{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "INTRADAY_UPGRADED",
  "plan_date": "20260702",
  "trade_date": "20260703",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": true,
  "shadow_mode": true,
  "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": 0.825,
      "active_up_ratio": 0.8333,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.6051,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "贵金属 / 黄金概念",
          "count": 6,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "芬太尼 / 仿制药",
          "count": 2,
          "top_symbols": [
            "SZSE.002294",
            "SZSE.000908"
          ],
          "top_return_pct": 7.0252
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SZSE.002294",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SHSE.601069",
          "name": "西部黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 5,
          "ret_pct": 10.021231422505306,
          "last": 25.91,
          "vwap": 25.41708491657595,
          "above_vwap": true,
          "amount": 371244484.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.003522367030637,
          "last": 31.23,
          "vwap": 30.852555335424768,
          "above_vwap": true,
          "amount": 886094645.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.700665188470058,
          "last": 19.79,
          "vwap": 19.727793470331747,
          "above_vwap": true,
          "amount": 951937055.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.113316790736146,
          "last": 25.9,
          "vwap": 25.771806903274403,
          "above_vwap": true,
          "amount": 1279616602.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.025246981339195,
          "last": 39.0,
          "vwap": 37.73322117342783,
          "above_vwap": true,
          "amount": 741140837.0
        },
        {
          "symbol": "SZSE.000908",
          "name": "石药景峰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.879999999999997,
          "last": 6.68,
          "vwap": 6.666757462007531,
          "above_vwap": true,
          "amount": 216142277.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.547930853850192,
          "last": 20.34,
          "vwap": 20.312792326391417,
          "above_vwap": true,
          "amount": 1088804263.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.4638783269961975,
          "last": 28.0,
          "vwap": 27.96335044924827,
          "above_vwap": true,
          "amount": 4712861991.0
        },
        {
          "symbol": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.278538812785395,
          "last": 9.31,
          "vwap": 9.099338925288597,
          "above_vwap": true,
          "amount": 75828431.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.001348617666902,
          "last": 15.72,
          "vwap": 15.723389072831653,
          "above_vwap": false,
          "amount": 649646411.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.089576547231278,
          "last": 25.81,
          "vwap": 25.859388522164018,
          "above_vwap": false,
          "amount": 880646648.0
        },
        {
          "symbol": "SHSE.603889",
          "name": "新澳股份",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 4.942965779467667,
          "last": 5.52,
          "vwap": 5.400259998247203,
          "above_vwap": true,
          "amount": 18485630.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": true,
      "reason": "preopen_sector_flow_confirmed,structural_hotspot_hot_theme_entry_only",
      "source": "public_quote_auction_proxy",
      "window": "09:25-09:45",
      "pool_up_ratio": 0.825,
      "pool_up_ratio_min": 0.6,
      "active_up_ratio": 0.8333,
      "active_up_ratio_min": 0.5,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 10,
      "active_total": 12,
      "sample_total": 120,
      "strong_themes": [
        {
          "theme": "贵金属 / 黄金概念",
          "passed": true,
          "sample_count": 18,
          "active_count": 6,
          "up_count": 18,
          "active_up_count": 6,
          "up_ratio": 1.0,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 4.6076,
          "amount_yi": 119.6906,
          "samples": [
            {
              "symbol": "SHSE.601069",
              "name": "西部黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 10.0212,
              "last": 25.91,
              "open": 24.55,
              "prev_close": 23.55,
              "amount_yi": 3.7124,
              "bid1": 25.91,
              "bid_qty1": 85562,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600988",
              "name": "赤峰黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_watch",
              "ret_pct": 10.0035,
              "last": 31.23,
              "open": 30.37,
              "prev_close": 28.39,
              "amount_yi": 8.8609,
              "bid1": 31.23,
              "bid_qty1": 109965,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-03T09:39:55"
            },
            {
              "symbol": "SZSE.000975",
              "name": "山金国际",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 9.7007,
              "last": 19.79,
              "open": 19.25,
              "prev_close": 18.04,
              "amount_yi": 9.5194,
              "bid1": 19.78,
              "bid_qty1": 45,
              "ask1": 19.79,
              "ask_qty1": 5,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600547",
              "name": "山东黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 7.1133,
              "last": 25.9,
              "open": 25.39,
              "prev_close": 24.18,
              "amount_yi": 12.7962,
              "bid1": 25.9,
              "bid_qty1": 101,
              "ask1": 25.92,
              "ask_qty1": 156,
              "quote_ts": "2026-07-03T09:39:56"
            },
            {
              "symbol": "SHSE.600489",
              "name": "中金黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 6.5479,
              "last": 20.34,
              "open": 19.9,
              "prev_close": 19.09,
              "amount_yi": 10.888,
              "bid1": 20.33,
              "bid_qty1": 1,
              "ask1": 20.34,
              "ask_qty1": 450,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.601899",
              "name": "紫金矿业",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 6.4639,
              "last": 28.0,
              "open": 27.5,
              "prev_close": 26.3,
              "amount_yi": 47.1286,
              "bid1": 27.98,
              "bid_qty1": 245,
              "ask1": 28.0,
              "ask_qty1": 1285,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "芬太尼 / 仿制药",
          "passed": true,
          "sample_count": 19,
          "active_count": 3,
          "up_count": 17,
          "active_up_count": 2,
          "up_ratio": 0.8947,
          "active_up_ratio": 0.6667,
          "avg_ret_pct": 1.3695,
          "amount_yi": 26.9094,
          "samples": [
            {
              "symbol": "SZSE.002294",
              "name": "信立泰",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_active",
              "ret_pct": 7.0252,
              "last": 39.0,
              "open": 37.0,
              "prev_close": 36.44,
              "amount_yi": 7.4114,
              "bid1": 39.0,
              "bid_qty1": 405,
              "ask1": 39.04,
              "ask_qty1": 100,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.000908",
              "name": "石药景峰",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 6.88,
              "last": 6.68,
              "open": 6.43,
              "prev_close": 6.25,
              "amount_yi": 2.1614,
              "bid1": 6.67,
              "bid_qty1": 300,
              "ask1": 6.69,
              "ask_qty1": 783,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.002020",
              "name": "京新药业",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.4325,
              "last": 14.87,
              "open": 15.46,
              "prev_close": 14.66,
              "amount_yi": 3.1731,
              "bid1": 14.86,
              "bid_qty1": 252,
              "ask1": 14.87,
              "ask_qty1": 277,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600521",
              "name": "华海药业",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.4085,
              "last": 15.12,
              "open": 15.12,
              "prev_close": 14.91,
              "amount_yi": 0.8694,
              "bid1": 15.09,
              "bid_qty1": 16,
              "ask1": 15.12,
              "ask_qty1": 192,
              "quote_ts": "2026-07-03T09:39:55"
            },
            {
              "symbol": "SZSE.300452",
              "name": "山河药辅",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.1475,
              "last": 12.34,
              "open": 12.33,
              "prev_close": 12.2,
              "amount_yi": 0.0696,
              "bid1": 12.32,
              "bid_qty1": 17,
              "ask1": 12.34,
              "ask_qty1": 19,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SZSE.300194",
              "name": "福安药业",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.1173,
              "last": 3.62,
              "open": 3.61,
              "prev_close": 3.58,
              "amount_yi": 0.1368,
              "bid1": 3.62,
              "bid_qty1": 668,
              "ask1": 3.63,
              "ask_qty1": 1492,
              "quote_ts": "2026-07-03T09:39:54"
            }
          ]
        },
        {
          "theme": "纺织制造 / 纺织机械",
          "passed": true,
          "sample_count": 6,
          "active_count": 1,
          "up_count": 5,
          "active_up_count": 1,
          "up_ratio": 0.8333,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.8795,
          "amount_yi": 3.5116,
          "samples": [
            {
              "symbol": "SZSE.002196",
              "name": "方正电机",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_active",
              "ret_pct": 3.9877,
              "last": 13.56,
              "open": 13.1,
              "prev_close": 13.04,
              "amount_yi": 2.9814,
              "bid1": 13.55,
              "bid_qty1": 10,
              "ask1": 13.56,
              "ask_qty1": 1,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.300384",
              "name": "三联虹普",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 2.8428,
              "last": 12.3,
              "open": 12.04,
              "prev_close": 11.96,
              "amount_yi": 0.0983,
              "bid1": 12.29,
              "bid_qty1": 23,
              "ask1": 12.3,
              "ask_qty1": 40,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SZSE.002021",
              "name": "中捷资源",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 2.4,
              "last": 2.56,
              "open": 2.51,
              "prev_close": 2.5,
              "amount_yi": 0.1186,
              "bid1": 2.56,
              "bid_qty1": 649,
              "ask1": 2.57,
              "ask_qty1": 2100,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.002722",
              "name": "物产金轮",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.6474,
              "last": 12.34,
              "open": 12.19,
              "prev_close": 12.14,
              "amount_yi": 0.0414,
              "bid1": 12.33,
              "bid_qty1": 1,
              "ask1": 12.34,
              "ask_qty1": 32,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SHSE.600843",
              "name": "上工申贝",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 0.6952,
              "last": 8.69,
              "open": 8.62,
              "prev_close": 8.63,
              "amount_yi": 0.1582,
              "bid1": 8.69,
              "bid_qty1": 30,
              "ask1": 8.7,
              "ask_qty1": 95,
              "quote_ts": "2026-07-03T09:39:55"
            },
            {
              "symbol": "SHSE.600610",
              "name": "中毅达",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": -0.2959,
              "last": 6.74,
              "open": 6.75,
              "prev_close": 6.76,
              "amount_yi": 0.1137,
              "bid1": 6.73,
              "bid_qty1": 10,
              "ask1": 6.74,
              "ask_qty1": 57,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        }
      ],
      "theme_scores": [
        {
          "theme": "贵金属 / 黄金概念",
          "passed": true,
          "sample_count": 18,
          "active_count": 6,
          "up_count": 18,
          "active_up_count": 6,
          "up_ratio": 1.0,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 4.6076,
          "amount_yi": 119.6906,
          "samples": [
            {
              "symbol": "SHSE.601069",
              "name": "西部黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 10.0212,
              "last": 25.91,
              "open": 24.55,
              "prev_close": 23.55,
              "amount_yi": 3.7124,
              "bid1": 25.91,
              "bid_qty1": 85562,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600988",
              "name": "赤峰黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_watch",
              "ret_pct": 10.0035,
              "last": 31.23,
              "open": 30.37,
              "prev_close": 28.39,
              "amount_yi": 8.8609,
              "bid1": 31.23,
              "bid_qty1": 109965,
              "ask1": 0.0,
              "ask_qty1": 0,
              "quote_ts": "2026-07-03T09:39:55"
            },
            {
              "symbol": "SZSE.000975",
              "name": "山金国际",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 9.7007,
              "last": 19.79,
              "open": 19.25,
              "prev_close": 18.04,
              "amount_yi": 9.5194,
              "bid1": 19.78,
              "bid_qty1": 45,
              "ask1": 19.79,
              "ask_qty1": 5,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600547",
              "name": "山东黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 7.1133,
              "last": 25.9,
              "open": 25.39,
              "prev_close": 24.18,
              "amount_yi": 12.7962,
              "bid1": 25.9,
              "bid_qty1": 101,
              "ask1": 25.92,
              "ask_qty1": 156,
              "quote_ts": "2026-07-03T09:39:56"
            },
            {
              "symbol": "SHSE.600489",
              "name": "中金黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 6.5479,
              "last": 20.34,
              "open": 19.9,
              "prev_close": 19.09,
              "amount_yi": 10.888,
              "bid1": 20.33,
              "bid_qty1": 1,
              "ask1": 20.34,
              "ask_qty1": 450,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.601899",
              "name": "紫金矿业",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "ret_pct": 6.4639,
              "last": 28.0,
              "open": 27.5,
              "prev_close": 26.3,
              "amount_yi": 47.1286,
              "bid1": 27.98,
              "bid_qty1": 245,
              "ask1": 28.0,
              "ask_qty1": 1285,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "芬太尼 / 仿制药",
          "passed": true,
          "sample_count": 19,
          "active_count": 3,
          "up_count": 17,
          "active_up_count": 2,
          "up_ratio": 0.8947,
          "active_up_ratio": 0.6667,
          "avg_ret_pct": 1.3695,
          "amount_yi": 26.9094,
          "samples": [
            {
              "symbol": "SZSE.002294",
              "name": "信立泰",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_active",
              "ret_pct": 7.0252,
              "last": 39.0,
              "open": 37.0,
              "prev_close": 36.44,
              "amount_yi": 7.4114,
              "bid1": 39.0,
              "bid_qty1": 405,
              "ask1": 39.04,
              "ask_qty1": 100,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.000908",
              "name": "石药景峰",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 6.88,
              "last": 6.68,
              "open": 6.43,
              "prev_close": 6.25,
              "amount_yi": 2.1614,
              "bid1": 6.67,
              "bid_qty1": 300,
              "ask1": 6.69,
              "ask_qty1": 783,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.002020",
              "name": "京新药业",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.4325,
              "last": 14.87,
              "open": 15.46,
              "prev_close": 14.66,
              "amount_yi": 3.1731,
              "bid1": 14.86,
              "bid_qty1": 252,
              "ask1": 14.87,
              "ask_qty1": 277,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600521",
              "name": "华海药业",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.4085,
              "last": 15.12,
              "open": 15.12,
              "prev_close": 14.91,
              "amount_yi": 0.8694,
              "bid1": 15.09,
              "bid_qty1": 16,
              "ask1": 15.12,
              "ask_qty1": 192,
              "quote_ts": "2026-07-03T09:39:55"
