwap_pct": 1.3151,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0256,
        "prev_amount_yi": 0.0017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 15.0588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:46",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0002
          },
          {
            "time": "10:49",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0002
          },
          {
            "time": "10:53",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0003
          },
          {
            "time": "10:54",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.59,
        "low": 3.42,
        "bid1": 3.59,
        "ask1": 0.0,
        "bid_qty1": 972,
        "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": "2026-07-02T11:05:37",
      "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": 2.3417,
      "price_vs_vwap_pct": 0.7815,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0013,
        "prev_amount_yi": 0.0018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:50",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "10:54",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0006
          },
          {
            "time": "10:58",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          },
          {
            "time": "10:59",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:30",
        "prev_close": 2.25,
        "open": 2.28,
        "high": 2.36,
        "low": 2.27,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 39043,
        "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": "2026-07-02T11:05:37",
      "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": 38.9496,
      "price_vs_vwap_pct": 1.1307,
      "energy_floor_hint_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": 0.0055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5636,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:59",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0004
          },
          {
            "time": "11:00",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0004
          },
          {
            "time": "11:01",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0005
          },
          {
            "time": "11:02",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0006
          },
          {
            "time": "11:05",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:35",
        "prev_close": 35.81,
        "open": 38.25,
        "high": 39.39,
        "low": 37.88,
        "bid1": 39.39,
        "ask1": 0.0,
        "bid_qty1": 27292,
        "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": "2026-07-02T11:05:37",
      "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": 38.941,
      "price_vs_vwap_pct": -1.9542,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0222,
        "prev_amount_yi": 0.0182,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2198,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 38.31,
            "high": 38.34,
            "low": 38.31,
            "close": 38.34,
            "amount_yi": 0.0066
          },
          {
            "time": "11:01",
            "open": 38.29,
            "high": 38.29,
            "low": 38.29,
            "close": 38.29,
            "amount_yi": 0.0042
          },
          {
            "time": "11:02",
            "open": 38.26,
            "high": 38.26,
            "low": 38.26,
            "close": 38.26,
            "amount_yi": 0.0037
          },
          {
            "time": "11:03",
            "open": 38.15,
            "high": 38.15,
            "low": 38.15,
            "close": 38.15,
            "amount_yi": 0.004
          },
          {
            "time": "11:05",
            "open": 38.16,
            "high": 38.18,
            "low": 38.16,
            "close": 38.18,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.18,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 39.0,
        "open": 38.51,
        "high": 39.89,
        "low": 37.89,
        "bid1": 38.15,
        "ask1": 38.18,
        "bid_qty1": 34,
        "ask_qty1": 5
      },
      "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": "2026-07-02T11:05:37",
      "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": 2.9081,
      "price_vs_vwap_pct": -0.6224,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0432,
        "prev_amount_yi": 0.0539,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8015,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 2.89,
            "high": 2.9,
            "low": 2.89,
            "close": 2.9,
            "amount_yi": 0.0086
          },
          {
            "time": "11:01",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0162
          },
          {
            "time": "11:02",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0061
          },
          {
            "time": "11:03",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0093
          },
          {
            "time": "11:05",
            "open": 2.88,
            "high": 2.89,
            "low": 2.88,
            "close": 2.89,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 2.88,
        "open": 2.87,
        "high": 3.0,
        "low": 2.84,
        "bid1": 2.88,
        "ask1": 2.89,
        "bid_qty1": 2077,
        "ask_qty1": 1503
      },
      "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": "2026-07-02T11:05:37",
      "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": 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": 3.3972,
      "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": 0.0181,
        "prev_amount_yi": 0.0186,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9731,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 44.17,
            "high": 44.17,
            "low": 44.12,
            "close": 44.12,
            "amount_yi": 0.0044
          },
          {
            "time": "11:01",
            "open": 44.05,
            "high": 44.05,
            "low": 44.05,
            "close": 44.05,
            "amount_yi": 0.0059
          },
          {
            "time": "11:02",
            "open": 44.05,
            "high": 44.05,
            "low": 43.96,
            "close": 43.96,
            "amount_yi": 0.002
          },
          {
            "time": "11:03",
            "open": 43.85,
            "high": 43.85,
            "low": 43.85,
            "close": 43.85,
            "amount_yi": 0.0027
          },
          {
            "time": "11:05",
            "open": 43.77,
            "high": 43.83,
            "low": 43.77,
            "close": 43.83,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.83,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 42.69,
        "open": 43.8,
        "high": 46.13,
        "low": 42.88,
        "bid1": 43.8,
        "ask1": 43.86,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-07-02T11:05:37",
      "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": 24.7198,
      "price_vs_vwap_pct": -2.7096,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1073,
        "prev_amount_yi": 0.1303,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8235,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 23.93,
            "high": 23.98,
            "low": 23.93,
            "close": 23.98,
            "amount_yi": 0.0173
          },
          {
            "time": "11:01",
            "open": 23.97,
            "high": 23.97,
            "low": 23.97,
            "close": 23.97,
            "amount_yi": 0.0221
          },
          {
            "time": "11:02",
            "open": 23.99,
            "high": 23.99,
            "low": 23.88,
            "close": 23.88,
            "amount_yi": 0.019
          },
          {
            "time": "11:03",
            "open": 23.87,
            "high": 23.87,
            "low": 23.87,
            "close": 23.87,
            "amount_yi": 0.011
          },
          {
            "time": "11:05",
            "open": 23.94,
            "high": 24.05,
            "low": 23.94,
            "close": 24.05,
            "amount_yi": 0.0379
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.05,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 25.16,
        "open": 24.92,
        "high": 26.34,
        "low": 23.79,
        "bid1": 24.02,
        "ask1": 24.05,
        "bid_qty1": 304,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603229:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603229:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603229",
      "name": "奥翔药业",
      "side": "BUY",
      "priority": "W49",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 8.16,
      "exec_low": 8.16,
      "exec_high": 8.28,
      "invalid_price": 7.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.04,
      "entry_zone_high": 8.28,
      "entry_risk_pct": null,
      "intraday_vwap": 8.2086,
      "price_vs_vwap_pct": -0.8357,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0043,
        "prev_amount_yi": 0.002,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.15,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 8.14,
            "high": 8.15,
            "low": 8.14,
            "close": 8.15,
            "amount_yi": 0.0023
          },
          {
            "time": "11:01",
            "open": 8.14,
            "high": 8.14,
            "low": 8.14,
            "close": 8.14,
            "amount_yi": 0.0005
          },
          {
            "time": "11:02",
            "open": 8.14,
            "high": 8.14,
            "low": 8.14,
            "close": 8.14,
            "amount_yi": 0.0004
          },
          {
            "time": "11:03",
            "open": 8.13,
            "high": 8.13,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0003
          },
          {
            "time": "11:05",
            "open": 8.13,
            "high": 8.14,
            "low": 8.13,
            "close": 8.14,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.14,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 8.14,
        "open": 8.02,
        "high": 8.33,
        "low": 8.02,
        "bid1": 8.13,
        "ask1": 8.15,
        "bid_qty1": 14,
        "ask_qty1": 113
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300110:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300110:VWAP_RECLAIM",
      "symbol": "SZSE.300110",
      "name": "华仁药业",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.62,
      "exec_low": 2.66,
      "exec_high": 2.66,
      "invalid_price": 2.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": null,
      "entry_zone_low": 2.58,
      "entry_zone_high": 2.66,
      "entry_risk_pct": 3.0534,
      "intraday_vwap": 2.6576,
      "price_vs_vwap_pct": -1.4148,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.003,
        "prev_amount_yi": 0.0095,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3158,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:59",
            "open": 2.63,
            "high": 2.63,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0002
          },
          {
            "time": "11:00",
            "open": 2.62,
            "high": 2.63,
            "low": 2.62,
            "close": 2.63,
            "amount_yi": 0.0005
          },
          {
            "time": "11:01",
            "open": 2.61,
            "high": 2.61,
            "low": 2.61,
            "close": 2.61,
            "amount_yi": 0.0015
          },
          {
            "time": "11:02",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 2.61,
            "high": 2.62,
            "low": 2.61,
            "close": 2.62,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.62,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 2.6,
        "open": 2.58,
        "high": 2.73,
        "low": 2.58,
        "bid1": 2.61,
        "ask1": 2.62,
        "bid_qty1": 1816,
        "ask_qty1": 279
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.84,
      "exec_low": 7.84,
      "exec_high": 7.96,
      "invalid_price": 7.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.72,
      "entry_zone_high": 7.96,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.025,
        "prev_amount_yi": 0.0085,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 7.79,
            "high": 7.79,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0046
          },
          {
            "time": "11:01",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0032
          },
          {
            "time": "11:02",
            "open": 7.79,
            "high": 7.79,
            "low": 7.77,
            "close": 7.77,
            "amount_yi": 0.0055
          },
          {
            "time": "11:03",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0077
          },
          {
            "time": "11:05",
            "open": 7.8,
            "high": 7.82,
            "low": 7.8,
            "close": 7.82,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.82,
        "ts": "2026-07-02T11:05:32",
        "prev_close": 7.82,
        "open": 7.76,
        "high": 7.99,
        "low": 7.67,
        "bid1": 7.81,
        "ask1": 7.82,
        "bid_qty1": 3,
        "ask_qty1": 310
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688189:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688189:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688189",
      "name": "ST南新",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.58,
      "exec_low": 6.58,
      "exec_high": 6.68,
      "invalid_price": 6.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 0.0088,
        "prev_amount_yi": 0.0061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:55",
            "open": 6.41,
            "high": 6.41,
            "low": 6.41,
            "close": 6.41,
            "amount_yi": 0.0062
          },
          {
            "time": "10:58",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0001
          },
          {
            "time": "11:01",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0002
          },
          {
            "time": "11:03",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 6.39,
            "high": 6.39,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.39,
        "ts": "2026-07-02T11:05:16",
        "prev_close": 6.39,
        "open": 6.36,
        "high": 6.6,
        "low": 6.3,
        "bid1": 6.38,
        "ask1": 6.39,
        "bid_qty1": 239,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002020:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002020:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002020",
      "name": "京新药业",
      "side": "BUY",
      "priority": "W53",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.42,
