{
  "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": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.594,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4887,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 8,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.300765"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "氟化工概念",
          "count": 4,
          "top_symbols": [
            "SHSE.605020",
            "SHSE.688549",
            "SHSE.600378",
            "SHSE.600623"
          ],
          "top_return_pct": 10.0023
        },
        {
          "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": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.903225806451603,
          "last": 106.86,
          "vwap": 103.84015084477514,
          "above_vwap": true,
          "amount": 687537165.0
        },
        {
          "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": 6.439228142219615,
          "above_vwap": true,
          "amount": 92201376.0
        },
        {
          "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": 9.32117297120786,
          "above_vwap": true,
          "amount": 930558797.0
        },
        {
          "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": 6.03145148660573,
          "above_vwap": true,
          "amount": 716338605.0
        },
        {
          "symbol": "SHSE.605020",
          "name": "永和股份",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.002273243919069,
          "last": 48.39,
          "vwap": 45.608788504914926,
          "above_vwap": true,
          "amount": 2456785806.0
        },
        {
          "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": 38.95736929874875,
          "above_vwap": true,
          "amount": 366768049.0
        },
        {
          "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": 17.941816311122295,
          "above_vwap": true,
          "amount": 121195175.0
        },
        {
          "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": 132819600.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.739837398373983,
          "last": 33.13,
          "vwap": 33.09565291485447,
          "above_vwap": true,
          "amount": 949659903.0
        },
        {
          "symbol": "SHSE.688549",
          "name": "中巨芯-U",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.413793103448274,
          "last": 43.61,
          "vwap": 40.76117739841137,
          "above_vwap": true,
          "amount": 3580875997.0
        },
        {
          "symbol": "SZSE.002422",
          "name": "科伦药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.7222884386173964,
          "last": 44.77,
          "vwap": 43.61363674478555,
          "above_vwap": true,
          "amount": 1820424475.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.37037037037036,
          "last": 86.16,
          "vwap": 82.72497675818168,
          "above_vwap": true,
          "amount": 7120411742.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
        "official_buy_allowed": true,
        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.594,
        "active_up_ratio": 0.4615,
        "active_positive": 6,
        "active_positive_min": 1,
        "active_above_vwap": 4,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "化学制药",
        "dominant_theme_share": 0.4887,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [],
        "structural_hot_themes": [
          {
            "theme": "化学制药",
            "count": 8,
            "top_symbols": [
              "SZSE.000566",
              "SHSE.603538",
              "SZSE.002826",
              "SZSE.002020",
              "SZSE.300765"
            ],
            "top_return_pct": 10.0182
          },
          {
            "theme": "氟化工概念",
            "count": 4,
            "top_symbols": [
              "SHSE.605020",
              "SHSE.688549",
              "SHSE.600378",
              "SHSE.600623"
            ],
            "top_return_pct": 10.0023
          },
          {
            "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": 55.0,
        "sample_rows": [
          {
            "symbol": "SHSE.688068",
            "name": "热景生物",
            "theme": "肝炎概念",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": 14.903225806451603,
            "last": 106.86,
            "vwap": 103.84015084477514,
            "above_vwap": true,
            "amount": 687537165.0
          },
          {
            "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": 6.439228142219615,
            "above_vwap": true,
            "amount": 92201376.0
          },
          {
            "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": 9.32117297120786,
            "above_vwap": true,
            "amount": 930558797.0
          },
          {
            "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": 6.03145148660573,
            "above_vwap": true,
            "amount": 716338605.0
          },
          {
            "symbol": "SHSE.605020",
            "name": "永和股份",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.002273243919069,
            "last": 48.39,
            "vwap": 45.608788504914926,
            "above_vwap": true,
            "amount": 2456785806.0
          },
          {
            "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": 38.95736929874875,
            "above_vwap": true,
            "amount": 366768049.0
          },
          {
            "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": 17.941816311122295,
            "above_vwap": true,
            "amount": 121195175.0
          },
          {
            "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": 132819600.0
          },
          {
            "symbol": "SZSE.300765",
            "name": "石药创新",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.739837398373983,
            "last": 33.13,
            "vwap": 33.09565291485447,
            "above_vwap": true,
            "amount": 949659903.0
          },
          {
            "symbol": "SHSE.688549",
            "name": "中巨芯-U",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.413793103448274,
            "last": 43.61,
            "vwap": 40.76117739841137,
            "above_vwap": true,
            "amount": 3580875997.0
          },
          {
            "symbol": "SZSE.002422",
            "name": "科伦药业",
            "theme": "化学制药",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.7222884386173964,
            "last": 44.77,
            "vwap": 43.61363674478555,
            "above_vwap": true,
            "amount": 1820424475.0
          },
          {
            "symbol": "SHSE.600378",
            "name": "昊华科技",
            "theme": "氟化工概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.37037037037036,
            "last": 86.16,
            "vwap": 82.72497675818168,
            "above_vwap": true,
            "amount": 7120411742.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate"
    }
  },
  "intraday_market_repair_gate": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.594,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4887,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 8,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.300765"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "氟化工概念",
          "count": 4,
          "top_symbols": [
            "SHSE.605020",
            "SHSE.688549",
            "SHSE.600378",
            "SHSE.600623"
          ],
          "top_return_pct": 10.0023
        },
        {
          "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": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.903225806451603,
          "last": 106.86,
          "vwap": 103.84015084477514,
          "above_vwap": true,
          "amount": 687537165.0
        },
        {
          "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": 6.439228142219615,
          "above_vwap": true,
          "amount": 92201376.0
        },
        {
          "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": 9.32117297120786,
          "above_vwap": true,
          "amount": 930558797.0
        },
        {
          "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": 6.03145148660573,
          "above_vwap": true,
          "amount": 716338605.0
        },
        {
          "symbol": "SHSE.605020",
          "name": "永和股份",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.002273243919069,
          "last": 48.39,
          "vwap": 45.608788504914926,
          "above_vwap": true,
          "amount": 2456785806.0
        },
        {
          "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": 38.95736929874875,
          "above_vwap": true,
          "amount": 366768049.0
        },
        {
          "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": 17.941816311122295,
          "above_vwap": true,
          "amount": 121195175.0
        },
        {
          "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": 132819600.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.739837398373983,
          "last": 33.13,
          "vwap": 33.09565291485447,
          "above_vwap": true,
          "amount": 949659903.0
        },
        {
          "symbol": "SHSE.688549",
          "name": "中巨芯-U",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.413793103448274,
          "last": 43.61,
          "vwap": 40.76117739841137,
          "above_vwap": true,
          "amount": 3580875997.0
        },
        {
          "symbol": "SZSE.002422",
          "name": "科伦药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.7222884386173964,
          "last": 44.77,
          "vwap": 43.61363674478555,
          "above_vwap": true,
          "amount": 1820424475.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.37037037037036,
          "last": 86.16,
          "vwap": 82.72497675818168,
          "above_vwap": true,
          "amount": 7120411742.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.594,
      "active_up_ratio": 0.4615,
      "active_positive": 6,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 13,
      "sample_total": 133,
      "dominant_theme": "化学制药",
      "dominant_theme_share": 0.4887,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [],
      "structural_hot_themes": [
        {
          "theme": "化学制药",
          "count": 8,
          "top_symbols": [
            "SZSE.000566",
            "SHSE.603538",
            "SZSE.002826",
            "SZSE.002020",
            "SZSE.300765"
          ],
          "top_return_pct": 10.0182
        },
        {
          "theme": "氟化工概念",
          "count": 4,
          "top_symbols": [
            "SHSE.605020",
            "SHSE.688549",
            "SHSE.600378",
            "SHSE.600623"
          ],
          "top_return_pct": 10.0023
        },
        {
          "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": 55.0,
      "sample_rows": [
        {
          "symbol": "SHSE.688068",
          "name": "热景生物",
          "theme": "肝炎概念",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": 14.903225806451603,
          "last": 106.86,
          "vwap": 103.84015084477514,
          "above_vwap": true,
          "amount": 687537165.0
        },
        {
          "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": 6.439228142219615,
          "above_vwap": true,
          "amount": 92201376.0
        },
        {
          "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": 9.32117297120786,
          "above_vwap": true,
          "amount": 930558797.0
        },
        {
          "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": 6.03145148660573,
          "above_vwap": true,
          "amount": 716338605.0
        },
        {
          "symbol": "SHSE.605020",
          "name": "永和股份",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 10.002273243919069,
          "last": 48.39,
          "vwap": 45.608788504914926,
          "above_vwap": true,
          "amount": 2456785806.0
        },
        {
          "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": 38.95736929874875,
          "above_vwap": true,
          "amount": 366768049.0
        },
        {
          "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": 17.941816311122295,
          "above_vwap": true,
          "amount": 121195175.0
        },
        {
          "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": 132819600.0
        },
        {
          "symbol": "SZSE.300765",
          "name": "石药创新",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.739837398373983,
          "last": 33.13,
          "vwap": 33.09565291485447,
          "above_vwap": true,
          "amount": 949659903.0
        },
        {
          "symbol": "SHSE.688549",
          "name": "中巨芯-U",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.413793103448274,
          "last": 43.61,
          "vwap": 40.76117739841137,
          "above_vwap": true,
          "amount": 3580875997.0
        },
        {
          "symbol": "SZSE.002422",
          "name": "科伦药业",
          "theme": "化学制药",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.7222884386173964,
          "last": 44.77,
          "vwap": 43.61363674478555,
          "above_vwap": true,
          "amount": 1820424475.0
        },
        {
          "symbol": "SHSE.600378",
          "name": "昊华科技",
          "theme": "氟化工概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.37037037037036,
          "last": 86.16,
          "vwap": 82.72497675818168,
          "above_vwap": true,
          "amount": 7120411742.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate"
  },
  "quote_source": "public_http_tencent:139/139",
  "quote_stale_lock": false,
  "generated_at": "2026-07-02T13:32:32",
  "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": "2026-07-02T13:32:32",
      "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": 16.2084,
      "price_vs_vwap_pct": -1.1007,
      "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": 0.0026,
        "prev_amount_yi": 0.0069,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3768,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 16.0,
            "high": 16.01,
            "low": 16.0,
            "close": 16.01,
            "amount_yi": 0.0016
          },
          {
            "time": "13:31",
            "open": 16.04,
            "high": 16.04,
            "low": 16.04,
            "close": 16.04,
            "amount_yi": 0.0005
          },
          {
            "time": "13:32",
            "open": 16.03,
            "high": 16.03,
            "low": 16.03,
            "close": 16.03,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 16.03,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 16.16,
        "open": 16.43,
        "high": 16.78,
        "low": 15.83,
        "bid1": 16.02,
        "ask1": 16.03,
        "bid_qty1": 26,
        "ask_qty1": 16
      },
      "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": "2026-07-02T13:32:32",
      "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": 6.1575,
      "price_vs_vwap_pct": -0.609,
      "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": 0.0016,
        "prev_amount_yi": 0.0006,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 6.11,
            "high": 6.12,
            "low": 6.11,
            "close": 6.12,
            "amount_yi": 0.0012
          },
          {
            "time": "13:31",
            "open": 6.11,
            "high": 6.11,
            "low": 6.11,
            "close": 6.11,
            "amount_yi": 0.0003
          },
          {
            "time": "13:32",
            "open": 6.11,
            "high": 6.12,
            "low": 6.11,
            "close": 6.12,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 6.12,
        "ts": "2026-07-02T13:32:17",
        "prev_close": 6.18,
        "open": 6.24,
        "high": 6.24,
        "low": 6.08,
        "bid1": 6.11,
        "ask1": 6.12,
        "bid_qty1": 52,
        "ask_qty1": 60
      },
      "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": "2026-07-02T13:32:32",
      "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": 8.905,
      "price_vs_vwap_pct": 3.2004,
      "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": 0.0166,
        "prev_amount_yi": 0.0275,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6036,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 9.18,
            "high": 9.18,
            "low": 9.17,
            "close": 9.17,
            "amount_yi": 0.0102
          },
          {
            "time": "13:31",
            "open": 9.19,
            "high": 9.19,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0024
          },
          {
            "time": "13:32",
            "open": 9.19,
            "high": 9.19,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 9.19,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 8.66,
        "open": 8.64,
        "high": 9.36,
        "low": 8.46,
        "bid1": 9.18,
        "ask1": 9.19,
        "bid_qty1": 73,
        "ask_qty1": 104
      },
      "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": "2026-07-02T13:32:32",
      "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": 43.8226,
      "price_vs_vwap_pct": -0.3026,
      "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": 0.0157,
        "prev_amount_yi": 0.0206,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 43.64,
            "high": 43.65,
            "low": 43.64,
            "close": 43.65,
            "amount_yi": 0.0042
          },
          {
            "time": "13:31",
            "open": 43.66,
            "high": 43.66,
            "low": 43.66,
            "close": 43.66,
            "amount_yi": 0.0039
          },
          {
            "time": "13:32",
            "open": 43.73,
            "high": 43.73,
            "low": 43.69,
            "close": 43.69,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 43.69,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 43.9,
        "open": 43.5,
        "high": 44.73,
        "low": 42.97,
        "bid1": 43.69,
        "ask1": 43.7,
        "bid_qty1": 19,
        "ask_qty1": 8
      },
      "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": "2026-07-02T13:32:32",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "养殖业",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 17.16,
      "max_chase_pct": 3.0,
      "base_exec_high": 17.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.41,
      "entry_zone_high": 16.91,
      "entry_risk_pct": null,
      "intraday_vwap": 15.9943,
      "price_vs_vwap_pct": -0.0269,
      "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": 0.0092,
        "prev_amount_yi": 0.0035,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 15.99,
            "high": 16.01,
            "low": 15.99,
            "close": 16.01,
            "amount_yi": 0.0044
          },
          {
            "time": "13:31",
            "open": 16.0,
            "high": 16.0,
            "low": 16.0,
            "close": 16.0,
            "amount_yi": 0.0018
          },
          {
            "time": "13:32",
            "open": 16.0,
            "high": 16.0,
            "low": 15.99,
            "close": 15.99,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 15.99,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 15.96,
        "open": 15.85,
        "high": 16.32,
        "low": 15.7,
        "bid1": 15.99,
        "ask1": 16.0,
        "bid_qty1": 5,
        "ask_qty1": 17
      },
      "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": "2026-07-02T13:32:32",
      "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": 22.2959,
      "price_vs_vwap_pct": -0.7889,
      "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": 22.12,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 22.1,
        "open": 22.08,
        "high": 22.7,
        "low": 21.96,
        "bid1": 22.1,
        "ask1": 22.12,
        "bid_qty1": 15,
        "ask_qty1": 12
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301089:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.301089:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301089",
      "name": "拓新药业",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 22.82,
      "exec_low": 22.82,
      "exec_high": 23.5,
      "invalid_price": 22.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 23.5,
      "max_chase_pct": 3.0,
      "base_exec_high": 23.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.48,
      "entry_zone_high": 23.16,
      "entry_risk_pct": null,
      "intraday_vwap": 22.8383,
      "price_vs_vwap_pct": -1.4813,
      "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": 0.0026,
        "prev_amount_yi": 0.0036,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 22.52,
            "high": 22.52,
            "low": 22.49,
            "close": 22.49,
            "amount_yi": 0.0004
          },
          {
            "time": "13:31",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.0018
          },
          {
            "time": "13:32",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 22.5,
        "ts": "2026-07-02T13:32:24",
        "prev_close": 22.65,
        "open": 22.56,
        "high": 23.4,
        "low": 22.43,
        "bid1": 22.49,
        "ask1": 22.5,
        "bid_qty1": 8,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002385:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002385:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002385",
      "name": "大北农",
      "side": "BUY",
      "priority": "P7",
      "status": "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": "2026-07-02T13:32:32",
      "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": 2.9445,
      "price_vs_vwap_pct": -1.5113,
      "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": 0.0027,
        "prev_amount_yi": 0.009,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 2.9,
            "high": 2.91,
            "low": 2.9,
            "close": 2.91,
            "amount_yi": 0.001
          },
          {
            "time": "13:31",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 2.91,
            "high": 2.91,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 2.9,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 2.96,
        "open": 2.95,
        "high": 3.02,
        "low": 2.88,
        "bid1": 2.9,
        "ask1": 2.91,
        "bid_qty1": 16307,
        "ask_qty1": 7221
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.993,
      "intraday_vwap": 22.3151,
      "price_vs_vwap_pct": 2.1282,
      "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": 22.79,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 22.02,
        "open": 21.03,
        "high": 22.91,
        "low": 20.8,
        "bid1": 22.78,
        "ask1": 22.79,
        "bid_qty1": 29,
        "ask_qty1": 2
      },
      "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": "2026-07-02T13:32:32",
      "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": 0.0271,
        "prev_amount_yi": 0.0658,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4119,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 106.6,
            "high": 106.68,
            "low": 106.6,
            "close": 106.68,
            "amount_yi": 0.0068
          },
          {
            "time": "13:31",
            "open": 107.1,
            "high": 107.1,
            "low": 107.1,
            "close": 107.1,
            "amount_yi": 0.0138
          },
          {
            "time": "13:32",
            "open": 106.74,
            "high": 106.86,
            "low": 106.74,
            "close": 106.86,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 106.86,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 93.0,
        "open": 94.67,
        "high": 110.6,
        "low": 94.67,
        "bid1": 106.87,
        "ask1": 107.0,
        "bid_qty1": 2,
        "ask_qty1": 51
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688520:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688520:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688520",
      "name": "神州细胞",
      "side": "BUY",
      "priority": "P10",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 38.15,
      "exec_low": 38.15,
      "exec_high": 39.29,
      "invalid_price": 37.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 39.29,
      "max_chase_pct": 3.0,
      "base_exec_high": 39.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.58,
      "entry_zone_high": 38.72,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0141,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9038,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 37.11,
            "high": 37.11,
            "low": 37.11,
            "close": 37.11,
            "amount_yi": 0.005
          },
          {
            "time": "13:31",
            "open": 37.11,
            "high": 37.11,
            "low": 37.11,
            "close": 37.11,
            "amount_yi": 0.0024
          },
          {
            "time": "13:32",
            "open": 37.03,
            "high": 37.03,
            "low": 37.03,
            "close": 37.03,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 37.03,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 37.6,
        "open": 37.15,
        "high": 38.63,
        "low": 36.37,
        "bid1": 36.98,
        "ask1": 37.03,
        "bid_qty1": 12,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688373:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688373:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688373",
      "name": "盟科药业-U",
      "side": "BUY",
      "priority": "P11",
      "status": "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": "2026-07-02T13:32:32",
      "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": 0.0066,
        "prev_amount_yi": 0.0115,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 4.97,
            "high": 4.98,
            "low": 4.97,
            "close": 4.98,
            "amount_yi": 0.0005
          },
          {
            "time": "13:31",
            "open": 4.98,
            "high": 4.98,
            "low": 4.98,
            "close": 4.98,
            "amount_yi": 0.0051
          },
          {
            "time": "13:32",
            "open": 4.97,
            "high": 4.97,
            "low": 4.97,
            "close": 4.97,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 4.97,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 4.93,
        "open": 4.94,
        "high": 5.17,
        "low": 4.89,
        "bid1": 4.97,
        "ask1": 4.98,
        "bid_qty1": 434,
        "ask_qty1": 507
      },
      "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": "2026-07-02T13:32:32",
      "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": 17.6961,