            },
            {
              "symbol": "SZSE.300452",
              "name": "山河药辅",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.1475,
              "last": 12.34,
              "open": 12.33,
              "prev_close": 12.2,
              "amount_yi": 0.0696,
              "bid1": 12.32,
              "bid_qty1": 17,
              "ask1": 12.34,
              "ask_qty1": 19,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SZSE.300194",
              "name": "福安药业",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.1173,
              "last": 3.62,
              "open": 3.61,
              "prev_close": 3.58,
              "amount_yi": 0.1368,
              "bid1": 3.62,
              "bid_qty1": 668,
              "ask1": 3.63,
              "ask_qty1": 1492,
              "quote_ts": "2026-07-03T09:39:54"
            }
          ]
        },
        {
          "theme": "纺织制造 / 纺织机械",
          "passed": true,
          "sample_count": 6,
          "active_count": 1,
          "up_count": 5,
          "active_up_count": 1,
          "up_ratio": 0.8333,
          "active_up_ratio": 1.0,
          "avg_ret_pct": 1.8795,
          "amount_yi": 3.5116,
          "samples": [
            {
              "symbol": "SZSE.002196",
              "name": "方正电机",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_active",
              "ret_pct": 3.9877,
              "last": 13.56,
              "open": 13.1,
              "prev_close": 13.04,
              "amount_yi": 2.9814,
              "bid1": 13.55,
              "bid_qty1": 10,
              "ask1": 13.56,
              "ask_qty1": 1,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.300384",
              "name": "三联虹普",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 2.8428,
              "last": 12.3,
              "open": 12.04,
              "prev_close": 11.96,
              "amount_yi": 0.0983,
              "bid1": 12.29,
              "bid_qty1": 23,
              "ask1": 12.3,
              "ask_qty1": 40,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SZSE.002021",
              "name": "中捷资源",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 2.4,
              "last": 2.56,
              "open": 2.51,
              "prev_close": 2.5,
              "amount_yi": 0.1186,
              "bid1": 2.56,
              "bid_qty1": 649,
              "ask1": 2.57,
              "ask_qty1": 2100,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.002722",
              "name": "物产金轮",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.6474,
              "last": 12.34,
              "open": 12.19,
              "prev_close": 12.14,
              "amount_yi": 0.0414,
              "bid1": 12.33,
              "bid_qty1": 1,
              "ask1": 12.34,
              "ask_qty1": 32,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SHSE.600843",
              "name": "上工申贝",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": 0.6952,
              "last": 8.69,
              "open": 8.62,
              "prev_close": 8.63,
              "amount_yi": 0.1582,
              "bid1": 8.69,
              "bid_qty1": 30,
              "ask1": 8.7,
              "ask_qty1": 95,
              "quote_ts": "2026-07-03T09:39:55"
            },
            {
              "symbol": "SHSE.600610",
              "name": "中毅达",
              "theme": "纺织制造 / 纺织机械",
              "paper_scope": "shadow_watch",
              "ret_pct": -0.2959,
              "last": 6.74,
              "open": 6.75,
              "prev_close": 6.76,
              "amount_yi": 0.1137,
              "bid1": 6.73,
              "bid_qty1": 10,
              "ask1": 6.74,
              "ask_qty1": 57,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "纺织制造 / 服装鞋类",
          "passed": false,
          "sample_count": 34,
          "active_count": 0,
          "up_count": 25,
          "active_up_count": 0,
          "up_ratio": 0.7353,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.4009,
          "amount_yi": 17.4956,
          "samples": [
            {
              "symbol": "SHSE.600400",
              "name": "红豆股份",
              "theme": "纺织制造 / 服装鞋类",
              "paper_scope": "shadow_watch",
              "ret_pct": 3.2448,
              "last": 3.5,
              "open": 3.39,
              "prev_close": 3.39,
              "amount_yi": 0.6307,
              "bid1": 3.49,
              "bid_qty1": 697,
              "ask1": 3.5,
              "ask_qty1": 1042,
              "quote_ts": "2026-07-03T09:39:56"
            },
            {
              "symbol": "SZSE.002029",
              "name": "七 匹 狼",
              "theme": "纺织制造 / 服装鞋类",
              "paper_scope": "shadow_watch",
              "ret_pct": 3.1432,
              "last": 8.86,
              "open": 8.47,
              "prev_close": 8.59,
              "amount_yi": 1.3397,
              "bid1": 8.86,
              "bid_qty1": 25,
              "ask1": 8.88,
              "ask_qty1": 186,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.300005",
              "name": "探路者",
              "theme": "纺织制造 / 服装鞋类",
              "paper_scope": "shadow_watch",
              "ret_pct": 3.0901,
              "last": 24.02,
              "open": 23.47,
              "prev_close": 23.3,
              "amount_yi": 2.3266,
              "bid1": 24.01,
              "bid_qty1": 7,
              "ask1": 24.02,
              "ask_qty1": 586,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SZSE.002517",
              "name": "恺英网络",
              "theme": "纺织制造 / 服装鞋类",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.7608,
              "last": 16.76,
              "open": 16.71,
              "prev_close": 16.47,
              "amount_yi": 3.9779,
              "bid1": 16.76,
              "bid_qty1": 497,
              "ask1": 16.77,
              "ask_qty1": 341,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.002563",
              "name": "森马服饰",
              "theme": "纺织制造 / 服装鞋类",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.6822,
              "last": 5.44,
              "open": 5.38,
              "prev_close": 5.35,
              "amount_yi": 0.1619,
              "bid1": 5.44,
              "bid_qty1": 445,
              "ask1": 5.45,
              "ask_qty1": 88,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.002154",
              "name": "报 喜 鸟",
              "theme": "纺织制造 / 服装鞋类",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.6349,
              "last": 3.73,
              "open": 3.69,
              "prev_close": 3.67,
              "amount_yi": 0.1739,
              "bid1": 3.73,
              "bid_qty1": 1506,
              "ask1": 3.74,
              "ask_qty1": 4731,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "纺织制造 / 纺织行业",
          "passed": false,
          "sample_count": 31,
          "active_count": 1,
          "up_count": 24,
          "active_up_count": 0,
          "up_ratio": 0.7742,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.3131,
          "amount_yi": 10.5749,
          "samples": [
            {
              "symbol": "SZSE.002072",
              "name": "凯瑞德",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "ret_pct": 6.2785,
              "last": 9.31,
              "open": 8.87,
              "prev_close": 8.76,
              "amount_yi": 0.7583,
              "bid1": 9.31,
              "bid_qty1": 547,
              "ask1": 9.32,
              "ask_qty1": 6,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.603889",
              "name": "新澳股份",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "ret_pct": 4.943,
              "last": 5.52,
              "open": 5.22,
              "prev_close": 5.26,
              "amount_yi": 0.1849,
              "bid1": 5.52,
              "bid_qty1": 34,
              "ask1": 5.53,
              "ask_qty1": 3,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600689",
              "name": "上海三毛",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.9704,
              "last": 10.35,
              "open": 10.29,
              "prev_close": 10.15,
              "amount_yi": 0.0523,
              "bid1": 10.35,
              "bid_qty1": 15,
              "ask1": 10.37,
              "ask_qty1": 53,
              "quote_ts": "2026-07-03T09:39:56"
            },
            {
              "symbol": "SHSE.600232",
              "name": "金鹰股份",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.9048,
              "last": 6.42,
              "open": 6.33,
              "prev_close": 6.3,
              "amount_yi": 0.0585,
              "bid1": 6.42,
              "bid_qty1": 40,
              "ask1": 6.43,
              "ask_qty1": 24,
              "quote_ts": "2026-07-03T09:39:54"
            },
            {
              "symbol": "SZSE.000850",
              "name": "华茂股份",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.8421,
              "last": 3.87,
              "open": 3.81,
              "prev_close": 3.8,
              "amount_yi": 0.0802,
              "bid1": 3.86,
              "bid_qty1": 182,
              "ask1": 3.87,
              "ask_qty1": 41,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SHSE.600493",
              "name": "凤竹纺织",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.6423,
              "last": 5.57,
              "open": 5.49,
              "prev_close": 5.48,
              "amount_yi": 0.0485,
              "bid1": 5.56,
              "bid_qty1": 76,
              "ask1": 5.58,
              "ask_qty1": 58,
              "quote_ts": "2026-07-03T09:39:52"
            }
          ]
        },
        {
          "theme": "海南自贸区 / 仿制药",
          "passed": false,
          "sample_count": 1,
          "active_count": 0,
          "up_count": 1,
          "active_up_count": 0,
          "up_ratio": 1.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 1.3245,
          "amount_yi": 8.9184,
          "samples": [
            {
              "symbol": "SZSE.000566",
              "name": "海南海药",
              "theme": "海南自贸区 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.3245,
              "last": 6.12,
              "open": 6.22,
              "prev_close": 6.04,
              "amount_yi": 8.9184,
              "bid1": 6.11,
              "bid_qty1": 5927,
              "ask1": 6.12,
              "ask_qty1": 133,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "赛马概念",
          "passed": false,
          "sample_count": 1,
          "active_count": 0,
          "up_count": 0,
          "active_up_count": 0,
          "up_ratio": 0.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": -8.8918,
          "amount_yi": 6.0464,
          "samples": [
            {
              "symbol": "SZSE.000592",
              "name": "平潭发展",
              "theme": "赛马概念",
              "paper_scope": "shadow_watch",
              "ret_pct": -8.8918,
              "last": 7.07,
              "open": 7.56,
              "prev_close": 7.76,
              "amount_yi": 6.0464,
              "bid1": 7.06,
              "bid_qty1": 351,
              "ask1": 7.07,
              "ask_qty1": 2638,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "海南自贸区 / 三沙概念",
          "passed": false,
          "sample_count": 4,
          "active_count": 0,
          "up_count": 3,
          "active_up_count": 0,
          "up_ratio": 0.75,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.2933,
          "amount_yi": 1.2783,
          "samples": [
            {
              "symbol": "SHSE.601118",
              "name": "海南橡胶",
              "theme": "海南自贸区 / 三沙概念",
              "paper_scope": "shadow_watch",
              "ret_pct": 1.8367,
              "last": 4.99,
              "open": 4.93,
              "prev_close": 4.9,
              "amount_yi": 0.3492,
              "bid1": 4.98,
              "bid_qty1": 1466,
              "ask1": 4.99,
              "ask_qty1": 251,
              "quote_ts": "2026-07-03T09:39:56"
            },
            {
              "symbol": "SHSE.600515",
              "name": "海南机场",
              "theme": "海南自贸区 / 三沙概念",
              "paper_scope": "shadow_watch",
              "ret_pct": 0.7168,
              "last": 2.81,
              "open": 2.79,
              "prev_close": 2.79,
              "amount_yi": 0.256,
              "bid1": 2.81,
              "bid_qty1": 12734,
              "ask1": 2.82,
              "ask_qty1": 8909,
              "quote_ts": "2026-07-03T09:39:55"
            },
            {
              "symbol": "SZSE.000886",
              "name": "海南高速",
              "theme": "海南自贸区 / 三沙概念",
              "paper_scope": "shadow_watch",
              "ret_pct": 0.4773,
              "last": 4.21,
              "open": 4.17,
              "prev_close": 4.19,
              "amount_yi": 0.1151,
              "bid1": 4.21,
              "bid_qty1": 378,
              "ask1": 4.22,
              "ask_qty1": 608,
              "quote_ts": "2026-07-03T09:39:57"
            },
            {
              "symbol": "SZSE.002596",
              "name": "海南瑞泽",
              "theme": "海南自贸区 / 三沙概念",
              "paper_scope": "shadow_watch",
              "ret_pct": -1.8576,
              "last": 3.17,
              "open": 3.26,
              "prev_close": 3.23,
              "amount_yi": 0.558,
              "bid1": 3.17,
              "bid_qty1": 377,
              "ask1": 3.18,
              "ask_qty1": 3119,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "毛发医疗 / 水域改革",
          "passed": false,
          "sample_count": 1,
          "active_count": 0,
          "up_count": 1,
          "active_up_count": 0,
          "up_ratio": 1.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.11,
          "amount_yi": 1.2144,
          "samples": [
            {
              "symbol": "SZSE.002173",
              "name": "创新医疗",
              "theme": "毛发医疗 / 水域改革",
              "paper_scope": "shadow_watch",
              "ret_pct": 0.11,
              "last": 18.21,
              "open": 18.31,
              "prev_close": 18.19,
              "amount_yi": 1.2144,
              "bid1": 18.21,
              "bid_qty1": 27,
              "ask1": 18.23,
              "ask_qty1": 10,
              "quote_ts": "2026-07-03T09:39:57"
            }
          ]
        },
        {
          "theme": "毛发医疗 / 仿制药",
          "passed": false,
          "sample_count": 1,
          "active_count": 0,
          "up_count": 1,
          "active_up_count": 0,
          "up_ratio": 1.0,
          "active_up_ratio": 0.0,
          "avg_ret_pct": 0.96,
          "amount_yi": 0.9192,
          "samples": [
            {
              "symbol": "SZSE.300003",
              "name": "乐普医疗",
              "theme": "毛发医疗 / 仿制药",
              "paper_scope": "shadow_watch",
              "ret_pct": 0.96,
              "last": 12.62,
              "open": 12.59,
              "prev_close": 12.5,
              "amount_yi": 0.9192,
              "bid1": 12.62,
              "bid_qty1": 242,
              "ask1": 12.63,
              "ask_qty1": 129,
              "quote_ts": "2026-07-03T09:39:54"
            }
          ]
        }
      ],
      "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": 0.825,
        "active_up_ratio": 0.8333,
        "active_positive": 10,
        "active_positive_min": 1,
        "active_above_vwap": 7,
        "active_total": 12,
        "sample_total": 120,
        "dominant_theme": "贵金属 / 黄金概念",
        "dominant_theme_share": 0.6051,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.000975",
          "SHSE.601069",
          "SHSE.600547"
        ],
        "structural_hot_themes": [
          {
            "theme": "贵金属 / 黄金概念",
            "count": 6,
            "top_symbols": [
              "SHSE.601069",
              "SHSE.600988",
              "SZSE.000975",
              "SHSE.600547",
              "SHSE.600489"
            ],
            "top_return_pct": 10.0212
          },
          {
            "theme": "芬太尼 / 仿制药",
            "count": 2,
            "top_symbols": [
              "SZSE.002294",
              "SZSE.000908"
            ],
            "top_return_pct": 7.0252
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000975",
          "SZSE.002294",
          "SHSE.601069",
          "SHSE.600547"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "EXTREME",
          "score": 100.0,
          "label": "外部科技冲击极高",
          "entry_policy": "risk_only_for_tech",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "13:10",
          "position_cap_pct": 35.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-9.43%",
            "korea_tech_negative_-10.38%",
            "asia_tech_circuit_breaker",
            "quant_panic_deep_water_risk"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260703.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-03T09:25:15+08:00"
        },
        "sample_rows": [
          {
            "symbol": "SHSE.601069",
            "name": "西部黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 5,