      "exec_low": 13.42,
      "exec_high": 13.62,
      "invalid_price": 13.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 0.003,
        "prev_amount_yi": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1111,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0018
          },
          {
            "time": "11:01",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0006
          },
          {
            "time": "11:02",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0001
          },
          {
            "time": "11:03",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 13.33,
        "open": 14.66,
        "high": 14.66,
        "low": 14.66,
        "bid1": 14.66,
        "ask1": 0.0,
        "bid_qty1": 136658,
        "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": "2026-07-02T11:05:37",
      "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": 3.2148,
      "intraday_vwap": 14.7899,
      "price_vs_vwap_pct": -1.1488,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0362,
        "prev_amount_yi": 0.0202,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 14.64,
            "high": 14.64,
            "low": 14.62,
            "close": 14.62,
            "amount_yi": 0.0028
          },
          {
            "time": "11:01",
            "open": 14.65,
            "high": 14.65,
            "low": 14.65,
            "close": 14.65,
            "amount_yi": 0.0167
          },
          {
            "time": "11:02",
            "open": 14.65,
            "high": 14.65,
            "low": 14.61,
            "close": 14.61,
            "amount_yi": 0.0064
          },
          {
            "time": "11:03",
            "open": 14.61,
            "high": 14.61,
            "low": 14.61,
            "close": 14.61,
            "amount_yi": 0.0039
          },
          {
            "time": "11:05",
            "open": 14.61,
            "high": 14.62,
            "low": 14.61,
            "close": 14.62,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.62,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 14.52,
        "open": 14.46,
        "high": 15.1,
        "low": 14.41,
        "bid1": 14.61,
        "ask1": 14.62,
        "bid_qty1": 17,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002900:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002900:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002900",
      "name": "哈三联",
      "side": "BUY",
      "priority": "W55",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.73,
      "exec_low": 9.73,
      "exec_high": 9.88,
      "invalid_price": 9.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.58,
      "entry_zone_high": 9.88,
      "entry_risk_pct": null,
      "intraday_vwap": 9.7908,
      "price_vs_vwap_pct": -1.0295,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0034,
        "prev_amount_yi": 0.0042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8095,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 9.72,
            "high": 9.72,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0002
          },
          {
            "time": "11:01",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0006
          },
          {
            "time": "11:02",
            "open": 9.71,
            "high": 9.71,
            "low": 9.68,
            "close": 9.68,
            "amount_yi": 0.0022
          },
          {
            "time": "11:03",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.69,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 9.68,
        "open": 9.69,
        "high": 9.97,
        "low": 9.6,
        "bid1": 9.69,
        "ask1": 9.7,
        "bid_qty1": 19,
        "ask_qty1": 38
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603367:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603367:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603367",
      "name": "辰欣药业",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.61,
      "exec_low": 13.61,
      "exec_high": 13.81,
      "invalid_price": 13.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.41,
      "entry_zone_high": 13.81,
      "entry_risk_pct": 4.0,
      "intraday_vwap": 13.7419,
      "price_vs_vwap_pct": -0.0138,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0396,
        "prev_amount_yi": 0.0184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 13.71,
            "high": 13.74,
            "low": 13.71,
            "close": 13.74,
            "amount_yi": 0.0055
          },
          {
            "time": "11:01",
            "open": 13.74,
            "high": 13.74,
            "low": 13.74,
            "close": 13.74,
            "amount_yi": 0.0157
          },
          {
            "time": "11:02",
            "open": 13.75,
            "high": 13.75,
            "low": 13.74,
            "close": 13.74,
            "amount_yi": 0.01
          },
          {
            "time": "11:03",
            "open": 13.73,
            "high": 13.73,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0012
          },
          {
            "time": "11:05",
            "open": 13.72,
            "high": 13.74,
            "low": 13.72,
            "close": 13.74,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.74,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 13.58,
        "open": 13.58,
        "high": 13.92,
        "low": 13.54,
        "bid1": 13.74,
        "ask1": 13.75,
        "bid_qty1": 32,
        "ask_qty1": 71
      },
      "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": "2026-07-02T11:05:37",
      "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": 4.0383,
      "intraday_vwap": 9.4327,
      "price_vs_vwap_pct": -0.3467,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0022,
        "prev_amount_yi": 0.0097,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2268,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:59",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0001
          },
          {
            "time": "11:00",
            "open": 9.42,
            "high": 9.43,
            "low": 9.42,
            "close": 9.43,
            "amount_yi": 0.001
          },
          {
            "time": "11:01",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0003
          },
          {
            "time": "11:02",
            "open": 9.41,
            "high": 9.41,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.0006
          },
          {
            "time": "11:05",
            "open": 9.39,
            "high": 9.4,
            "low": 9.39,
            "close": 9.4,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.4,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 9.3,
        "open": 9.3,
        "high": 9.58,
        "low": 9.25,
        "bid1": 9.39,
        "ask1": 9.41,
        "bid_qty1": 12,
        "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.47,
      "exec_low": 8.6,
      "exec_high": 8.6,
      "invalid_price": 8.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.34,
      "entry_zone_high": 8.6,
      "entry_risk_pct": null,
      "intraday_vwap": 8.5682,
      "price_vs_vwap_pct": -1.2628,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0169,
        "prev_amount_yi": 0.0047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5957,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 8.48,
            "high": 8.49,
            "low": 8.48,
            "close": 8.49,
            "amount_yi": 0.0026
          },
          {
            "time": "11:01",
            "open": 8.47,
            "high": 8.47,
            "low": 8.47,
            "close": 8.47,
            "amount_yi": 0.006
          },
          {
            "time": "11:02",
            "open": 8.47,
            "high": 8.47,
            "low": 8.46,
            "close": 8.46,
            "amount_yi": 0.0024
          },
          {
            "time": "11:03",
            "open": 8.44,
            "high": 8.44,
            "low": 8.44,
            "close": 8.44,
            "amount_yi": 0.0041
          },
          {
            "time": "11:05",
            "open": 8.45,
            "high": 8.46,
            "low": 8.45,
            "close": 8.46,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.46,
        "ts": "2026-07-02T11:05:27",
        "prev_close": 8.41,
        "open": 8.36,
        "high": 8.81,
        "low": 8.33,
        "bid1": 8.46,
        "ask1": 8.47,
        "bid_qty1": 4,
        "ask_qty1": 24
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600513:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600513:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600513",
      "name": "联环药业",
      "side": "BUY",
      "priority": "W59",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.31,
      "entry_zone_high": 15.77,
      "entry_risk_pct": null,
      "intraday_vwap": 15.9215,
      "price_vs_vwap_pct": -2.5217,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0146,
        "prev_amount_yi": 0.0125,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.168,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 15.58,
            "high": 15.58,
            "low": 15.58,
            "close": 15.58,
            "amount_yi": 0.0014
          },
          {
            "time": "11:01",
            "open": 15.56,
            "high": 15.56,
            "low": 15.56,
            "close": 15.56,
            "amount_yi": 0.0024
          },
          {
            "time": "11:02",
            "open": 15.56,
            "high": 15.56,
            "low": 15.53,
            "close": 15.53,
            "amount_yi": 0.007
          },
          {
            "time": "11:03",
            "open": 15.52,
            "high": 15.52,
            "low": 15.52,
            "close": 15.52,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 15.51,
            "high": 15.52,
            "low": 15.51,
            "close": 15.52,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.52,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 15.52,
        "open": 15.47,
        "high": 16.39,
        "low": 15.4,
        "bid1": 15.52,
        "ask1": 15.53,
        "bid_qty1": 15,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.4,
      "entry_zone_high": 6.6,
      "entry_risk_pct": null,
      "intraday_vwap": 6.4971,
      "price_vs_vwap_pct": -0.571,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0222,
        "prev_amount_yi": 0.0344,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6453,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 6.47,
            "high": 6.47,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.0067
          },
          {
            "time": "11:01",
            "open": 6.47,
            "high": 6.47,
            "low": 6.47,
            "close": 6.47,
            "amount_yi": 0.0054
          },
          {
            "time": "11:02",
            "open": 6.46,
            "high": 6.46,
            "low": 6.45,
            "close": 6.45,
            "amount_yi": 0.0023
          },
          {
            "time": "11:03",
            "open": 6.46,
            "high": 6.46,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.0014
          },
          {
            "time": "11:05",
            "open": 6.46,
            "high": 6.46,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.46,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 6.28,
        "open": 6.15,
        "high": 6.77,
        "low": 6.1,
        "bid1": 6.45,
        "ask1": 6.46,
        "bid_qty1": 324,
        "ask_qty1": 180
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "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": 13.1892,
      "price_vs_vwap_pct": -1.1312,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0129,
        "prev_amount_yi": 0.0114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1316,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 13.05,
            "high": 13.07,
            "low": 13.05,
            "close": 13.07,
            "amount_yi": 0.0013
          },
          {
            "time": "11:01",
            "open": 13.06,
            "high": 13.06,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.0033
          },
          {
            "time": "11:02",
            "open": 13.07,
            "high": 13.07,
            "low": 13.05,
            "close": 13.05,
            "amount_yi": 0.0022
          },
          {
            "time": "11:03",
            "open": 13.04,
            "high": 13.04,
            "low": 13.04,
            "close": 13.04,
            "amount_yi": 0.0041
          },
          {
            "time": "11:05",
            "open": 13.04,
            "high": 13.04,
            "low": 13.04,
            "close": 13.04,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.04,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 13.13,
        "open": 13.07,
        "high": 13.45,
        "low": 12.96,
        "bid1": 13.04,
        "ask1": 13.05,
        "bid_qty1": 10,
        "ask_qty1": 7
      },
      "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": "2026-07-02T11:05:37",
      "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": 3.4951,
      "intraday_vwap": 5.1903,
      "price_vs_vwap_pct": -0.9691,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0048,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8571,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 5.16,
            "high": 5.16,
            "low": 5.16,
            "close": 5.16,
            "amount_yi": 0.0008
          },
          {
            "time": "11:01",
            "open": 5.16,
            "high": 5.16,
            "low": 5.16,
            "close": 5.16,
            "amount_yi": 0.0015
          },
          {
            "time": "11:02",
            "open": 5.15,
            "high": 5.15,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.0004
          },
          {
            "time": "11:03",
            "open": 5.15,
            "high": 5.15,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 5.14,
            "high": 5.14,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.14,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 5.12,
        "open": 5.09,
        "high": 5.28,
        "low": 5.06,
        "bid1": 5.14,
        "ask1": 5.15,
        "bid_qty1": 135,
        "ask_qty1": 86
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600774:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600774:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600774",
      "name": "汉商集团",
      "side": "BUY",
      "priority": "W63",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.64,
      "exec_low": 6.64,
      "exec_high": 6.74,