      "price_vs_vwap_pct": 0.022,
      "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": 0.0059,
        "prev_amount_yi": 0.0073,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:30",
            "open": 17.71,
            "high": 17.71,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.0043
          },
          {
            "time": "13:31",
            "open": 17.69,
            "high": 17.69,
            "low": 17.69,
            "close": 17.69,
            "amount_yi": 0.0006
          },
          {
            "time": "13:32",
            "open": 17.69,
            "high": 17.7,
            "low": 17.69,
            "close": 17.7,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 131173.28,
      "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": 17.7,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 17.79,
        "open": 17.73,
        "high": 17.98,
        "low": 17.46,
        "bid1": 17.68,
        "ask1": 17.7,
        "bid_qty1": 68,
        "ask_qty1": 137
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688799:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688799",
      "name": "XD华纳药",
      "side": "BUY",
      "priority": "W0",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 51.88,
      "exec_low": 51.88,
      "exec_high": 52.66,
      "invalid_price": 50.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 53.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.1,
      "entry_zone_high": 52.66,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.012,
        "prev_amount_yi": 0.0271,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4428,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 50.37,
            "high": 50.38,
            "low": 50.37,
            "close": 50.38,
            "amount_yi": 0.0012
          },
          {
            "time": "13:29",
            "open": 50.48,
            "high": 50.48,
            "low": 50.48,
            "close": 50.48,
            "amount_yi": 0.0053
          },
          {
            "time": "13:30",
            "open": 50.49,
            "high": 50.73,
            "low": 50.49,
            "close": 50.73,
            "amount_yi": 0.0031
          },
          {
            "time": "13:31",
            "open": 50.43,
            "high": 50.43,
            "low": 50.43,
            "close": 50.43,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 50.42,
            "high": 50.42,
            "low": 50.31,
            "close": 50.31,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 50.31,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 50.8,
        "open": 51.57,
        "high": 53.0,
        "low": 49.3,
        "bid1": 50.3,
        "ask1": 50.4,
        "bid_qty1": 7,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002422:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002422:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "W1",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 42.37,
      "exec_low": 42.37,
      "exec_high": 43.01,
      "invalid_price": 41.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 43.6136,
      "price_vs_vwap_pct": 2.6515,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2339,
        "prev_amount_yi": 0.1826,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2809,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 44.7,
            "high": 44.79,
            "low": 44.7,
            "close": 44.79,
            "amount_yi": 0.0392
          },
          {
            "time": "13:29",
            "open": 44.91,
            "high": 44.91,
            "low": 44.91,
            "close": 44.91,
            "amount_yi": 0.045
          },
          {
            "time": "13:30",
            "open": 44.93,
            "high": 44.93,
            "low": 44.93,
            "close": 44.93,
            "amount_yi": 0.058
          },
          {
            "time": "13:31",
            "open": 44.84,
            "high": 44.84,
            "low": 44.84,
            "close": 44.84,
            "amount_yi": 0.0305
          },
          {
            "time": "13:32",
            "open": 44.81,
            "high": 44.81,
            "low": 44.77,
            "close": 44.77,
            "amount_yi": 0.0612
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 44.77,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 41.95,
        "open": 41.19,
        "high": 45.0,
        "low": 41.01,
        "bid1": 44.71,
        "ask1": 44.77,
        "bid_qty1": 511,
        "ask_qty1": 80
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002550:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002550:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002550",
      "name": "千红制药",
      "side": "BUY",
      "priority": "W2",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 6.83,
      "exec_low": 6.83,
      "exec_high": 6.93,
      "invalid_price": 6.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.73,
      "entry_zone_high": 6.93,
      "entry_risk_pct": null,
      "intraday_vwap": 6.8214,
      "price_vs_vwap_pct": -0.6069,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0211,
        "prev_amount_yi": 0.0277,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7617,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 6.75,
            "high": 6.76,
            "low": 6.75,
            "close": 6.76,
            "amount_yi": 0.0105
          },
          {
            "time": "13:29",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0021
          },
          {
            "time": "13:30",
            "open": 6.77,
            "high": 6.78,
            "low": 6.77,
            "close": 6.78,
            "amount_yi": 0.0061
          },
          {
            "time": "13:31",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0007
          },
          {
            "time": "13:32",
            "open": 6.77,
            "high": 6.78,
            "low": 6.77,
            "close": 6.78,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:27",
        "prev_close": 6.81,
        "open": 6.74,
        "high": 7.01,
        "low": 6.7,
        "bid1": 6.77,
        "ask1": 6.78,
        "bid_qty1": 395,
        "ask_qty1": 271
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002793:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002793:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002793",
      "name": "罗欣药业",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 4.17,
      "exec_low": 4.17,
      "exec_high": 4.23,
      "invalid_price": 4.04,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.11,
      "entry_zone_high": 4.23,
      "entry_risk_pct": 3.58,
      "intraday_vwap": 4.1863,
      "price_vs_vwap_pct": -0.1505,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0187,
        "prev_amount_yi": 0.0044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.25,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 4.18,
            "high": 4.19,
            "low": 4.18,
            "close": 4.19,
            "amount_yi": 0.0017
          },
          {
            "time": "13:29",
            "open": 4.18,
            "high": 4.18,
            "low": 4.18,
            "close": 4.18,
            "amount_yi": 0.0005
          },
          {
            "time": "13:30",
            "open": 4.19,
            "high": 4.19,
            "low": 4.19,
            "close": 4.19,
            "amount_yi": 0.0059
          },
          {
            "time": "13:31",
            "open": 4.18,
            "high": 4.18,
            "low": 4.18,
            "close": 4.18,
            "amount_yi": 0.0101
          },
          {
            "time": "13:32",
            "open": 4.19,
            "high": 4.19,
            "low": 4.18,
            "close": 4.18,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 4.18,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 4.14,
        "open": 4.12,
        "high": 4.27,
        "low": 4.08,
        "bid1": 4.18,
        "ask1": 4.19,
        "bid_qty1": 1112,
        "ask_qty1": 1343
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.002294:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002294",
      "name": "信立泰",
      "side": "BUY",
      "priority": "W4",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.53,
      "exec_low": 34.53,
      "exec_high": 35.05,
      "invalid_price": 33.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 35.6617,
      "price_vs_vwap_pct": 0.9486,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1822,
        "prev_amount_yi": 0.1548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.177,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 36.0,
            "high": 36.0,
            "low": 35.99,
            "close": 35.99,
            "amount_yi": 0.039
          },
          {
            "time": "13:29",
            "open": 35.99,
            "high": 35.99,
            "low": 35.99,
            "close": 35.99,
            "amount_yi": 0.0284
          },
          {
            "time": "13:30",
            "open": 35.95,
            "high": 35.99,
            "low": 35.95,
            "close": 35.99,
            "amount_yi": 0.0458
          },
          {
            "time": "13:31",
            "open": 36.0,
            "high": 36.0,
            "low": 36.0,
            "close": 36.0,
            "amount_yi": 0.0208
          },
          {
            "time": "13:32",
            "open": 36.0,
            "high": 36.0,
            "low": 36.0,
            "close": 36.0,
            "amount_yi": 0.0482
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 36.0,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 34.2,
        "open": 34.48,
        "high": 36.74,
        "low": 34.26,
        "bid1": 36.0,
        "ask1": 36.01,
        "bid_qty1": 35,
        "ask_qty1": 14
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688176:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688176:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688176",
      "name": "亚虹医药-U",
      "side": "BUY",
      "priority": "W5",
      "status": "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": "2026-07-02T13:32:32",
      "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": 0.0115,
        "prev_amount_yi": 0.0155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0011
          },
          {
            "time": "13:29",
            "open": 11.07,
            "high": 11.07,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0039
          },
          {
            "time": "13:30",
            "open": 11.08,
            "high": 11.08,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0029
          },
          {
            "time": "13:31",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0027
          },
          {
            "time": "13:32",
            "open": 11.07,
            "high": 11.07,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 11.07,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 11.19,
        "open": 11.05,
        "high": 11.43,
        "low": 10.97,
        "bid1": 11.06,
        "ask1": 11.07,
        "bid_qty1": 91,
        "ask_qty1": 21
      },
      "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": "2026-07-02T13:32:32",
      "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": 0.0091,
        "prev_amount_yi": 0.0137,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6642,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 50.33,
            "high": 50.33,
            "low": 50.24,
            "close": 50.24,
            "amount_yi": 0.0019
          },
          {
            "time": "13:29",
            "open": 50.4,
            "high": 50.4,
            "low": 50.4,
            "close": 50.4,
            "amount_yi": 0.0016
          },
          {
            "time": "13:30",
            "open": 50.31,
            "high": 50.44,
            "low": 50.31,
            "close": 50.44,
            "amount_yi": 0.0037
          },
          {
            "time": "13:31",
            "open": 50.5,
            "high": 50.5,
            "low": 50.5,
            "close": 50.5,
            "amount_yi": 0.0009
          },
          {
            "time": "13:32",
            "open": 50.47,
            "high": 50.47,
            "low": 50.47,
            "close": 50.47,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 50.47,
        "ts": "2026-07-02T13:32:26",
        "prev_close": 51.0,
        "open": 50.54,
        "high": 54.24,
        "low": 49.51,
        "bid1": 50.36,
        "ask1": 50.44,
        "bid_qty1": 21,
        "ask_qty1": 11
      },
      "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": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.87,
      "exec_low": 26.87,
      "exec_high": 27.27,
      "invalid_price": 26.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 27.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.47,
      "entry_zone_high": 27.27,
      "entry_risk_pct": 3.4815,
      "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": 0.0664,
        "prev_amount_yi": 0.0635,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0457,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 27.12,
            "high": 27.18,
            "low": 27.12,
            "close": 27.18,
            "amount_yi": 0.0116
          },
          {
            "time": "13:29",
            "open": 27.15,
            "high": 27.15,
            "low": 27.15,
            "close": 27.15,
            "amount_yi": 0.0112
          },
          {
            "time": "13:30",
            "open": 27.13,
            "high": 27.13,
            "low": 27.07,
            "close": 27.07,
            "amount_yi": 0.0195
          },
          {
            "time": "13:31",
            "open": 27.03,
            "high": 27.03,
            "low": 27.03,
            "close": 27.03,
            "amount_yi": 0.0042
          },
          {
            "time": "13:32",
            "open": 27.02,
            "high": 27.02,
            "low": 26.97,
            "close": 26.97,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 26.97,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 26.59,
        "open": 26.57,
        "high": 28.45,
        "low": 26.06,
        "bid1": 26.99,
        "ask1": 27.0,
        "bid_qty1": 3,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688759:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688759:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688759",
      "name": "必贝特-U",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 34.97,
      "exec_low": 34.97,
      "exec_high": 35.49,
      "invalid_price": 33.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.45,
      "entry_zone_high": 35.49,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0066,
        "prev_amount_yi": 0.0068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9706,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 34.44,
            "high": 34.45,
            "low": 34.44,
            "close": 34.45,
            "amount_yi": 0.0015
          },
          {
            "time": "13:29",
            "open": 34.51,
            "high": 34.51,
            "low": 34.51,
            "close": 34.51,
            "amount_yi": 0.0004
          },
          {
            "time": "13:30",
            "open": 34.5,
            "high": 34.5,
            "low": 34.47,
            "close": 34.47,
            "amount_yi": 0.0027
          },
          {
            "time": "13:31",
            "open": 34.44,
            "high": 34.44,
            "low": 34.44,
            "close": 34.44,
            "amount_yi": 0.0015
          },
          {
            "time": "13:32",
            "open": 34.46,
            "high": 34.46,
            "low": 34.46,
            "close": 34.46,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 34.46,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 34.29,
        "open": 34.31,
        "high": 35.49,
        "low": 34.05,
        "bid1": 34.45,
        "ask1": 34.46,
        "bid_qty1": 17,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688321:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688321",
      "name": "微芯生物",
      "side": "BUY",
      "priority": "W9",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 28.66,
      "exec_low": 28.66,
      "exec_high": 29.09,
      "invalid_price": 27.8,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.23,
      "entry_zone_high": 29.09,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0362,
        "prev_amount_yi": 0.046,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.787,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 28.39,
            "high": 28.39,
            "low": 28.35,
            "close": 28.35,
            "amount_yi": 0.0048
          },
          {
            "time": "13:29",
            "open": 28.35,
            "high": 28.35,
            "low": 28.35,
            "close": 28.35,
            "amount_yi": 0.0036
          },
          {
            "time": "13:30",
            "open": 28.35,
            "high": 28.38,
            "low": 28.35,
            "close": 28.38,
            "amount_yi": 0.0202
          },
          {
            "time": "13:31",
            "open": 28.4,
            "high": 28.4,
            "low": 28.4,
            "close": 28.4,
            "amount_yi": 0.0025
          },
          {
            "time": "13:32",
            "open": 28.43,
            "high": 28.45,
            "low": 28.43,
            "close": 28.45,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 28.45,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 28.46,
        "open": 28.45,
        "high": 29.5,
        "low": 28.11,
        "bid1": 28.4,
        "ask1": 28.45,
        "bid_qty1": 16,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688302:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688302:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688302",
      "name": "海创药业-U",
      "side": "BUY",
      "priority": "W10",
      "status": "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": "2026-07-02T13:32:32",
      "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": 3.4373,
      "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": 0.0064,
        "prev_amount_yi": 0.0057,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1228,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:27",
            "open": 37.82,
            "high": 37.82,
            "low": 37.82,
            "close": 37.82,
            "amount_yi": 0.0008
          },
          {
            "time": "13:28",
            "open": 37.75,
            "high": 37.75,
            "low": 37.75,
            "close": 37.75,
            "amount_yi": 0.0027
          },
          {
            "time": "13:29",
            "open": 37.97,
            "high": 37.97,
            "low": 37.97,
            "close": 37.97,
            "amount_yi": 0.0023
          },
          {
            "time": "13:30",
            "open": 37.97,
            "high": 37.97,
            "low": 37.83,
            "close": 37.83,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 37.83,
            "high": 37.83,
            "low": 37.83,
            "close": 37.83,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 37.83,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 37.65,
        "open": 37.6,
        "high": 39.5,
        "low": 37.5,
        "bid1": 37.81,
        "ask1": 37.82,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "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": "2026-07-02T13:32:32",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1479,
        "prev_amount_yi": 0.1952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 122.68,
            "high": 122.75,
            "low": 122.68,
            "close": 122.75,
            "amount_yi": 0.0612
          },
          {
            "time": "13:29",
            "open": 122.76,
            "high": 122.76,
            "low": 122.76,
            "close": 122.76,
            "amount_yi": 0.0214
          },
          {
            "time": "13:30",
            "open": 122.99,
            "high": 122.99,
            "low": 122.82,
            "close": 122.82,
            "amount_yi": 0.0372
          },
          {
            "time": "13:31",
            "open": 122.89,
            "high": 122.89,
            "low": 122.89,
            "close": 122.89,
            "amount_yi": 0.007
          },
          {
            "time": "13:32",
            "open": 122.98,
            "high": 123.01,
            "low": 122.98,
            "close": 123.01,
            "amount_yi": 0.0211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 123.01,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 125.81,
        "open": 124.56,
        "high": 132.88,
        "low": 120.58,
        "bid1": 123.01,
        "ask1": 123.03,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "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": "2026-07-02T13:32:32",
      "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": 23.7891,
      "price_vs_vwap_pct": -2.3502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1347,
        "prev_amount_yi": 0.2291,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 23.22,
            "high": 23.26,
            "low": 23.22,
            "close": 23.26,
            "amount_yi": 0.0334
          },
          {
            "time": "13:29",
            "open": 23.24,
            "high": 23.24,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0178
          },
          {
            "time": "13:30",
            "open": 23.2,
            "high": 23.2,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.0403
          },
          {
            "time": "13:31",
            "open": 23.24,
            "high": 23.24,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0151
          },
          {
            "time": "13:32",
            "open": 23.23,
            "high": 23.23,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0281
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 23.23,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 23.93,
        "open": 24.03,
        "high": 25.2,
        "low": 22.92,
        "bid1": 23.22,
        "ask1": 23.23,
        "bid_qty1": 9,
        "ask_qty1": 5
      },
      "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": "2026-07-02T13:32:32",
      "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": 40.1406,
      "price_vs_vwap_pct": -1.9696,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0604,
        "prev_amount_yi": 0.0662,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9124,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 39.44,
            "high": 39.44,
            "low": 39.44,
            "close": 39.44,
            "amount_yi": 0.0106
          },
          {
            "time": "13:29",
            "open": 39.43,
            "high": 39.43,
            "low": 39.43,
            "close": 39.43,
            "amount_yi": 0.0091
          },
          {
            "time": "13:30",
            "open": 39.43,
            "high": 39.43,
            "low": 39.43,
            "close": 39.43,
            "amount_yi": 0.0106
          },
          {
            "time": "13:31",
            "open": 39.41,
            "high": 39.41,
            "low": 39.41,
            "close": 39.41,
            "amount_yi": 0.0049
          },
          {
            "time": "13:32",
            "open": 39.35,
            "high": 39.35,
            "low": 39.35,
            "close": 39.35,
            "amount_yi": 0.0252
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 39.35,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 40.42,
        "open": 40.03,
        "high": 41.76,
        "low": 39.2,
        "bid1": 39.35,
        "ask1": 39.38,
        "bid_qty1": 58,
        "ask_qty1": 1
      },
      "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": "2026-07-02T13:32:32",
      "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": 0.0263,
        "prev_amount_yi": 0.0421,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6247,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 30.38,
            "high": 30.38,
            "low": 30.38,
            "close": 30.38,
            "amount_yi": 0.0139
          },
          {
            "time": "13:29",
            "open": 30.37,
            "high": 30.37,
            "low": 30.37,
            "close": 30.37,
            "amount_yi": 0.0029
          },
          {
            "time": "13:30",
            "open": 30.4,
            "high": 30.4,
            "low": 30.39,
            "close": 30.39,
            "amount_yi": 0.0048
          },
          {
            "time": "13:31",
            "open": 30.41,
            "high": 30.41,
            "low": 30.41,
            "close": 30.41,
            "amount_yi": 0.0006
          },
          {
            "time": "13:32",
            "open": 30.41,
            "high": 30.41,
            "low": 30.41,
            "close": 30.41,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 30.41,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 31.0,
        "open": 30.94,
        "high": 32.26,
        "low": 30.01,
        "bid1": 30.4,
        "ask1": 30.41,
        "bid_qty1": 93,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301281:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SZSE.301281:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.301281",
      "name": "科源制药",
      "side": "BUY",
      "priority": "W15",
      "status": "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": "2026-07-02T13:32:32",
      "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": 3.689,
      "intraday_vwap": 57.5081,
      "price_vs_vwap_pct": 0.8554,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0435,
        "prev_amount_yi": 0.0299,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4548,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 57.74,
            "high": 57.85,
            "low": 57.74,
            "close": 57.85,
            "amount_yi": 0.0143
          },
          {
            "time": "13:29",
            "open": 57.75,
            "high": 57.75,
            "low": 57.75,
            "close": 57.75,
            "amount_yi": 0.0088
          },
          {
            "time": "13:30",
            "open": 58.11,
            "high": 58.11,
            "low": 58.1,
            "close": 58.1,
            "amount_yi": 0.008
          },
          {
            "time": "13:31",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0081
          },
          {
            "time": "13:32",
            "open": 58.07,
            "high": 58.07,
            "low": 58.0,
            "close": 58.0,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 58.0,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 56.29,
        "open": 55.04,
        "high": 59.24,