            "ret_pct": 10.021231422505306,
            "last": 25.91,
            "vwap": 25.41708491657595,
            "above_vwap": true,
            "amount": 371244484.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.003522367030637,
            "last": 31.23,
            "vwap": 30.852555335424768,
            "above_vwap": true,
            "amount": 886094645.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 9.700665188470058,
            "last": 19.79,
            "vwap": 19.727793470331747,
            "above_vwap": true,
            "amount": 951937055.0
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 7,
            "ret_pct": 7.113316790736146,
            "last": 25.9,
            "vwap": 25.771806903274403,
            "above_vwap": true,
            "amount": 1279616602.0
          },
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 7.025246981339195,
            "last": 39.0,
            "vwap": 37.73322117342783,
            "above_vwap": true,
            "amount": 741140837.0
          },
          {
            "symbol": "SZSE.000908",
            "name": "石药景峰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.879999999999997,
            "last": 6.68,
            "vwap": 6.666757462007531,
            "above_vwap": true,
            "amount": 216142277.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 10,
            "ret_pct": 6.547930853850192,
            "last": 20.34,
            "vwap": 20.312792326391417,
            "above_vwap": true,
            "amount": 1088804263.0
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 11,
            "ret_pct": 6.4638783269961975,
            "last": 28.0,
            "vwap": 27.96335044924827,
            "above_vwap": true,
            "amount": 4712861991.0
          },
          {
            "symbol": "SZSE.002072",
            "name": "凯瑞德",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.278538812785395,
            "last": 9.31,
            "vwap": 9.099338925288597,
            "above_vwap": true,
            "amount": 75828431.0
          },
          {
            "symbol": "SHSE.600531",
            "name": "豫光金铅",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 6.001348617666902,
            "last": 15.72,
            "vwap": 15.723389072831653,
            "above_vwap": false,
            "amount": 649646411.0
          },
          {
            "symbol": "SZSE.002155",
            "name": "湖南黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.089576547231278,
            "last": 25.81,
            "vwap": 25.859388522164018,
            "above_vwap": false,
            "amount": 880646648.0
          },
          {
            "symbol": "SHSE.603889",
            "name": "新澳股份",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 4.942965779467667,
            "last": 5.52,
            "vwap": 5.400259998247203,
            "above_vwap": true,
            "amount": 18485630.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "external_tech_shock_level": "EXTREME",
      "external_tech_entry_policy": "risk_only_for_tech",
      "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
    }
  },
  "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": 0.825,
      "active_up_ratio": 0.8333,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.6051,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "贵金属 / 黄金概念",
          "count": 6,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "芬太尼 / 仿制药",
          "count": 2,
          "top_symbols": [
            "SZSE.002294",
            "SZSE.000908"
          ],
          "top_return_pct": 7.0252
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SZSE.002294",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SHSE.601069",
          "name": "西部黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 5,
          "ret_pct": 10.021231422505306,
          "last": 25.91,
          "vwap": 25.41708491657595,
          "above_vwap": true,
          "amount": 371244484.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.003522367030637,
          "last": 31.23,
          "vwap": 30.852555335424768,
          "above_vwap": true,
          "amount": 886094645.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.700665188470058,
          "last": 19.79,
          "vwap": 19.727793470331747,
          "above_vwap": true,
          "amount": 951937055.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.113316790736146,
          "last": 25.9,
          "vwap": 25.771806903274403,
          "above_vwap": true,
          "amount": 1279616602.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.025246981339195,
          "last": 39.0,
          "vwap": 37.73322117342783,
          "above_vwap": true,
          "amount": 741140837.0
        },
        {
          "symbol": "SZSE.000908",
          "name": "石药景峰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.879999999999997,
          "last": 6.68,
          "vwap": 6.666757462007531,
          "above_vwap": true,
          "amount": 216142277.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.547930853850192,
          "last": 20.34,
          "vwap": 20.312792326391417,
          "above_vwap": true,
          "amount": 1088804263.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.4638783269961975,
          "last": 28.0,
          "vwap": 27.96335044924827,
          "above_vwap": true,
          "amount": 4712861991.0
        },
        {
          "symbol": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.278538812785395,
          "last": 9.31,
          "vwap": 9.099338925288597,
          "above_vwap": true,
          "amount": 75828431.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.001348617666902,
          "last": 15.72,
          "vwap": 15.723389072831653,
          "above_vwap": false,
          "amount": 649646411.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.089576547231278,
          "last": 25.81,
          "vwap": 25.859388522164018,
          "above_vwap": false,
          "amount": 880646648.0
        },
        {
          "symbol": "SHSE.603889",
          "name": "新澳股份",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 4.942965779467667,
          "last": 5.52,
          "vwap": 5.400259998247203,
          "above_vwap": true,
          "amount": 18485630.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": true,
    "reason": "preopen_sector_flow_confirmed,structural_hotspot_hot_theme_entry_only",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.825,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.8333,
    "active_up_ratio_min": 0.5,
    "active_positive": 10,
    "active_positive_min": 1,
    "active_above_vwap": 10,
    "active_total": 12,
    "sample_total": 120,
    "strong_themes": [
      {
        "theme": "贵金属 / 黄金概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 6,
        "up_count": 18,
        "active_up_count": 6,
        "up_ratio": 1.0,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 4.6076,
        "amount_yi": 119.6906,
        "samples": [
          {
            "symbol": "SHSE.601069",
            "name": "西部黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 10.0212,
            "last": 25.91,
            "open": 24.55,
            "prev_close": 23.55,
            "amount_yi": 3.7124,
            "bid1": 25.91,
            "bid_qty1": 85562,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "ret_pct": 10.0035,
            "last": 31.23,
            "open": 30.37,
            "prev_close": 28.39,
            "amount_yi": 8.8609,
            "bid1": 31.23,
            "bid_qty1": 109965,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-03T09:39:55"
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 9.7007,
            "last": 19.79,
            "open": 19.25,
            "prev_close": 18.04,
            "amount_yi": 9.5194,
            "bid1": 19.78,
            "bid_qty1": 45,
            "ask1": 19.79,
            "ask_qty1": 5,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 7.1133,
            "last": 25.9,
            "open": 25.39,
            "prev_close": 24.18,
            "amount_yi": 12.7962,
            "bid1": 25.9,
            "bid_qty1": 101,
            "ask1": 25.92,
            "ask_qty1": 156,
            "quote_ts": "2026-07-03T09:39:56"
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 6.5479,
            "last": 20.34,
            "open": 19.9,
            "prev_close": 19.09,
            "amount_yi": 10.888,
            "bid1": 20.33,
            "bid_qty1": 1,
            "ask1": 20.34,
            "ask_qty1": 450,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 6.4639,
            "last": 28.0,
            "open": 27.5,
            "prev_close": 26.3,
            "amount_yi": 47.1286,
            "bid1": 27.98,
            "bid_qty1": 245,
            "ask1": 28.0,
            "ask_qty1": 1285,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "芬太尼 / 仿制药",
        "passed": true,
        "sample_count": 19,
        "active_count": 3,
        "up_count": 17,
        "active_up_count": 2,
        "up_ratio": 0.8947,
        "active_up_ratio": 0.6667,
        "avg_ret_pct": 1.3695,
        "amount_yi": 26.9094,
        "samples": [
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "ret_pct": 7.0252,
            "last": 39.0,
            "open": 37.0,
            "prev_close": 36.44,
            "amount_yi": 7.4114,
            "bid1": 39.0,
            "bid_qty1": 405,
            "ask1": 39.04,
            "ask_qty1": 100,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.000908",
            "name": "石药景峰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.88,
            "last": 6.68,
            "open": 6.43,
            "prev_close": 6.25,
            "amount_yi": 2.1614,
            "bid1": 6.67,
            "bid_qty1": 300,
            "ask1": 6.69,
            "ask_qty1": 783,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.002020",
            "name": "京新药业",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.4325,
            "last": 14.87,
            "open": 15.46,
            "prev_close": 14.66,
            "amount_yi": 3.1731,
            "bid1": 14.86,
            "bid_qty1": 252,
            "ask1": 14.87,
            "ask_qty1": 277,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600521",
            "name": "华海药业",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.4085,
            "last": 15.12,
            "open": 15.12,
            "prev_close": 14.91,
            "amount_yi": 0.8694,
            "bid1": 15.09,
            "bid_qty1": 16,
            "ask1": 15.12,
            "ask_qty1": 192,
            "quote_ts": "2026-07-03T09:39:55"
          },
          {
            "symbol": "SZSE.300452",
            "name": "山河药辅",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.1475,
            "last": 12.34,
            "open": 12.33,
            "prev_close": 12.2,
            "amount_yi": 0.0696,
            "bid1": 12.32,
            "bid_qty1": 17,
            "ask1": 12.34,
            "ask_qty1": 19,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SZSE.300194",
            "name": "福安药业",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.1173,
            "last": 3.62,
            "open": 3.61,
            "prev_close": 3.58,
            "amount_yi": 0.1368,
            "bid1": 3.62,
            "bid_qty1": 668,
            "ask1": 3.63,
            "ask_qty1": 1492,
            "quote_ts": "2026-07-03T09:39:54"
          }
        ]
      },
      {
        "theme": "纺织制造 / 纺织机械",
        "passed": true,
        "sample_count": 6,
        "active_count": 1,
        "up_count": 5,
        "active_up_count": 1,
        "up_ratio": 0.8333,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.8795,
        "amount_yi": 3.5116,
        "samples": [
          {
            "symbol": "SZSE.002196",
            "name": "方正电机",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_active",
            "ret_pct": 3.9877,
            "last": 13.56,
            "open": 13.1,
            "prev_close": 13.04,
            "amount_yi": 2.9814,
            "bid1": 13.55,
            "bid_qty1": 10,
            "ask1": 13.56,
            "ask_qty1": 1,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.300384",
            "name": "三联虹普",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 2.8428,
            "last": 12.3,
            "open": 12.04,
            "prev_close": 11.96,
            "amount_yi": 0.0983,
            "bid1": 12.29,
            "bid_qty1": 23,
            "ask1": 12.3,
            "ask_qty1": 40,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SZSE.002021",
            "name": "中捷资源",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 2.4,
            "last": 2.56,
            "open": 2.51,
            "prev_close": 2.5,
            "amount_yi": 0.1186,
            "bid1": 2.56,
            "bid_qty1": 649,
            "ask1": 2.57,
            "ask_qty1": 2100,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.002722",
            "name": "物产金轮",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.6474,
            "last": 12.34,
            "open": 12.19,
            "prev_close": 12.14,
            "amount_yi": 0.0414,
            "bid1": 12.33,
            "bid_qty1": 1,
            "ask1": 12.34,
            "ask_qty1": 32,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SHSE.600843",
            "name": "上工申贝",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 0.6952,
            "last": 8.69,
            "open": 8.62,
            "prev_close": 8.63,
            "amount_yi": 0.1582,
            "bid1": 8.69,
            "bid_qty1": 30,
            "ask1": 8.7,
            "ask_qty1": 95,
            "quote_ts": "2026-07-03T09:39:55"
          },
          {
            "symbol": "SHSE.600610",
            "name": "中毅达",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": -0.2959,
            "last": 6.74,
            "open": 6.75,
            "prev_close": 6.76,
            "amount_yi": 0.1137,
            "bid1": 6.73,
            "bid_qty1": 10,
            "ask1": 6.74,
            "ask_qty1": 57,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "贵金属 / 黄金概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 6,
        "up_count": 18,
        "active_up_count": 6,
        "up_ratio": 1.0,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 4.6076,
        "amount_yi": 119.6906,
        "samples": [
          {
            "symbol": "SHSE.601069",
            "name": "西部黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 10.0212,
            "last": 25.91,
            "open": 24.55,
            "prev_close": 23.55,
            "amount_yi": 3.7124,
            "bid1": 25.91,
            "bid_qty1": 85562,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "ret_pct": 10.0035,
            "last": 31.23,
            "open": 30.37,
            "prev_close": 28.39,
            "amount_yi": 8.8609,
            "bid1": 31.23,
            "bid_qty1": 109965,
            "ask1": 0.0,
            "ask_qty1": 0,
            "quote_ts": "2026-07-03T09:39:55"
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 9.7007,
            "last": 19.79,
            "open": 19.25,
            "prev_close": 18.04,
            "amount_yi": 9.5194,
            "bid1": 19.78,
            "bid_qty1": 45,
            "ask1": 19.79,
            "ask_qty1": 5,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 7.1133,
            "last": 25.9,
            "open": 25.39,
            "prev_close": 24.18,
            "amount_yi": 12.7962,
            "bid1": 25.9,
            "bid_qty1": 101,
            "ask1": 25.92,
            "ask_qty1": 156,
            "quote_ts": "2026-07-03T09:39:56"
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 6.5479,
            "last": 20.34,
            "open": 19.9,
            "prev_close": 19.09,
            "amount_yi": 10.888,
            "bid1": 20.33,
            "bid_qty1": 1,
            "ask1": 20.34,
            "ask_qty1": 450,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "ret_pct": 6.4639,
            "last": 28.0,
            "open": 27.5,
            "prev_close": 26.3,
            "amount_yi": 47.1286,
            "bid1": 27.98,
            "bid_qty1": 245,
            "ask1": 28.0,
            "ask_qty1": 1285,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "芬太尼 / 仿制药",
        "passed": true,
        "sample_count": 19,
        "active_count": 3,
        "up_count": 17,
        "active_up_count": 2,
        "up_ratio": 0.8947,
        "active_up_ratio": 0.6667,
        "avg_ret_pct": 1.3695,
        "amount_yi": 26.9094,
        "samples": [
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "ret_pct": 7.0252,
            "last": 39.0,
            "open": 37.0,
            "prev_close": 36.44,
            "amount_yi": 7.4114,
            "bid1": 39.0,
            "bid_qty1": 405,
            "ask1": 39.04,
            "ask_qty1": 100,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.000908",
            "name": "石药景峰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.88,