      "invalid_price": 6.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.54,
      "entry_zone_high": 6.74,
      "entry_risk_pct": null,
      "intraday_vwap": 6.6632,
      "price_vs_vwap_pct": -0.9485,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0063,
        "prev_amount_yi": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3125,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 6.61,
            "high": 6.61,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0013
          },
          {
            "time": "11:01",
            "open": 6.61,
            "high": 6.61,
            "low": 6.61,
            "close": 6.61,
            "amount_yi": 0.0016
          },
          {
            "time": "11:02",
            "open": 6.61,
            "high": 6.61,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0016
          },
          {
            "time": "11:03",
            "open": 6.6,
            "high": 6.6,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0009
          },
          {
            "time": "11:05",
            "open": 6.59,
            "high": 6.6,
            "low": 6.59,
            "close": 6.6,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.6,
        "ts": "2026-07-02T11:05:24",
        "prev_close": 6.59,
        "open": 6.53,
        "high": 6.79,
        "low": 6.5,
        "bid1": 6.6,
        "ask1": 6.61,
        "bid_qty1": 16,
        "ask_qty1": 14
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603168:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603168:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603168",
      "name": "莎普爱思",
      "side": "BUY",
      "priority": "W64",
      "status": "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": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.93,
      "entry_zone_high": 5.09,
      "entry_risk_pct": null,
      "intraday_vwap": 5.01,
      "price_vs_vwap_pct": -1.1976,
      "energy_floor_hint_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": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.3684,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0022
          },
          {
            "time": "11:01",
            "open": 4.93,
            "high": 4.93,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0022
          },
          {
            "time": "11:02",
            "open": 4.94,
            "high": 4.94,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0018
          },
          {
            "time": "11:03",
            "open": 4.93,
            "high": 4.93,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0013
          },
          {
            "time": "11:05",
            "open": 4.93,
            "high": 4.95,
            "low": 4.93,
            "close": 4.95,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.95,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 4.97,
        "open": 5.01,
        "high": 5.15,
        "low": 4.87,
        "bid1": 4.94,
        "ask1": 4.95,
        "bid_qty1": 195,
        "ask_qty1": 275
      },
      "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": "2026-07-02T11:05:37",
      "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": 29.785,
      "price_vs_vwap_pct": -0.5875,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0824,
        "prev_amount_yi": 0.0648,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2716,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 29.59,
            "high": 29.63,
            "low": 29.59,
            "close": 29.63,
            "amount_yi": 0.0205
          },
          {
            "time": "11:01",
            "open": 29.61,
            "high": 29.61,
            "low": 29.61,
            "close": 29.61,
            "amount_yi": 0.0217
          },
          {
            "time": "11:02",
            "open": 29.63,
            "high": 29.63,
            "low": 29.59,
            "close": 29.59,
            "amount_yi": 0.0222
          },
          {
            "time": "11:03",
            "open": 29.57,
            "high": 29.57,
            "low": 29.57,
            "close": 29.57,
            "amount_yi": 0.0053
          },
          {
            "time": "11:05",
            "open": 29.58,
            "high": 29.61,
            "low": 29.58,
            "close": 29.61,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.61,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 29.57,
        "open": 29.51,
        "high": 30.26,
        "low": 29.35,
        "bid1": 29.6,
        "ask1": 29.62,
        "bid_qty1": 41,
        "ask_qty1": 52
      },
      "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": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.66,
      "entry_zone_high": 5.84,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7704,
      "price_vs_vwap_pct": -1.7399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0062,
        "prev_amount_yi": 0.007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8857,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0006
          },
          {
            "time": "11:01",
            "open": 5.68,
            "high": 5.68,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.0007
          },
          {
            "time": "11:02",
            "open": 5.69,
            "high": 5.69,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.0015
          },
          {
            "time": "11:03",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0014
          },
          {
            "time": "11:05",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.67,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 5.69,
        "open": 5.69,
        "high": 5.89,
        "low": 5.63,
        "bid1": 5.67,
        "ask1": 5.68,
        "bid_qty1": 52,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688356:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688356:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688356",
      "name": "键凯科技",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 82.87,
      "exec_low": 82.87,
      "exec_high": 84.11,
      "invalid_price": 80.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_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": 0.0197,
        "prev_amount_yi": 0.0075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 82.02,
            "high": 82.02,
            "low": 81.75,
            "close": 81.75,
            "amount_yi": 0.0073
          },
          {
            "time": "11:01",
            "open": 82.19,
            "high": 82.19,
            "low": 82.19,
            "close": 82.19,
            "amount_yi": 0.0044
          },
          {
            "time": "11:02",
            "open": 82.19,
            "high": 82.33,
            "low": 82.19,
            "close": 82.33,
            "amount_yi": 0.0063
          },
          {
            "time": "11:03",
            "open": 82.3,
            "high": 82.3,
            "low": 82.3,
            "close": 82.3,
            "amount_yi": 0.0005
          },
          {
            "time": "11:05",
            "open": 81.81,
            "high": 81.81,
            "low": 81.81,
            "close": 81.81,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 81.81,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 81.83,
        "open": 81.99,
        "high": 84.97,
        "low": 81.11,
        "bid1": 81.82,
        "ask1": 82.27,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.601089:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.601089:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601089",
      "name": "福元医药",
      "side": "BUY",
      "priority": "W68",
      "status": "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": "2026-07-02T11:05:37",
      "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": 17.4079,
      "price_vs_vwap_pct": -1.4241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0059,
        "prev_amount_yi": 0.0113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5221,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 17.24,
            "high": 17.25,
            "low": 17.24,
            "close": 17.25,
            "amount_yi": 0.002
          },
          {
            "time": "11:01",
            "open": 17.2,
            "high": 17.2,
            "low": 17.2,
            "close": 17.2,
            "amount_yi": 0.0015
          },
          {
            "time": "11:02",
            "open": 17.21,
            "high": 17.21,
            "low": 17.18,
            "close": 17.18,
            "amount_yi": 0.0011
          },
          {
            "time": "11:03",
            "open": 17.15,
            "high": 17.15,
            "low": 17.15,
            "close": 17.15,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 17.15,
            "high": 17.16,
            "low": 17.15,
            "close": 17.16,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.16,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 17.2,
        "open": 17.52,
        "high": 17.77,
        "low": 17.03,
        "bid1": 17.15,
        "ask1": 17.16,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300497:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300497:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300497",
      "name": "富祥股份",
      "side": "BUY",
      "priority": "W69",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 23.81,
      "exec_low": 23.81,
      "exec_high": 24.17,
      "invalid_price": 23.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.45,
      "entry_zone_high": 24.17,
      "entry_risk_pct": null,
      "intraday_vwap": 23.3228,
      "price_vs_vwap_pct": -1.2125,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3739,
        "prev_amount_yi": 0.1531,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4422,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 23.07,
            "high": 23.07,
            "low": 23.01,
            "close": 23.01,
            "amount_yi": 0.0659
          },
          {
            "time": "11:01",
            "open": 23.01,
            "high": 23.01,
            "low": 23.01,
            "close": 23.01,
            "amount_yi": 0.0986
          },
          {
            "time": "11:02",
            "open": 22.98,
            "high": 23.01,
            "low": 22.98,
            "close": 23.01,
            "amount_yi": 0.0797
          },
          {
            "time": "11:03",
            "open": 22.98,
            "high": 22.98,
            "low": 22.98,
            "close": 22.98,
            "amount_yi": 0.0187
          },
          {
            "time": "11:05",
            "open": 23.01,
            "high": 23.04,
            "low": 23.01,
            "close": 23.04,
            "amount_yi": 0.111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.04,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 23.34,
        "open": 23.11,
        "high": 24.18,
        "low": 22.54,
        "bid1": 23.03,
        "ask1": 23.04,
        "bid_qty1": 211,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002370:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002370:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002370",
      "name": "亚太药业",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.91,
      "exec_low": 5.91,
      "exec_high": 6.0,
      "invalid_price": 5.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 5.8856,
      "price_vs_vwap_pct": -1.6243,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0156,
        "prev_amount_yi": 0.0275,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5673,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 5.8,
            "high": 5.8,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0029
          },
          {
            "time": "11:01",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0037
          },
          {
            "time": "11:02",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0021
          },
          {
            "time": "11:03",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0033
          },
          {
            "time": "11:05",
            "open": 5.79,
            "high": 5.79,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.79,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 5.79,
        "open": 5.83,
        "high": 6.07,
        "low": 5.71,
        "bid1": 5.79,
        "ask1": 5.8,
        "bid_qty1": 10,
        "ask_qty1": 774
      },
      "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": "2026-07-02T11:05:37",
      "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": 3.4286,
      "intraday_vwap": 3.5337,
      "price_vs_vwap_pct": -0.9537,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0249,
        "prev_amount_yi": 0.0281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8861,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0016
          },
          {
            "time": "11:01",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0055
          },
          {
            "time": "11:02",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0143
          },
          {
            "time": "11:03",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 3.49,
            "high": 3.5,
            "low": 3.49,
            "close": 3.5,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.5,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 3.48,
        "open": 3.45,
        "high": 3.61,
        "low": 3.43,
        "bid1": 3.49,
        "ask1": 3.5,
        "bid_qty1": 2519,
        "ask_qty1": 1022
      },
      "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": 10.42,
      "exec_high": 10.46,
      "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": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.41,
      "dynamic_exec_high": 10.46,
      "entry_zone_low": 10.11,
      "entry_zone_high": 10.41,
      "entry_risk_pct": 4.6021,
      "intraday_vwap": 10.4157,
      "price_vs_vwap_pct": 0.0413,
      "energy_floor_hint_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": 0.0083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 10.44,
            "high": 10.45,
            "low": 10.44,
            "close": 10.45,
            "amount_yi": 0.0038
          },
          {
            "time": "11:01",
            "open": 10.43,
            "high": 10.43,
            "low": 10.43,
            "close": 10.43,
            "amount_yi": 0.0058
          },
          {
            "time": "11:02",
            "open": 10.43,
            "high": 10.43,
            "low": 10.43,
            "close": 10.43,
            "amount_yi": 0.0006
          },
          {
            "time": "11:03",
            "open": 10.43,
            "high": 10.43,
            "low": 10.43,