        "low": 54.7,
        "bid1": 58.0,
        "ask1": 58.01,
        "bid_qty1": 77,
        "ask_qty1": 18
      },
      "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": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.88,
      "entry_zone_high": 14.3,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0338,
        "prev_amount_yi": 0.0361,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 13.9,
            "high": 13.93,
            "low": 13.9,
            "close": 13.93,
            "amount_yi": 0.0119
          },
          {
            "time": "13:29",
            "open": 13.91,
            "high": 13.91,
            "low": 13.91,
            "close": 13.91,
            "amount_yi": 0.01
          },
          {
            "time": "13:30",
            "open": 13.95,
            "high": 13.97,
            "low": 13.95,
            "close": 13.97,
            "amount_yi": 0.0031
          },
          {
            "time": "13:31",
            "open": 13.96,
            "high": 13.96,
            "low": 13.96,
            "close": 13.96,
            "amount_yi": 0.0056
          },
          {
            "time": "13:32",
            "open": 13.96,
            "high": 13.96,
            "low": 13.94,
            "close": 13.94,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 13.94,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 13.92,
        "open": 13.95,
        "high": 14.38,
        "low": 13.76,
        "bid1": 13.94,
        "ask1": 13.95,
        "bid_qty1": 59,
        "ask_qty1": 16
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-02T13:32:32",
      "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": 3.9713,
      "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": 0.0307,
        "prev_amount_yi": 0.0485,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.633,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 20.88,
            "high": 20.9,
            "low": 20.88,
            "close": 20.9,
            "amount_yi": 0.0063
          },
          {
            "time": "13:29",
            "open": 20.92,
            "high": 20.92,
            "low": 20.92,
            "close": 20.92,
            "amount_yi": 0.0056
          },
          {
            "time": "13:30",
            "open": 20.91,
            "high": 20.92,
            "low": 20.91,
            "close": 20.92,
            "amount_yi": 0.0044
          },
          {
            "time": "13:31",
            "open": 20.89,
            "high": 20.89,
            "low": 20.89,
            "close": 20.89,
            "amount_yi": 0.0027
          },
          {
            "time": "13:32",
            "open": 20.91,
            "high": 20.91,
            "low": 20.86,
            "close": 20.86,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 20.86,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 20.45,
        "open": 20.77,
        "high": 22.39,
        "low": 20.46,
        "bid1": 20.88,
        "ask1": 20.9,
        "bid_qty1": 15,
        "ask_qty1": 7
      },
      "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": "2026-07-02T13:32:32",
      "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": 0.0195,
        "prev_amount_yi": 0.0118,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 36.19,
            "high": 36.29,
            "low": 36.19,
            "close": 36.29,
            "amount_yi": 0.0021
          },
          {
            "time": "13:29",
            "open": 36.2,
            "high": 36.2,
            "low": 36.2,
            "close": 36.2,
            "amount_yi": 0.0005
          },
          {
            "time": "13:30",
            "open": 36.2,
            "high": 36.41,
            "low": 36.2,
            "close": 36.41,
            "amount_yi": 0.0105
          },
          {
            "time": "13:31",
            "open": 36.5,
            "high": 36.5,
            "low": 36.5,
            "close": 36.5,
            "amount_yi": 0.0016
          },
          {
            "time": "13:32",
            "open": 36.56,
            "high": 36.56,
            "low": 36.43,
            "close": 36.43,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 36.43,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 36.09,
        "open": 36.49,
        "high": 37.88,
        "low": 35.6,
        "bid1": 36.43,
        "ask1": 36.67,
        "bid_qty1": 14,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T13:32:32",
      "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": 33.0957,
      "price_vs_vwap_pct": 0.1036,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0886,
        "prev_amount_yi": 0.1592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5565,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 33.21,
            "high": 33.21,
            "low": 33.17,
            "close": 33.17,
            "amount_yi": 0.0112
          },
          {
            "time": "13:29",
            "open": 33.13,
            "high": 33.13,
            "low": 33.13,
            "close": 33.13,
            "amount_yi": 0.0265
          },
          {
            "time": "13:30",
            "open": 33.07,
            "high": 33.07,
            "low": 33.02,
            "close": 33.02,
            "amount_yi": 0.0183
          },
          {
            "time": "13:31",
            "open": 33.02,
            "high": 33.02,
            "low": 33.02,
            "close": 33.02,
            "amount_yi": 0.0131
          },
          {
            "time": "13:32",
            "open": 33.05,
            "high": 33.13,
            "low": 33.05,
            "close": 33.13,
            "amount_yi": 0.0195
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 33.13,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 30.75,
        "open": 30.9,
        "high": 34.34,
        "low": 30.8,
        "bid1": 33.13,
        "ask1": 33.14,
        "bid_qty1": 3,
        "ask_qty1": 107
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688266:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688266",
      "name": "泽璟制药-U",
      "side": "BUY",
      "priority": "W20",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 131.5,
      "exec_low": 131.5,
      "exec_high": 133.47,
      "invalid_price": 127.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 135.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 133.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 129.53,
      "entry_zone_high": 133.47,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2498,
        "prev_amount_yi": 0.1438,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7371,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 128.21,
            "high": 129.01,
            "low": 128.21,
            "close": 129.01,
            "amount_yi": 0.0493
          },
          {
            "time": "13:29",
            "open": 128.88,
            "high": 128.88,
            "low": 128.88,
            "close": 128.88,
            "amount_yi": 0.0336
          },
          {
            "time": "13:30",
            "open": 128.84,
            "high": 129.68,
            "low": 128.84,
            "close": 129.68,
            "amount_yi": 0.0498
          },
          {
            "time": "13:31",
            "open": 129.4,
            "high": 129.4,
            "low": 129.4,
            "close": 129.4,
            "amount_yi": 0.0702
          },
          {
            "time": "13:32",
            "open": 129.03,
            "high": 129.03,
            "low": 128.56,
            "close": 128.56,
            "amount_yi": 0.0469
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 128.56,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 130.0,
        "open": 130.34,
        "high": 138.0,
        "low": 126.5,
        "bid1": 128.59,
        "ask1": 128.99,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688192:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260701:SHSE.688192:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.688192",
      "name": "迪哲医药-U",
      "side": "BUY",
      "priority": "W21",
      "status": "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": "2026-07-02T13:32:32",
      "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": 0.0161,
        "prev_amount_yi": 0.0612,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2631,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 43.57,
            "high": 43.64,
            "low": 43.57,
            "close": 43.64,
            "amount_yi": 0.0048
          },
          {
            "time": "13:29",
            "open": 43.68,
            "high": 43.68,
            "low": 43.68,
            "close": 43.68,
            "amount_yi": 0.0031
          },
          {
            "time": "13:30",
            "open": 43.69,
            "high": 43.69,
            "low": 43.58,
            "close": 43.58,
            "amount_yi": 0.0035
          },
          {
            "time": "13:31",
            "open": 43.68,
            "high": 43.68,
            "low": 43.68,
            "close": 43.68,
            "amount_yi": 0.0006
          },
          {
            "time": "13:32",
            "open": 43.6,
            "high": 43.7,
            "low": 43.6,
            "close": 43.7,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 43.7,
        "ts": "2026-07-02T13:32:25",
        "prev_close": 43.81,
        "open": 44.13,
        "high": 45.95,
        "low": 43.29,
        "bid1": 43.6,
        "ask1": 43.68,
        "bid_qty1": 24,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-02T13:32:32",
      "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": 8.3419,
      "price_vs_vwap_pct": -1.2215,
      "energy_floor_hint_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": 0.0161,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2671,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 8.24,
            "high": 8.25,
            "low": 8.24,
            "close": 8.25,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 8.25,
            "high": 8.25,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0013
          },
          {
            "time": "13:30",
            "open": 8.25,
            "high": 8.25,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0018
          },
          {
            "time": "13:31",
            "open": 8.25,
            "high": 8.25,
            "low": 8.25,
            "close": 8.25,
            "amount_yi": 0.0008
          },
          {
            "time": "13:32",
            "open": 8.24,
            "high": 8.24,
            "low": 8.24,
            "close": 8.24,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 8.24,
        "ts": "2026-07-02T13:32:15",
        "prev_close": 8.24,
        "open": 8.21,
        "high": 8.56,
        "low": 8.16,
        "bid1": 8.24,
        "ask1": 8.25,
        "bid_qty1": 980,
        "ask_qty1": 433
      },
      "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": "2026-07-02T13:32:32",
      "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": 28.6429,
      "price_vs_vwap_pct": -0.6735,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0309,
        "prev_amount_yi": 0.0507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6095,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 28.5,
            "high": 28.5,
            "low": 28.48,
            "close": 28.48,
            "amount_yi": 0.0049
          },
          {
            "time": "13:29",
            "open": 28.48,
            "high": 28.48,
            "low": 28.48,
            "close": 28.48,
            "amount_yi": 0.0106
          },
          {
            "time": "13:30",
            "open": 28.47,
            "high": 28.47,
            "low": 28.47,
            "close": 28.47,
            "amount_yi": 0.0048
          },
          {
            "time": "13:31",
            "open": 28.48,
            "high": 28.48,
            "low": 28.48,
            "close": 28.48,
            "amount_yi": 0.0024
          },
          {
            "time": "13:32",
            "open": 28.47,
            "high": 28.47,
            "low": 28.45,
            "close": 28.45,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 28.45,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 28.94,
        "open": 28.79,
        "high": 29.07,
        "low": 28.3,
        "bid1": 28.44,
        "ask1": 28.45,
        "bid_qty1": 32,
        "ask_qty1": 8
      },
      "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": "2026-07-02T13:32:32",
      "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": 25.6533,
      "price_vs_vwap_pct": -3.5602,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0425,
        "prev_amount_yi": 0.0693,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 24.72,
            "high": 24.73,
            "low": 24.72,
            "close": 24.73,
            "amount_yi": 0.0106
          },
          {
            "time": "13:29",
            "open": 24.8,
            "high": 24.8,
            "low": 24.8,
            "close": 24.8,
            "amount_yi": 0.0048
          },
          {
            "time": "13:30",
            "open": 24.77,
            "high": 24.77,
            "low": 24.77,
            "close": 24.77,
            "amount_yi": 0.0091
          },
          {
            "time": "13:31",
            "open": 24.77,
            "high": 24.77,
            "low": 24.77,
            "close": 24.77,
            "amount_yi": 0.0077
          },
          {
            "time": "13:32",
            "open": 24.77,
            "high": 24.77,
            "low": 24.74,
            "close": 24.74,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 24.74,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 25.09,
        "open": 25.07,
        "high": 27.0,
        "low": 24.6,
        "bid1": 24.74,
        "ask1": 24.75,
        "bid_qty1": 21,
        "ask_qty1": 4
      },
      "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": "2026-07-02T13:32:32",
      "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": 6.9267,
      "price_vs_vwap_pct": -2.551,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0097,
        "prev_amount_yi": 0.0793,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1223,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 6.75,
            "high": 6.75,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.002
          },
          {
            "time": "13:29",
            "open": 6.75,
            "high": 6.75,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0042
          },
          {
            "time": "13:30",
            "open": 6.74,
            "high": 6.74,
            "low": 6.74,
            "close": 6.74,
            "amount_yi": 0.0028
          },
          {
            "time": "13:31",
            "open": 6.75,
            "high": 6.75,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0005
          },
          {
            "time": "13:32",
            "open": 6.75,
            "high": 6.75,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 6.75,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 6.4,
        "open": 6.43,
        "high": 7.4,
        "low": 6.41,
        "bid1": 6.74,
        "ask1": 6.75,
        "bid_qty1": 592,
        "ask_qty1": 270
      },
      "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": "2026-07-02T13:32:32",
      "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": 82.725,
      "price_vs_vwap_pct": 4.1523,
      "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": 0.4186,
        "prev_amount_yi": 0.7266,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5761,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 86.68,
            "high": 86.68,
            "low": 86.2,
            "close": 86.2,
            "amount_yi": 0.1317
          },
          {
            "time": "13:29",
            "open": 86.0,
            "high": 86.0,
            "low": 86.0,
            "close": 86.0,
            "amount_yi": 0.083
          },
          {
            "time": "13:30",
            "open": 85.9,
            "high": 85.96,
            "low": 85.9,
            "close": 85.96,
            "amount_yi": 0.0707
          },
          {
            "time": "13:31",
            "open": 86.06,
            "high": 86.06,
            "low": 86.06,
            "close": 86.06,
            "amount_yi": 0.062
          },
          {
            "time": "13:32",
            "open": 86.0,
            "high": 86.16,
            "low": 86.0,
            "close": 86.16,
            "amount_yi": 0.0712
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 86.16,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 81.0,
        "open": 76.81,
        "high": 88.1,
        "low": 73.82,
        "bid1": 86.18,
        "ask1": 86.19,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-07-02T13:32:32",
      "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": 14.9865,
      "price_vs_vwap_pct": 0.0234,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1344,
        "prev_amount_yi": 0.1304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0307,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 15.02,
            "high": 15.07,
            "low": 15.02,
            "close": 15.07,
            "amount_yi": 0.0328
          },
          {
            "time": "13:29",
            "open": 15.03,
            "high": 15.03,
            "low": 15.03,
            "close": 15.03,
            "amount_yi": 0.0517
          },
          {
            "time": "13:30",
            "open": 15.02,
            "high": 15.02,
            "low": 15.02,
            "close": 15.02,
            "amount_yi": 0.024
          },
          {
            "time": "13:31",
            "open": 15.02,
            "high": 15.02,
            "low": 15.02,
            "close": 15.02,
            "amount_yi": 0.003
          },
          {
            "time": "13:32",
            "open": 15.0,
            "high": 15.0,
            "low": 14.99,
            "close": 14.99,
            "amount_yi": 0.0229
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 14.99,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 15.05,
        "open": 14.9,
        "high": 15.19,
        "low": 14.69,
        "bid1": 14.98,
        "ask1": 14.99,
        "bid_qty1": 344,
        "ask_qty1": 60
      },
      "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": "2026-07-02T13:32:32",
      "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": 45.6088,
      "price_vs_vwap_pct": 6.0979,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2431,
        "prev_amount_yi": 0.6781,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3585,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 48.39,
            "high": 48.39,
            "low": 48.39,
            "close": 48.39,
            "amount_yi": 0.1641
          },
          {
            "time": "13:29",
            "open": 48.39,
            "high": 48.39,
            "low": 48.39,
            "close": 48.39,
            "amount_yi": 0.0118
          },
          {
            "time": "13:30",
            "open": 48.39,
            "high": 48.39,
            "low": 48.39,
            "close": 48.39,
            "amount_yi": 0.0444
          },
          {
            "time": "13:31",
            "open": 48.39,
            "high": 48.39,
            "low": 48.39,
            "close": 48.39,
            "amount_yi": 0.0114
          },
          {
            "time": "13:32",
            "open": 48.39,
            "high": 48.39,
            "low": 48.39,
            "close": 48.39,
            "amount_yi": 0.0114
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 48.39,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 43.99,
        "open": 42.69,
        "high": 48.39,
        "low": 41.29,
        "bid1": 48.39,
        "ask1": 0.0,
        "bid_qty1": 57402,
        "ask_qty1": 0
      },
      "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": "2026-07-02T13:32:32",
      "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_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5998,
        "prev_amount_yi": 0.6447,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9304,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 43.97,
            "high": 43.97,
            "low": 43.92,
            "close": 43.92,
            "amount_yi": 0.1908
          },
          {
            "time": "13:29",
            "open": 43.85,
            "high": 43.85,
            "low": 43.85,
            "close": 43.85,
            "amount_yi": 0.1133
          },
          {
            "time": "13:30",
            "open": 43.6,
            "high": 43.6,
            "low": 43.35,
            "close": 43.35,
            "amount_yi": 0.0982
          },
          {
            "time": "13:31",
            "open": 43.68,
            "high": 43.68,
            "low": 43.68,
            "close": 43.68,
            "amount_yi": 0.1186
          },
          {
            "time": "13:32",
            "open": 43.75,
            "high": 43.75,
            "low": 43.61,
            "close": 43.61,
            "amount_yi": 0.0789
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 43.61,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 40.6,
        "open": 38.0,
        "high": 44.0,
        "low": 35.8,
        "bid1": 43.58,
        "ask1": 43.61,
        "bid_qty1": 4,
        "ask_qty1": 858
      },
      "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": "2026-07-02T13:32:32",
      "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": 20.5725,
      "price_vs_vwap_pct": -0.4496,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0519,
        "prev_amount_yi": 0.0814,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 20.49,
            "high": 20.5,
            "low": 20.49,
            "close": 20.5,
            "amount_yi": 0.0047
          },
          {
            "time": "13:29",
            "open": 20.46,
            "high": 20.46,
            "low": 20.46,
            "close": 20.46,
            "amount_yi": 0.0221
          },
          {
            "time": "13:30",
            "open": 20.49,
            "high": 20.49,
            "low": 20.48,
            "close": 20.48,
            "amount_yi": 0.0115
          },
          {
            "time": "13:31",
            "open": 20.49,
            "high": 20.49,
            "low": 20.49,
            "close": 20.49,
            "amount_yi": 0.0019
          },
          {
            "time": "13:32",
            "open": 20.48,
            "high": 20.48,
            "low": 20.48,
            "close": 20.48,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 20.48,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 20.5,
        "open": 20.54,
        "high": 20.97,
        "low": 20.12,
        "bid1": 20.48,
        "ask1": 20.49,
        "bid_qty1": 56,
        "ask_qty1": 51
      },
      "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": "2026-07-02T13:32:32",
      "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": 26.7973,
      "price_vs_vwap_pct": -1.8558,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0793,
        "prev_amount_yi": 0.1843,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 26.32,
            "high": 26.33,
            "low": 26.32,
            "close": 26.33,
            "amount_yi": 0.0224
          },
          {
            "time": "13:29",
            "open": 26.34,
            "high": 26.34,
            "low": 26.34,
            "close": 26.34,
            "amount_yi": 0.0178
          },
          {
            "time": "13:30",
            "open": 26.35,
            "high": 26.35,
            "low": 26.33,
            "close": 26.33,
            "amount_yi": 0.0101
          },
          {
            "time": "13:31",
            "open": 26.33,
            "high": 26.33,
            "low": 26.33,
            "close": 26.33,
            "amount_yi": 0.0117
          },
          {
            "time": "13:32",
            "open": 26.3,
            "high": 26.3,
            "low": 26.3,
            "close": 26.3,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 26.3,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 26.71,
        "open": 26.49,
        "high": 27.52,
        "low": 26.18,
        "bid1": 26.29,
        "ask1": 26.3,
        "bid_qty1": 11,
        "ask_qty1": 2
      },
      "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": "TOUCHED",
      "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": "2026-07-02T13:32:32",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 35.3492,
      "price_vs_vwap_pct": 1.8411,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0557,
        "prev_amount_yi": 0.0431,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2923,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 35.54,
            "high": 35.57,
            "low": 35.54,
            "close": 35.57,
            "amount_yi": 0.008
          },
          {
            "time": "13:29",
            "open": 35.53,
            "high": 35.53,
            "low": 35.53,
            "close": 35.53,
            "amount_yi": 0.0136
          },
          {
            "time": "13:30",
            "open": 35.51,
            "high": 35.51,
            "low": 35.48,
            "close": 35.48,
            "amount_yi": 0.0027
          },
          {
            "time": "13:31",
            "open": 35.63,
            "high": 35.63,
            "low": 35.63,
            "close": 35.63,
            "amount_yi": 0.0049
          },
          {
            "time": "13:32",
            "open": 35.74,
            "high": 36.0,
            "low": 35.74,
            "close": 36.0,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 36.0,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 34.95,
        "open": 34.93,
        "high": 36.27,
        "low": 34.07,
        "bid1": 35.94,
        "ask1": 35.96,
        "bid_qty1": 7,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-07-02T13:32:32",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "单抗概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 65.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 64.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 62.35,
      "entry_zone_high": 64.25,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2577,
        "prev_amount_yi": 0.2322,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1098,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "13:28",
            "open": 55.99,
            "high": 55.99,
            "low": 55.91,
            "close": 55.91,
            "amount_yi": 0.1331
          },
          {
            "time": "13:29",
            "open": 56.1,
            "high": 56.1,
            "low": 56.1,
            "close": 56.1,
            "amount_yi": 0.0319
          },
          {
            "time": "13:30",
            "open": 56.05,