            "last": 6.68,
            "open": 6.43,
            "prev_close": 6.25,
            "amount_yi": 2.1614,
            "bid1": 6.67,
            "bid_qty1": 300,
            "ask1": 6.69,
            "ask_qty1": 783,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.002020",
            "name": "京新药业",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.4325,
            "last": 14.87,
            "open": 15.46,
            "prev_close": 14.66,
            "amount_yi": 3.1731,
            "bid1": 14.86,
            "bid_qty1": 252,
            "ask1": 14.87,
            "ask_qty1": 277,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600521",
            "name": "华海药业",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.4085,
            "last": 15.12,
            "open": 15.12,
            "prev_close": 14.91,
            "amount_yi": 0.8694,
            "bid1": 15.09,
            "bid_qty1": 16,
            "ask1": 15.12,
            "ask_qty1": 192,
            "quote_ts": "2026-07-03T09:39:55"
          },
          {
            "symbol": "SZSE.300452",
            "name": "山河药辅",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.1475,
            "last": 12.34,
            "open": 12.33,
            "prev_close": 12.2,
            "amount_yi": 0.0696,
            "bid1": 12.32,
            "bid_qty1": 17,
            "ask1": 12.34,
            "ask_qty1": 19,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SZSE.300194",
            "name": "福安药业",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.1173,
            "last": 3.62,
            "open": 3.61,
            "prev_close": 3.58,
            "amount_yi": 0.1368,
            "bid1": 3.62,
            "bid_qty1": 668,
            "ask1": 3.63,
            "ask_qty1": 1492,
            "quote_ts": "2026-07-03T09:39:54"
          }
        ]
      },
      {
        "theme": "纺织制造 / 纺织机械",
        "passed": true,
        "sample_count": 6,
        "active_count": 1,
        "up_count": 5,
        "active_up_count": 1,
        "up_ratio": 0.8333,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.8795,
        "amount_yi": 3.5116,
        "samples": [
          {
            "symbol": "SZSE.002196",
            "name": "方正电机",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_active",
            "ret_pct": 3.9877,
            "last": 13.56,
            "open": 13.1,
            "prev_close": 13.04,
            "amount_yi": 2.9814,
            "bid1": 13.55,
            "bid_qty1": 10,
            "ask1": 13.56,
            "ask_qty1": 1,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.300384",
            "name": "三联虹普",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 2.8428,
            "last": 12.3,
            "open": 12.04,
            "prev_close": 11.96,
            "amount_yi": 0.0983,
            "bid1": 12.29,
            "bid_qty1": 23,
            "ask1": 12.3,
            "ask_qty1": 40,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SZSE.002021",
            "name": "中捷资源",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 2.4,
            "last": 2.56,
            "open": 2.51,
            "prev_close": 2.5,
            "amount_yi": 0.1186,
            "bid1": 2.56,
            "bid_qty1": 649,
            "ask1": 2.57,
            "ask_qty1": 2100,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.002722",
            "name": "物产金轮",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.6474,
            "last": 12.34,
            "open": 12.19,
            "prev_close": 12.14,
            "amount_yi": 0.0414,
            "bid1": 12.33,
            "bid_qty1": 1,
            "ask1": 12.34,
            "ask_qty1": 32,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SHSE.600843",
            "name": "上工申贝",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": 0.6952,
            "last": 8.69,
            "open": 8.62,
            "prev_close": 8.63,
            "amount_yi": 0.1582,
            "bid1": 8.69,
            "bid_qty1": 30,
            "ask1": 8.7,
            "ask_qty1": 95,
            "quote_ts": "2026-07-03T09:39:55"
          },
          {
            "symbol": "SHSE.600610",
            "name": "中毅达",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_watch",
            "ret_pct": -0.2959,
            "last": 6.74,
            "open": 6.75,
            "prev_close": 6.76,
            "amount_yi": 0.1137,
            "bid1": 6.73,
            "bid_qty1": 10,
            "ask1": 6.74,
            "ask_qty1": 57,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "纺织制造 / 服装鞋类",
        "passed": false,
        "sample_count": 34,
        "active_count": 0,
        "up_count": 25,
        "active_up_count": 0,
        "up_ratio": 0.7353,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.4009,
        "amount_yi": 17.4956,
        "samples": [
          {
            "symbol": "SHSE.600400",
            "name": "红豆股份",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.2448,
            "last": 3.5,
            "open": 3.39,
            "prev_close": 3.39,
            "amount_yi": 0.6307,
            "bid1": 3.49,
            "bid_qty1": 697,
            "ask1": 3.5,
            "ask_qty1": 1042,
            "quote_ts": "2026-07-03T09:39:56"
          },
          {
            "symbol": "SZSE.002029",
            "name": "七 匹 狼",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.1432,
            "last": 8.86,
            "open": 8.47,
            "prev_close": 8.59,
            "amount_yi": 1.3397,
            "bid1": 8.86,
            "bid_qty1": 25,
            "ask1": 8.88,
            "ask_qty1": 186,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.300005",
            "name": "探路者",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "ret_pct": 3.0901,
            "last": 24.02,
            "open": 23.47,
            "prev_close": 23.3,
            "amount_yi": 2.3266,
            "bid1": 24.01,
            "bid_qty1": 7,
            "ask1": 24.02,
            "ask_qty1": 586,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SZSE.002517",
            "name": "恺英网络",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.7608,
            "last": 16.76,
            "open": 16.71,
            "prev_close": 16.47,
            "amount_yi": 3.9779,
            "bid1": 16.76,
            "bid_qty1": 497,
            "ask1": 16.77,
            "ask_qty1": 341,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.002563",
            "name": "森马服饰",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.6822,
            "last": 5.44,
            "open": 5.38,
            "prev_close": 5.35,
            "amount_yi": 0.1619,
            "bid1": 5.44,
            "bid_qty1": 445,
            "ask1": 5.45,
            "ask_qty1": 88,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.002154",
            "name": "报 喜 鸟",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.6349,
            "last": 3.73,
            "open": 3.69,
            "prev_close": 3.67,
            "amount_yi": 0.1739,
            "bid1": 3.73,
            "bid_qty1": 1506,
            "ask1": 3.74,
            "ask_qty1": 4731,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "纺织制造 / 纺织行业",
        "passed": false,
        "sample_count": 31,
        "active_count": 1,
        "up_count": 24,
        "active_up_count": 0,
        "up_ratio": 0.7742,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.3131,
        "amount_yi": 10.5749,
        "samples": [
          {
            "symbol": "SZSE.002072",
            "name": "凯瑞德",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "ret_pct": 6.2785,
            "last": 9.31,
            "open": 8.87,
            "prev_close": 8.76,
            "amount_yi": 0.7583,
            "bid1": 9.31,
            "bid_qty1": 547,
            "ask1": 9.32,
            "ask_qty1": 6,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.603889",
            "name": "新澳股份",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "ret_pct": 4.943,
            "last": 5.52,
            "open": 5.22,
            "prev_close": 5.26,
            "amount_yi": 0.1849,
            "bid1": 5.52,
            "bid_qty1": 34,
            "ask1": 5.53,
            "ask_qty1": 3,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600689",
            "name": "上海三毛",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.9704,
            "last": 10.35,
            "open": 10.29,
            "prev_close": 10.15,
            "amount_yi": 0.0523,
            "bid1": 10.35,
            "bid_qty1": 15,
            "ask1": 10.37,
            "ask_qty1": 53,
            "quote_ts": "2026-07-03T09:39:56"
          },
          {
            "symbol": "SHSE.600232",
            "name": "金鹰股份",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.9048,
            "last": 6.42,
            "open": 6.33,
            "prev_close": 6.3,
            "amount_yi": 0.0585,
            "bid1": 6.42,
            "bid_qty1": 40,
            "ask1": 6.43,
            "ask_qty1": 24,
            "quote_ts": "2026-07-03T09:39:54"
          },
          {
            "symbol": "SZSE.000850",
            "name": "华茂股份",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.8421,
            "last": 3.87,
            "open": 3.81,
            "prev_close": 3.8,
            "amount_yi": 0.0802,
            "bid1": 3.86,
            "bid_qty1": 182,
            "ask1": 3.87,
            "ask_qty1": 41,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SHSE.600493",
            "name": "凤竹纺织",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.6423,
            "last": 5.57,
            "open": 5.49,
            "prev_close": 5.48,
            "amount_yi": 0.0485,
            "bid1": 5.56,
            "bid_qty1": 76,
            "ask1": 5.58,
            "ask_qty1": 58,
            "quote_ts": "2026-07-03T09:39:52"
          }
        ]
      },
      {
        "theme": "海南自贸区 / 仿制药",
        "passed": false,
        "sample_count": 1,
        "active_count": 0,
        "up_count": 1,
        "active_up_count": 0,
        "up_ratio": 1.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 1.3245,
        "amount_yi": 8.9184,
        "samples": [
          {
            "symbol": "SZSE.000566",
            "name": "海南海药",
            "theme": "海南自贸区 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.3245,
            "last": 6.12,
            "open": 6.22,
            "prev_close": 6.04,
            "amount_yi": 8.9184,
            "bid1": 6.11,
            "bid_qty1": 5927,
            "ask1": 6.12,
            "ask_qty1": 133,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "赛马概念",
        "passed": false,
        "sample_count": 1,
        "active_count": 0,
        "up_count": 0,
        "active_up_count": 0,
        "up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": -8.8918,
        "amount_yi": 6.0464,
        "samples": [
          {
            "symbol": "SZSE.000592",
            "name": "平潭发展",
            "theme": "赛马概念",
            "paper_scope": "shadow_watch",
            "ret_pct": -8.8918,
            "last": 7.07,
            "open": 7.56,
            "prev_close": 7.76,
            "amount_yi": 6.0464,
            "bid1": 7.06,
            "bid_qty1": 351,
            "ask1": 7.07,
            "ask_qty1": 2638,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "海南自贸区 / 三沙概念",
        "passed": false,
        "sample_count": 4,
        "active_count": 0,
        "up_count": 3,
        "active_up_count": 0,
        "up_ratio": 0.75,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.2933,
        "amount_yi": 1.2783,
        "samples": [
          {
            "symbol": "SHSE.601118",
            "name": "海南橡胶",
            "theme": "海南自贸区 / 三沙概念",
            "paper_scope": "shadow_watch",
            "ret_pct": 1.8367,
            "last": 4.99,
            "open": 4.93,
            "prev_close": 4.9,
            "amount_yi": 0.3492,
            "bid1": 4.98,
            "bid_qty1": 1466,
            "ask1": 4.99,
            "ask_qty1": 251,
            "quote_ts": "2026-07-03T09:39:56"
          },
          {
            "symbol": "SHSE.600515",
            "name": "海南机场",
            "theme": "海南自贸区 / 三沙概念",
            "paper_scope": "shadow_watch",
            "ret_pct": 0.7168,
            "last": 2.81,
            "open": 2.79,
            "prev_close": 2.79,
            "amount_yi": 0.256,
            "bid1": 2.81,
            "bid_qty1": 12734,
            "ask1": 2.82,
            "ask_qty1": 8909,
            "quote_ts": "2026-07-03T09:39:55"
          },
          {
            "symbol": "SZSE.000886",
            "name": "海南高速",
            "theme": "海南自贸区 / 三沙概念",
            "paper_scope": "shadow_watch",
            "ret_pct": 0.4773,
            "last": 4.21,
            "open": 4.17,
            "prev_close": 4.19,
            "amount_yi": 0.1151,
            "bid1": 4.21,
            "bid_qty1": 378,
            "ask1": 4.22,
            "ask_qty1": 608,
            "quote_ts": "2026-07-03T09:39:57"
          },
          {
            "symbol": "SZSE.002596",
            "name": "海南瑞泽",
            "theme": "海南自贸区 / 三沙概念",
            "paper_scope": "shadow_watch",
            "ret_pct": -1.8576,
            "last": 3.17,
            "open": 3.26,
            "prev_close": 3.23,
            "amount_yi": 0.558,
            "bid1": 3.17,
            "bid_qty1": 377,
            "ask1": 3.18,
            "ask_qty1": 3119,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "毛发医疗 / 水域改革",
        "passed": false,
        "sample_count": 1,
        "active_count": 0,
        "up_count": 1,
        "active_up_count": 0,
        "up_ratio": 1.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.11,
        "amount_yi": 1.2144,
        "samples": [
          {
            "symbol": "SZSE.002173",
            "name": "创新医疗",
            "theme": "毛发医疗 / 水域改革",
            "paper_scope": "shadow_watch",
            "ret_pct": 0.11,
            "last": 18.21,
            "open": 18.31,
            "prev_close": 18.19,
            "amount_yi": 1.2144,
            "bid1": 18.21,
            "bid_qty1": 27,
            "ask1": 18.23,
            "ask_qty1": 10,
            "quote_ts": "2026-07-03T09:39:57"
          }
        ]
      },
      {
        "theme": "毛发医疗 / 仿制药",
        "passed": false,
        "sample_count": 1,
        "active_count": 0,
        "up_count": 1,
        "active_up_count": 0,
        "up_ratio": 1.0,
        "active_up_ratio": 0.0,
        "avg_ret_pct": 0.96,
        "amount_yi": 0.9192,
        "samples": [
          {
            "symbol": "SZSE.300003",
            "name": "乐普医疗",
            "theme": "毛发医疗 / 仿制药",
            "paper_scope": "shadow_watch",
            "ret_pct": 0.96,
            "last": 12.62,
            "open": 12.59,
            "prev_close": 12.5,
            "amount_yi": 0.9192,
            "bid1": 12.62,
            "bid_qty1": 242,
            "ask1": 12.63,
            "ask_qty1": 129,
            "quote_ts": "2026-07-03T09:39:54"
          }
        ]
      }
    ],
    "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": 0.825,
      "active_up_ratio": 0.8333,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.6051,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "贵金属 / 黄金概念",
          "count": 6,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "芬太尼 / 仿制药",
          "count": 2,
          "top_symbols": [
            "SZSE.002294",
            "SZSE.000908"
          ],
          "top_return_pct": 7.0252
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SZSE.002294",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SHSE.601069",
          "name": "西部黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 5,
          "ret_pct": 10.021231422505306,
          "last": 25.91,
          "vwap": 25.41708491657595,
          "above_vwap": true,
          "amount": 371244484.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.003522367030637,
          "last": 31.23,
          "vwap": 30.852555335424768,
          "above_vwap": true,
          "amount": 886094645.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.700665188470058,
          "last": 19.79,
          "vwap": 19.727793470331747,
          "above_vwap": true,
          "amount": 951937055.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.113316790736146,
          "last": 25.9,
          "vwap": 25.771806903274403,
          "above_vwap": true,
          "amount": 1279616602.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 7.025246981339195,
          "last": 39.0,
          "vwap": 37.73322117342783,
          "above_vwap": true,
          "amount": 741140837.0
        },
        {
          "symbol": "SZSE.000908",
          "name": "石药景峰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.879999999999997,
          "last": 6.68,
          "vwap": 6.666757462007531,
          "above_vwap": true,
          "amount": 216142277.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.547930853850192,
          "last": 20.34,
          "vwap": 20.312792326391417,