            "close": 10.43,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 10.41,
            "high": 10.42,
            "low": 10.41,
            "close": 10.42,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.42,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 10.25,
        "open": 10.2,
        "high": 10.58,
        "low": 10.15,
        "bid1": 10.42,
        "ask1": 10.43,
        "bid_qty1": 26,
        "ask_qty1": 64
      },
      "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": "2026-07-02T11:05:37",
      "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": 3.1731,
      "intraday_vwap": 21.6884,
      "price_vs_vwap_pct": -1.2836,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0077,
        "prev_amount_yi": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4259,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 21.43,
            "high": 21.45,
            "low": 21.43,
            "close": 21.45,
            "amount_yi": 0.0024
          },
          {
            "time": "11:01",
            "open": 21.43,
            "high": 21.43,
            "low": 21.43,
            "close": 21.43,
            "amount_yi": 0.0008
          },
          {
            "time": "11:02",
            "open": 21.44,
            "high": 21.44,
            "low": 21.41,
            "close": 21.41,
            "amount_yi": 0.0012
          },
          {
            "time": "11:03",
            "open": 21.4,
            "high": 21.4,
            "low": 21.4,
            "close": 21.4,
            "amount_yi": 0.0013
          },
          {
            "time": "11:05",
            "open": 21.38,
            "high": 21.41,
            "low": 21.38,
            "close": 21.41,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.41,
        "ts": "2026-07-02T11:05:30",
        "prev_close": 21.25,
        "open": 21.4,
        "high": 22.2,
        "low": 21.25,
        "bid1": 21.39,
        "ask1": 21.43,
        "bid_qty1": 22,
        "ask_qty1": 4
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "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": 3.5095,
      "intraday_vwap": 24.3071,
      "price_vs_vwap_pct": -0.4406,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0042,
        "prev_amount_yi": 0.0029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4483,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 24.2,
            "high": 24.2,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 24.15,
            "high": 24.15,
            "low": 24.15,
            "close": 24.15,
            "amount_yi": 0.0008
          },
          {
            "time": "11:02",
            "open": 24.15,
            "high": 24.15,
            "low": 24.15,
            "close": 24.15,
            "amount_yi": 0.0009
          },
          {
            "time": "11:03",
            "open": 24.11,
            "high": 24.11,
            "low": 24.11,
            "close": 24.11,
            "amount_yi": 0.0007
          },
          {
            "time": "11:05",
            "open": 24.13,
            "high": 24.2,
            "low": 24.13,
            "close": 24.2,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.2,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 23.88,
        "open": 24.03,
        "high": 24.77,
        "low": 23.84,
        "bid1": 24.19,
        "ask1": 24.22,
        "bid_qty1": 27,
        "ask_qty1": 3
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.04,
      "entry_zone_high": 5.2,
      "entry_risk_pct": null,
      "intraday_vwap": 5.2204,
      "price_vs_vwap_pct": -2.1148,
      "energy_floor_hint_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": 0.0955,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0117
          },
          {
            "time": "11:01",
            "open": 5.13,
            "high": 5.13,
            "low": 5.13,
            "close": 5.13,
            "amount_yi": 0.0101
          },
          {
            "time": "11:02",
            "open": 5.13,
            "high": 5.13,
            "low": 5.13,
            "close": 5.13,
            "amount_yi": 0.0134
          },
          {
            "time": "11:03",
            "open": 5.11,
            "high": 5.11,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0034
          },
          {
            "time": "11:05",
            "open": 5.1,
            "high": 5.11,
            "low": 5.1,
            "close": 5.11,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 5.1,
        "open": 5.1,
        "high": 5.49,
        "low": 5.0,
        "bid1": 5.1,
        "ask1": 5.11,
        "bid_qty1": 2309,
        "ask_qty1": 294
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.33,
      "entry_zone_high": 21.97,
      "entry_risk_pct": null,
      "intraday_vwap": 21.9538,
      "price_vs_vwap_pct": -2.2037,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.023,
        "prev_amount_yi": 0.0257,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8949,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 21.45,
            "high": 21.47,
            "low": 21.45,
            "close": 21.47,
            "amount_yi": 0.0052
          },
          {
            "time": "11:01",
            "open": 21.42,
            "high": 21.42,
            "low": 21.42,
            "close": 21.42,
            "amount_yi": 0.004
          },
          {
            "time": "11:02",
            "open": 21.44,
            "high": 21.48,
            "low": 21.44,
            "close": 21.48,
            "amount_yi": 0.0086
          },
          {
            "time": "11:03",
            "open": 21.47,
            "high": 21.47,
            "low": 21.47,
            "close": 21.47,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 21.47,
            "high": 21.47,
            "low": 21.47,
            "close": 21.47,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.47,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 21.58,
        "open": 21.58,
        "high": 22.76,
        "low": 21.37,
        "bid1": 21.47,
        "ask1": 21.49,
        "bid_qty1": 40,
        "ask_qty1": 18
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002365:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002365:VWAP_RECLAIM",
      "symbol": "SZSE.002365",
      "name": "永安药业",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.64,
      "exec_low": 10.8,
      "exec_high": 10.8,
      "invalid_price": 10.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.48,
      "entry_zone_high": 10.8,
      "entry_risk_pct": 3.9106,
      "intraday_vwap": 10.8621,
      "price_vs_vwap_pct": -1.1241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0075,
        "prev_amount_yi": 0.0073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0274,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 10.76,
            "high": 10.77,
            "low": 10.76,
            "close": 10.77,
            "amount_yi": 0.0005
          },
          {
            "time": "11:01",
            "open": 10.75,
            "high": 10.75,
            "low": 10.75,
            "close": 10.75,
            "amount_yi": 0.0022
          },
          {
            "time": "11:02",
            "open": 10.76,
            "high": 10.76,
            "low": 10.74,
            "close": 10.74,
            "amount_yi": 0.0016
          },
          {
            "time": "11:03",
            "open": 10.73,
            "high": 10.73,
            "low": 10.73,
            "close": 10.73,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 10.74,
            "high": 10.74,
            "low": 10.74,
            "close": 10.74,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.74,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 10.62,
        "open": 10.66,
        "high": 11.1,
        "low": 10.58,
        "bid1": 10.73,
        "ask1": 10.74,
        "bid_qty1": 18,
        "ask_qty1": 49
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300636:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300636:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300636",
      "name": "同和药业",
      "side": "BUY",
      "priority": "W78",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.72,
      "exec_low": 6.72,
      "exec_high": 6.82,
      "invalid_price": 6.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.62,
      "entry_zone_high": 6.82,
      "entry_risk_pct": null,
      "intraday_vwap": 6.743,
      "price_vs_vwap_pct": -0.9343,
      "energy_floor_hint_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": 0.0029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:59",
            "open": 6.7,
            "high": 6.7,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0005
          },
          {
            "time": "11:00",
            "open": 6.7,
            "high": 6.7,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0004
          },
          {
            "time": "11:02",
            "open": 6.69,
            "high": 6.69,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0012
          },
          {
            "time": "11:05",
            "open": 6.66,
            "high": 6.68,
            "low": 6.66,
            "close": 6.68,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.68,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 6.69,
        "open": 6.68,
        "high": 6.84,
        "low": 6.61,
        "bid1": 6.68,
        "ask1": 6.69,
        "bid_qty1": 35,
        "ask_qty1": 43
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301075:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.301075:VWAP_RECLAIM",
      "symbol": "SZSE.301075",
      "name": "多瑞医药",
      "side": "BUY",
      "priority": "W79",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.67,
      "entry_zone_high": 61.49,
      "entry_risk_pct": null,
      "intraday_vwap": 60.6432,
      "price_vs_vwap_pct": -0.9782,
      "energy_floor_hint_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": 0.0079,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1266,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 60.71,
            "high": 60.71,
            "low": 60.52,
            "close": 60.52,
            "amount_yi": 0.0021
          },
          {
            "time": "11:01",
            "open": 60.42,
            "high": 60.42,
            "low": 60.42,
            "close": 60.42,
            "amount_yi": 0.0088
          },
          {
            "time": "11:02",
            "open": 60.41,
            "high": 60.41,
            "low": 60.3,
            "close": 60.3,
            "amount_yi": 0.0028
          },
          {
            "time": "11:03",
            "open": 60.3,
            "high": 60.3,
            "low": 60.3,
            "close": 60.3,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 60.05,
            "high": 60.05,
            "low": 60.05,
            "close": 60.05,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 60.05,
        "ts": "2026-07-02T11:05:27",
        "prev_close": 59.76,
        "open": 59.88,
        "high": 62.92,
        "low": 58.91,
        "bid1": 60.05,
        "ask1": 60.12,
        "bid_qty1": 2,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-02T11:05:37",
      "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": 0.0081,
        "prev_amount_yi": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 26.05,
            "high": 26.12,
            "low": 26.05,
            "close": 26.12,
            "amount_yi": 0.0025
          },
          {
            "time": "11:01",
            "open": 26.14,
            "high": 26.14,
            "low": 26.14,
            "close": 26.14,
            "amount_yi": 0.0004
          },
          {
            "time": "11:02",
            "open": 26.14,
            "high": 26.14,
            "low": 26.01,
            "close": 26.01,
            "amount_yi": 0.0039
          },
          {
            "time": "11:03",
            "open": 26.01,
            "high": 26.01,
            "low": 26.01,
            "close": 26.01,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 26.01,
            "high": 26.01,
            "low": 26.01,
            "close": 26.01,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.01,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 26.52,
        "open": 26.65,
        "high": 27.16,
        "low": 25.82,
        "bid1": 26.01,
        "ask1": 26.03,
        "bid_qty1": 12,
        "ask_qty1": 40
      },
      "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": "2026-07-02T11:05:37",
      "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": 110.1518,
      "price_vs_vwap_pct": -4.3956,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3327,
        "prev_amount_yi": 0.2431,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3686,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 105.19,
            "high": 105.19,
            "low": 105.1,
            "close": 105.1,
            "amount_yi": 0.0452
          },
          {
            "time": "11:01",
            "open": 105.05,
            "high": 105.05,
            "low": 105.05,
            "close": 105.05,
            "amount_yi": 0.0338
          },
          {
            "time": "11:02",
            "open": 105.04,
            "high": 105.04,
            "low": 105.0,
            "close": 105.0,
            "amount_yi": 0.0667
          },
          {
            "time": "11:03",
            "open": 104.87,
            "high": 104.87,
            "low": 104.87,
            "close": 104.87,
            "amount_yi": 0.0582
          },
          {
            "time": "11:05",
            "open": 105.0,
            "high": 105.31,
            "low": 105.0,
            "close": 105.31,
            "amount_yi": 0.1288
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 105.31,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 112.57,
        "open": 111.87,
        "high": 117.99,
        "low": 104.8,
        "bid1": 105.3,
        "ask1": 105.31,
        "bid_qty1": 4,
        "ask_qty1": 4
      },
      "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": "2026-07-02T11:05:37",
      "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": 3.6041,
      "intraday_vwap": 19.7362,
      "price_vs_vwap_pct": -0.2341,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0289,
        "prev_amount_yi": 0.0179,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 19.68,
            "high": 19.71,
            "low": 19.68,
            "close": 19.71,
            "amount_yi": 0.0077
          },
          {
            "time": "11:01",
            "open": 19.68,
            "high": 19.68,
            "low": 19.68,
            "close": 19.68,
            "amount_yi": 0.0052