            "high": 56.05,
            "low": 56.05,
            "close": 56.05,
            "amount_yi": 0.0456
          },
          {
            "time": "13:31",
            "open": 56.06,
            "high": 56.06,
            "low": 56.06,
            "close": 56.06,
            "amount_yi": 0.0122
          },
          {
            "time": "13:32",
            "open": 56.04,
            "high": 56.04,
            "low": 56.01,
            "close": 56.01,
            "amount_yi": 0.0349
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 56.01,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 58.5,
        "open": 57.75,
        "high": 61.98,
        "low": 55.9,
        "bid1": 56.0,
        "ask1": 56.01,
        "bid_qty1": 396,
        "ask_qty1": 331
      },
      "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": "2026-07-02T13:32:32",
      "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": 0.0087,
        "prev_amount_yi": 0.0143,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6084,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 9.42,
            "high": 9.42,
            "low": 9.42,
            "close": 9.42,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 9.43,
            "high": 9.43,
            "low": 9.43,
            "close": 9.43,
            "amount_yi": 0.0023
          },
          {
            "time": "13:30",
            "open": 9.43,
            "high": 9.43,
            "low": 9.43,
            "close": 9.43,
            "amount_yi": 0.0023
          },
          {
            "time": "13:31",
            "open": 9.42,
            "high": 9.42,
            "low": 9.42,
            "close": 9.42,
            "amount_yi": 0.0005
          },
          {
            "time": "13:32",
            "open": 9.42,
            "high": 9.49,
            "low": 9.42,
            "close": 9.49,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 9.49,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 9.02,
        "open": 9.0,
        "high": 9.88,
        "low": 8.9,
        "bid1": 9.49,
        "ask1": 9.5,
        "bid_qty1": 60,
        "ask_qty1": 178
      },
      "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": "2026-07-02T13:32:32",
      "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": 0.0468,
        "prev_amount_yi": 0.0521,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8983,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 12.97,
            "high": 13.0,
            "low": 12.97,
            "close": 13.0,
            "amount_yi": 0.0056
          },
          {
            "time": "13:29",
            "open": 12.99,
            "high": 12.99,
            "low": 12.99,
            "close": 12.99,
            "amount_yi": 0.0081
          },
          {
            "time": "13:30",
            "open": 13.01,
            "high": 13.03,
            "low": 13.01,
            "close": 13.03,
            "amount_yi": 0.0081
          },
          {
            "time": "13:31",
            "open": 12.98,
            "high": 12.98,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0177
          },
          {
            "time": "13:32",
            "open": 12.98,
            "high": 12.98,
            "low": 12.96,
            "close": 12.96,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 12.96,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 12.76,
        "open": 13.05,
        "high": 14.27,
        "low": 12.51,
        "bid1": 12.96,
        "ask1": 12.97,
        "bid_qty1": 29,
        "ask_qty1": 106
      },
      "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": "2026-07-02T13:32:32",
      "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": 26.8818,
      "price_vs_vwap_pct": -1.9411,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.005,
        "prev_amount_yi": 0.0033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:27",
            "open": 26.39,
            "high": 26.39,
            "low": 26.39,
            "close": 26.39,
            "amount_yi": 0.0017
          },
          {
            "time": "13:28",
            "open": 26.39,
            "high": 26.39,
            "low": 26.39,
            "close": 26.39,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 26.37,
            "high": 26.37,
            "low": 26.37,
            "close": 26.37,
            "amount_yi": 0.0012
          },
          {
            "time": "13:30",
            "open": 26.37,
            "high": 26.37,
            "low": 26.37,
            "close": 26.37,
            "amount_yi": 0.0008
          },
          {
            "time": "13:32",
            "open": 26.37,
            "high": 26.37,
            "low": 26.36,
            "close": 26.36,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 26.36,
        "ts": "2026-07-02T13:32:22",
        "prev_close": 26.85,
        "open": 27.45,
        "high": 27.58,
        "low": 26.15,
        "bid1": 26.3,
        "ask1": 26.37,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002653:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002653:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002653",
      "name": "海思科",
      "side": "BUY",
      "priority": "W37",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 71.9031,
      "price_vs_vwap_pct": -2.4938,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0815,
        "prev_amount_yi": 0.0942,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 70.37,
            "high": 70.37,
            "low": 70.14,
            "close": 70.14,
            "amount_yi": 0.0247
          },
          {
            "time": "13:29",
            "open": 70.29,
            "high": 70.29,
            "low": 70.29,
            "close": 70.29,
            "amount_yi": 0.0169
          },
          {
            "time": "13:30",
            "open": 70.31,
            "high": 70.31,
            "low": 70.31,
            "close": 70.31,
            "amount_yi": 0.0152
          },
          {
            "time": "13:31",
            "open": 70.2,
            "high": 70.2,
            "low": 70.2,
            "close": 70.2,
            "amount_yi": 0.0119
          },
          {
            "time": "13:32",
            "open": 70.11,
            "high": 70.11,
            "low": 70.11,
            "close": 70.11,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 70.11,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 72.96,
        "open": 71.24,
        "high": 76.0,
        "low": 69.0,
        "bid1": 70.11,
        "ask1": 70.12,
        "bid_qty1": 5,
        "ask_qty1": 13
      },
      "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": "2026-07-02T13:32:32",
      "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": 17.9418,
      "price_vs_vwap_pct": 1.3276,
      "energy_floor_hint_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": 0.0018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8333,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:26",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0024
          },
          {
            "time": "13:27",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0005
          },
          {
            "time": "13:29",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 18.18,
            "high": 18.18,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:18",
        "prev_close": 16.53,
        "open": 16.5,
        "high": 18.18,
        "low": 16.42,
        "bid1": 18.18,
        "ask1": 0.0,
        "bid_qty1": 27644,
        "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": "2026-07-02T13:32:32",
      "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": 6.0315,
      "price_vs_vwap_pct": 0.1409,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.024,
        "prev_amount_yi": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0513,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0047
          },
          {
            "time": "13:29",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0029
          },
          {
            "time": "13:30",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0045
          },
          {
            "time": "13:31",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0016
          },
          {
            "time": "13:32",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:30",
        "prev_close": 5.49,
        "open": 5.99,
        "high": 6.04,
        "low": 5.95,
        "bid1": 6.04,
        "ask1": 0.0,
        "bid_qty1": 259759,
        "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": "2026-07-02T13:32:32",
      "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": 10.674,
      "price_vs_vwap_pct": -0.5996,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0067,
        "prev_amount_yi": 0.0213,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 10.6,
            "high": 10.6,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0014
          },
          {
            "time": "13:29",
            "open": 10.62,
            "high": 10.62,
            "low": 10.62,
            "close": 10.62,
            "amount_yi": 0.0008
          },
          {
            "time": "13:30",
            "open": 10.62,
            "high": 10.62,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0011
          },
          {
            "time": "13:31",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0018
          },
          {
            "time": "13:32",
            "open": 10.61,
            "high": 10.61,
            "low": 10.61,
            "close": 10.61,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 10.61,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 10.41,
        "open": 10.6,
        "high": 10.92,
        "low": 10.49,
        "bid1": 10.61,
        "ask1": 10.62,
        "bid_qty1": 164,
        "ask_qty1": 103
      },
      "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": "2026-07-02T13:32:32",
      "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": 29.4487,
      "price_vs_vwap_pct": -1.6935,
      "energy_floor_hint_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": 0.0506,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5968,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 28.92,
            "high": 28.94,
            "low": 28.92,
            "close": 28.94,
            "amount_yi": 0.0064
          },
          {
            "time": "13:29",
            "open": 28.94,
            "high": 28.94,
            "low": 28.94,
            "close": 28.94,
            "amount_yi": 0.0062
          },
          {
            "time": "13:30",
            "open": 28.96,
            "high": 28.96,
            "low": 28.95,
            "close": 28.95,
            "amount_yi": 0.0038
          },
          {
            "time": "13:31",
            "open": 28.97,
            "high": 28.97,
            "low": 28.97,
            "close": 28.97,
            "amount_yi": 0.003
          },
          {
            "time": "13:32",
            "open": 28.95,
            "high": 28.95,
            "low": 28.95,
            "close": 28.95,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 28.95,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 29.05,
        "open": 30.0,
        "high": 30.33,
        "low": 28.6,
        "bid1": 28.95,
        "ask1": 28.97,
        "bid_qty1": 31,
        "ask_qty1": 2
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.5564,
      "price_vs_vwap_pct": 0.9448,
      "energy_floor_hint_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": 0.0007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:26",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0004
          },
          {
            "time": "13:28",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0002
          },
          {
            "time": "13:30",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0001
          },
          {
            "time": "13:31",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:30",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.59,
        "low": 3.42,
        "bid1": 3.59,
        "ask1": 0.0,
        "bid_qty1": 4459,
        "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": "2026-07-02T13:32:32",
      "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": 2.3418,
      "price_vs_vwap_pct": 0.7772,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0008,
        "prev_amount_yi": 0.0016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:19",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "13:21",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          },
          {
            "time": "13:23",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0001
          },
          {
            "time": "13:24",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0002
          },
          {
            "time": "13:28",
            "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": 87448.85,
      "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": "2026-07-02T13:32:30",
        "prev_close": 2.25,
        "open": 2.28,
        "high": 2.36,
        "low": 2.27,
        "bid1": 2.36,
        "ask1": 0.0,
        "bid_qty1": 44535,
        "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": "2026-07-02T13:32:32",
      "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": 38.9574,
      "price_vs_vwap_pct": 1.1104,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0035,
        "prev_amount_yi": 0.0049,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0013
          },
          {
            "time": "13:29",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0009
          },
          {
            "time": "13:31",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 39.39,
            "high": 39.39,
            "low": 39.39,
            "close": 39.39,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:29",
        "prev_close": 35.81,
        "open": 38.25,
        "high": 39.39,
        "low": 37.88,
        "bid1": 39.39,
        "ask1": 0.0,
        "bid_qty1": 27832,
        "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": "2026-07-02T13:32:32",
      "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": 38.8631,
      "price_vs_vwap_pct": -1.9378,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.009,
        "prev_amount_yi": 0.0152,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 38.07,
            "high": 38.1,
            "low": 38.07,
            "close": 38.1,
            "amount_yi": 0.0008
          },
          {
            "time": "13:29",
            "open": 38.11,
            "high": 38.11,
            "low": 38.11,
            "close": 38.11,
            "amount_yi": 0.0038
          },
          {
            "time": "13:30",
            "open": 38.11,
            "high": 38.17,
            "low": 38.11,
            "close": 38.17,
            "amount_yi": 0.002
          },
          {
            "time": "13:31",
            "open": 38.18,
            "high": 38.18,
            "low": 38.18,
            "close": 38.18,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 38.12,
            "high": 38.12,
            "low": 38.11,
            "close": 38.11,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 38.11,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 39.0,
        "open": 38.51,
        "high": 39.89,
        "low": 37.89,
        "bid1": 38.11,
        "ask1": 38.12,
        "bid_qty1": 4,
        "ask_qty1": 9
      },
      "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": "2026-07-02T13:32:32",
      "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": 2.9062,
      "price_vs_vwap_pct": -0.5574,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0247,
        "prev_amount_yi": 0.0148,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6689,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0045
          },
          {
            "time": "13:29",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0047
          },
          {
            "time": "13:30",
            "open": 2.9,
            "high": 2.9,
            "low": 2.9,
            "close": 2.9,
            "amount_yi": 0.0125
          },
          {
            "time": "13:31",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0014
          },
          {
            "time": "13:32",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:27",
        "prev_close": 2.88,
        "open": 2.87,
        "high": 3.0,
        "low": 2.84,
        "bid1": 2.89,
        "ask1": 2.9,
        "bid_qty1": 1961,
        "ask_qty1": 10014
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.2427,
      "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": 0.0133,
        "prev_amount_yi": 0.0226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5885,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 43.73,
            "high": 43.74,
            "low": 43.73,
            "close": 43.74,
            "amount_yi": 0.0014
          },
          {
            "time": "13:29",
            "open": 43.76,
            "high": 43.76,
            "low": 43.76,
            "close": 43.76,
            "amount_yi": 0.0034
          },
          {
            "time": "13:30",
            "open": 43.79,
            "high": 43.84,
            "low": 43.79,
            "close": 43.84,
            "amount_yi": 0.0016
          },
          {
            "time": "13:31",
            "open": 43.86,
            "high": 43.86,
            "low": 43.86,
            "close": 43.86,
            "amount_yi": 0.0037
          },
          {
            "time": "13:32",
            "open": 43.79,
            "high": 43.79,
            "low": 43.76,
            "close": 43.76,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 43.76,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 42.69,
        "open": 43.8,
        "high": 46.13,
        "low": 42.88,
        "bid1": 43.76,
        "ask1": 43.79,
        "bid_qty1": 4,
        "ask_qty1": 4
      },
      "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": "2026-07-02T13:32:32",
      "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": 24.6517,
      "price_vs_vwap_pct": -2.238,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.064,
        "prev_amount_yi": 0.1466,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4366,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 24.1,
            "high": 24.1,
            "low": 24.1,
            "close": 24.1,
            "amount_yi": 0.0155
          },
          {
            "time": "13:29",
            "open": 24.1,
            "high": 24.1,
            "low": 24.1,
            "close": 24.1,
            "amount_yi": 0.008
          },
          {
            "time": "13:30",
            "open": 24.08,
            "high": 24.08,
            "low": 24.06,
            "close": 24.06,
            "amount_yi": 0.016
          },
          {
            "time": "13:31",
            "open": 24.09,
            "high": 24.09,
            "low": 24.09,
            "close": 24.09,
            "amount_yi": 0.0086
          },
          {
            "time": "13:32",
            "open": 24.1,
            "high": 24.1,
            "low": 24.1,
            "close": 24.1,
            "amount_yi": 0.0159
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 24.1,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 25.16,
        "open": 24.92,
        "high": 26.34,
        "low": 23.79,
        "bid1": 24.1,
        "ask1": 24.11,
        "bid_qty1": 17,
        "ask_qty1": 4
      },
      "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": "2026-07-02T13:32:32",
      "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": 8.199,
      "price_vs_vwap_pct": -0.8416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0084,
        "prev_amount_yi": 0.0035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:27",
            "open": 8.12,
            "high": 8.12,
            "low": 8.12,
            "close": 8.12,
            "amount_yi": 0.0041
          },
          {
            "time": "13:28",
            "open": 8.12,
            "high": 8.13,
            "low": 8.12,
            "close": 8.13,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 8.13,
            "high": 8.13,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0004
          },
          {
            "time": "13:31",
            "open": 8.13,
            "high": 8.13,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0035
          },
          {
            "time": "13:32",
            "open": 8.14,
            "high": 8.14,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 8.13,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 8.14,
        "open": 8.02,
        "high": 8.33,
        "low": 8.02,
        "bid1": 8.13,
        "ask1": 8.14,
        "bid_qty1": 37,
        "ask_qty1": 206
      },
      "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": "2026-07-02T13:32:32",
      "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": 2.6528,
      "price_vs_vwap_pct": -1.2364,
      "energy_floor_hint_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": 0.0058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0022
          },
          {
            "time": "13:29",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0004
          },
          {
            "time": "13:30",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0002
          },
          {
            "time": "13:31",
            "open": 2.62,
            "high": 2.62,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 2.61,
            "high": 2.62,
            "low": 2.61,
            "close": 2.62,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": "2026-07-02T13:32:27",
        "prev_close": 2.6,
        "open": 2.58,
        "high": 2.73,
        "low": 2.58,
        "bid1": 2.61,
        "ask1": 2.62,
        "bid_qty1": 3743,
        "ask_qty1": 354
      },
      "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": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.84,
      "exec_low": 7.84,
      "exec_high": 7.96,
      "invalid_price": 7.6,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.72,
      "entry_zone_high": 7.96,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0028,
        "prev_amount_yi": 0.0049,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 7.75,
            "high": 7.76,
            "low": 7.75,
            "close": 7.76,
            "amount_yi": 0.0001
          },
          {
            "time": "13:29",
            "open": 7.74,
            "high": 7.74,
            "low": 7.74,
            "close": 7.74,
            "amount_yi": 0.0018
          },
          {
            "time": "13:30",
            "open": 7.75,
            "high": 7.75,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 0.0002
          },
          {
            "time": "13:31",
            "open": 7.76,
            "high": 7.76,
            "low": 7.76,
            "close": 7.76,
            "amount_yi": 0.0005
          },
          {
            "time": "13:32",
            "open": 7.76,
            "high": 7.76,
            "low": 7.75,
            "close": 7.75,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 7.75,
        "ts": "2026-07-02T13:32:23",
        "prev_close": 7.82,
        "open": 7.76,
        "high": 7.99,
        "low": 7.67,
        "bid1": 7.75,
        "ask1": 7.76,
        "bid_qty1": 44,
        "ask_qty1": 445
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688189:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688189:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688189",
      "name": "ST南新",
      "side": "BUY",
      "priority": "W52",
      "status": "CANCELLED",
      "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": "2026-07-02T13:32:32",
      "sim_reason": "invalid_price_broken",
      "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": 0.003,
        "prev_amount_yi": 0.0418,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0718,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 6.31,
            "high": 6.31,
            "low": 6.31,
            "close": 6.31,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 6.28,
            "high": 6.28,
            "low": 6.28,
            "close": 6.28,
            "amount_yi": 0.0019
          },
          {
            "time": "13:30",
            "open": 6.28,
            "high": 6.3,
            "low": 6.28,
            "close": 6.3,
            "amount_yi": 0.0004
          },
          {
            "time": "13:31",
            "open": 6.3,
            "high": 6.3,
            "low": 6.3,
            "close": 6.3,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 6.3,
            "high": 6.3,
            "low": 6.3,
            "close": 6.3,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 6.3,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 6.39,
        "open": 6.36,
        "high": 6.6,
        "low": 6.28,
        "bid1": 6.3,
        "ask1": 6.31,
        "bid_qty1": 250,
        "ask_qty1": 46
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-02T13:32:32",
      "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": 0.0034,
        "prev_amount_yi": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7895,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:25",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0002
          },
          {
            "time": "13:27",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0001
          },
          {
            "time": "13:28",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0019
          },
          {
            "time": "13:30",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 14.66,
            "high": 14.66,
            "low": 14.66,
            "close": 14.66,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:30",
        "prev_close": 13.33,
        "open": 14.66,
        "high": 14.66,
        "low": 14.66,
        "bid1": 14.66,
        "ask1": 0.0,
        "bid_qty1": 116405,
        "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": "2026-07-02T13:32:32",
      "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": 3.0158,
      "intraday_vwap": 14.7721,
      "price_vs_vwap_pct": -1.2327,
      "energy_floor_hint_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": 0.0335,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2657,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 14.58,
            "high": 14.59,
            "low": 14.58,
            "close": 14.59,
            "amount_yi": 0.0031
          },
          {
            "time": "13:29",
            "open": 14.58,
            "high": 14.58,
            "low": 14.58,
            "close": 14.58,
            "amount_yi": 0.0011
          },
          {
            "time": "13:30",
            "open": 14.59,
            "high": 14.59,