          "above_vwap": true,
          "amount": 1088804263.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.4638783269961975,
          "last": 28.0,
          "vwap": 27.96335044924827,
          "above_vwap": true,
          "amount": 4712861991.0
        },
        {
          "symbol": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.278538812785395,
          "last": 9.31,
          "vwap": 9.099338925288597,
          "above_vwap": true,
          "amount": 75828431.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 6.001348617666902,
          "last": 15.72,
          "vwap": 15.723389072831653,
          "above_vwap": false,
          "amount": 649646411.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.089576547231278,
          "last": 25.81,
          "vwap": 25.859388522164018,
          "above_vwap": false,
          "amount": 880646648.0
        },
        {
          "symbol": "SHSE.603889",
          "name": "新澳股份",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 4.942965779467667,
          "last": 5.52,
          "vwap": 5.400259998247203,
          "above_vwap": true,
          "amount": 18485630.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "quote_source": "public_http_tencent:127/127",
  "quote_stale_lock": false,
  "generated_at": "2026-07-03T09:39:57",
  "signals": [
    {
      "event_id": "20260702:20260703:SZSE.000975:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.000975:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000975",
      "name": "山金国际",
      "side": "BUY",
      "priority": "P0",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 18.46,
      "exec_low": 18.46,
      "exec_high": 19.01,
      "invalid_price": 17.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 19.01,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.18,
      "entry_zone_high": 18.74,
      "entry_risk_pct": null,
      "intraday_vwap": 19.7278,
      "price_vs_vwap_pct": 0.3153,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.4155,
        "prev_amount_yi": 2.5706,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5506,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 19.75,
            "high": 19.8,
            "low": 19.75,
            "close": 19.8,
            "amount_yi": 0.4818
          },
          {
            "time": "09:38",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.5003
          },
          {
            "time": "09:39",
            "open": 19.8,
            "high": 19.8,
            "low": 19.79,
            "close": 19.79,
            "amount_yi": 0.4334
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.79,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 18.04,
        "open": 19.25,
        "high": 19.84,
        "low": 19.25,
        "bid1": 19.78,
        "ask1": 19.79,
        "bid_qty1": 45,
        "ask_qty1": 5
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.002294:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002294",
      "name": "信立泰",
      "side": "BUY",
      "priority": "P1",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 36.84,
      "exec_low": 36.84,
      "exec_high": 37.95,
      "invalid_price": 35.73,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 37.95,
      "max_chase_pct": 3.0,
      "base_exec_high": 37.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.29,
      "entry_zone_high": 37.39,
      "entry_risk_pct": null,
      "intraday_vwap": 37.7332,
      "price_vs_vwap_pct": 3.3573,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.1927,
        "prev_amount_yi": 1.6805,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3048,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 37.58,
            "high": 37.58,
            "low": 37.47,
            "close": 37.47,
            "amount_yi": 0.5593
          },
          {
            "time": "09:38",
            "open": 37.66,
            "high": 38.49,
            "low": 37.66,
            "close": 38.49,
            "amount_yi": 0.4721
          },
          {
            "time": "09:39",
            "open": 38.99,
            "high": 39.0,
            "low": 38.99,
            "close": 39.0,
            "amount_yi": 1.1613
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.0,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 36.44,
        "open": 37.0,
        "high": 39.18,
        "low": 36.52,
        "bid1": 39.0,
        "ask1": 39.04,
        "bid_qty1": 405,
        "ask_qty1": 100
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002196:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.002196:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002196",
      "name": "方正电机",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 13.49,
      "exec_low": 13.49,
      "exec_high": 13.89,
      "invalid_price": 13.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "official_entry_blocked_structural_hotspot_non_hot_theme",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 13.89,
      "max_chase_pct": 3.0,
      "base_exec_high": 13.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.29,
      "entry_zone_high": 13.69,
      "entry_risk_pct": 3.4661,
      "intraday_vwap": 13.4588,
      "price_vs_vwap_pct": 0.7519,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5412,
        "prev_amount_yi": 0.8813,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6141,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 13.57,
            "high": 13.57,
            "low": 13.56,
            "close": 13.56,
            "amount_yi": 0.2513
          },
          {
            "time": "09:38",
            "open": 13.48,
            "high": 13.57,
            "low": 13.48,
            "close": 13.57,
            "amount_yi": 0.133
          },
          {
            "time": "09:39",
            "open": 13.58,
            "high": 13.58,
            "low": 13.56,
            "close": 13.56,
            "amount_yi": 0.1569
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64992.6,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.56,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 13.04,
        "open": 13.1,
        "high": 13.73,
        "low": 13.05,
        "bid1": 13.55,
        "ask1": 13.56,
        "bid_qty1": 10,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601969:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601969:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601969",
      "name": "海南矿业",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.1,
      "exec_low": 9.1,
      "exec_high": 9.37,
      "invalid_price": 8.83,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 钢铁行业",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 9.37,
      "max_chase_pct": 3.0,
      "base_exec_high": 9.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.96,
      "entry_zone_high": 9.24,
      "entry_risk_pct": null,
      "intraday_vwap": 8.8242,
      "price_vs_vwap_pct": -0.9542,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1951,
        "prev_amount_yi": 0.146,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 8.79,
            "high": 8.84,
            "low": 8.79,
            "close": 8.84,
            "amount_yi": 0.075
          },
          {
            "time": "09:38",
            "open": 8.83,
            "high": 8.83,
            "low": 8.77,
            "close": 8.77,
            "amount_yi": 0.0397
          },
          {
            "time": "09:39",
            "open": 8.78,
            "high": 8.78,
            "low": 8.74,
            "close": 8.74,
            "amount_yi": 0.0804
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.74,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 8.71,
        "open": 8.83,
        "high": 8.97,
        "low": 8.73,
        "bid1": 8.74,
        "ask1": 8.75,
        "bid_qty1": 271,
        "ask_qty1": 140
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601339:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601339:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601339",
      "name": "百隆东方",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 7.46,
      "exec_low": 7.46,
      "exec_high": 7.68,
      "invalid_price": 7.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 7.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.35,
      "entry_zone_high": 7.57,
      "entry_risk_pct": null,
      "intraday_vwap": 7.4455,
      "price_vs_vwap_pct": -1.1483,
      "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": 0.024,
        "prev_amount_yi": 0.0281,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 7.43,
            "high": 7.43,
            "low": 7.42,
            "close": 7.42,
            "amount_yi": 0.0115
          },
          {
            "time": "09:38",
            "open": 7.4,
            "high": 7.4,
            "low": 7.39,
            "close": 7.39,
            "amount_yi": 0.0054
          },
          {
            "time": "09:39",
            "open": 7.37,
            "high": 7.37,
            "low": 7.36,
            "close": 7.36,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.36,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 7.4,
        "open": 7.49,
        "high": 7.52,
        "low": 7.35,
        "bid1": 7.35,
        "ask1": 7.36,
        "bid_qty1": 59,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601069:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601069:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601069",
      "name": "西部黄金",
      "side": "BUY",
      "priority": "P5",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 23.92,
      "exec_low": 23.92,
      "exec_high": 24.64,
      "invalid_price": 23.2,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 24.64,
      "max_chase_pct": 3.0,
      "base_exec_high": 24.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.56,
      "entry_zone_high": 24.28,
      "entry_risk_pct": null,
      "intraday_vwap": 25.4171,
      "price_vs_vwap_pct": 1.9392,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1926,
        "prev_amount_yi": 1.6303,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1181,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0577
          },
          {
            "time": "09:38",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0454
          },
          {
            "time": "09:39",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0895
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.91,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 23.55,
        "open": 24.55,
        "high": 25.91,
        "low": 24.25,
        "bid1": 25.91,
        "ask1": 0.0,
        "bid_qty1": 85562,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300086:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.300086:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300086",
      "name": "康芝药业",
      "side": "BUY",
      "priority": "P6",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 7.4,
      "exec_low": 7.4,
      "exec_high": 7.62,
      "invalid_price": 7.18,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 7.62,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.29,
      "entry_zone_high": 7.51,
      "entry_risk_pct": null,
      "intraday_vwap": 6.813,
      "price_vs_vwap_pct": -1.6586,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1517,
        "prev_amount_yi": 0.2735,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 6.78,
            "high": 6.78,
            "low": 6.73,
            "close": 6.73,
            "amount_yi": 0.0801
          },
          {
            "time": "09:38",
            "open": 6.71,
            "high": 6.71,
            "low": 6.71,
            "close": 6.71,
            "amount_yi": 0.0468
          },
          {
            "time": "09:39",
            "open": 6.71,
            "high": 6.71,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0248
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.7,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 6.71,
        "open": 6.79,
        "high": 7.0,
        "low": 6.61,
        "bid1": 6.69,
        "ask1": 6.7,
        "bid_qty1": 129,
        "ask_qty1": 118
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.600547:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "side": "BUY",
      "priority": "P7",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 24.77,
      "exec_low": 24.77,
      "exec_high": 25.51,
      "invalid_price": 24.03,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 25.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 25.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.4,
      "entry_zone_high": 25.14,
      "entry_risk_pct": null,
      "intraday_vwap": 25.7718,
      "price_vs_vwap_pct": 0.4974,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 3.2451,
        "prev_amount_yi": 3.3641,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9646,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 26.08,
            "high": 26.24,
            "low": 26.08,
            "close": 26.24,
            "amount_yi": 1.017
          },
          {
            "time": "09:38",
            "open": 26.23,
            "high": 26.23,
            "low": 26.01,
            "close": 26.01,
            "amount_yi": 1.3292
          },
          {
            "time": "09:39",
            "open": 25.99,
            "high": 25.99,
            "low": 25.9,
            "close": 25.9,
            "amount_yi": 0.8989
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.9,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 24.18,
        "open": 25.39,
        "high": 26.29,
        "low": 25.1,
        "bid1": 25.9,
        "ask1": 25.92,
        "bid_qty1": 101,
        "ask_qty1": 156
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002422:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.002422:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 45.68,
      "exec_low": 45.68,
      "exec_high": 47.05,
      "invalid_price": 44.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 47.05,
      "max_chase_pct": 3.0,
      "base_exec_high": 47.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.99,
      "entry_zone_high": 46.37,
      "entry_risk_pct": null,
      "intraday_vwap": 45.3835,
      "price_vs_vwap_pct": -1.2637,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.1662,
        "prev_amount_yi": 1.3725,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 45.75,
            "high": 45.8,
            "low": 45.75,
            "close": 45.8,
            "amount_yi": 0.4476
          },
          {
            "time": "09:38",
            "open": 45.49,
            "high": 45.49,
            "low": 45.13,
            "close": 45.13,
            "amount_yi": 0.3488
          },
          {
            "time": "09:39",
            "open": 45.27,
            "high": 45.27,
            "low": 44.81,
            "close": 44.81,
            "amount_yi": 0.3698
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.81,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 44.75,
        "open": 44.0,
        "high": 46.93,
        "low": 43.86,
        "bid1": 44.81,
        "ask1": 44.88,
        "bid_qty1": 10,
        "ask_qty1": 97
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002345:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.002345:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002345",
      "name": "潮宏基",
      "side": "BUY",
      "priority": "P9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 10.08,
      "exec_low": 10.08,
      "exec_high": 10.38,
      "invalid_price": 9.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 10.38,
      "max_chase_pct": 3.0,
      "base_exec_high": 10.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.93,
      "entry_zone_high": 10.23,
      "entry_risk_pct": 4.2116,
      "intraday_vwap": 10.2426,
      "price_vs_vwap_pct": -0.3183,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1559,
        "prev_amount_yi": 0.1788,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 10.29,
            "high": 10.29,
            "low": 10.28,
            "close": 10.28,
            "amount_yi": 0.0354
          },
          {
            "time": "09:38",
            "open": 10.26,
            "high": 10.26,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0437
          },
          {
            "time": "09:39",
            "open": 10.23,
            "high": 10.23,
            "low": 10.21,
            "close": 10.21,
            "amount_yi": 0.0768
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64992.6,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.21,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.42,
        "low": 9.85,
        "bid1": 10.2,
        "ask1": 10.21,
        "bid_qty1": 194,
        "ask_qty1": 63
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600489:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.600489:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600489",
      "name": "中金黄金",
      "side": "BUY",
      "priority": "P10",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 19.28,
      "exec_low": 19.28,