          },
          {
            "time": "11:02",
            "open": 19.7,
            "high": 19.7,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0023
          },
          {
            "time": "11:03",
            "open": 19.68,
            "high": 19.68,
            "low": 19.68,
            "close": 19.68,
            "amount_yi": 0.0014
          },
          {
            "time": "11:05",
            "open": 19.68,
            "high": 19.69,
            "low": 19.68,
            "close": 19.69,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.69,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 19.57,
        "open": 19.35,
        "high": 19.97,
        "low": 19.34,
        "bid1": 19.69,
        "ask1": 19.7,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-07-02T11:05:37",
      "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": 2.9502,
      "intraday_vwap": 9.91,
      "price_vs_vwap_pct": -0.8073,
      "energy_floor_hint_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": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 9.85,
            "high": 9.85,
            "low": 9.85,
            "close": 9.85,
            "amount_yi": 0.0028
          },
          {
            "time": "11:01",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0079
          },
          {
            "time": "11:02",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0008
          },
          {
            "time": "11:03",
            "open": 9.83,
            "high": 9.83,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0007
          },
          {
            "time": "11:05",
            "open": 9.82,
            "high": 9.83,
            "low": 9.82,
            "close": 9.83,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.83,
        "ts": "2026-07-02T11:05:30",
        "prev_close": 9.79,
        "open": 9.76,
        "high": 10.07,
        "low": 9.7,
        "bid1": 9.82,
        "ask1": 9.83,
        "bid_qty1": 2,
        "ask_qty1": 24
      },
      "previous_state": "NEAR_TRIGGER",
      "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": 4.73,
      "exec_high": 4.73,
      "invalid_price": 4.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.59,
      "entry_zone_high": 4.73,
      "entry_risk_pct": 3.6247,
      "intraday_vwap": 4.7308,
      "price_vs_vwap_pct": -1.0738,
      "energy_floor_hint_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": 0.0028,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.75,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 4.68,
            "high": 4.69,
            "low": 4.68,
            "close": 4.69,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 4.68,
            "high": 4.68,
            "low": 4.68,
            "close": 4.68,
            "amount_yi": 0.0002
          },
          {
            "time": "11:02",
            "open": 4.68,
            "high": 4.68,
            "low": 4.68,
            "close": 4.68,
            "amount_yi": 0.0002
          },
          {
            "time": "11:03",
            "open": 4.68,
            "high": 4.68,
            "low": 4.68,
            "close": 4.68,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 4.67,
            "high": 4.68,
            "low": 4.67,
            "close": 4.68,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.68,
        "ts": "2026-07-02T11:05:31",
        "prev_close": 4.63,
        "open": 4.64,
        "high": 4.82,
        "low": 4.58,
        "bid1": 4.68,
        "ask1": 4.69,
        "bid_qty1": 73,
        "ask_qty1": 125
      },
      "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": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.49,
      "entry_zone_high": 3.59,
      "entry_risk_pct": 3.6517,
      "intraday_vwap": 3.5793,
      "price_vs_vwap_pct": -0.8186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0155,
        "prev_amount_yi": 0.0066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3485,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0127
          },
          {
            "time": "11:02",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0005
          },
          {
            "time": "11:03",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.55,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 3.52,
        "open": 3.49,
        "high": 3.63,
        "low": 3.49,
        "bid1": 3.54,
        "ask1": 3.56,
        "bid_qty1": 2123,
        "ask_qty1": 829
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603207:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603207:VWAP_RECLAIM",
      "symbol": "SHSE.603207",
      "name": "小方制药",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.3,
      "exec_low": 23.65,
      "exec_high": 23.65,
      "invalid_price": 22.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 24.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.95,
      "entry_zone_high": 23.65,
      "entry_risk_pct": 4.0747,
      "intraday_vwap": 23.7156,
      "price_vs_vwap_pct": -0.7404,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0033,
        "prev_amount_yi": 0.0037,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8919,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:59",
            "open": 23.59,
            "high": 23.59,
            "low": 23.59,
            "close": 23.59,
            "amount_yi": 0.0003
          },
          {
            "time": "11:00",
            "open": 23.57,
            "high": 23.57,
            "low": 23.57,
            "close": 23.57,
            "amount_yi": 0.001
          },
          {
            "time": "11:01",
            "open": 23.51,
            "high": 23.51,
            "low": 23.51,
            "close": 23.51,
            "amount_yi": 0.0004
          },
          {
            "time": "11:02",
            "open": 23.55,
            "high": 23.57,
            "low": 23.55,
            "close": 23.57,
            "amount_yi": 0.0006
          },
          {
            "time": "11:05",
            "open": 23.56,
            "high": 23.56,
            "low": 23.54,
            "close": 23.54,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.54,
        "ts": "2026-07-02T11:05:32",
        "prev_close": 23.26,
        "open": 23.38,
        "high": 24.09,
        "low": 23.26,
        "bid1": 23.54,
        "ask1": 23.56,
        "bid_qty1": 3,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600062:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600062:VWAP_RECLAIM",
      "symbol": "SHSE.600062",
      "name": "华润双鹤",
      "side": "BUY",
      "priority": "W87",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.66,
      "exec_low": 16.91,
      "exec_high": 16.91,
      "invalid_price": 16.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 3.3493,
      "intraday_vwap": 16.7586,
      "price_vs_vwap_pct": -0.2303,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0185,
        "prev_amount_yi": 0.0129,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 16.76,
            "high": 16.76,
            "low": 16.75,
            "close": 16.75,
            "amount_yi": 0.0031
          },
          {
            "time": "11:01",
            "open": 16.73,
            "high": 16.73,
            "low": 16.73,
            "close": 16.73,
            "amount_yi": 0.0012
          },
          {
            "time": "11:02",
            "open": 16.73,
            "high": 16.73,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.0037
          },
          {
            "time": "11:03",
            "open": 16.71,
            "high": 16.71,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.0003
          },
          {
            "time": "11:05",
            "open": 16.71,
            "high": 16.72,
            "low": 16.71,
            "close": 16.72,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.72,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 16.63,
        "open": 16.56,
        "high": 16.96,
        "low": 16.52,
        "bid1": 16.71,
        "ask1": 16.72,
        "bid_qty1": 84,
        "ask_qty1": 441
      },
      "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": "2026-07-02T11:05:37",
      "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": 3.132,
      "intraday_vwap": 4.5032,
      "price_vs_vwap_pct": -0.7373,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0094,
        "prev_amount_yi": 0.0036,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6111,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.003
          },
          {
            "time": "11:01",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0021
          },
          {
            "time": "11:02",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0015
          },
          {
            "time": "11:03",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0006
          },
          {
            "time": "11:05",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.47,
        "ts": "2026-07-02T11:05:37",
        "prev_close": 4.46,
        "open": 4.46,
        "high": 4.58,
        "low": 4.42,
        "bid1": 4.46,
        "ask1": 4.47,
        "bid_qty1": 633,
        "ask_qty1": 165
      },
      "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": "2026-07-02T11:05:37",
      "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": 4.3711,
      "intraday_vwap": 11.2128,
      "price_vs_vwap_pct": -0.2033,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0216,
        "prev_amount_yi": 0.0106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 11.21,
            "high": 11.21,
            "low": 11.21,
            "close": 11.21,
            "amount_yi": 0.002
          },
          {
            "time": "11:01",
            "open": 11.23,
            "high": 11.23,
            "low": 11.23,
            "close": 11.23,
            "amount_yi": 0.0014
          },
          {
            "time": "11:02",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0006
          },
          {
            "time": "11:03",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 11.21,
            "high": 11.21,
            "low": 11.19,
            "close": 11.19,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.19,
        "ts": "2026-07-02T11:05:27",
        "prev_close": 11.0,
        "open": 10.86,
        "high": 11.55,
        "low": 10.84,
        "bid1": 11.19,
        "ask1": 11.21,
        "bid_qty1": 25,
        "ask_qty1": 27
      },
      "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": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 8.64,
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4644,
        "prev_amount_yi": 0.281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6527,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 8.55,
            "high": 8.55,
            "low": 8.52,
            "close": 8.52,
            "amount_yi": 0.0645
          },
          {
            "time": "11:01",
            "open": 8.59,
            "high": 8.59,
            "low": 8.59,
            "close": 8.59,
            "amount_yi": 0.0925
          },
          {
            "time": "11:02",
            "open": 8.57,
            "high": 8.61,
            "low": 8.57,
            "close": 8.61,
            "amount_yi": 0.0343
          },
          {
            "time": "11:03",
            "open": 8.61,
            "high": 8.61,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.0285
          },
          {
            "time": "11:05",
            "open": 8.71,
            "high": 8.78,
            "low": 8.71,
            "close": 8.78,
            "amount_yi": 0.2446
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.78,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 8.17,
        "open": 8.06,
        "high": 8.83,
        "low": 7.93,
        "bid1": 8.77,
        "ask1": 8.78,
        "bid_qty1": 248,
        "ask_qty1": 494
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-02T11:05:37",
      "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": 67.9457,
      "price_vs_vwap_pct": -2.1572,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1149,
        "prev_amount_yi": 0.13,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8838,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 66.47,
            "high": 66.5,
            "low": 66.47,
            "close": 66.5,
            "amount_yi": 0.011
          },
          {
            "time": "11:01",
            "open": 66.64,
            "high": 66.64,
            "low": 66.64,
            "close": 66.64,
            "amount_yi": 0.0107
          },
          {
            "time": "11:02",
            "open": 66.55,
            "high": 66.55,
            "low": 66.4,
            "close": 66.4,
            "amount_yi": 0.0426
          },
          {
            "time": "11:03",
            "open": 66.38,
            "high": 66.38,
            "low": 66.38,
            "close": 66.38,
            "amount_yi": 0.0159
          },
          {
            "time": "11:05",
            "open": 66.53,
            "high": 66.53,
            "low": 66.48,
            "close": 66.48,
            "amount_yi": 0.0347
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 66.48,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 67.95,
        "open": 67.0,
        "high": 70.22,
        "low": 66.1,
        "bid1": 66.48,
        "ask1": 66.54,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "sim_reason": "invalid_price_broken",
      "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": 0.0302,
        "prev_amount_yi": 0.0281,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0747,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 29.09,
            "high": 29.15,
            "low": 29.09,
            "close": 29.15,
            "amount_yi": 0.0044
          },
          {
            "time": "11:01",
            "open": 29.18,
            "high": 29.18,
            "low": 29.18,
            "close": 29.18,
            "amount_yi": 0.005
          },
          {
            "time": "11:02",
            "open": 29.19,
            "high": 29.19,
            "low": 29.06,
            "close": 29.06,
            "amount_yi": 0.0121
          },
          {
            "time": "11:03",
            "open": 29.06,
            "high": 29.06,
            "low": 29.06,
            "close": 29.06,
            "amount_yi": 0.0018
          },
          {
            "time": "11:05",
            "open": 29.06,
            "high": 29.09,
            "low": 29.06,
            "close": 29.09,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.09,
        "ts": "2026-07-02T11:05:35",
        "prev_close": 29.57,
        "open": 29.84,