            "low": 14.58,
            "close": 14.58,
            "amount_yi": 0.002
          },
          {
            "time": "13:31",
            "open": 14.59,
            "high": 14.59,
            "low": 14.59,
            "close": 14.59,
            "amount_yi": 0.0008
          },
          {
            "time": "13:32",
            "open": 14.59,
            "high": 14.59,
            "low": 14.59,
            "close": 14.59,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 14.59,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 14.52,
        "open": 14.46,
        "high": 15.1,
        "low": 14.41,
        "bid1": 14.58,
        "ask1": 14.59,
        "bid_qty1": 169,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002900:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002900:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002900",
      "name": "哈三联",
      "side": "BUY",
      "priority": "W55",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.73,
      "exec_low": 9.73,
      "exec_high": 9.88,
      "invalid_price": 9.44,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.58,
      "entry_zone_high": 9.88,
      "entry_risk_pct": 3.1795,
      "intraday_vwap": 9.7805,
      "price_vs_vwap_pct": -0.5163,
      "energy_floor_hint_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": 0.0023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4348,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:27",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.001
          },
          {
            "time": "13:29",
            "open": 9.73,
            "high": 9.73,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0004
          },
          {
            "time": "13:30",
            "open": 9.73,
            "high": 9.73,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.0004
          },
          {
            "time": "13:31",
            "open": 9.74,
            "high": 9.74,
            "low": 9.74,
            "close": 9.74,
            "amount_yi": 0.0005
          },
          {
            "time": "13:32",
            "open": 9.74,
            "high": 9.74,
            "low": 9.73,
            "close": 9.73,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 9.73,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 9.68,
        "open": 9.69,
        "high": 9.97,
        "low": 9.6,
        "bid1": 9.73,
        "ask1": 9.75,
        "bid_qty1": 22,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603367:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603367:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603367",
      "name": "辰欣药业",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.61,
      "exec_low": 13.61,
      "exec_high": 13.81,
      "invalid_price": 13.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.41,
      "entry_zone_high": 13.81,
      "entry_risk_pct": 3.9301,
      "intraday_vwap": 13.749,
      "price_vs_vwap_pct": -0.1382,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0093,
        "prev_amount_yi": 0.0138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 13.73,
            "high": 13.73,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0015
          },
          {
            "time": "13:29",
            "open": 13.73,
            "high": 13.73,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0012
          },
          {
            "time": "13:30",
            "open": 13.72,
            "high": 13.72,
            "low": 13.72,
            "close": 13.72,
            "amount_yi": 0.0032
          },
          {
            "time": "13:31",
            "open": 13.73,
            "high": 13.73,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0028
          },
          {
            "time": "13:32",
            "open": 13.73,
            "high": 13.73,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 13.73,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 13.58,
        "open": 13.58,
        "high": 13.92,
        "low": 13.54,
        "bid1": 13.73,
        "ask1": 13.74,
        "bid_qty1": 195,
        "ask_qty1": 193
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.9362,
      "intraday_vwap": 9.428,
      "price_vs_vwap_pct": -0.4031,
      "energy_floor_hint_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": 0.0023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9565,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0013
          },
          {
            "time": "13:29",
            "open": 9.4,
            "high": 9.4,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.0004
          },
          {
            "time": "13:30",
            "open": 9.4,
            "high": 9.4,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.0001
          },
          {
            "time": "13:31",
            "open": 9.4,
            "high": 9.4,
            "low": 9.4,
            "close": 9.4,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 9.39,
            "high": 9.39,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 9.39,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 9.3,
        "open": 9.3,
        "high": 9.58,
        "low": 9.25,
        "bid1": 9.38,
        "ask1": 9.4,
        "bid_qty1": 33,
        "ask_qty1": 48
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300254:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.300254:VWAP_RECLAIM",
      "symbol": "SZSE.300254",
      "name": "仟源医药",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.47,
      "exec_low": 8.6,
      "exec_high": 8.6,
      "invalid_price": 8.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.34,
      "entry_zone_high": 8.6,
      "entry_risk_pct": 3.1802,
      "intraday_vwap": 8.5581,
      "price_vs_vwap_pct": -0.9126,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.005,
        "prev_amount_yi": 0.0059,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8475,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 8.47,
            "high": 8.48,
            "low": 8.47,
            "close": 8.48,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 8.48,
            "high": 8.48,
            "low": 8.48,
            "close": 8.48,
            "amount_yi": 0.0004
          },
          {
            "time": "13:30",
            "open": 8.48,
            "high": 8.48,
            "low": 8.48,
            "close": 8.48,
            "amount_yi": 0.0008
          },
          {
            "time": "13:31",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0034
          },
          {
            "time": "13:32",
            "open": 8.49,
            "high": 8.49,
            "low": 8.48,
            "close": 8.48,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 8.48,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 8.41,
        "open": 8.36,
        "high": 8.81,
        "low": 8.33,
        "bid1": 8.48,
        "ask1": 8.49,
        "bid_qty1": 84,
        "ask_qty1": 315
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600513:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600513:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600513",
      "name": "联环药业",
      "side": "BUY",
      "priority": "W59",
      "status": "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": "2026-07-02T13:32:32",
      "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": 15.882,
      "price_vs_vwap_pct": -2.6571,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0073,
        "prev_amount_yi": 0.0113,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.646,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 15.46,
            "high": 15.49,
            "low": 15.46,
            "close": 15.49,
            "amount_yi": 0.003
          },
          {
            "time": "13:29",
            "open": 15.47,
            "high": 15.47,
            "low": 15.47,
            "close": 15.47,
            "amount_yi": 0.0014
          },
          {
            "time": "13:30",
            "open": 15.47,
            "high": 15.47,
            "low": 15.47,
            "close": 15.47,
            "amount_yi": 0.0004
          },
          {
            "time": "13:31",
            "open": 15.47,
            "high": 15.47,
            "low": 15.47,
            "close": 15.47,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 15.48,
            "high": 15.48,
            "low": 15.46,
            "close": 15.46,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 15.46,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 15.52,
        "open": 15.47,
        "high": 16.39,
        "low": 15.4,
        "bid1": 15.46,
        "ask1": 15.47,
        "bid_qty1": 40,
        "ask_qty1": 29
      },
      "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": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.5,
      "exec_low": 6.5,
      "exec_high": 6.6,
      "invalid_price": 6.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.4,
      "entry_zone_high": 6.6,
      "entry_risk_pct": 4.5455,
      "intraday_vwap": 6.5032,
      "price_vs_vwap_pct": 1.4885,
      "energy_floor_hint_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": 0.0376,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6197,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 6.6,
            "high": 6.6,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0032
          },
          {
            "time": "13:29",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0059
          },
          {
            "time": "13:30",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0076
          },
          {
            "time": "13:31",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0019
          },
          {
            "time": "13:32",
            "open": 6.58,
            "high": 6.6,
            "low": 6.58,
            "close": 6.6,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 6.6,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 6.28,
        "open": 6.15,
        "high": 6.77,
        "low": 6.1,
        "bid1": 6.59,
        "ask1": 6.6,
        "bid_qty1": 572,
        "ask_qty1": 1853
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300233:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300233:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300233",
      "name": "金城医药",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.13,
      "exec_low": 13.13,
      "exec_high": 13.33,
      "invalid_price": 12.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.93,
      "entry_zone_high": 13.33,
      "entry_risk_pct": 2.8963,
      "intraday_vwap": 13.1779,
      "price_vs_vwap_pct": -0.3635,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0157,
        "prev_amount_yi": 0.0185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 13.13,
            "high": 13.13,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0058
          },
          {
            "time": "13:29",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.0019
          },
          {
            "time": "13:30",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.002
          },
          {
            "time": "13:31",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0018
          },
          {
            "time": "13:32",
            "open": 13.1,
            "high": 13.13,
            "low": 13.1,
            "close": 13.13,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 13.13,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 13.13,
        "open": 13.07,
        "high": 13.45,
        "low": 12.96,
        "bid1": 13.11,
        "ask1": 13.12,
        "bid_qty1": 7,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000788:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000788:VWAP_RECLAIM",
      "symbol": "SZSE.000788",
      "name": "北大医药",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.12,
      "exec_low": 5.2,
      "exec_high": 5.2,
      "invalid_price": 4.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.04,
      "entry_zone_high": 5.2,
      "entry_risk_pct": 4.0541,
      "intraday_vwap": 5.1863,
      "price_vs_vwap_pct": -0.3143,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0087,
        "prev_amount_yi": 0.0143,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6084,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 5.16,
            "high": 5.17,
            "low": 5.16,
            "close": 5.17,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 5.16,
            "high": 5.16,
            "low": 5.16,
            "close": 5.16,
            "amount_yi": 0.0024
          },
          {
            "time": "13:30",
            "open": 5.17,
            "high": 5.17,
            "low": 5.17,
            "close": 5.17,
            "amount_yi": 0.0036
          },
          {
            "time": "13:31",
            "open": 5.18,
            "high": 5.18,
            "low": 5.18,
            "close": 5.18,
            "amount_yi": 0.001
          },
          {
            "time": "13:32",
            "open": 5.18,
            "high": 5.18,
            "low": 5.17,
            "close": 5.17,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 5.17,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 5.12,
        "open": 5.09,
        "high": 5.28,
        "low": 5.06,
        "bid1": 5.17,
        "ask1": 5.18,
        "bid_qty1": 242,
        "ask_qty1": 391
      },
      "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": "2026-07-02T13:32:32",
      "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": 6.6529,
      "price_vs_vwap_pct": -0.7951,
      "energy_floor_hint_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": 0.0014,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 6.58,
            "high": 6.58,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0024
          },
          {
            "time": "13:29",
            "open": 6.6,
            "high": 6.6,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 6.6,
            "high": 6.6,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0002
          },
          {
            "time": "13:31",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 6.59,
            "high": 6.6,
            "low": 6.59,
            "close": 6.6,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:24",
        "prev_close": 6.59,
        "open": 6.53,
        "high": 6.79,
        "low": 6.5,
        "bid1": 6.59,
        "ask1": 6.61,
        "bid_qty1": 63,
        "ask_qty1": 173
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603168:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.603168:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.603168",
      "name": "莎普爱思",
      "side": "BUY",
      "priority": "W64",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.01,
      "exec_low": 5.01,
      "exec_high": 5.09,
      "invalid_price": 4.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.93,
      "entry_zone_high": 5.09,
      "entry_risk_pct": null,
      "intraday_vwap": 5.0025,
      "price_vs_vwap_pct": -0.4498,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0046,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.561,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:27",
            "open": 4.98,
            "high": 4.98,
            "low": 4.98,
            "close": 4.98,
            "amount_yi": 0.0006
          },
          {
            "time": "13:29",
            "open": 4.97,
            "high": 4.97,
            "low": 4.97,
            "close": 4.97,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 4.98,
            "high": 4.98,
            "low": 4.98,
            "close": 4.98,
            "amount_yi": 0.0015
          },
          {
            "time": "13:31",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.0007
          },
          {
            "time": "13:32",
            "open": 4.97,
            "high": 4.98,
            "low": 4.97,
            "close": 4.98,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 4.98,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 4.97,
        "open": 5.01,
        "high": 5.15,
        "low": 4.87,
        "bid1": 4.98,
        "ask1": 4.99,
        "bid_qty1": 7,
        "ask_qty1": 152
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000963:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.000963:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W65",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 29.74,
      "exec_low": 29.74,
      "exec_high": 30.19,
      "invalid_price": 28.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 29.7561,
      "price_vs_vwap_pct": -0.5246,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0474,
        "prev_amount_yi": 0.0578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8201,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 29.55,
            "high": 29.55,
            "low": 29.55,
            "close": 29.55,
            "amount_yi": 0.0092
          },
          {
            "time": "13:29",
            "open": 29.56,
            "high": 29.56,
            "low": 29.56,
            "close": 29.56,
            "amount_yi": 0.0147
          },
          {
            "time": "13:30",
            "open": 29.57,
            "high": 29.6,
            "low": 29.57,
            "close": 29.6,
            "amount_yi": 0.0062
          },
          {
            "time": "13:31",
            "open": 29.62,
            "high": 29.62,
            "low": 29.62,
            "close": 29.62,
            "amount_yi": 0.0027
          },
          {
            "time": "13:32",
            "open": 29.62,
            "high": 29.62,
            "low": 29.6,
            "close": 29.6,
            "amount_yi": 0.0146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 29.6,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 29.57,
        "open": 29.51,
        "high": 30.26,
        "low": 29.35,
        "bid1": 29.59,
        "ask1": 29.6,
        "bid_qty1": 22,
        "ask_qty1": 29
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000952:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000952:VWAP_RECLAIM",
      "symbol": "SZSE.000952",
      "name": "广济药业",
      "side": "BUY",
      "priority": "W66",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.75,
      "exec_low": 5.84,
      "exec_high": 5.84,
      "invalid_price": 5.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.66,
      "entry_zone_high": 5.84,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7601,
      "price_vs_vwap_pct": -0.8698,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0056,
        "prev_amount_yi": 0.0021,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 5.67,
            "high": 5.68,
            "low": 5.67,
            "close": 5.68,
            "amount_yi": 0.0016
          },
          {
            "time": "13:29",
            "open": 5.68,
            "high": 5.68,
            "low": 5.68,
            "close": 5.68,
            "amount_yi": 0.0003
          },
          {
            "time": "13:30",
            "open": 5.7,
            "high": 5.7,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0007
          },
          {
            "time": "13:31",
            "open": 5.72,
            "high": 5.72,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0008
          },
          {
            "time": "13:32",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 5.71,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 5.69,
        "open": 5.69,
        "high": 5.89,
        "low": 5.63,
        "bid1": 5.7,
        "ask1": 5.72,
        "bid_qty1": 67,
        "ask_qty1": 57
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688356:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.688356:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.688356",
      "name": "键凯科技",
      "side": "BUY",
      "priority": "W67",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 82.87,
      "exec_low": 82.87,
      "exec_high": 84.11,
      "invalid_price": 80.38,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 85.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 84.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 81.63,
      "entry_zone_high": 84.11,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0084,
        "prev_amount_yi": 0.0034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4706,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 81.81,
            "high": 81.84,
            "low": 81.81,
            "close": 81.84,
            "amount_yi": 0.005
          },
          {
            "time": "13:29",
            "open": 81.87,
            "high": 81.87,
            "low": 81.87,
            "close": 81.87,
            "amount_yi": 0.0009
          },
          {
            "time": "13:30",
            "open": 81.88,
            "high": 81.88,
            "low": 81.88,
            "close": 81.88,
            "amount_yi": 0.0002
          },
          {
            "time": "13:31",
            "open": 82.06,
            "high": 82.06,
            "low": 82.06,
            "close": 82.06,
            "amount_yi": 0.0005
          },
          {
            "time": "13:32",
            "open": 81.79,
            "high": 82.06,
            "low": 81.79,
            "close": 82.06,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 82.06,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 81.83,
        "open": 81.99,
        "high": 84.97,
        "low": 81.11,
        "bid1": 82.06,
        "ask1": 82.07,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.601089:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.601089:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601089",
      "name": "福元医药",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 17.22,
      "exec_low": 17.22,
      "exec_high": 17.48,
      "invalid_price": 16.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.96,
      "entry_zone_high": 17.48,
      "entry_risk_pct": 3.076,
      "intraday_vwap": 17.37,
      "price_vs_vwap_pct": -0.806,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0398,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.0612,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 17.14,
            "high": 17.16,
            "low": 17.14,
            "close": 17.16,
            "amount_yi": 0.004
          },
          {
            "time": "13:29",
            "open": 17.29,
            "high": 17.29,
            "low": 17.29,
            "close": 17.29,
            "amount_yi": 0.0263
          },
          {
            "time": "13:30",
            "open": 17.27,
            "high": 17.27,
            "low": 17.27,
            "close": 17.27,
            "amount_yi": 0.0078
          },
          {
            "time": "13:31",
            "open": 17.25,
            "high": 17.25,
            "low": 17.25,
            "close": 17.25,
            "amount_yi": 0.0005
          },
          {
            "time": "13:32",
            "open": 17.23,
            "high": 17.23,
            "low": 17.23,
            "close": 17.23,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 17.23,
        "ts": "2026-07-02T13:32:26",
        "prev_close": 17.2,
        "open": 17.52,
        "high": 17.77,
        "low": 17.03,
        "bid1": 17.21,
        "ask1": 17.23,
        "bid_qty1": 3,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300497:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300497:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300497",
      "name": "富祥股份",
      "side": "BUY",
      "priority": "W69",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 23.81,
      "exec_low": 23.81,
      "exec_high": 24.17,
      "invalid_price": 23.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 23.2447,
      "price_vs_vwap_pct": -2.4294,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1439,
        "prev_amount_yi": 0.308,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4672,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 22.72,
            "high": 22.73,
            "low": 22.72,
            "close": 22.73,
            "amount_yi": 0.0257
          },
          {
            "time": "13:29",
            "open": 22.72,
            "high": 22.72,
            "low": 22.72,
            "close": 22.72,
            "amount_yi": 0.0329
          },
          {
            "time": "13:30",
            "open": 22.69,
            "high": 22.69,
            "low": 22.66,
            "close": 22.66,
            "amount_yi": 0.0206
          },
          {
            "time": "13:31",
            "open": 22.64,
            "high": 22.64,
            "low": 22.64,
            "close": 22.64,
            "amount_yi": 0.0266
          },
          {
            "time": "13:32",
            "open": 22.69,
            "high": 22.69,
            "low": 22.68,
            "close": 22.68,
            "amount_yi": 0.0381
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 22.68,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 23.34,
        "open": 23.11,
        "high": 24.18,
        "low": 22.54,
        "bid1": 22.68,
        "ask1": 22.7,
        "bid_qty1": 289,
        "ask_qty1": 45
      },
      "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": "2026-07-02T13:32:32",
      "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": 5.8768,
      "price_vs_vwap_pct": -1.1367,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0133,
        "prev_amount_yi": 0.0198,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6717,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 5.79,
            "high": 5.79,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0008
          },
          {
            "time": "13:29",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0068
          },
          {
            "time": "13:30",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0037
          },
          {
            "time": "13:31",
            "open": 5.82,
            "high": 5.82,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 5.81,
            "high": 5.81,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 5.81,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 5.79,
        "open": 5.83,
        "high": 6.07,
        "low": 5.71,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 100,
        "ask_qty1": 1933
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.43,
      "entry_zone_high": 3.53,
      "entry_risk_pct": null,
      "intraday_vwap": 3.5277,
      "price_vs_vwap_pct": -1.6356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0163,
        "prev_amount_yi": 0.0105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5524,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 3.47,
            "high": 3.47,
            "low": 3.46,
            "close": 3.46,
            "amount_yi": 0.0115
          },
          {
            "time": "13:29",
            "open": 3.47,