      "exec_high": 19.86,
      "invalid_price": 18.7,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 19.86,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.99,
      "entry_zone_high": 19.57,
      "entry_risk_pct": null,
      "intraday_vwap": 20.3128,
      "price_vs_vwap_pct": 0.1339,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.0616,
        "prev_amount_yi": 2.4352,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8466,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 20.44,
            "high": 20.44,
            "low": 20.36,
            "close": 20.36,
            "amount_yi": 0.672
          },
          {
            "time": "09:38",
            "open": 20.48,
            "high": 20.48,
            "low": 20.36,
            "close": 20.36,
            "amount_yi": 0.7654
          },
          {
            "time": "09:39",
            "open": 20.3,
            "high": 20.34,
            "low": 20.3,
            "close": 20.34,
            "amount_yi": 0.6242
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.34,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 19.09,
        "open": 19.9,
        "high": 20.66,
        "low": 19.71,
        "bid1": 20.33,
        "ask1": 20.34,
        "bid_qty1": 1,
        "ask_qty1": 450
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601899:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601899:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601899",
      "name": "紫金矿业",
      "side": "BUY",
      "priority": "P11",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.96,
      "exec_low": 26.96,
      "exec_high": 27.77,
      "invalid_price": 26.15,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 27.77,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.56,
      "entry_zone_high": 27.36,
      "entry_risk_pct": null,
      "intraday_vwap": 27.9634,
      "price_vs_vwap_pct": 0.1309,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 8.5477,
        "prev_amount_yi": 11.0636,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7726,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:37",
            "open": 28.07,
            "high": 28.1,
            "low": 28.07,
            "close": 28.1,
            "amount_yi": 2.5375
          },
          {
            "time": "09:38",
            "open": 28.06,
            "high": 28.06,
            "low": 28.04,
            "close": 28.04,
            "amount_yi": 3.5797
          },
          {
            "time": "09:39",
            "open": 27.95,
            "high": 28.0,
            "low": 27.95,
            "close": 28.0,
            "amount_yi": 2.4305
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129985.19,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.0,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 26.3,
        "open": 27.5,
        "high": 28.3,
        "low": 27.41,
        "bid1": 27.98,
        "ask1": 28.0,
        "bid_qty1": 245,
        "ask_qty1": 1285
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600988:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SHSE.600988:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600988",
      "name": "赤峰黄金",
      "side": "BUY",
      "priority": "W0",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 30.8526,
      "price_vs_vwap_pct": 1.2232,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3413,
        "prev_amount_yi": 7.7777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0439,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.1131
          },
          {
            "time": "09:36",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0543
          },
          {
            "time": "09:37",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0644
          },
          {
            "time": "09:38",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.052
          },
          {
            "time": "09:39",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0575
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.23,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 28.39,
        "open": 30.37,
        "high": 31.23,
        "low": 29.86,
        "bid1": 31.23,
        "ask1": 0.0,
        "bid_qty1": 109965,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002155:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002155:VWAP_RECLAIM",
      "symbol": "SZSE.002155",
      "name": "湖南黄金",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.45,
      "exec_low": 25.83,
      "exec_high": 25.83,
      "invalid_price": 24.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.07,
      "entry_zone_high": 25.83,
      "entry_risk_pct": 4.3394,
      "intraday_vwap": 25.8594,
      "price_vs_vwap_pct": -0.191,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.5083,
        "prev_amount_yi": 4.7659,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7361,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 26.06,
            "high": 26.2,
            "low": 26.06,
            "close": 26.2,
            "amount_yi": 1.0487
          },
          {
            "time": "09:36",
            "open": 26.17,
            "high": 26.2,
            "low": 26.17,
            "close": 26.2,
            "amount_yi": 0.9824
          },
          {
            "time": "09:37",
            "open": 26.18,
            "high": 26.18,
            "low": 26.13,
            "close": 26.13,
            "amount_yi": 0.4243
          },
          {
            "time": "09:38",
            "open": 26.2,
            "high": 26.2,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.5956
          },
          {
            "time": "09:39",
            "open": 25.81,
            "high": 25.81,
            "low": 25.81,
            "close": 25.81,
            "amount_yi": 0.4573
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.81,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 24.56,
        "open": 25.51,
        "high": 26.27,
        "low": 25.29,
        "bid1": 25.8,
        "ask1": 25.81,
        "bid_qty1": 101,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600807:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600807:VWAP_RECLAIM",
      "symbol": "SHSE.600807",
      "name": "济高发展",
      "side": "BUY",
      "priority": "W2",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.56,
      "exec_low": 2.6,
      "exec_high": 2.6,
      "invalid_price": 2.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.52,
      "entry_zone_high": 2.6,
      "entry_risk_pct": null,
      "intraday_vwap": 2.4558,
      "price_vs_vwap_pct": -0.6434,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0278,
        "prev_amount_yi": 0.0726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.47,
            "high": 2.47,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0058
          },
          {
            "time": "09:36",
            "open": 2.47,
            "high": 2.47,
            "low": 2.47,
            "close": 2.47,
            "amount_yi": 0.0035
          },
          {
            "time": "09:37",
            "open": 2.47,
            "high": 2.47,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0045
          },
          {
            "time": "09:38",
            "open": 2.45,
            "high": 2.45,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.0088
          },
          {
            "time": "09:39",
            "open": 2.45,
            "high": 2.45,
            "low": 2.44,
            "close": 2.44,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.44,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 2.41,
        "open": 2.43,
        "high": 2.48,
        "low": 2.43,
        "bid1": 2.43,
        "ask1": 2.44,
        "bid_qty1": 1027,
        "ask_qty1": 519
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002716:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002716:VWAP_RECLAIM",
      "symbol": "SZSE.002716",
      "name": "湖南白银",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.44,
      "exec_low": 8.57,
      "exec_high": 8.57,
      "invalid_price": 8.19,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.31,
      "entry_zone_high": 8.57,
      "entry_risk_pct": 3.4198,
      "intraday_vwap": 8.5662,
      "price_vs_vwap_pct": -1.0063,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4967,
        "prev_amount_yi": 2.784,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 8.61,
            "high": 8.61,
            "low": 8.59,
            "close": 8.59,
            "amount_yi": 0.4055
          },
          {
            "time": "09:36",
            "open": 8.61,
            "high": 8.61,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.2722
          },
          {
            "time": "09:37",
            "open": 8.62,
            "high": 8.62,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.2694
          },
          {
            "time": "09:38",
            "open": 8.6,
            "high": 8.6,
            "low": 8.56,
            "close": 8.56,
            "amount_yi": 0.317
          },
          {
            "time": "09:39",
            "open": 8.47,
            "high": 8.48,
            "low": 8.47,
            "close": 8.48,
            "amount_yi": 0.2326
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.48,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 8.2,
        "open": 8.5,
        "high": 8.67,
        "low": 8.4,
        "bid1": 8.47,
        "ask1": 8.48,
        "bid_qty1": 689,
        "ask_qty1": 292
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002237:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002237:VWAP_RECLAIM",
      "symbol": "SZSE.002237",
      "name": "恒邦股份",
      "side": "BUY",
      "priority": "W4",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.51,
      "exec_low": 14.73,
      "exec_high": 14.73,
      "invalid_price": 14.07,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 14.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.29,
      "entry_zone_high": 14.73,
      "entry_risk_pct": null,
      "intraday_vwap": 14.1222,
      "price_vs_vwap_pct": -0.4404,
      "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": 0.7916,
        "prev_amount_yi": 1.1164,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7091,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 14.12,
            "high": 14.15,
            "low": 14.12,
            "close": 14.15,
            "amount_yi": 0.1201
          },
          {
            "time": "09:36",
            "open": 14.16,
            "high": 14.18,
            "low": 14.16,
            "close": 14.18,
            "amount_yi": 0.1919
          },
          {
            "time": "09:37",
            "open": 14.15,
            "high": 14.16,
            "low": 14.15,
            "close": 14.16,
            "amount_yi": 0.1795
          },
          {
            "time": "09:38",
            "open": 14.18,
            "high": 14.18,
            "low": 14.15,
            "close": 14.15,
            "amount_yi": 0.152
          },
          {
            "time": "09:39",
            "open": 14.06,
            "high": 14.06,
            "low": 14.06,
            "close": 14.06,
            "amount_yi": 0.1481
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.06,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 13.71,
        "open": 14.13,
        "high": 14.2,
        "low": 14.0,
        "bid1": 14.05,
        "ask1": 14.07,
        "bid_qty1": 201,
        "ask_qty1": 147
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600612:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600612:VWAP_RECLAIM",
      "symbol": "SHSE.600612",
      "name": "老凤祥",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 33.55,
      "exec_low": 34.02,
      "exec_high": 34.17,
      "invalid_price": 32.54,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.05,
      "dynamic_exec_high": 34.17,
      "entry_zone_low": 33.05,
      "entry_zone_high": 34.05,
      "entry_risk_pct": 4.6587,
      "intraday_vwap": 34.015,
      "price_vs_vwap_pct": 0.3381,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.064,
        "prev_amount_yi": 0.0917,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 34.12,
            "high": 34.12,
            "low": 34.11,
            "close": 34.11,
            "amount_yi": 0.0106
          },
          {
            "time": "09:36",
            "open": 34.1,
            "high": 34.1,
            "low": 34.09,
            "close": 34.09,
            "amount_yi": 0.0038
          },
          {
            "time": "09:37",
            "open": 34.11,
            "high": 34.11,
            "low": 34.06,
            "close": 34.06,
            "amount_yi": 0.029
          },
          {
            "time": "09:38",
            "open": 34.08,
            "high": 34.15,
            "low": 34.08,
            "close": 34.15,
            "amount_yi": 0.0119
          },
          {
            "time": "09:39",
            "open": 34.11,
            "high": 34.13,
            "low": 34.11,
            "close": 34.13,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.13,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 33.35,
        "open": 33.67,
        "high": 34.17,
        "low": 33.55,
        "bid1": 34.1,
        "ask1": 34.13,
        "bid_qty1": 5,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600824:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600824:VWAP_RECLAIM",
      "symbol": "SHSE.600824",
      "name": "益民集团",
      "side": "BUY",
      "priority": "W6",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.49,
      "exec_low": 3.54,
      "exec_high": 3.54,
      "invalid_price": 3.39,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.44,
      "entry_zone_high": 3.54,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4712,
      "price_vs_vwap_pct": 0.2535,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0151,
        "prev_amount_yi": 0.016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.47,
            "high": 3.48,
            "low": 3.47,
            "close": 3.48,
            "amount_yi": 0.0016
          },
          {
            "time": "09:36",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0038
          },
          {
            "time": "09:37",
            "open": 3.48,
            "high": 3.49,
            "low": 3.48,
            "close": 3.49,
            "amount_yi": 0.0051
          },
          {
            "time": "09:38",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0026
          },
          {
            "time": "09:39",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.48,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.49,
        "low": 3.44,
        "bid1": 3.47,
        "ask1": 3.48,
        "bid_qty1": 1470,
        "ask_qty1": 2682
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W7",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.3,
      "exec_low": 4.36,
      "exec_high": 4.36,
      "invalid_price": 4.17,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.24,
      "entry_zone_high": 4.36,
      "entry_risk_pct": null,
      "intraday_vwap": 4.2931,
      "price_vs_vwap_pct": -0.0722,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0595,
        "prev_amount_yi": 0.0729,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8162,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 4.29,
            "high": 4.3,
            "low": 4.29,
            "close": 4.3,
            "amount_yi": 0.0119
          },
          {
            "time": "09:36",
            "open": 4.31,
            "high": 4.33,
            "low": 4.31,
            "close": 4.33,
            "amount_yi": 0.0289
          },
          {
            "time": "09:37",
            "open": 4.34,
            "high": 4.34,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0091
          },
          {
            "time": "09:38",
            "open": 4.33,
            "high": 4.33,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0068
          },
          {
            "time": "09:39",
            "open": 4.3,
            "high": 4.3,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.29,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 4.19,
        "open": 4.23,
        "high": 4.35,
        "low": 4.23,
        "bid1": 4.28,
        "ask1": 4.29,
        "bid_qty1": 736,
        "ask_qty1": 135
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600711:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600711:VWAP_RECLAIM",
      "symbol": "SHSE.600711",
      "name": "盛屯矿业",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.43,
      "exec_low": 11.6,
      "exec_high": 11.6,
      "invalid_price": 11.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.26,
      "entry_zone_high": 11.6,
      "entry_risk_pct": 3.3972,
      "intraday_vwap": 11.4102,
      "price_vs_vwap_pct": 0.6117,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4964,
        "prev_amount_yi": 1.5963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 11.39,
            "high": 11.39,
            "low": 11.39,