        "high": 30.87,
        "low": 28.91,
        "bid1": 29.07,
        "ask1": 29.11,
        "bid_qty1": 10,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T11:05:37",
      "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": 3.1309,
      "intraday_vwap": 10.604,
      "price_vs_vwap_pct": -0.6978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.03,
        "prev_amount_yi": 0.0229,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.31,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 10.56,
            "high": 10.56,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0065
          },
          {
            "time": "11:01",
            "open": 10.55,
            "high": 10.55,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0017
          },
          {
            "time": "11:02",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0018
          },
          {
            "time": "11:03",
            "open": 10.55,
            "high": 10.55,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0005
          },
          {
            "time": "11:05",
            "open": 10.53,
            "high": 10.53,
            "low": 10.53,
            "close": 10.53,
            "amount_yi": 0.0195
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.53,
        "ts": "2026-07-02T11:05:38",
        "prev_close": 10.53,
        "open": 10.5,
        "high": 10.74,
        "low": 10.48,
        "bid1": 10.53,
        "ask1": 10.54,
        "bid_qty1": 411,
        "ask_qty1": 125
      },
      "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": 8.59,
      "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": "2026-07-02T11:05:37",
      "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": 4.6512,
      "intraday_vwap": 8.5886,
      "price_vs_vwap_pct": 0.0163,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.001,
        "prev_amount_yi": 0.0037,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2703,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 8.6,
            "high": 8.6,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.0002
          },
          {
            "time": "11:01",
            "open": 8.58,
            "high": 8.58,
            "low": 8.58,
            "close": 8.58,
            "amount_yi": 0.0001
          },
          {
            "time": "11:02",
            "open": 8.58,
            "high": 8.59,
            "low": 8.58,
            "close": 8.59,
            "amount_yi": 0.0004
          },
          {
            "time": "11:03",
            "open": 8.58,
            "high": 8.58,
            "low": 8.58,
            "close": 8.58,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 8.58,
            "high": 8.59,
            "low": 8.58,
            "close": 8.59,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.59,
        "ts": "2026-07-02T11:05:32",
        "prev_close": 8.42,
        "open": 8.54,
        "high": 8.71,
        "low": 8.29,
        "bid1": 8.59,
        "ask1": 8.6,
        "bid_qty1": 2,
        "ask_qty1": 21
      },
      "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": "2026-07-02T11:05:37",
      "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": 8.4038,
      "price_vs_vwap_pct": 0.5498,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0169,
        "prev_amount_yi": 0.016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0562,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 8.44,
            "high": 8.46,
            "low": 8.44,
            "close": 8.46,
            "amount_yi": 0.0024
          },
          {
            "time": "11:01",
            "open": 8.46,
            "high": 8.46,
            "low": 8.46,
            "close": 8.46,
            "amount_yi": 0.0047
          },
          {
            "time": "11:02",
            "open": 8.46,
            "high": 8.46,
            "low": 8.44,
            "close": 8.44,
            "amount_yi": 0.0008
          },
          {
            "time": "11:03",
            "open": 8.45,
            "high": 8.45,
            "low": 8.45,
            "close": 8.45,
            "amount_yi": 0.0012
          },
          {
            "time": "11:05",
            "open": 8.45,
            "high": 8.45,
            "low": 8.45,
            "close": 8.45,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.45,
        "ts": "2026-07-02T11:05:38",
        "prev_close": 8.23,
        "open": 8.21,
        "high": 8.51,
        "low": 8.2,
        "bid1": 8.44,
        "ask1": 8.45,
        "bid_qty1": 103,
        "ask_qty1": 43
      },
      "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": "2026-07-02T11:05:37",
      "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": 3.3081,
      "intraday_vwap": 25.1778,
      "price_vs_vwap_pct": -0.4679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0091,
        "prev_amount_yi": 0.0065,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 25.12,
            "high": 25.12,
            "low": 25.08,
            "close": 25.08,
            "amount_yi": 0.0008
          },
          {
            "time": "11:01",
            "open": 25.07,
            "high": 25.07,
            "low": 25.07,
            "close": 25.07,
            "amount_yi": 0.0035
          },
          {
            "time": "11:02",
            "open": 25.11,
            "high": 25.11,
            "low": 25.07,
            "close": 25.07,
            "amount_yi": 0.0007
          },
          {
            "time": "11:03",
            "open": 25.04,
            "high": 25.04,
            "low": 25.04,
            "close": 25.04,
            "amount_yi": 0.0011
          },
          {
            "time": "11:05",
            "open": 25.04,
            "high": 25.06,
            "low": 25.04,
            "close": 25.06,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.06,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 24.95,
        "open": 24.78,
        "high": 25.69,
        "low": 24.63,
        "bid1": 25.07,
        "ask1": 25.09,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "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": "2026-07-02T11:05:37",
      "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": 42.7151,
      "price_vs_vwap_pct": -1.5102,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.023,
        "prev_amount_yi": 0.0261,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8812,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 42.06,
            "high": 42.06,
            "low": 42.04,
            "close": 42.04,
            "amount_yi": 0.0064
          },
          {
            "time": "11:01",
            "open": 42.1,
            "high": 42.1,
            "low": 42.1,
            "close": 42.1,
            "amount_yi": 0.0046
          },
          {
            "time": "11:02",
            "open": 42.16,
            "high": 42.16,
            "low": 42.13,
            "close": 42.13,
            "amount_yi": 0.002
          },
          {
            "time": "11:03",
            "open": 42.13,
            "high": 42.13,
            "low": 42.13,
            "close": 42.13,
            "amount_yi": 0.0016
          },
          {
            "time": "11:05",
            "open": 42.09,
            "high": 42.09,
            "low": 42.07,
            "close": 42.07,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 42.07,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 42.66,
        "open": 42.3,
        "high": 43.96,
        "low": 41.84,
        "bid1": 42.06,
        "ask1": 42.07,
        "bid_qty1": 11,
        "ask_qty1": 47
      },
      "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": "2026-07-02T11:05:37",
      "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": 14.632,
      "price_vs_vwap_pct": -1.3805,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0304,
        "prev_amount_yi": 0.0256,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 14.53,
            "high": 14.53,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.0035
          },
          {
            "time": "11:01",
            "open": 14.51,
            "high": 14.51,
            "low": 14.51,
            "close": 14.51,
            "amount_yi": 0.0031
          },
          {
            "time": "11:02",
            "open": 14.52,
            "high": 14.52,
            "low": 14.51,
            "close": 14.51,
            "amount_yi": 0.0034
          },
          {
            "time": "11:03",
            "open": 14.5,
            "high": 14.5,
            "low": 14.5,
            "close": 14.5,
            "amount_yi": 0.003
          },
          {
            "time": "11:05",
            "open": 14.44,
            "high": 14.44,
            "low": 14.43,
            "close": 14.43,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.43,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 14.72,
        "open": 14.45,
        "high": 15.08,
        "low": 14.33,
        "bid1": 14.44,
        "ask1": 14.45,
        "bid_qty1": 50,
        "ask_qty1": 9
      },
      "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": "2026-07-02T11:05:37",
      "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": 5.2301,
      "intraday_vwap": 4.7694,
      "price_vs_vwap_pct": 0.0126,
      "energy_floor_hint_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": 0.0008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.001
          },
          {
            "time": "10:53",
            "open": 4.79,
            "high": 4.79,
            "low": 4.79,
            "close": 4.79,
            "amount_yi": 0.0006
          },
          {
            "time": "10:54",
            "open": 4.79,
            "high": 4.79,
            "low": 4.79,
            "close": 4.79,
            "amount_yi": 0.0001
          },
          {
            "time": "10:57",
            "open": 4.79,
            "high": 4.79,
            "low": 4.78,
            "close": 4.78,
            "amount_yi": 0.0005
          },
          {
            "time": "11:03",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0001
          }
        ]
      },
      "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": "2026-07-02T11:05:06",
        "prev_close": 4.66,
        "open": 4.66,
        "high": 4.84,
        "low": 4.64,
        "bid1": 4.77,
        "ask1": 4.78,
        "bid_qty1": 175,
        "ask_qty1": 33
      },
      "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": "2026-07-02T11:05:37",
      "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": 9.3174,
      "price_vs_vwap_pct": 0.9938,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0107,
        "prev_amount_yi": 0.0057,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8772,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0027
          },
          {
            "time": "11:01",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0038
          },
          {
            "time": "11:02",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0021
          },
          {
            "time": "11:03",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 8.55,
        "open": 9.21,
        "high": 9.41,
        "low": 9.0,
        "bid1": 9.41,
        "ask1": 0.0,
        "bid_qty1": 124002,
        "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": "2026-07-02T11:05:37",
      "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": 4.8442,
      "price_vs_vwap_pct": -1.3253,
      "energy_floor_hint_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": 0.008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0049
          },
          {
            "time": "11:01",
            "open": 4.78,
            "high": 4.78,
            "low": 4.78,
            "close": 4.78,
            "amount_yi": 0.0033
          },
          {
            "time": "11:02",
            "open": 4.78,
            "high": 4.79,
            "low": 4.78,
            "close": 4.79,
            "amount_yi": 0.0002
          },
          {
            "time": "11:03",
            "open": 4.78,
            "high": 4.78,
            "low": 4.78,
            "close": 4.78,
            "amount_yi": 0.0036
          },
          {
            "time": "11:05",
            "open": 4.79,
            "high": 4.79,
            "low": 4.78,
            "close": 4.78,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.78,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 4.74,
        "open": 4.77,
        "high": 4.95,
        "low": 4.74,
        "bid1": 4.78,
        "ask1": 4.79,
        "bid_qty1": 673,
        "ask_qty1": 449
      },
      "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": "2026-07-02T11:05:37",
      "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": 11.8651,
      "price_vs_vwap_pct": -0.4644,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0112,
        "prev_amount_yi": 0.0118,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9492,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 11.82,
            "high": 11.83,
            "low": 11.82,
            "close": 11.83,
            "amount_yi": 0.0023
          },
          {
            "time": "11:01",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.002
          },
          {
            "time": "11:02",
            "open": 11.82,
            "high": 11.82,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0026
          },
          {
            "time": "11:03",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0013
          },
          {
            "time": "11:05",
            "open": 11.78,
            "high": 11.81,
            "low": 11.78,
            "close": 11.81,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.81,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 11.61,
        "open": 11.79,
        "high": 12.02,
        "low": 11.65,
        "bid1": 11.81,
        "ask1": 11.82,
        "bid_qty1": 5,
        "ask_qty1": 8
      },
      "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": "2026-07-02T11:05:37",
      "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": 2.9965,
      "price_vs_vwap_pct": -1.8855,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0265,
        "prev_amount_yi": 0.0171,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 2.96,
            "high": 2.96,
            "low": 2.96,
            "close": 2.96,
            "amount_yi": 0.0048
          },
          {
            "time": "11:01",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0034
          },
          {
            "time": "11:02",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0052
          },
          {
            "time": "11:03",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0033