            "high": 3.47,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0007
          },
          {
            "time": "13:30",
            "open": 3.47,
            "high": 3.47,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0009
          },
          {
            "time": "13:31",
            "open": 3.47,
            "high": 3.47,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0011
          },
          {
            "time": "13:32",
            "open": 3.47,
            "high": 3.47,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 3.47,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 3.48,
        "open": 3.45,
        "high": 3.61,
        "low": 3.43,
        "bid1": 3.46,
        "ask1": 3.47,
        "bid_qty1": 2133,
        "ask_qty1": 148
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": 10.47,
      "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": "2026-07-02T13:32:32",
      "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": 10.47,
      "entry_zone_low": 10.11,
      "entry_zone_high": 10.41,
      "entry_risk_pct": 4.8757,
      "intraday_vwap": 10.4185,
      "price_vs_vwap_pct": 0.3983,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0099,
        "prev_amount_yi": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 10.45,
            "high": 10.45,
            "low": 10.45,
            "close": 10.45,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 10.46,
            "high": 10.46,
            "low": 10.46,
            "close": 10.46,
            "amount_yi": 0.0052
          },
          {
            "time": "13:30",
            "open": 10.46,
            "high": 10.46,
            "low": 10.45,
            "close": 10.45,
            "amount_yi": 0.0009
          },
          {
            "time": "13:31",
            "open": 10.46,
            "high": 10.46,
            "low": 10.46,
            "close": 10.46,
            "amount_yi": 0.0031
          },
          {
            "time": "13:32",
            "open": 10.46,
            "high": 10.46,
            "low": 10.46,
            "close": 10.46,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 10.46,
        "ts": "2026-07-02T13:32:21",
        "prev_close": 10.25,
        "open": 10.2,
        "high": 10.58,
        "low": 10.15,
        "bid1": 10.45,
        "ask1": 10.46,
        "bid_qty1": 77,
        "ask_qty1": 20
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.8907,
      "intraday_vwap": 21.6627,
      "price_vs_vwap_pct": -0.2894,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0217,
        "prev_amount_yi": 0.0061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.5574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 21.45,
            "high": 21.53,
            "low": 21.45,
            "close": 21.53,
            "amount_yi": 0.009
          },
          {
            "time": "13:29",
            "open": 21.53,
            "high": 21.53,
            "low": 21.53,
            "close": 21.53,
            "amount_yi": 0.0013
          },
          {
            "time": "13:30",
            "open": 21.56,
            "high": 21.56,
            "low": 21.53,
            "close": 21.53,
            "amount_yi": 0.0062
          },
          {
            "time": "13:31",
            "open": 21.54,
            "high": 21.54,
            "low": 21.54,
            "close": 21.54,
            "amount_yi": 0.0024
          },
          {
            "time": "13:32",
            "open": 21.54,
            "high": 21.6,
            "low": 21.54,
            "close": 21.6,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 21.6,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 21.25,
        "open": 21.4,
        "high": 22.2,
        "low": 21.25,
        "bid1": 21.58,
        "ask1": 21.59,
        "bid_qty1": 18,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301258:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.301258:VWAP_RECLAIM",
      "symbol": "SZSE.301258",
      "name": "富士莱",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.09,
      "exec_low": 24.45,
      "exec_high": 24.45,
      "invalid_price": 23.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 2.9888,
      "intraday_vwap": 24.291,
      "price_vs_vwap_pct": -0.8275,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0008,
        "prev_amount_yi": 0.0032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.25,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:27",
            "open": 24.14,
            "high": 24.14,
            "low": 24.13,
            "close": 24.13,
            "amount_yi": 0.0003
          },
          {
            "time": "13:28",
            "open": 24.12,
            "high": 24.12,
            "low": 24.12,
            "close": 24.12,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 24.08,
            "high": 24.08,
            "low": 24.08,
            "close": 24.08,
            "amount_yi": 0.0001
          },
          {
            "time": "13:31",
            "open": 24.12,
            "high": 24.12,
            "low": 24.12,
            "close": 24.12,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 24.1,
            "high": 24.1,
            "low": 24.09,
            "close": 24.09,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 24.09,
        "ts": "2026-07-02T13:32:24",
        "prev_close": 23.88,
        "open": 24.03,
        "high": 24.77,
        "low": 23.84,
        "bid1": 24.08,
        "ask1": 24.09,
        "bid_qty1": 11,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600488:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SHSE.600488:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600488",
      "name": "津药药业",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.12,
      "exec_low": 5.12,
      "exec_high": 5.2,
      "invalid_price": 4.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 5.2113,
      "price_vs_vwap_pct": -1.3682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0405,
        "prev_amount_yi": 0.0644,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6289,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 5.14,
            "high": 5.16,
            "low": 5.14,
            "close": 5.16,
            "amount_yi": 0.011
          },
          {
            "time": "13:29",
            "open": 5.16,
            "high": 5.16,
            "low": 5.16,
            "close": 5.16,
            "amount_yi": 0.0033
          },
          {
            "time": "13:30",
            "open": 5.17,
            "high": 5.17,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.0097
          },
          {
            "time": "13:31",
            "open": 5.16,
            "high": 5.16,
            "low": 5.16,
            "close": 5.16,
            "amount_yi": 0.0045
          },
          {
            "time": "13:32",
            "open": 5.16,
            "high": 5.16,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": "2026-07-02T13:32:30",
        "prev_close": 5.1,
        "open": 5.1,
        "high": 5.49,
        "low": 5.0,
        "bid1": 5.14,
        "ask1": 5.15,
        "bid_qty1": 725,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301263:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.301263:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.301263",
      "name": "泰恩康",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 21.65,
      "exec_low": 21.65,
      "exec_high": 21.97,
      "invalid_price": 21.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_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": 21.8404,
      "price_vs_vwap_pct": -2.4285,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0501,
        "prev_amount_yi": 0.0501,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 21.48,
            "high": 21.48,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.02
          },
          {
            "time": "13:29",
            "open": 21.38,
            "high": 21.38,
            "low": 21.38,
            "close": 21.38,
            "amount_yi": 0.003
          },
          {
            "time": "13:30",
            "open": 21.34,
            "high": 21.35,
            "low": 21.34,
            "close": 21.35,
            "amount_yi": 0.0219
          },
          {
            "time": "13:31",
            "open": 21.34,
            "high": 21.34,
            "low": 21.34,
            "close": 21.34,
            "amount_yi": 0.0029
          },
          {
            "time": "13:32",
            "open": 21.33,
            "high": 21.33,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 21.31,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 21.58,
        "open": 21.58,
        "high": 22.76,
        "low": 21.2,
        "bid1": 21.31,
        "ask1": 21.32,
        "bid_qty1": 37,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002365:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002365:VWAP_RECLAIM",
      "symbol": "SZSE.002365",
      "name": "永安药业",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.64,
      "exec_low": 10.8,
      "exec_high": 10.8,
      "invalid_price": 10.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 4.4444,
      "intraday_vwap": 10.8536,
      "price_vs_vwap_pct": -0.4938,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.01,
        "prev_amount_yi": 0.0063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 10.79,
            "high": 10.8,
            "low": 10.79,
            "close": 10.8,
            "amount_yi": 0.0042
          },
          {
            "time": "13:29",
            "open": 10.81,
            "high": 10.81,
            "low": 10.81,
            "close": 10.81,
            "amount_yi": 0.002
          },
          {
            "time": "13:30",
            "open": 10.81,
            "high": 10.81,
            "low": 10.8,
            "close": 10.8,
            "amount_yi": 0.0016
          },
          {
            "time": "13:31",
            "open": 10.81,
            "high": 10.81,
            "low": 10.81,
            "close": 10.81,
            "amount_yi": 0.001
          },
          {
            "time": "13:32",
            "open": 10.81,
            "high": 10.81,
            "low": 10.8,
            "close": 10.8,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 10.8,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 10.62,
        "open": 10.66,
        "high": 11.1,
        "low": 10.58,
        "bid1": 10.79,
        "ask1": 10.8,
        "bid_qty1": 46,
        "ask_qty1": 15
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.300636:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.300636:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300636",
      "name": "同和药业",
      "side": "BUY",
      "priority": "W78",
      "status": "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": "2026-07-02T13:32:32",
      "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": 6.7366,
      "price_vs_vwap_pct": -0.8402,
      "energy_floor_hint_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": 0.0009,
        "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": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:27",
            "open": 6.67,
            "high": 6.68,
            "low": 6.67,
            "close": 6.68,
            "amount_yi": 0.0002
          },
          {
            "time": "13:28",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0011
          },
          {
            "time": "13:29",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0003
          },
          {
            "time": "13:31",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:24",
        "prev_close": 6.69,
        "open": 6.68,
        "high": 6.84,
        "low": 6.61,
        "bid1": 6.67,
        "ask1": 6.68,
        "bid_qty1": 244,
        "ask_qty1": 113
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.301075:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.301075:VWAP_RECLAIM",
      "symbol": "SZSE.301075",
      "name": "多瑞医药",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 60.58,
      "exec_low": 61.49,
      "exec_high": 61.49,
      "invalid_price": 58.76,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制药",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.67,
      "entry_zone_high": 61.49,
      "entry_risk_pct": null,
      "intraday_vwap": 60.5283,
      "price_vs_vwap_pct": -1.0711,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0124,
        "prev_amount_yi": 0.0123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0081,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 59.96,
            "high": 59.96,
            "low": 59.91,
            "close": 59.91,
            "amount_yi": 0.0011
          },
          {
            "time": "13:29",
            "open": 60.01,
            "high": 60.01,
            "low": 60.01,
            "close": 60.01,
            "amount_yi": 0.0023
          },
          {
            "time": "13:30",
            "open": 60.01,
            "high": 60.01,
            "low": 59.92,
            "close": 59.92,
            "amount_yi": 0.0031
          },
          {
            "time": "13:31",
            "open": 59.82,
            "high": 59.82,
            "low": 59.82,
            "close": 59.82,
            "amount_yi": 0.004
          },
          {
            "time": "13:32",
            "open": 59.84,
            "high": 59.88,
            "low": 59.84,
            "close": 59.88,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 59.88,
        "ts": "2026-07-02T13:32:24",
        "prev_close": 59.76,
        "open": 59.88,
        "high": 62.92,
        "low": 58.91,
        "bid1": 59.81,
        "ask1": 59.9,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688566:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.688566:VWAP_RECLAIM",
      "symbol": "SHSE.688566",
      "name": "吉贝尔",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.75,
      "exec_low": 27.15,
      "exec_high": 27.15,
      "invalid_price": 25.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 0.0299,
        "prev_amount_yi": 0.0169,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7692,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 26.2,
            "high": 26.21,
            "low": 26.2,
            "close": 26.21,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 26.17,
            "high": 26.17,
            "low": 26.17,
            "close": 26.17,
            "amount_yi": 0.0083
          },
          {
            "time": "13:30",
            "open": 26.22,
            "high": 26.22,
            "low": 26.17,
            "close": 26.17,
            "amount_yi": 0.02
          },
          {
            "time": "13:31",
            "open": 26.16,
            "high": 26.16,
            "low": 26.16,
            "close": 26.16,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 26.18,
            "high": 26.18,
            "low": 26.18,
            "close": 26.18,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 26.18,
        "ts": "2026-07-02T13:32:14",
        "prev_close": 26.52,
        "open": 26.65,
        "high": 27.16,
        "low": 25.82,
        "bid1": 26.18,
        "ask1": 26.22,
        "bid_qty1": 31,
        "ask_qty1": 7
      },
      "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": "2026-07-02T13:32:32",
      "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": 109.7777,
      "price_vs_vwap_pct": -2.5667,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0801,
        "prev_amount_yi": 0.066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 106.76,
            "high": 106.76,
            "low": 106.76,
            "close": 106.76,
            "amount_yi": 0.0228
          },
          {
            "time": "13:29",
            "open": 107.11,
            "high": 107.11,
            "low": 107.11,
            "close": 107.11,
            "amount_yi": 0.0383
          },
          {
            "time": "13:30",
            "open": 107.11,
            "high": 107.11,
            "low": 107.07,
            "close": 107.07,
            "amount_yi": 0.0028
          },
          {
            "time": "13:31",
            "open": 107.08,
            "high": 107.08,
            "low": 107.08,
            "close": 107.08,
            "amount_yi": 0.0043
          },
          {
            "time": "13:32",
            "open": 106.95,
            "high": 106.96,
            "low": 106.95,
            "close": 106.96,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 106.96,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 112.57,
        "open": 111.87,
        "high": 117.99,
        "low": 104.8,
        "bid1": 106.96,
        "ask1": 106.97,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.5061,
      "intraday_vwap": 19.7263,
      "price_vs_vwap_pct": -0.2347,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0125,
        "prev_amount_yi": 0.0217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 19.65,
            "high": 19.65,
            "low": 19.65,
            "close": 19.65,
            "amount_yi": 0.0049
          },
          {
            "time": "13:29",
            "open": 19.66,
            "high": 19.66,
            "low": 19.66,
            "close": 19.66,
            "amount_yi": 0.0018
          },
          {
            "time": "13:30",
            "open": 19.66,
            "high": 19.68,
            "low": 19.66,
            "close": 19.68,
            "amount_yi": 0.0033
          },
          {
            "time": "13:31",
            "open": 19.67,
            "high": 19.67,
            "low": 19.67,
            "close": 19.67,
            "amount_yi": 0.0008
          },
          {
            "time": "13:32",
            "open": 19.68,
            "high": 19.68,
            "low": 19.68,
            "close": 19.68,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 19.68,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 19.57,
        "open": 19.35,
        "high": 19.97,
        "low": 19.34,
        "bid1": 19.66,
        "ask1": 19.68,
        "bid_qty1": 32,
        "ask_qty1": 68
      },
      "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": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.68,
      "entry_zone_high": 9.98,
      "entry_risk_pct": 3.3435,
      "intraday_vwap": 9.9029,
      "price_vs_vwap_pct": -0.3322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0096,
        "prev_amount_yi": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 9.86,
            "high": 9.86,
            "low": 9.85,
            "close": 9.85,
            "amount_yi": 0.0042
          },
          {
            "time": "13:29",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0002
          },
          {
            "time": "13:30",
            "open": 9.85,
            "high": 9.86,
            "low": 9.85,
            "close": 9.86,
            "amount_yi": 0.0029
          },
          {
            "time": "13:31",
            "open": 9.87,
            "high": 9.87,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.001
          },
          {
            "time": "13:32",
            "open": 9.86,
            "high": 9.87,
            "low": 9.86,
            "close": 9.87,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 9.87,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 9.79,
        "open": 9.76,
        "high": 10.07,
        "low": 9.7,
        "bid1": 9.86,
        "ask1": 9.87,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600613:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600613:VWAP_RECLAIM",
      "symbol": "SHSE.600613",
      "name": "神奇制药",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.66,
      "exec_low": 4.73,
      "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": "2026-07-02T13:32:32",
      "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": 4.034,
      "intraday_vwap": 4.7269,
      "price_vs_vwap_pct": -0.5691,
      "energy_floor_hint_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": 0.0024,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9583,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:26",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0006
          },
          {
            "time": "13:27",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0001
          },
          {
            "time": "13:28",
            "open": 4.7,
            "high": 4.7,
            "low": 4.7,
            "close": 4.7,
            "amount_yi": 0.0008
          },
          {
            "time": "13:29",
            "open": 4.69,
            "high": 4.69,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 4.7,
            "high": 4.71,
            "low": 4.7,
            "close": 4.71,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 4.7,
        "ts": "2026-07-02T13:32:22",
        "prev_close": 4.63,
        "open": 4.64,
        "high": 4.82,
        "low": 4.58,
        "bid1": 4.7,
        "ask1": 4.71,
        "bid_qty1": 168,
        "ask_qty1": 433
      },
      "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": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.49,
      "entry_zone_high": 3.59,
      "entry_risk_pct": 4.1899,
      "intraday_vwap": 3.5734,
      "price_vs_vwap_pct": -0.0951,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0087,
        "prev_amount_yi": 0.0151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5762,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:27",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0052
          },
          {
            "time": "13:29",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0023
          },
          {
            "time": "13:30",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0001
          },
          {
            "time": "13:31",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0006
          },
          {
            "time": "13:32",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 3.57,
        "ts": "2026-07-02T13:32:21",
        "prev_close": 3.52,
        "open": 3.49,
        "high": 3.63,
        "low": 3.49,
        "bid1": 3.57,
        "ask1": 3.58,
        "bid_qty1": 178,
        "ask_qty1": 741
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.9116,
      "intraday_vwap": 23.6953,
      "price_vs_vwap_pct": -0.8242,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0027,
        "prev_amount_yi": 0.0029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 23.51,
            "high": 23.51,
            "low": 23.48,
            "close": 23.48,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 23.48,
            "high": 23.48,
            "low": 23.48,
            "close": 23.48,
            "amount_yi": 0.0002
          },
          {
            "time": "13:30",
            "open": 23.49,
            "high": 23.49,
            "low": 23.48,
            "close": 23.48,
            "amount_yi": 0.002
          },
          {
            "time": "13:31",
            "open": 23.52,
            "high": 23.52,
            "low": 23.52,
            "close": 23.52,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 23.52,
            "high": 23.52,
            "low": 23.5,
            "close": 23.5,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 23.5,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 23.26,
        "open": 23.38,
        "high": 24.09,
        "low": 23.26,
        "bid1": 23.5,
        "ask1": 23.52,
        "bid_qty1": 1,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.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": "2026-07-02T13:32:32",
      "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": 3.4648,
      "intraday_vwap": 16.7501,
      "price_vs_vwap_pct": -0.0603,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0093,
        "prev_amount_yi": 0.0091,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 16.7,
            "high": 16.7,
            "low": 16.7,
            "close": 16.7,
            "amount_yi": 0.0004
          },
          {
            "time": "13:29",
            "open": 16.71,
            "high": 16.71,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.0008
          },
          {
            "time": "13:30",
            "open": 16.73,
            "high": 16.74,
            "low": 16.73,
            "close": 16.74,
            "amount_yi": 0.0058
          },
          {
            "time": "13:31",
            "open": 16.75,
            "high": 16.75,
            "low": 16.75,
            "close": 16.75,
            "amount_yi": 0.0017
          },
          {
            "time": "13:32",
            "open": 16.74,
            "high": 16.74,
            "low": 16.74,
            "close": 16.74,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 16.74,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 16.63,
        "open": 16.56,
        "high": 16.96,
        "low": 16.52,
        "bid1": 16.73,
        "ask1": 16.74,
        "bid_qty1": 86,
        "ask_qty1": 29
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.7778,
      "intraday_vwap": 4.5005,
      "price_vs_vwap_pct": -0.0111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0047,
        "prev_amount_yi": 0.0016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 4.5,
            "high": 4.5,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 4.5,
            "high": 4.5,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0021
          },
          {
            "time": "13:30",
            "open": 4.49,
            "high": 4.5,
            "low": 4.49,
            "close": 4.5,
            "amount_yi": 0.0003
          },
          {
            "time": "13:31",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0017
          },
          {
            "time": "13:32",
            "open": 4.5,
            "high": 4.5,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 4.5,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 4.46,
        "open": 4.46,
        "high": 4.58,
        "low": 4.42,
        "bid1": 4.49,
        "ask1": 4.5,
        "bid_qty1": 925,
        "ask_qty1": 872
      },
      "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": "2026-07-02T13:32:32",
      "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": 4.5414,
      "intraday_vwap": 11.2132,
      "price_vs_vwap_pct": -0.0285,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0121,
        "prev_amount_yi": 0.013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0014
          },
          {
            "time": "13:29",
            "open": 11.22,
            "high": 11.22,
            "low": 11.22,
            "close": 11.22,
            "amount_yi": 0.0011
          },
          {
            "time": "13:30",
            "open": 11.21,
            "high": 11.21,
            "low": 11.21,
            "close": 11.21,
            "amount_yi": 0.0041
          },
          {