            "close": 11.39,
            "amount_yi": 0.1705
          },
          {
            "time": "09:36",
            "open": 11.44,
            "high": 11.47,
            "low": 11.44,
            "close": 11.47,
            "amount_yi": 0.203
          },
          {
            "time": "09:37",
            "open": 11.48,
            "high": 11.54,
            "low": 11.48,
            "close": 11.54,
            "amount_yi": 0.3523
          },
          {
            "time": "09:38",
            "open": 11.53,
            "high": 11.53,
            "low": 11.47,
            "close": 11.47,
            "amount_yi": 0.4179
          },
          {
            "time": "09:39",
            "open": 11.4,
            "high": 11.48,
            "low": 11.4,
            "close": 11.48,
            "amount_yi": 0.3527
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.48,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 11.12,
        "open": 11.4,
        "high": 11.55,
        "low": 11.26,
        "bid1": 11.47,
        "ask1": 11.48,
        "bid_qty1": 321,
        "ask_qty1": 146
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600655:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600655:VWAP_RECLAIM",
      "symbol": "SHSE.600655",
      "name": "豫园股份",
      "side": "BUY",
      "priority": "W9",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.33,
      "exec_low": 4.39,
      "exec_high": 4.39,
      "invalid_price": 4.2,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.27,
      "entry_zone_high": 4.39,
      "entry_risk_pct": null,
      "intraday_vwap": 4.318,
      "price_vs_vwap_pct": 0.0463,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0287,
        "prev_amount_yi": 0.0499,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5752,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0038
          },
          {
            "time": "09:36",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0022
          },
          {
            "time": "09:37",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0064
          },
          {
            "time": "09:38",
            "open": 4.33,
            "high": 4.34,
            "low": 4.33,
            "close": 4.34,
            "amount_yi": 0.0095
          },
          {
            "time": "09:39",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.32,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 4.29,
        "open": 4.3,
        "high": 4.35,
        "low": 4.28,
        "bid1": 4.31,
        "ask1": 4.32,
        "bid_qty1": 452,
        "ask_qty1": 633
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002721:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002721:VWAP_RECLAIM",
      "symbol": "SZSE.002721",
      "name": "金一文化",
      "side": "BUY",
      "priority": "W10",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.34,
      "exec_low": 2.38,
      "exec_high": 2.38,
      "invalid_price": 2.27,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.3,
      "entry_zone_high": 2.38,
      "entry_risk_pct": null,
      "intraday_vwap": 2.329,
      "price_vs_vwap_pct": -0.3864,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1069,
        "prev_amount_yi": 0.1434,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.33,
            "high": 2.34,
            "low": 2.33,
            "close": 2.34,
            "amount_yi": 0.0266
          },
          {
            "time": "09:36",
            "open": 2.34,
            "high": 2.35,
            "low": 2.34,
            "close": 2.35,
            "amount_yi": 0.0139
          },
          {
            "time": "09:37",
            "open": 2.35,
            "high": 2.35,
            "low": 2.35,
            "close": 2.35,
            "amount_yi": 0.024
          },
          {
            "time": "09:38",
            "open": 2.34,
            "high": 2.34,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.0144
          },
          {
            "time": "09:39",
            "open": 2.33,
            "high": 2.33,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.32,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 2.28,
        "open": 2.29,
        "high": 2.35,
        "low": 2.28,
        "bid1": 2.32,
        "ask1": 2.33,
        "bid_qty1": 3961,
        "ask_qty1": 2572
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600531:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600531:VWAP_RECLAIM",
      "symbol": "SHSE.600531",
      "name": "豫光金铅",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.5,
      "exec_low": 15.73,
      "exec_high": 15.73,
      "invalid_price": 15.04,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.27,
      "entry_zone_high": 15.73,
      "entry_risk_pct": 4.3257,
      "intraday_vwap": 15.7234,
      "price_vs_vwap_pct": -0.0216,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2455,
        "prev_amount_yi": 3.8413,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 15.44,
            "high": 15.56,
            "low": 15.44,
            "close": 15.56,
            "amount_yi": 0.4917
          },
          {
            "time": "09:36",
            "open": 15.58,
            "high": 15.71,
            "low": 15.58,
            "close": 15.71,
            "amount_yi": 0.5495
          },
          {
            "time": "09:37",
            "open": 15.93,
            "high": 15.93,
            "low": 15.93,
            "close": 15.93,
            "amount_yi": 0.441
          },
          {
            "time": "09:38",
            "open": 15.85,
            "high": 15.85,
            "low": 15.8,
            "close": 15.8,
            "amount_yi": 0.3878
          },
          {
            "time": "09:39",
            "open": 15.69,
            "high": 15.72,
            "low": 15.69,
            "close": 15.72,
            "amount_yi": 0.3755
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.72,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 14.83,
        "open": 15.58,
        "high": 16.15,
        "low": 15.4,
        "bid1": 15.71,
        "ask1": 15.72,
        "bid_qty1": 115,
        "ask_qty1": 179
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002596:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.002596:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002596",
      "name": "海南瑞泽",
      "side": "BUY",
      "priority": "W12",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 三沙概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 3.1818,
      "price_vs_vwap_pct": -0.3709,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1497,
        "prev_amount_yi": 0.3592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4168,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 3.16,
            "high": 3.16,
            "low": 3.16,
            "close": 3.16,
            "amount_yi": 0.0218
          },
          {
            "time": "09:36",
            "open": 3.17,
            "high": 3.18,
            "low": 3.17,
            "close": 3.18,
            "amount_yi": 0.048
          },
          {
            "time": "09:37",
            "open": 3.19,
            "high": 3.22,
            "low": 3.19,
            "close": 3.22,
            "amount_yi": 0.0302
          },
          {
            "time": "09:38",
            "open": 3.2,
            "high": 3.2,
            "low": 3.18,
            "close": 3.18,
            "amount_yi": 0.0332
          },
          {
            "time": "09:39",
            "open": 3.18,
            "high": 3.18,
            "low": 3.17,
            "close": 3.17,
            "amount_yi": 0.0165
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.17,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 3.23,
        "open": 3.26,
        "high": 3.29,
        "low": 3.07,
        "bid1": 3.17,
        "ask1": 3.18,
        "bid_qty1": 377,
        "ask_qty1": 3119
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.000566:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000566",
      "name": "海南海药",
      "side": "BUY",
      "priority": "W13",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 6.2474,
      "price_vs_vwap_pct": -2.0392,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2648,
        "prev_amount_yi": 5.9345,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3816,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 6.39,
            "high": 6.39,
            "low": 6.27,
            "close": 6.27,
            "amount_yi": 0.4958
          },
          {
            "time": "09:36",
            "open": 6.3,
            "high": 6.36,
            "low": 6.3,
            "close": 6.36,
            "amount_yi": 0.3717
          },
          {
            "time": "09:37",
            "open": 6.1,
            "high": 6.13,
            "low": 6.1,
            "close": 6.13,
            "amount_yi": 0.5496
          },
          {
            "time": "09:38",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.5075
          },
          {
            "time": "09:39",
            "open": 6.15,
            "high": 6.15,
            "low": 6.12,
            "close": 6.12,
            "amount_yi": 0.3402
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "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": "2026-07-03T09:39:57",
        "prev_close": 6.04,
        "open": 6.22,
        "high": 6.56,
        "low": 5.78,
        "bid1": 6.11,
        "ask1": 6.12,
        "bid_qty1": 5927,
        "ask_qty1": 133
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000886:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000886:VWAP_RECLAIM",
      "symbol": "SZSE.000886",
      "name": "海南高速",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.3,
      "exec_low": 4.36,
      "exec_high": 4.36,
      "invalid_price": 4.17,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 三沙概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.24,
      "entry_zone_high": 4.36,
      "entry_risk_pct": null,
      "intraday_vwap": 4.2086,
      "price_vs_vwap_pct": 0.0333,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0531,
        "prev_amount_yi": 0.0592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.897,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 4.23,
            "high": 4.23,
            "low": 4.23,
            "close": 4.23,
            "amount_yi": 0.0047
          },
          {
            "time": "09:36",
            "open": 4.24,
            "high": 4.24,
            "low": 4.24,
            "close": 4.24,
            "amount_yi": 0.0229
          },
          {
            "time": "09:37",
            "open": 4.25,
            "high": 4.25,
            "low": 4.24,
            "close": 4.24,
            "amount_yi": 0.0116
          },
          {
            "time": "09:38",
            "open": 4.24,
            "high": 4.24,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.0077
          },
          {
            "time": "09:39",
            "open": 4.22,
            "high": 4.22,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.21,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 4.19,
        "open": 4.17,
        "high": 4.25,
        "low": 4.17,
        "bid1": 4.21,
        "ask1": 4.22,
        "bid_qty1": 378,
        "ask_qty1": 608
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600515:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600515:VWAP_RECLAIM",
      "symbol": "SHSE.600515",
      "name": "海南机场",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.87,
      "exec_low": 2.91,
      "exec_high": 2.91,
      "invalid_price": 2.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 三沙概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.83,
      "entry_zone_high": 2.91,
      "entry_risk_pct": null,
      "intraday_vwap": 2.8141,
      "price_vs_vwap_pct": -0.1457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0911,
        "prev_amount_yi": 0.1547,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.82,
            "high": 2.82,
            "low": 2.82,
            "close": 2.82,
            "amount_yi": 0.0132
          },
          {
            "time": "09:36",
            "open": 2.81,
            "high": 2.82,
            "low": 2.81,
            "close": 2.82,
            "amount_yi": 0.0209
          },
          {
            "time": "09:37",
            "open": 2.82,
            "high": 2.82,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.0174
          },
          {
            "time": "09:38",
            "open": 2.83,
            "high": 2.83,
            "low": 2.82,
            "close": 2.82,
            "amount_yi": 0.0332
          },
          {
            "time": "09:39",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.81,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 2.79,
        "open": 2.79,
        "high": 2.83,
        "low": 2.79,
        "bid1": 2.81,
        "ask1": 2.82,
        "bid_qty1": 12734,
        "ask_qty1": 8909
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601118:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601118:VWAP_RECLAIM",
      "symbol": "SHSE.601118",
      "name": "海南橡胶",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.1,
      "exec_low": 5.18,
      "exec_high": 5.18,
      "invalid_price": 4.95,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 三沙概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.02,
      "entry_zone_high": 5.18,
      "entry_risk_pct": null,
      "intraday_vwap": 4.979,
      "price_vs_vwap_pct": 0.2209,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1645,
        "prev_amount_yi": 0.1673,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.0,
            "high": 5.0,
            "low": 4.98,
            "close": 4.98,
            "amount_yi": 0.0241
          },
          {
            "time": "09:36",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.03
          },
          {
            "time": "09:37",
            "open": 5.0,
            "high": 5.0,
            "low": 5.0,
            "close": 5.0,
            "amount_yi": 0.0247
          },
          {
            "time": "09:38",
            "open": 5.0,
            "high": 5.01,
            "low": 5.0,
            "close": 5.01,
            "amount_yi": 0.0419
          },
          {
            "time": "09:39",
            "open": 4.99,
            "high": 4.99,
            "low": 4.99,
            "close": 4.99,
            "amount_yi": 0.0438
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.99,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 4.9,
        "open": 4.93,
        "high": 5.03,
        "low": 4.92,
        "bid1": 4.98,
        "ask1": 4.99,
        "bid_qty1": 1466,
        "ask_qty1": 251
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002029:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.002029:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002029",
      "name": "七 匹 狼",
      "side": "BUY",
      "priority": "W17",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 8.8521,
      "price_vs_vwap_pct": 0.0892,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2994,
        "prev_amount_yi": 0.9732,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3076,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 8.95,
            "high": 8.95,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0854
          },
          {
            "time": "09:36",
            "open": 8.94,
            "high": 8.94,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0551
          },
          {
            "time": "09:37",
            "open": 8.99,
            "high": 8.99,
            "low": 8.95,
            "close": 8.95,
            "amount_yi": 0.0749
          },
          {
            "time": "09:38",
            "open": 8.92,
            "high": 8.92,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0375
          },
          {
            "time": "09:39",
            "open": 8.89,
            "high": 8.89,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.0465
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.86,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 8.59,
        "open": 8.47,
        "high": 9.08,
        "low": 8.41,
        "bid1": 8.86,
        "ask1": 8.88,
        "bid_qty1": 25,
        "ask_qty1": 186
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002674:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.002674:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002674",
      "name": "兴业科技",
      "side": "BUY",
      "priority": "W18",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 27.1801,
      "price_vs_vwap_pct": 0.2572,
      "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": 0.4628,
        "prev_amount_yi": 1.7115,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 26.8,
            "high": 27.16,
            "low": 26.8,
            "close": 27.16,
            "amount_yi": 0.1317
          },
          {
            "time": "09:36",
            "open": 27.35,
            "high": 27.5,
            "low": 27.35,
            "close": 27.5,
            "amount_yi": 0.1086