          },
          {
            "time": "11:05",
            "open": 2.95,
            "high": 2.95,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:35",
        "prev_close": 2.95,
        "open": 2.99,
        "high": 3.06,
        "low": 2.93,
        "bid1": 2.94,
        "ask1": 2.95,
        "bid_qty1": 2273,
        "ask_qty1": 1248
      },
      "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": "2026-07-02T11:05:37",
      "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": 2.3631,
      "price_vs_vwap_pct": -3.0934,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0346,
        "prev_amount_yi": 0.015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3067,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 2.31,
            "high": 2.31,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0039
          },
          {
            "time": "11:01",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0015
          },
          {
            "time": "11:02",
            "open": 2.31,
            "high": 2.31,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0016
          },
          {
            "time": "11:03",
            "open": 2.29,
            "high": 2.29,
            "low": 2.29,
            "close": 2.29,
            "amount_yi": 0.0229
          },
          {
            "time": "11:05",
            "open": 2.3,
            "high": 2.3,
            "low": 2.29,
            "close": 2.29,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.29,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 2.32,
        "open": 2.37,
        "high": 2.42,
        "low": 2.29,
        "bid1": 2.29,
        "ask1": 2.3,
        "bid_qty1": 4714,
        "ask_qty1": 14949
      },
      "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": "2026-07-02T11:05:37",
      "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": 6.9478,
      "price_vs_vwap_pct": -2.4152,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0392,
        "prev_amount_yi": 0.0822,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4769,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 6.77,
            "high": 6.77,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0089
          },
          {
            "time": "11:01",
            "open": 6.76,
            "high": 6.76,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0129
          },
          {
            "time": "11:02",
            "open": 6.78,
            "high": 6.78,
            "low": 6.78,
            "close": 6.78,
            "amount_yi": 0.0075
          },
          {
            "time": "11:03",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0025
          },
          {
            "time": "11:05",
            "open": 6.78,
            "high": 6.78,
            "low": 6.78,
            "close": 6.78,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.78,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 6.9,
        "open": 6.96,
        "high": 7.1,
        "low": 6.73,
        "bid1": 6.77,
        "ask1": 6.78,
        "bid_qty1": 2409,
        "ask_qty1": 1329
      },
      "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": "2026-07-02T11:05:37",
      "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": 7.9521,
      "price_vs_vwap_pct": -1.7869,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0248,
        "prev_amount_yi": 0.0154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6104,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 7.8,
            "high": 7.8,
            "low": 7.79,
            "close": 7.79,
            "amount_yi": 0.0046
          },
          {
            "time": "11:01",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0098
          },
          {
            "time": "11:02",
            "open": 7.81,
            "high": 7.81,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0049
          },
          {
            "time": "11:03",
            "open": 7.8,
            "high": 7.8,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0005
          },
          {
            "time": "11:05",
            "open": 7.8,
            "high": 7.81,
            "low": 7.8,
            "close": 7.81,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.81,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 8.02,
        "open": 8.0,
        "high": 8.2,
        "low": 7.77,
        "bid1": 7.8,
        "ask1": 7.81,
        "bid_qty1": 295,
        "ask_qty1": 569
      },
      "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": "2026-07-02T11:05:37",
      "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": 4.164,
      "price_vs_vwap_pct": -1.7771,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.048,
        "prev_amount_yi": 0.0476,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0084,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:00",
            "open": 4.07,
            "high": 4.07,
            "low": 4.06,
            "close": 4.06,
            "amount_yi": 0.0026
          },
          {
            "time": "11:01",
            "open": 4.06,
            "high": 4.06,
            "low": 4.06,
            "close": 4.06,
            "amount_yi": 0.003
          },
          {
            "time": "11:02",
            "open": 4.07,
            "high": 4.1,
            "low": 4.07,
            "close": 4.1,
            "amount_yi": 0.019
          },
          {
            "time": "11:03",
            "open": 4.1,
            "high": 4.1,
            "low": 4.1,
            "close": 4.1,
            "amount_yi": 0.0065
          },
          {
            "time": "11:05",
            "open": 4.09,
            "high": 4.09,
            "low": 4.09,
            "close": 4.09,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.09,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 4.06,
        "open": 4.13,
        "high": 4.35,
        "low": 4.0,
        "bid1": 4.08,
        "ask1": 4.09,
        "bid_qty1": 356,
        "ask_qty1": 320
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002726:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002726:VWAP_RECLAIM",
      "symbol": "SZSE.002726",
      "name": "ST龙大",
      "side": "BUY",
      "priority": "W108",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 1.24,
      "exec_low": 1.26,
      "exec_high": 1.26,
      "invalid_price": 1.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 1.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 1.22,
      "entry_zone_high": 1.26,
      "entry_risk_pct": 4.7619,
      "intraday_vwap": 1.2568,
      "price_vs_vwap_pct": 0.2546,
      "energy_floor_hint_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": 0.0188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 1.26,
            "high": 1.27,
            "low": 1.26,
            "close": 1.27,
            "amount_yi": 0.0045
          },
          {
            "time": "11:01",
            "open": 1.25,
            "high": 1.25,
            "low": 1.25,
            "close": 1.25,
            "amount_yi": 0.0033
          },
          {
            "time": "11:02",
            "open": 1.25,
            "high": 1.26,
            "low": 1.25,
            "close": 1.26,
            "amount_yi": 0.0033
          },
          {
            "time": "11:03",
            "open": 1.26,
            "high": 1.26,
            "low": 1.26,
            "close": 1.26,
            "amount_yi": 0.0012
          },
          {
            "time": "11:05",
            "open": 1.26,
            "high": 1.26,
            "low": 1.26,
            "close": 1.26,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43788.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1.26,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 1.22,
        "open": 1.21,
        "high": 1.28,
        "low": 1.2,
        "bid1": 1.25,
        "ask1": 1.26,
        "bid_qty1": 14155,
        "ask_qty1": 7834
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002567:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002567:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002567",
      "name": "唐人神",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 3.69,
      "exec_low": 3.69,
      "exec_high": 3.75,
      "invalid_price": 3.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 3.5772,
      "price_vs_vwap_pct": -1.8786,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0052,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3333,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 3.51,
            "high": 3.52,
            "low": 3.51,
            "close": 3.52,
            "amount_yi": 0.0015
          },
          {
            "time": "11:01",
            "open": 3.52,
            "high": 3.52,
            "low": 3.52,
            "close": 3.52,
            "amount_yi": 0.0011
          },
          {
            "time": "11:02",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0011
          },
          {
            "time": "11:03",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0004
          },
          {
            "time": "11:05",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.51,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 3.57,
        "open": 3.62,
        "high": 3.65,
        "low": 3.5,
        "bid1": 3.51,
        "ask1": 3.52,
        "bid_qty1": 2189,
        "ask_qty1": 1591
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000529:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.000529:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000529",
      "name": "广弘控股",
      "side": "BUY",
      "priority": "W110",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 4.55,
      "exec_low": 4.55,
      "exec_high": 4.62,
      "invalid_price": 4.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.48,
      "entry_zone_high": 4.62,
      "entry_risk_pct": null,
      "intraday_vwap": 4.5073,
      "price_vs_vwap_pct": -0.3838,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.002,
        "prev_amount_yi": 0.0021,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9524,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:58",
            "open": 4.48,
            "high": 4.49,
            "low": 4.48,
            "close": 4.49,
            "amount_yi": 0.0002
          },
          {
            "time": "10:59",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0002
          },
          {
            "time": "11:00",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0012
          },
          {
            "time": "11:01",
            "open": 4.5,
            "high": 4.5,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.49,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 4.49,
        "open": 4.49,
        "high": 4.58,
        "low": 4.44,
        "bid1": 4.48,
        "ask1": 4.49,
        "bid_qty1": 52,
        "ask_qty1": 35
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000735:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000735:VWAP_RECLAIM",
      "symbol": "SZSE.000735",
      "name": "罗 牛 山",
      "side": "BUY",
      "priority": "W111",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.13,
      "exec_low": 5.21,
      "exec_high": 5.21,
      "invalid_price": 4.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.05,
      "entry_zone_high": 5.21,
      "entry_risk_pct": null,
      "intraday_vwap": 5.099,
      "price_vs_vwap_pct": -0.7649,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0089,
        "prev_amount_yi": 0.0179,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 5.07,
            "high": 5.08,
            "low": 5.07,
            "close": 5.08,
            "amount_yi": 0.0036
          },
          {
            "time": "11:01",
            "open": 5.07,
            "high": 5.07,
            "low": 5.07,
            "close": 5.07,
            "amount_yi": 0.0028
          },
          {
            "time": "11:02",
            "open": 5.07,
            "high": 5.07,
            "low": 5.07,
            "close": 5.07,
            "amount_yi": 0.001
          },
          {
            "time": "11:03",
            "open": 5.06,
            "high": 5.06,
            "low": 5.06,
            "close": 5.06,
            "amount_yi": 0.0003
          },
          {
            "time": "11:05",
            "open": 5.07,
            "high": 5.07,
            "low": 5.06,
            "close": 5.06,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.06,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 4.98,
        "open": 5.05,
        "high": 5.2,
        "low": 5.0,
        "bid1": 5.06,
        "ask1": 5.07,
        "bid_qty1": 3668,
        "ask_qty1": 920
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600073:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600073:VWAP_RECLAIM",
      "symbol": "SHSE.600073",
      "name": "光明肉业",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.99,
      "exec_low": 5.06,
      "exec_high": 5.06,
      "invalid_price": 4.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 4.9265,
      "price_vs_vwap_pct": -0.5379,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0015,
        "prev_amount_yi": 0.0068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2206,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:59",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0003
          },
          {
            "time": "11:00",
            "open": 4.9,
            "high": 4.91,
            "low": 4.9,
            "close": 4.91,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0001
          },
          {
            "time": "11:02",
            "open": 4.89,
            "high": 4.9,
            "low": 4.89,
            "close": 4.9,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 4.89,
            "high": 4.9,
            "low": 4.89,
            "close": 4.9,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:35",
        "prev_close": 4.88,
        "open": 4.94,
        "high": 5.01,
        "low": 4.84,
        "bid1": 4.89,
        "ask1": 4.9,
        "bid_qty1": 235,
        "ask_qty1": 215
      },
      "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": "2026-07-02T11:05:37",
      "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": 11.4981,
      "price_vs_vwap_pct": -0.0704,
      "energy_floor_hint_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": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 11.5,
            "high": 11.51,
            "low": 11.5,
            "close": 11.51,
            "amount_yi": 0.0016
          },
          {
            "time": "11:01",
            "open": 11.49,
            "high": 11.49,
            "low": 11.49,
            "close": 11.49,