            "time": "13:31",
            "open": 11.23,
            "high": 11.23,
            "low": 11.23,
            "close": 11.23,
            "amount_yi": 0.0044
          },
          {
            "time": "13:32",
            "open": 11.2,
            "high": 11.21,
            "low": 11.2,
            "close": 11.21,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 11.21,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 11.0,
        "open": 10.86,
        "high": 11.55,
        "low": 10.84,
        "bid1": 11.2,
        "ask1": 11.23,
        "bid_qty1": 152,
        "ask_qty1": 2298
      },
      "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": "2026-07-02T13:32:32",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0186,
        "prev_amount_yi": 0.0133,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3985,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 8.62,
            "high": 8.62,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.0012
          },
          {
            "time": "13:29",
            "open": 8.61,
            "high": 8.61,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.0027
          },
          {
            "time": "13:30",
            "open": 8.62,
            "high": 8.63,
            "low": 8.62,
            "close": 8.63,
            "amount_yi": 0.0096
          },
          {
            "time": "13:31",
            "open": 8.63,
            "high": 8.63,
            "low": 8.63,
            "close": 8.63,
            "amount_yi": 0.0019
          },
          {
            "time": "13:32",
            "open": 8.62,
            "high": 8.62,
            "low": 8.62,
            "close": 8.62,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 8.62,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 8.17,
        "open": 8.06,
        "high": 8.83,
        "low": 7.93,
        "bid1": 8.61,
        "ask1": 8.62,
        "bid_qty1": 120,
        "ask_qty1": 125
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 69.85,
      "exec_low": 70.9,
      "exec_high": 70.9,
      "invalid_price": 67.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 71.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 70.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.8,
      "entry_zone_high": 70.9,
      "entry_risk_pct": null,
      "intraday_vwap": 67.9134,
      "price_vs_vwap_pct": 0.1275,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0759,
        "prev_amount_yi": 0.1744,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4352,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 67.83,
            "high": 67.85,
            "low": 67.83,
            "close": 67.85,
            "amount_yi": 0.0244
          },
          {
            "time": "13:29",
            "open": 68.0,
            "high": 68.0,
            "low": 68.0,
            "close": 68.0,
            "amount_yi": 0.0156
          },
          {
            "time": "13:30",
            "open": 68.12,
            "high": 68.15,
            "low": 68.12,
            "close": 68.15,
            "amount_yi": 0.0089
          },
          {
            "time": "13:31",
            "open": 68.11,
            "high": 68.11,
            "low": 68.11,
            "close": 68.11,
            "amount_yi": 0.0067
          },
          {
            "time": "13:32",
            "open": 68.09,
            "high": 68.09,
            "low": 68.0,
            "close": 68.0,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 68.0,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 67.95,
        "open": 67.0,
        "high": 70.22,
        "low": 66.1,
        "bid1": 67.96,
        "ask1": 67.99,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.688428:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.688428:VWAP_RECLAIM",
      "symbol": "SHSE.688428",
      "name": "诺诚健华",
      "side": "BUY",
      "priority": "W92",
      "status": "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": "2026-07-02T13:32:32",
      "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": 0.0129,
        "prev_amount_yi": 0.0321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 29.15,
            "high": 29.15,
            "low": 29.15,
            "close": 29.15,
            "amount_yi": 0.0035
          },
          {
            "time": "13:29",
            "open": 29.17,
            "high": 29.17,
            "low": 29.17,
            "close": 29.17,
            "amount_yi": 0.0025
          },
          {
            "time": "13:30",
            "open": 29.16,
            "high": 29.16,
            "low": 29.15,
            "close": 29.15,
            "amount_yi": 0.0022
          },
          {
            "time": "13:31",
            "open": 29.16,
            "high": 29.16,
            "low": 29.16,
            "close": 29.16,
            "amount_yi": 0.0014
          },
          {
            "time": "13:32",
            "open": 29.18,
            "high": 29.18,
            "low": 29.15,
            "close": 29.15,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 29.15,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 29.57,
        "open": 29.84,
        "high": 30.87,
        "low": 28.91,
        "bid1": 29.13,
        "ask1": 29.14,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-02T13:32:32",
      "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": 10.5985,
      "price_vs_vwap_pct": -0.6463,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0158,
        "prev_amount_yi": 0.0218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7248,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0064
          },
          {
            "time": "13:29",
            "open": 10.55,
            "high": 10.55,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0008
          },
          {
            "time": "13:30",
            "open": 10.55,
            "high": 10.55,
            "low": 10.55,
            "close": 10.55,
            "amount_yi": 0.0022
          },
          {
            "time": "13:31",
            "open": 10.54,
            "high": 10.54,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0022
          },
          {
            "time": "13:32",
            "open": 10.54,
            "high": 10.54,
            "low": 10.53,
            "close": 10.53,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": "2026-07-02T13:32:29",
        "prev_close": 10.53,
        "open": 10.5,
        "high": 10.74,
        "low": 10.48,
        "bid1": 10.53,
        "ask1": 10.54,
        "bid_qty1": 299,
        "ask_qty1": 69
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.603676:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.603676:VWAP_RECLAIM",
      "symbol": "SHSE.603676",
      "name": "卫信康",
      "side": "BUY",
      "priority": "W94",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.45,
      "exec_low": 8.58,
      "exec_high": 8.58,
      "invalid_price": 8.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.32,
      "entry_zone_high": 8.58,
      "entry_risk_pct": 4.3174,
      "intraday_vwap": 8.5875,
      "price_vs_vwap_pct": -0.0873,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0012,
        "prev_amount_yi": 0.0013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9231,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:27",
            "open": 8.59,
            "high": 8.59,
            "low": 8.59,
            "close": 8.59,
            "amount_yi": 0.0001
          },
          {
            "time": "13:28",
            "open": 8.58,
            "high": 8.58,
            "low": 8.58,
            "close": 8.58,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 8.57,
            "high": 8.58,
            "low": 8.57,
            "close": 8.58,
            "amount_yi": 0.0004
          },
          {
            "time": "13:31",
            "open": 8.58,
            "high": 8.58,
            "low": 8.58,
            "close": 8.58,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 8.56,
            "high": 8.58,
            "low": 8.56,
            "close": 8.58,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 8.58,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 8.42,
        "open": 8.54,
        "high": 8.71,
        "low": 8.29,
        "bid1": 8.56,
        "ask1": 8.57,
        "bid_qty1": 17,
        "ask_qty1": 12
      },
      "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": "2026-07-02T13:32:32",
      "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": 8.4184,
      "price_vs_vwap_pct": 0.9693,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.016,
        "prev_amount_yi": 0.0399,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.401,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0015
          },
          {
            "time": "13:29",
            "open": 8.51,
            "high": 8.51,
            "low": 8.51,
            "close": 8.51,
            "amount_yi": 0.0028
          },
          {
            "time": "13:30",
            "open": 8.5,
            "high": 8.51,
            "low": 8.5,
            "close": 8.51,
            "amount_yi": 0.0017
          },
          {
            "time": "13:31",
            "open": 8.5,
            "high": 8.5,
            "low": 8.5,
            "close": 8.5,
            "amount_yi": 0.0075
          },
          {
            "time": "13:32",
            "open": 8.5,
            "high": 8.5,
            "low": 8.5,
            "close": 8.5,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 8.5,
        "ts": "2026-07-02T13:32:28",
        "prev_close": 8.23,
        "open": 8.21,
        "high": 8.52,
        "low": 8.2,
        "bid1": 8.5,
        "ask1": 8.51,
        "bid_qty1": 151,
        "ask_qty1": 156
      },
      "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": "2026-07-02T13:32:32",
      "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": 3.5771,
      "intraday_vwap": 25.1653,
      "price_vs_vwap_pct": -0.18,
      "energy_floor_hint_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": 0.0013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 25.05,
            "high": 25.11,
            "low": 25.05,
            "close": 25.11,
            "amount_yi": 0.0017
          },
          {
            "time": "13:29",
            "open": 25.12,
            "high": 25.12,
            "low": 25.12,
            "close": 25.12,
            "amount_yi": 0.0009
          },
          {
            "time": "13:30",
            "open": 25.15,
            "high": 25.15,
            "low": 25.14,
            "close": 25.14,
            "amount_yi": 0.0007
          },
          {
            "time": "13:31",
            "open": 25.15,
            "high": 25.15,
            "low": 25.15,
            "close": 25.15,
            "amount_yi": 0.0007
          },
          {
            "time": "13:32",
            "open": 25.13,
            "high": 25.13,
            "low": 25.12,
            "close": 25.12,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43724.43,
      "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": 25.12,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 24.95,
        "open": 24.78,
        "high": 25.69,
        "low": 24.63,
        "bid1": 25.12,
        "ask1": 25.16,
        "bid_qty1": 37,
        "ask_qty1": 11
      },
      "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": "2026-07-02T13:32:32",
      "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": 42.6567,
      "price_vs_vwap_pct": -0.9065,
      "energy_floor_hint_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": 0.0393,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7735,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 42.26,
            "high": 42.27,
            "low": 42.26,
            "close": 42.27,
            "amount_yi": 0.0029
          },
          {
            "time": "13:29",
            "open": 42.31,
            "high": 42.31,
            "low": 42.31,
            "close": 42.31,
            "amount_yi": 0.0071
          },
          {
            "time": "13:30",
            "open": 42.26,
            "high": 42.26,
            "low": 42.26,
            "close": 42.26,
            "amount_yi": 0.0046
          },
          {
            "time": "13:31",
            "open": 42.27,
            "high": 42.27,
            "low": 42.27,
            "close": 42.27,
            "amount_yi": 0.0026
          },
          {
            "time": "13:32",
            "open": 42.26,
            "high": 42.27,
            "low": 42.26,
            "close": 42.27,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 42.27,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 42.66,
        "open": 42.3,
        "high": 43.96,
        "low": 41.84,
        "bid1": 42.26,
        "ask1": 42.27,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "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": "2026-07-02T13:32:32",
      "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": 14.6164,
      "price_vs_vwap_pct": -0.9332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0087,
        "prev_amount_yi": 0.0262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3321,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 14.43,
            "high": 14.45,
            "low": 14.43,
            "close": 14.45,
            "amount_yi": 0.0038
          },
          {
            "time": "13:29",
            "open": 14.45,
            "high": 14.45,
            "low": 14.45,
            "close": 14.45,
            "amount_yi": 0.0008
          },
          {
            "time": "13:30",
            "open": 14.47,
            "high": 14.49,
            "low": 14.47,
            "close": 14.49,
            "amount_yi": 0.0019
          },
          {
            "time": "13:31",
            "open": 14.49,
            "high": 14.49,
            "low": 14.49,
            "close": 14.49,
            "amount_yi": 0.0012
          },
          {
            "time": "13:32",
            "open": 14.48,
            "high": 14.48,
            "low": 14.48,
            "close": 14.48,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 14.48,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 14.72,
        "open": 14.45,
        "high": 15.08,
        "low": 14.33,
        "bid1": 14.47,
        "ask1": 14.48,
        "bid_qty1": 71,
        "ask_qty1": 29
      },
      "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": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.67,
      "exec_low": 4.74,
      "exec_high": 4.74,
      "invalid_price": 4.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "化学制剂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.6,
      "entry_zone_high": 4.74,
      "entry_risk_pct": null,
      "intraday_vwap": 4.7708,
      "price_vs_vwap_pct": 0.6121,
      "energy_floor_hint_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": 0.0016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:24",
            "open": 4.79,
            "high": 4.8,
            "low": 4.79,
            "close": 4.8,
            "amount_yi": 0.0005
          },
          {
            "time": "13:25",
            "open": 4.8,
            "high": 4.81,
            "low": 4.8,
            "close": 4.81,
            "amount_yi": 0.0001
          },
          {
            "time": "13:26",
            "open": 4.81,
            "high": 4.81,
            "low": 4.81,
            "close": 4.81,
            "amount_yi": 0.0003
          },
          {
            "time": "13:27",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0001
          },
          {
            "time": "13:31",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 4.8,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 4.66,
        "open": 4.66,
        "high": 4.84,
        "low": 4.64,
        "bid1": 4.8,
        "ask1": 4.81,
        "bid_qty1": 45,
        "ask_qty1": 179
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002458:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260701:SZSE.002458:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002458",
      "name": "益生股份",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 9.3212,
      "price_vs_vwap_pct": 0.9527,
      "energy_floor_hint_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": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0017
          },
          {
            "time": "13:29",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0016
          },
          {
            "time": "13:30",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0026
          },
          {
            "time": "13:31",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 9.41,
            "high": 9.41,
            "low": 9.41,
            "close": 9.41,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:27",
        "prev_close": 8.55,
        "open": 9.21,
        "high": 9.41,
        "low": 9.0,
        "bid1": 9.41,
        "ask1": 0.0,
        "bid_qty1": 101919,
        "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": "2026-07-02T13:32:32",
      "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": 4.8361,
      "price_vs_vwap_pct": -1.5736,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0035,
        "prev_amount_yi": 0.0093,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3763,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 4.75,
            "high": 4.76,
            "low": 4.75,
            "close": 4.76,
            "amount_yi": 0.0009
          },
          {
            "time": "13:29",
            "open": 4.75,
            "high": 4.75,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.0006
          },
          {
            "time": "13:30",
            "open": 4.75,
            "high": 4.75,
            "low": 4.75,
            "close": 4.75,
            "amount_yi": 0.0014
          },
          {
            "time": "13:31",
            "open": 4.76,
            "high": 4.76,
            "low": 4.76,
            "close": 4.76,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 4.76,
            "high": 4.76,
            "low": 4.76,
            "close": 4.76,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 4.76,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 4.74,
        "open": 4.77,
        "high": 4.95,
        "low": 4.74,
        "bid1": 4.75,
        "ask1": 4.76,
        "bid_qty1": 1228,
        "ask_qty1": 2006
      },
      "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": "2026-07-02T13:32:32",
      "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": 11.8585,
      "price_vs_vwap_pct": 0.097,
      "energy_floor_hint_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": 0.0273,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2747,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 11.82,
            "high": 11.84,
            "low": 11.82,
            "close": 11.84,
            "amount_yi": 0.0008
          },
          {
            "time": "13:29",
            "open": 11.84,
            "high": 11.84,
            "low": 11.84,
            "close": 11.84,
            "amount_yi": 0.0008
          },
          {
            "time": "13:30",
            "open": 11.86,
            "high": 11.87,
            "low": 11.86,
            "close": 11.87,
            "amount_yi": 0.0026
          },
          {
            "time": "13:31",
            "open": 11.87,
            "high": 11.87,
            "low": 11.87,
            "close": 11.87,
            "amount_yi": 0.0021
          },
          {
            "time": "13:32",
            "open": 11.87,
            "high": 11.87,
            "low": 11.87,
            "close": 11.87,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 11.87,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 11.61,
        "open": 11.79,
        "high": 12.02,
        "low": 11.65,
        "bid1": 11.87,
        "ask1": 11.88,
        "bid_qty1": 20,
        "ask_qty1": 27
      },
      "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": "2026-07-02T13:32:32",
      "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": 2.9907,
      "price_vs_vwap_pct": -1.3609,
      "energy_floor_hint_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": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8958,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0017
          },
          {
            "time": "13:29",
            "open": 2.94,
            "high": 2.94,
            "low": 2.94,
            "close": 2.94,
            "amount_yi": 0.0037
          },
          {
            "time": "13:30",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0029
          },
          {
            "time": "13:31",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0001
          },
          {
            "time": "13:32",
            "open": 2.95,
            "high": 2.95,
            "low": 2.95,
            "close": 2.95,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 2.95,
        "ts": "2026-07-02T13:32:29",
        "prev_close": 2.95,
        "open": 2.99,
        "high": 3.06,
        "low": 2.93,
        "bid1": 2.94,
        "ask1": 2.95,
        "bid_qty1": 5954,
        "ask_qty1": 3773
      },
      "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": "2026-07-02T13:32:32",
      "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": 2.3571,
      "price_vs_vwap_pct": -1.9982,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0108,
        "prev_amount_yi": 0.0707,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1528,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0023
          },
          {
            "time": "13:29",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0031
          },
          {
            "time": "13:30",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0013
          },
          {
            "time": "13:31",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0008
          },
          {
            "time": "13:32",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 2.31,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 2.32,
        "open": 2.37,
        "high": 2.42,
        "low": 2.28,
        "bid1": 2.3,
        "ask1": 2.31,
        "bid_qty1": 9080,
        "ask_qty1": 1017
      },
      "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": "2026-07-02T13:32:32",
      "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": 6.9281,
      "price_vs_vwap_pct": -1.5603,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0341,
        "prev_amount_yi": 0.0369,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9241,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 6.81,
            "high": 6.81,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0065
          },
          {
            "time": "13:29",
            "open": 6.81,
            "high": 6.81,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0052
          },
          {
            "time": "13:30",
            "open": 6.82,
            "high": 6.82,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.0117
          },
          {
            "time": "13:31",
            "open": 6.82,
            "high": 6.82,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.0073
          },
          {
            "time": "13:32",
            "open": 6.82,
            "high": 6.82,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 6.82,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 6.9,
        "open": 6.96,
        "high": 7.1,
        "low": 6.73,
        "bid1": 6.81,
        "ask1": 6.82,
        "bid_qty1": 1762,
        "ask_qty1": 911
      },
      "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": "2026-07-02T13:32:32",
      "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": 7.9293,
      "price_vs_vwap_pct": -0.4956,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0299,
        "prev_amount_yi": 0.0241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0021
          },
          {
            "time": "13:29",
            "open": 7.87,
            "high": 7.87,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.002
          },
          {
            "time": "13:30",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0098
          },
          {
            "time": "13:31",
            "open": 7.89,
            "high": 7.89,
            "low": 7.89,
            "close": 7.89,
            "amount_yi": 0.0127
          },
          {
            "time": "13:32",
            "open": 7.89,
            "high": 7.89,
            "low": 7.89,
            "close": 7.89,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 7.89,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 8.02,
        "open": 8.0,
        "high": 8.2,
        "low": 7.75,
        "bid1": 7.89,
        "ask1": 7.9,
        "bid_qty1": 633,
        "ask_qty1": 394
      },
      "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": "2026-07-02T13:32:32",
      "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": 4.1599,
      "price_vs_vwap_pct": 0.2428,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0132,
        "prev_amount_yi": 0.0193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6839,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "13:28",
            "open": 4.17,
            "high": 4.17,
            "low": 4.17,
            "close": 4.17,
            "amount_yi": 0.0057
          },
          {
            "time": "13:29",
            "open": 4.16,
            "high": 4.16,
            "low": 4.16,
            "close": 4.16,
            "amount_yi": 0.0013
          },
          {
            "time": "13:30",
            "open": 4.16,
            "high": 4.17,
            "low": 4.16,
            "close": 4.17,
            "amount_yi": 0.001
          },
          {
            "time": "13:31",
            "open": 4.17,
            "high": 4.17,
            "low": 4.17,
            "close": 4.17,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 4.17,
            "high": 4.17,
            "low": 4.17,
            "close": 4.17,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 4.17,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 4.06,
        "open": 4.13,
        "high": 4.35,
        "low": 4.0,
        "bid1": 4.16,
        "ask1": 4.17,
        "bid_qty1": 1338,
        "ask_qty1": 154
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002726:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.002726:VWAP_RECLAIM",
      "symbol": "SZSE.002726",
      "name": "ST龙大",
      "side": "BUY",
      "priority": "W108",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 1.24,
      "exec_low": 1.26,
      "exec_high": 1.26,
      "invalid_price": 1.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 1.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 1.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 1.22,