            "amount_yi": 0.0014
          },
          {
            "time": "11:02",
            "open": 11.5,
            "high": 11.5,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.001
          },
          {
            "time": "11:03",
            "open": 11.47,
            "high": 11.47,
            "low": 11.47,
            "close": 11.47,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 11.47,
            "high": 11.49,
            "low": 11.47,
            "close": 11.49,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.49,
        "ts": "2026-07-02T11:05:38",
        "prev_close": 11.41,
        "open": 11.45,
        "high": 11.67,
        "low": 11.3,
        "bid1": 11.48,
        "ask1": 11.5,
        "bid_qty1": 30,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.001201:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.001201:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.001201",
      "name": "东瑞股份",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.63,
      "exec_low": 11.63,
      "exec_high": 11.8,
      "invalid_price": 11.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 11.4418,
      "price_vs_vwap_pct": -0.3653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0018,
        "prev_amount_yi": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9474,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 11.4,
            "high": 11.4,
            "low": 11.39,
            "close": 11.39,
            "amount_yi": 0.0005
          },
          {
            "time": "11:01",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0002
          },
          {
            "time": "11:02",
            "open": 11.4,
            "high": 11.4,
            "low": 11.39,
            "close": 11.39,
            "amount_yi": 0.0004
          },
          {
            "time": "11:03",
            "open": 11.39,
            "high": 11.39,
            "low": 11.39,
            "close": 11.39,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.4,
        "ts": "2026-07-02T11:05:18",
        "prev_close": 11.42,
        "open": 11.4,
        "high": 11.57,
        "low": 11.31,
        "bid1": 11.39,
        "ask1": 11.4,
        "bid_qty1": 19,
        "ask_qty1": 37
      },
      "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": "2026-07-02T11:05:37",
      "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": 6.4366,
      "price_vs_vwap_pct": 3.4708,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0029,
        "prev_amount_yi": 0.0013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0001
          },
          {
            "time": "11:01",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0001
          },
          {
            "time": "11:02",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0005
          },
          {
            "time": "11:03",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0001
          },
          {
            "time": "11:05",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:33",
        "prev_close": 6.05,
        "open": 6.13,
        "high": 6.66,
        "low": 6.09,
        "bid1": 6.66,
        "ask1": 0.0,
        "bid_qty1": 186107,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002330:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002330:VWAP_RECLAIM",
      "symbol": "SZSE.002330",
      "name": "得利斯",
      "side": "BUY",
      "priority": "W116",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.69,
      "exec_low": 3.75,
      "exec_high": 3.75,
      "invalid_price": 3.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.63,
      "entry_zone_high": 3.75,
      "entry_risk_pct": null,
      "intraday_vwap": 3.6527,
      "price_vs_vwap_pct": -1.4428,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.003,
        "prev_amount_yi": 0.0046,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 3.62,
            "high": 3.62,
            "low": 3.61,
            "close": 3.61,
            "amount_yi": 0.0002
          },
          {
            "time": "11:01",
            "open": 3.61,
            "high": 3.61,
            "low": 3.61,
            "close": 3.61,
            "amount_yi": 0.0001
          },
          {
            "time": "11:02",
            "open": 3.61,
            "high": 3.62,
            "low": 3.61,
            "close": 3.62,
            "amount_yi": 0.0004
          },
          {
            "time": "11:03",
            "open": 3.61,
            "high": 3.61,
            "low": 3.61,
            "close": 3.61,
            "amount_yi": 0.0019
          },
          {
            "time": "11:05",
            "open": 3.61,
            "high": 3.61,
            "low": 3.6,
            "close": 3.6,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.6,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 3.63,
        "open": 3.63,
        "high": 3.72,
        "low": 3.58,
        "bid1": 3.6,
        "ask1": 3.61,
        "bid_qty1": 680,
        "ask_qty1": 245
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002157:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002157:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002157",
      "name": "正邦科技",
      "side": "BUY",
      "priority": "W117",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 3.05,
      "exec_low": 3.05,
      "exec_high": 3.1,
      "invalid_price": 2.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "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": 2.9594,
      "price_vs_vwap_pct": -1.6693,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1127,
        "prev_amount_yi": 0.0433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6028,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 2.93,
            "high": 2.93,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0061
          },
          {
            "time": "11:01",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0879
          },
          {
            "time": "11:02",
            "open": 2.91,
            "high": 2.91,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0069
          },
          {
            "time": "11:03",
            "open": 2.92,
            "high": 2.92,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0045
          },
          {
            "time": "11:05",
            "open": 2.92,
            "high": 2.92,
            "low": 2.91,
            "close": 2.91,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.91,
        "ts": "2026-07-02T11:05:36",
        "prev_close": 2.99,
        "open": 3.01,
        "high": 3.02,
        "low": 2.91,
        "bid1": 2.91,
        "ask1": 2.92,
        "bid_qty1": 38186,
        "ask_qty1": 6099
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.001366:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.001366:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.001366",
      "name": "播恩集团",
      "side": "BUY",
      "priority": "W118",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 11.64,
      "exec_low": 11.64,
      "exec_high": 11.81,
      "invalid_price": 11.29,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.47,
      "entry_zone_high": 11.81,
      "entry_risk_pct": null,
      "intraday_vwap": 11.4815,
      "price_vs_vwap_pct": -0.3615,
      "energy_floor_hint_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": 0.009,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:00",
            "open": 11.48,
            "high": 11.48,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0009
          },
          {
            "time": "11:01",
            "open": 11.44,
            "high": 11.44,
            "low": 11.44,
            "close": 11.44,
            "amount_yi": 0.0004
          },
          {
            "time": "11:02",
            "open": 11.43,
            "high": 11.43,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0015
          },
          {
            "time": "11:03",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 11.42,
            "high": 11.44,
            "low": 11.42,
            "close": 11.44,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "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": "2026-07-02T11:05:36",
        "prev_close": 11.43,
        "open": 11.43,
        "high": 11.75,
        "low": 10.89,
        "bid1": 11.43,
        "ask1": 11.44,
        "bid_qty1": 22,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000702:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000702:VWAP_RECLAIM",
      "symbol": "SZSE.000702",
      "name": "正虹科技",
      "side": "BUY",
      "priority": "W119",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.36,
      "exec_low": 5.44,
      "exec_high": 5.44,
      "invalid_price": 5.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T11:05:37",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.28,
      "entry_zone_high": 5.44,
      "entry_risk_pct": null,
      "intraday_vwap": 5.2863,
      "price_vs_vwap_pct": -0.6867,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0082,
        "prev_amount_yi": 0.0065,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:00",
            "open": 5.26,
            "high": 5.26,
            "low": 5.26,
            "close": 5.26,
            "amount_yi": 0.0019
          },
          {
            "time": "11:01",
            "open": 5.25,
            "high": 5.25,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.002
          },
          {
            "time": "11:02",
            "open": 5.25,
            "high": 5.26,
            "low": 5.25,
            "close": 5.26,
            "amount_yi": 0.0002
          },
          {
            "time": "11:03",
            "open": 5.25,
            "high": 5.25,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.0018
          },
          {
            "time": "11:05",
            "open": 5.24,
            "high": 5.25,
            "low": 5.24,
            "close": 5.25,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87576.0,
      "current_position_value": 0.0,
      "cash_before_order": 417502.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.25,
        "ts": "2026-07-02T11:05:33",
        "prev_close": 5.19,
        "open": 5.22,
        "high": 5.39,
        "low": 5.17,
        "bid1": 5.25,
        "ask1": 5.26,
        "bid_qty1": 41,
        "ask_qty1": 92
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 417502.0,
    "market_value": 677260.84,
    "total_value": 1094762.8399999999,
    "unrealized_pnl": 57811.832749407884,
    "unrealized_pnl_pct_of_initial": 5.781183274940789,
    "realized_pnl": 36951.00725059197,
    "realized_pnl_pct_of_initial": 3.6951007250591963,
    "total_pnl": 94762.83999999985,
    "total_pnl_pct": 9.476283999999978
  },
  "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": "2026-07-02T11:05:37",
      "prev_close": 3.69,
      "holding_days": 1,
      "position_pct_of_total": 14.240892575418435
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 137.28,
      "market_value": 137691.84,
      "unrealized_pnl": 13034.499416074594,
      "unrealized_pnl_pct": 10.45626302872964,
      "updated_at": "2026-07-02T11:05:37",
      "prev_close": 118.22,
      "holding_days": 1,
      "position_pct_of_total": 12.577321312805978
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1000,
      "sellable_qty": 1000,
      "avg_cost": 110.65,
      "last_price": 121.21,
      "market_value": 121210.0,
      "unrealized_pnl": 10559.999999999987,
      "unrealized_pnl_pct": 9.54360596475372,
      "updated_at": "2026-07-02T11:05:37",
      "prev_close": 126.02,
      "holding_days": 10,
      "position_pct_of_total": 11.071804373630368
    },
    {
      "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": "2026-07-02T11:05:37",
      "prev_close": 57.48,
      "holding_days": 1,
      "position_pct_of_total": 6.353248161035499
    },
    {
      "symbol": "SZSE.002915",
      "name": "中欣氟材",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.62,
      "last_price": 22.68,
      "market_value": 63504.0,
      "unrealized_pnl": 167.99999999999642,
      "unrealized_pnl_pct": 0.2652519893899141,
      "updated_at": "2026-07-02T11:05:37",
      "prev_close": 22.02,
      "holding_days": 0,
      "position_pct_of_total": 5.800708398176906
    },
    {
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.5,
      "last_price": 22.13,
      "market_value": 61964.0,
      "unrealized_pnl": -1036.0000000000027,
      "unrealized_pnl_pct": -1.6444444444444484,
      "updated_at": "2026-07-02T11:05:37",
      "prev_close": 22.1,
      "holding_days": 0,
      "position_pct_of_total": 5.660038661889547
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 83.20444444444445,
      "last_price": 97.77,
      "market_value": 58662.0,
      "unrealized_pnl": 8739.333333333328,
      "unrealized_pnl_pct": 17.505742214625286,
      "updated_at": "2026-07-02T11:05:37",
      "prev_close": 106.64,
      "holding_days": 6,
      "position_pct_of_total": 5.3584208247331455
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 43.86,
      "market_value": 8772.0,
      "unrealized_pnl": 781.9999999999993,
      "unrealized_pnl_pct": 9.787234042553173,
      "updated_at": "2026-07-02T11:05:37",
      "prev_close": 42.8,
      "holding_days": 9,
      "position_pct_of_total": 0.8012694329303324
    }
  ],
  "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
    },
    {
      "event_id": "20260702:SHSE.600584:loss_side_invalidation_day_drop_v1:loss_step1@-8pct",
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "tier": "loss_step1@-8pct",
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "qty": 300,
      "quantity": 300,
      "price": 98.07,
      "amount": 29420.999999999996,
      "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": 98.07,
      "day_return_pct": -8.0364,
      "unrealized_profit_pct": 17.8663,
      "quantity_before": 900,
      "sellable_qty_before": 900,
      "avg_cost": 83.20444444444445,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": 4459.666666666663,
      "cost_basis": 24961.333333333336,
      "realized_pnl_source": "order_raw_cost",
      "id": 33,
      "plan_date": "20260701",
      "trade_date": "20260702",
      "ts": "2026-07-02T10:19:02",
      "sim_reason": "loss_side_invalidation_day_drop_v1"
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 1000,
      "last_price": 121.21,
      "avg_cost": 110.65,
      "pnl_pct": 9.5436,
      "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": 600,
      "last_price": 97.77,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 17.5057,
      "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": 12,
    "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
  }
}