      "entry_zone_high": 1.26,
      "entry_risk_pct": null,
      "intraday_vwap": 1.2596,
      "price_vs_vwap_pct": 1.6196,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0347,
        "prev_amount_yi": 0.0119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.916,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:24",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0014
          },
          {
            "time": "13:25",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0297
          },
          {
            "time": "13:28",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0034
          },
          {
            "time": "13:29",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 1.28,
            "high": 1.28,
            "low": 1.28,
            "close": 1.28,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 1.28,
        "ts": "2026-07-02T13:32:21",
        "prev_close": 1.22,
        "open": 1.21,
        "high": 1.28,
        "low": 1.2,
        "bid1": 1.28,
        "ask1": 0.0,
        "bid_qty1": 43392,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.002567:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.002567:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002567",
      "name": "唐人神",
      "side": "BUY",
      "priority": "W109",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 3.69,
      "exec_low": 3.69,
      "exec_high": 3.75,
      "invalid_price": 3.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 3.5689,
      "price_vs_vwap_pct": -0.5296,
      "energy_floor_hint_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": 0.036,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1167,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 3.55,
            "high": 3.55,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.001
          },
          {
            "time": "13:29",
            "open": 3.54,
            "high": 3.54,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0005
          },
          {
            "time": "13:30",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0022
          },
          {
            "time": "13:31",
            "open": 3.54,
            "high": 3.54,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 3.55,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 3.57,
        "open": 3.62,
        "high": 3.65,
        "low": 3.49,
        "bid1": 3.54,
        "ask1": 3.55,
        "bid_qty1": 2243,
        "ask_qty1": 1210
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000529:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260701:SZSE.000529:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000529",
      "name": "广弘控股",
      "side": "BUY",
      "priority": "W110",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 4.55,
      "exec_low": 4.55,
      "exec_high": 4.62,
      "invalid_price": 4.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.48,
      "entry_zone_high": 4.62,
      "entry_risk_pct": null,
      "intraday_vwap": 4.5066,
      "price_vs_vwap_pct": 0.2973,
      "energy_floor_hint_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": 0.0018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:25",
            "open": 4.51,
            "high": 4.52,
            "low": 4.51,
            "close": 4.52,
            "amount_yi": 0.0005
          },
          {
            "time": "13:27",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0001
          },
          {
            "time": "13:29",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0002
          },
          {
            "time": "13:30",
            "open": 4.51,
            "high": 4.51,
            "low": 4.51,
            "close": 4.51,
            "amount_yi": 0.0009
          },
          {
            "time": "13:31",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 4.52,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 4.49,
        "open": 4.49,
        "high": 4.58,
        "low": 4.44,
        "bid1": 4.51,
        "ask1": 4.52,
        "bid_qty1": 6,
        "ask_qty1": 94
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SZSE.000735:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SZSE.000735:VWAP_RECLAIM",
      "symbol": "SZSE.000735",
      "name": "罗 牛 山",
      "side": "BUY",
      "priority": "W111",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.13,
      "exec_low": 5.21,
      "exec_high": 5.21,
      "invalid_price": 4.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "猪肉概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.05,
      "entry_zone_high": 5.21,
      "entry_risk_pct": null,
      "intraday_vwap": 5.0961,
      "price_vs_vwap_pct": -0.3159,
      "energy_floor_hint_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": 0.008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 5.07,
            "high": 5.07,
            "low": 5.07,
            "close": 5.07,
            "amount_yi": 0.0009
          },
          {
            "time": "13:29",
            "open": 5.08,
            "high": 5.08,
            "low": 5.08,
            "close": 5.08,
            "amount_yi": 0.0003
          },
          {
            "time": "13:30",
            "open": 5.08,
            "high": 5.08,
            "low": 5.08,
            "close": 5.08,
            "amount_yi": 0.0013
          },
          {
            "time": "13:31",
            "open": 5.08,
            "high": 5.08,
            "low": 5.08,
            "close": 5.08,
            "amount_yi": 0.0024
          },
          {
            "time": "13:32",
            "open": 5.08,
            "high": 5.08,
            "low": 5.08,
            "close": 5.08,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 5.08,
        "ts": "2026-07-02T13:32:27",
        "prev_close": 4.98,
        "open": 5.05,
        "high": 5.2,
        "low": 5.0,
        "bid1": 5.07,
        "ask1": 5.08,
        "bid_qty1": 1415,
        "ask_qty1": 379
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260701:20260702:SHSE.600073:VWAP_RECLAIM:BUY",
      "plan_id": "20260701:SHSE.600073:VWAP_RECLAIM",
      "symbol": "SHSE.600073",
      "name": "光明肉业",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.99,
      "exec_low": 5.06,
      "exec_high": 5.06,
      "invalid_price": 4.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-02T13:32:32",
      "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": 4.9234,
      "price_vs_vwap_pct": -0.4753,
      "energy_floor_hint_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": 0.0032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:25",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0004
          },
          {
            "time": "13:26",
            "open": 4.91,
            "high": 4.92,
            "low": 4.91,
            "close": 4.92,
            "amount_yi": 0.0003
          },
          {
            "time": "13:29",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0002
          },
          {
            "time": "13:30",
            "open": 4.92,
            "high": 4.92,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0009
          },
          {
            "time": "13:31",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:29",
        "prev_close": 4.88,
        "open": 4.94,
        "high": 5.01,
        "low": 4.84,
        "bid1": 4.9,
        "ask1": 4.91,
        "bid_qty1": 481,
        "ask_qty1": 115
      },
      "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": "2026-07-02T13:32:32",
      "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": 11.4929,
      "price_vs_vwap_pct": -0.0252,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0032,
        "prev_amount_yi": 0.003,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:27",
            "open": 11.47,
            "high": 11.48,
            "low": 11.47,
            "close": 11.48,
            "amount_yi": 0.0008
          },
          {
            "time": "13:28",
            "open": 11.47,
            "high": 11.47,
            "low": 11.47,
            "close": 11.47,
            "amount_yi": 0.0004
          },
          {
            "time": "13:30",
            "open": 11.53,
            "high": 11.53,
            "low": 11.49,
            "close": 11.49,
            "amount_yi": 0.0006
          },
          {
            "time": "13:31",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0013
          },
          {
            "time": "13:32",
            "open": 11.49,
            "high": 11.49,
            "low": 11.49,
            "close": 11.49,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:25",
        "prev_close": 11.41,
        "open": 11.45,
        "high": 11.67,
        "low": 11.3,
        "bid1": 11.48,
        "ask1": 11.49,
        "bid_qty1": 11,
        "ask_qty1": 7
      },
      "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": "2026-07-02T13:32:32",
      "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": 11.4351,
      "price_vs_vwap_pct": -0.4818,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0017,
        "prev_amount_yi": 0.0017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 11.41,
            "high": 11.41,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0004
          },
          {
            "time": "13:29",
            "open": 11.41,
            "high": 11.41,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 11.4,
            "high": 11.4,
            "low": 11.38,
            "close": 11.38,
            "amount_yi": 0.0008
          },
          {
            "time": "13:31",
            "open": 11.38,
            "high": 11.38,
            "low": 11.38,
            "close": 11.38,
            "amount_yi": 0.0002
          },
          {
            "time": "13:32",
            "open": 11.38,
            "high": 11.38,
            "low": 11.38,
            "close": 11.38,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 11.38,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 11.42,
        "open": 11.4,
        "high": 11.57,
        "low": 11.31,
        "bid1": 11.37,
        "ask1": 11.38,
        "bid_qty1": 27,
        "ask_qty1": 26
      },
      "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": "2026-07-02T13:32:32",
      "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": 6.4392,
      "price_vs_vwap_pct": 3.429,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0009,
        "prev_amount_yi": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4737,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:24",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0003
          },
          {
            "time": "13:25",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0002
          },
          {
            "time": "13:27",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:24",
        "prev_close": 6.05,
        "open": 6.13,
        "high": 6.66,
        "low": 6.09,
        "bid1": 6.66,
        "ask1": 0.0,
        "bid_qty1": 181335,
        "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": "2026-07-02T13:32:32",
      "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": 3.6485,
      "price_vs_vwap_pct": -0.7811,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0024,
        "prev_amount_yi": 0.0092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2609,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:28",
            "open": 3.62,
            "high": 3.63,
            "low": 3.62,
            "close": 3.63,
            "amount_yi": 0.0003
          },
          {
            "time": "13:29",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0001
          },
          {
            "time": "13:30",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0003
          },
          {
            "time": "13:31",
            "open": 3.62,
            "high": 3.62,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0004
          },
          {
            "time": "13:32",
            "open": 3.62,
            "high": 3.62,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 3.62,
        "ts": "2026-07-02T13:32:15",
        "prev_close": 3.63,
        "open": 3.63,
        "high": 3.72,
        "low": 3.58,
        "bid1": 3.62,
        "ask1": 3.63,
        "bid_qty1": 813,
        "ask_qty1": 438
      },
      "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": "2026-07-02T13:32:32",
      "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": 2.9545,
      "price_vs_vwap_pct": -1.1677,
      "energy_floor_hint_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": 0.042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0011
          },
          {
            "time": "13:29",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0039
          },
          {
            "time": "13:30",
            "open": 2.93,
            "high": 2.93,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0048
          },
          {
            "time": "13:31",
            "open": 2.93,
            "high": 2.93,
            "low": 2.93,
            "close": 2.93,
            "amount_yi": 0.0015
          },
          {
            "time": "13:32",
            "open": 2.93,
            "high": 2.93,
            "low": 2.92,
            "close": 2.92,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 2.92,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 2.99,
        "open": 3.01,
        "high": 3.02,
        "low": 2.91,
        "bid1": 2.92,
        "ask1": 2.93,
        "bid_qty1": 46057,
        "ask_qty1": 8863
      },
      "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": "2026-07-02T13:32:32",
      "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": 11.4737,
      "price_vs_vwap_pct": -0.468,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0032,
        "prev_amount_yi": 0.0055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5818,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:28",
            "open": 11.37,
            "high": 11.37,
            "low": 11.37,
            "close": 11.37,
            "amount_yi": 0.0002
          },
          {
            "time": "13:29",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0013
          },
          {
            "time": "13:30",
            "open": 11.42,
            "high": 11.42,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0006
          },
          {
            "time": "13:31",
            "open": 11.42,
            "high": 11.42,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.0007
          },
          {
            "time": "13:32",
            "open": 11.43,
            "high": 11.43,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": 11.42,
        "ts": "2026-07-02T13:32:30",
        "prev_close": 11.43,
        "open": 11.43,
        "high": 11.75,
        "low": 10.89,
        "bid1": 11.41,
        "ask1": 11.42,
        "bid_qty1": 486,
        "ask_qty1": 12
      },
      "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": "2026-07-02T13:32:32",
      "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": 5.2821,
      "price_vs_vwap_pct": -0.6077,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0038,
        "prev_amount_yi": 0.002,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:27",
            "open": 5.26,
            "high": 5.26,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.001
          },
          {
            "time": "13:29",
            "open": 5.25,
            "high": 5.25,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.0003
          },
          {
            "time": "13:30",
            "open": 5.25,
            "high": 5.25,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.0007
          },
          {
            "time": "13:31",
            "open": 5.26,
            "high": 5.26,
            "low": 5.26,
            "close": 5.26,
            "amount_yi": 0.0003
          },
          {
            "time": "13:32",
            "open": 5.26,
            "high": 5.26,
            "low": 5.25,
            "close": 5.25,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87448.85,
      "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": "2026-07-02T13:32:30",
        "prev_close": 5.19,
        "open": 5.22,
        "high": 5.39,
        "low": 5.17,
        "bid1": 5.24,
        "ask1": 5.25,
        "bid_qty1": 1901,
        "ask_qty1": 13
      },
      "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": 675735.11,
    "total_value": 1093237.1099999999,
    "unrealized_pnl": 56286.10274940788,
    "unrealized_pnl_pct_of_initial": 5.6286102749407885,
    "realized_pnl": 36951.00725059199,
    "realized_pnl_pct_of_initial": 3.6951007250591985,
    "total_pnl": 93237.10999999987,
    "total_pnl_pct": 9.323710999999978
  },
  "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": "2026-07-02T13:32:32",
      "prev_close": 3.69,
      "holding_days": 1,
      "position_pct_of_total": 14.260767273075828
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 501,
      "avg_cost": 124.28448712255774,
      "last_price": 137.37,
      "market_value": 137782.11000000002,
      "unrealized_pnl": 13124.769416074596,
      "unrealized_pnl_pct": 10.528677536834152,
      "updated_at": "2026-07-02T13:32:32",
      "prev_close": 118.22,
      "holding_days": 1,
      "position_pct_of_total": 12.603131446937438
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1000,
      "sellable_qty": 1000,
      "avg_cost": 110.65,
      "last_price": 119.96,
      "market_value": 119960.0,
      "unrealized_pnl": 9309.999999999987,
      "unrealized_pnl_pct": 8.413917758698597,
      "updated_at": "2026-07-02T13:32:32",
      "prev_close": 126.02,
      "holding_days": 10,
      "position_pct_of_total": 10.97291693656466
    },
    {
      "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": "2026-07-02T13:32:32",
      "prev_close": 57.48,
      "holding_days": 1,
      "position_pct_of_total": 6.362114802341462
    },
    {
      "symbol": "SZSE.002915",
      "name": "中欣氟材",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.62,
      "last_price": 22.79,
      "market_value": 63812.0,
      "unrealized_pnl": 475.9999999999948,
      "unrealized_pnl_pct": 0.751547303271427,
      "updated_at": "2026-07-02T13:32:32",
      "prev_close": 22.02,
      "holding_days": 0,
      "position_pct_of_total": 5.83697712200787
    },
    {
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "quantity": 2800,
      "sellable_qty": 0,
      "avg_cost": 22.5,
      "last_price": 22.12,
      "market_value": 61936.0,
      "unrealized_pnl": -1063.9999999999973,
      "unrealized_pnl_pct": -1.6888888888888842,
      "updated_at": "2026-07-02T13:32:32",
      "prev_close": 22.1,
      "holding_days": 0,
      "position_pct_of_total": 5.665376653743488
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 83.20444444444445,
      "last_price": 96.96,
      "market_value": 58175.99999999999,
      "unrealized_pnl": 8253.333333333327,
      "unrealized_pnl_pct": 16.532236525826605,
      "updated_at": "2026-07-02T13:32:32",
      "prev_close": 106.64,
      "holding_days": 6,
      "position_pct_of_total": 5.321443945495044
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 43.06,
      "market_value": 8612.0,
      "unrealized_pnl": 621.9999999999999,
      "unrealized_pnl_pct": 7.784730913642046,
      "updated_at": "2026-07-02T13:32:32",
      "prev_close": 42.8,
      "holding_days": 9,
      "position_pct_of_total": 0.7877522562328679
    }
  ],
  "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"
    },
    {
      "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: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": 10.2395,
      "price": null,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 0,
      "quote_ask1": 121.98,
      "quote_ask_qty1": 1,
      "quote_bid1": 121.78,
      "quote_bid_qty1": 16,
      "quote_high": 123.78,
      "quote_last": 121.98,
      "quote_low": 113.35,
      "quote_open": 119.0,
      "quote_prev_close": 126.02,
      "quote_ts": "2026-07-02T11:30:00",
      "raw_avg_cost": 129.64,
      "raw_position_pnl_pct": 10.239493899683684,
      "reason": "sell_not_allowed_in_LUNCH",
      "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": "REJECTED",
      "symbol": "SZSE.300236",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260702",
      "trigger_price": 126.4,
      "ts": "2026-07-02T11:30:18",
      "id": 34,
      "realized_pnl_delta": 1378.0,
      "cost_basis": 22130.0,
      "realized_pnl_source": "position_avg_cost_fallback"
    },
    {
      "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.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": 17.7101,
      "price": null,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 0,
      "quote_ask1": 97.96,
      "quote_ask_qty1": 103,
      "quote_bid1": 97.95,
      "quote_bid_qty1": 1,
      "quote_high": 101.0,
      "quote_last": 97.94,
      "quote_low": 95.98,
      "quote_open": 99.0,
      "quote_prev_close": 106.64,
      "quote_ts": "2026-07-02T11:30:00",
      "raw_avg_cost": 106.44,
      "raw_position_pnl_pct": 17.710058223385495,
      "reason": "sell_not_allowed_in_LUNCH",
      "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": "REJECTED",
      "symbol": "SHSE.600584",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260702",
      "trigger_price": 103.51,
      "ts": "2026-07-02T11:30:18",
      "id": 35,
      "realized_pnl_delta": 2961.1111111111113,
      "cost_basis": 16640.88888888889,
      "realized_pnl_source": "position_avg_cost_fallback"
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 1000,
      "last_price": 119.96,
      "avg_cost": 110.65,
      "pnl_pct": 8.4139,
      "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": 96.96,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 16.5322,
      "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": "STRUCTURAL_HOTSPOT",
    "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "STRUCTURAL_HOTSPOT",
      "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": true,
        "market_gate_reason": "structural_hotspot_hot_theme_entry_only",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "STRUCTURAL_HOTSPOT",
          "label": "结构性热点确认：热点内 Strict Gate",
          "entry_policy": "hot_theme_strict_gate",
          "official_buy_allowed": true,
          "reason": "structural_hotspot_confirmed_hot_theme_only",
          "pool_up_ratio": 0.594,
          "active_up_ratio": 0.4615,
          "active_positive": 6,
          "active_positive_min": 1,
          "active_above_vwap": 4,
          "active_total": 13,
          "sample_total": 133,
          "dominant_theme": "化学制药",
          "dominant_theme_share": 0.4887,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [],
          "structural_hot_themes": [
            {
              "theme": "化学制药",
              "count": 8,
              "top_symbols": [
                "SZSE.000566",
                "SHSE.603538",
                "SZSE.002826",
                "SZSE.002020",
                "SZSE.300765"
              ],
              "top_return_pct": 10.0182
            },
            {
              "theme": "氟化工概念",
              "count": 4,
              "top_symbols": [
                "SHSE.605020",
                "SHSE.688549",
                "SHSE.600378",
                "SHSE.600623"
              ],
              "top_return_pct": 10.0023
            },
            {
              "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": 55.0,
          "sample_rows": [
            {
              "symbol": "SHSE.688068",
              "name": "热景生物",
              "theme": "肝炎概念",
              "paper_scope": "active",
              "priority": 9,
              "ret_pct": 14.903225806451603,
              "last": 106.86,
              "vwap": 103.84015084477514,
              "above_vwap": true,
              "amount": 687537165.0
            },
            {
              "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": 6.439228142219615,
              "above_vwap": true,
              "amount": 92201376.0
            },
            {
              "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": 9.32117297120786,
              "above_vwap": true,
              "amount": 930558797.0
            },
            {
              "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": 6.03145148660573,
              "above_vwap": true,
              "amount": 716338605.0
            },
            {
              "symbol": "SHSE.605020",
              "name": "永和股份",
              "theme": "氟化工概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 10.002273243919069,
              "last": 48.39,
              "vwap": 45.608788504914926,
              "above_vwap": true,
              "amount": 2456785806.0
            },
            {
              "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": 38.95736929874875,
              "above_vwap": true,
              "amount": 366768049.0
            },
            {
              "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": 17.941816311122295,
              "above_vwap": true,
              "amount": 121195175.0
            },
            {
              "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": 132819600.0
            },
            {
              "symbol": "SZSE.300765",
              "name": "石药创新",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 7.739837398373983,
              "last": 33.13,
              "vwap": 33.09565291485447,
              "above_vwap": true,
              "amount": 949659903.0
            },
            {
              "symbol": "SHSE.688549",
              "name": "中巨芯-U",
              "theme": "氟化工概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 7.413793103448274,
              "last": 43.61,
              "vwap": 40.76117739841137,
              "above_vwap": true,
              "amount": 3580875997.0
            },
            {
              "symbol": "SZSE.002422",
              "name": "科伦药业",
              "theme": "化学制药",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.7222884386173964,
              "last": 44.77,
              "vwap": 43.61363674478555,
              "above_vwap": true,
              "amount": 1820424475.0
            },
            {
              "symbol": "SHSE.600378",
              "name": "昊华科技",
              "theme": "氟化工概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.37037037037036,
              "last": 86.16,
              "vwap": 82.72497675818168,
              "above_vwap": true,
              "amount": 7120411742.0
            }
          ]
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 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": 3,
    "unfilled_orders": 0,
    "risk_exit_signals": 2,
    "risk_exit_orders": 7,
    "risk_exit_filled": 4,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}