          },
          {
            "time": "09:37",
            "open": 27.25,
            "high": 27.25,
            "low": 27.12,
            "close": 27.12,
            "amount_yi": 0.1001
          },
          {
            "time": "09:38",
            "open": 27.0,
            "high": 27.09,
            "low": 27.0,
            "close": 27.09,
            "amount_yi": 0.0702
          },
          {
            "time": "09:39",
            "open": 26.95,
            "high": 27.25,
            "low": 26.95,
            "close": 27.25,
            "amount_yi": 0.0522
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.25,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 28.25,
        "open": 27.2,
        "high": 28.17,
        "low": 26.38,
        "bid1": 27.22,
        "ask1": 27.27,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600630:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SHSE.600630:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600630",
      "name": "龙头股份",
      "side": "BUY",
      "priority": "W19",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 10.0185,
      "price_vs_vwap_pct": -3.9776,
      "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": 0.7748,
        "prev_amount_yi": 1.022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 9.85,
            "high": 9.86,
            "low": 9.85,
            "close": 9.86,
            "amount_yi": 0.0981
          },
          {
            "time": "09:36",
            "open": 9.76,
            "high": 9.76,
            "low": 9.74,
            "close": 9.74,
            "amount_yi": 0.1831
          },
          {
            "time": "09:37",
            "open": 9.81,
            "high": 9.81,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.1142
          },
          {
            "time": "09:38",
            "open": 9.73,
            "high": 9.73,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.1379
          },
          {
            "time": "09:39",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.2415
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.62,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 10.69,
        "open": 10.52,
        "high": 10.56,
        "low": 9.62,
        "bid1": 0.0,
        "ask1": 9.62,
        "bid_qty1": 0,
        "ask_qty1": 45722
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600233:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600233:VWAP_RECLAIM",
      "symbol": "SHSE.600233",
      "name": "圆通速递",
      "side": "BUY",
      "priority": "W20",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.78,
      "exec_low": 19.06,
      "exec_high": 19.06,
      "invalid_price": 18.22,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 19.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.5,
      "entry_zone_high": 19.06,
      "entry_risk_pct": null,
      "intraday_vwap": 17.9572,
      "price_vs_vwap_pct": -1.7664,
      "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": 0.6314,
        "prev_amount_yi": 0.9302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6788,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 17.77,
            "high": 17.77,
            "low": 17.75,
            "close": 17.75,
            "amount_yi": 0.1437
          },
          {
            "time": "09:36",
            "open": 17.83,
            "high": 17.83,
            "low": 17.79,
            "close": 17.79,
            "amount_yi": 0.147
          },
          {
            "time": "09:37",
            "open": 17.8,
            "high": 17.86,
            "low": 17.8,
            "close": 17.86,
            "amount_yi": 0.1235
          },
          {
            "time": "09:38",
            "open": 17.89,
            "high": 17.89,
            "low": 17.77,
            "close": 17.77,
            "amount_yi": 0.0683
          },
          {
            "time": "09:39",
            "open": 17.67,
            "high": 17.67,
            "low": 17.64,
            "close": 17.64,
            "amount_yi": 0.1489
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.64,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 17.93,
        "open": 18.0,
        "high": 18.35,
        "low": 17.62,
        "bid1": 17.63,
        "ask1": 17.64,
        "bid_qty1": 43,
        "ask_qty1": 65
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601566:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601566:VWAP_RECLAIM",
      "symbol": "SHSE.601566",
      "name": "九牧王",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.8,
      "exec_low": 8.93,
      "exec_high": 8.93,
      "invalid_price": 8.54,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.67,
      "entry_zone_high": 8.93,
      "entry_risk_pct": null,
      "intraday_vwap": 8.6374,
      "price_vs_vwap_pct": -0.3172,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0498,
        "prev_amount_yi": 0.0934,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5332,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 8.68,
            "high": 8.68,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0138
          },
          {
            "time": "09:36",
            "open": 8.66,
            "high": 8.66,
            "low": 8.65,
            "close": 8.65,
            "amount_yi": 0.0074
          },
          {
            "time": "09:37",
            "open": 8.65,
            "high": 8.65,
            "low": 8.64,
            "close": 8.64,
            "amount_yi": 0.0036
          },
          {
            "time": "09:38",
            "open": 8.64,
            "high": 8.65,
            "low": 8.64,
            "close": 8.65,
            "amount_yi": 0.0115
          },
          {
            "time": "09:39",
            "open": 8.64,
            "high": 8.64,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.61,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 8.68,
        "open": 8.68,
        "high": 8.72,
        "low": 8.52,
        "bid1": 8.6,
        "ask1": 8.61,
        "bid_qty1": 185,
        "ask_qty1": 87
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002072:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260702:SZSE.002072:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002072",
      "name": "凯瑞德",
      "side": "BUY",
      "priority": "W22",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.01,
      "exec_low": 9.01,
      "exec_high": 9.15,
      "invalid_price": 8.74,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.87,
      "entry_zone_high": 9.15,
      "entry_risk_pct": null,
      "intraday_vwap": 9.0993,
      "price_vs_vwap_pct": 2.3156,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3659,
        "prev_amount_yi": 0.3386,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0806,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:35",
            "open": 9.25,
            "high": 9.25,
            "low": 9.18,
            "close": 9.18,
            "amount_yi": 0.093
          },
          {
            "time": "09:36",
            "open": 9.25,
            "high": 9.29,
            "low": 9.25,
            "close": 9.29,
            "amount_yi": 0.0394
          },
          {
            "time": "09:37",
            "open": 9.3,
            "high": 9.36,
            "low": 9.3,
            "close": 9.36,
            "amount_yi": 0.0717
          },
          {
            "time": "09:38",
            "open": 9.44,
            "high": 9.44,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.0814
          },
          {
            "time": "09:39",
            "open": 9.3,
            "high": 9.31,
            "low": 9.3,
            "close": 9.31,
            "amount_yi": 0.0804
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.31,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 8.76,
        "open": 8.87,
        "high": 9.46,
        "low": 8.59,
        "bid1": 9.31,
        "ask1": 9.32,
        "bid_qty1": 547,
        "ask_qty1": 6
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600987:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600987:VWAP_RECLAIM",
      "symbol": "SHSE.600987",
      "name": "航民股份",
      "side": "BUY",
      "priority": "W23",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.49,
      "exec_low": 6.59,
      "exec_high": 6.59,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.39,
      "entry_zone_high": 6.59,
      "entry_risk_pct": null,
      "intraday_vwap": 6.491,
      "price_vs_vwap_pct": -0.1695,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0271,
        "prev_amount_yi": 0.0464,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5841,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 6.52,
            "high": 6.52,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.0065
          },
          {
            "time": "09:36",
            "open": 6.51,
            "high": 6.52,
            "low": 6.51,
            "close": 6.52,
            "amount_yi": 0.0041
          },
          {
            "time": "09:37",
            "open": 6.51,
            "high": 6.51,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.0067
          },
          {
            "time": "09:38",
            "open": 6.49,
            "high": 6.49,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0071
          },
          {
            "time": "09:39",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.48,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 6.45,
        "open": 6.48,
        "high": 6.53,
        "low": 6.43,
        "bid1": 6.47,
        "ask1": 6.48,
        "bid_qty1": 13,
        "ask_qty1": 71
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000850:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000850:VWAP_RECLAIM",
      "symbol": "SZSE.000850",
      "name": "华茂股份",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.85,
      "exec_low": 3.91,
      "exec_high": 3.91,
      "invalid_price": 3.73,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.79,
      "entry_zone_high": 3.91,
      "entry_risk_pct": 3.6176,
      "intraday_vwap": 3.8433,
      "price_vs_vwap_pct": 0.6947,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0497,
        "prev_amount_yi": 0.03,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6567,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.83,
            "high": 3.83,
            "low": 3.82,
            "close": 3.82,
            "amount_yi": 0.0014
          },
          {
            "time": "09:36",
            "open": 3.82,
            "high": 3.83,
            "low": 3.82,
            "close": 3.83,
            "amount_yi": 0.0075
          },
          {
            "time": "09:37",
            "open": 3.84,
            "high": 3.84,
            "low": 3.84,
            "close": 3.84,
            "amount_yi": 0.0042
          },
          {
            "time": "09:38",
            "open": 3.86,
            "high": 3.86,
            "low": 3.85,
            "close": 3.85,
            "amount_yi": 0.012
          },
          {
            "time": "09:39",
            "open": 3.88,
            "high": 3.88,
            "low": 3.87,
            "close": 3.87,
            "amount_yi": 0.0246
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.87,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 3.8,
        "open": 3.81,
        "high": 3.9,
        "low": 3.8,
        "bid1": 3.86,
        "ask1": 3.87,
        "bid_qty1": 182,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002394:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002394:VWAP_RECLAIM",
      "symbol": "SZSE.002394",
      "name": "联发股份",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.45,
      "exec_low": 10.61,
      "exec_high": 10.61,
      "invalid_price": 10.14,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.29,
      "entry_zone_high": 10.61,
      "entry_risk_pct": null,
      "intraday_vwap": 10.1145,
      "price_vs_vwap_pct": 0.8453,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0416,
        "prev_amount_yi": 0.0484,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8595,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.07,
            "high": 10.15,
            "low": 10.07,
            "close": 10.15,
            "amount_yi": 0.0093
          },
          {
            "time": "09:36",
            "open": 10.13,
            "high": 10.14,
            "low": 10.13,
            "close": 10.14,
            "amount_yi": 0.0072
          },
          {
            "time": "09:37",
            "open": 10.16,
            "high": 10.17,
            "low": 10.16,
            "close": 10.17,
            "amount_yi": 0.0091
          },
          {
            "time": "09:38",
            "open": 10.21,
            "high": 10.21,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.0106
          },
          {
            "time": "09:39",
            "open": 10.17,
            "high": 10.2,
            "low": 10.17,
            "close": 10.2,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.2,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 10.11,
        "open": 10.03,
        "high": 10.29,
        "low": 10.0,
        "bid1": 10.2,
        "ask1": 10.21,
        "bid_qty1": 2,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002003:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002003:VWAP_RECLAIM",
      "symbol": "SZSE.002003",
      "name": "伟星股份",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.97,
      "exec_low": 9.1,
      "exec_high": 9.1,
      "invalid_price": 8.7,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.84,
      "entry_zone_high": 9.1,
      "entry_risk_pct": null,
      "intraday_vwap": 8.9002,
      "price_vs_vwap_pct": -0.4517,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0311,
        "prev_amount_yi": 0.0504,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 8.92,
            "high": 8.92,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0044
          },
          {
            "time": "09:36",
            "open": 8.91,
            "high": 8.91,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0027
          },
          {
            "time": "09:37",
            "open": 8.9,
            "high": 8.9,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0105
          },
          {
            "time": "09:38",
            "open": 8.88,
            "high": 8.89,
            "low": 8.88,
            "close": 8.89,
            "amount_yi": 0.007
          },
          {
            "time": "09:39",
            "open": 8.89,
            "high": 8.89,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.86,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 8.91,
        "open": 8.97,
        "high": 8.97,
        "low": 8.85,
        "bid1": 8.85,
        "ask1": 8.86,
        "bid_qty1": 139,
        "ask_qty1": 66
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002517:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002517:VWAP_RECLAIM",
      "symbol": "SZSE.002517",
      "name": "恺英网络",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.02,
      "exec_low": 17.28,
      "exec_high": 17.28,
      "invalid_price": 16.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.76,
      "entry_zone_high": 17.28,
      "entry_risk_pct": null,
      "intraday_vwap": 16.8923,
      "price_vs_vwap_pct": -0.7832,
      "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": 0.9417,
        "prev_amount_yi": 2.9668,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3174,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 17.0,
            "high": 17.0,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.2497
          },
          {
            "time": "09:36",
            "open": 16.92,
            "high": 16.92,
            "low": 16.77,
            "close": 16.77,
            "amount_yi": 0.2053
          },
          {
            "time": "09:37",
            "open": 16.91,
            "high": 16.91,
            "low": 16.83,
            "close": 16.83,
            "amount_yi": 0.1648
          },
          {
            "time": "09:38",
            "open": 16.88,
            "high": 16.88,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.1375
          },
          {
            "time": "09:39",
            "open": 16.78,
            "high": 16.78,
            "low": 16.76,
            "close": 16.76,
            "amount_yi": 0.1844
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.76,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 16.47,
        "open": 16.71,
        "high": 17.15,
        "low": 16.4,
        "bid1": 16.76,
        "ask1": 16.77,
        "bid_qty1": 497,
        "ask_qty1": 341
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002327:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002327:VWAP_RECLAIM",
      "symbol": "SZSE.002327",
      "name": "富安娜",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.35,
      "exec_low": 6.45,
      "exec_high": 6.45,
      "invalid_price": 6.16,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.25,
      "entry_zone_high": 6.45,
      "entry_risk_pct": 3.5994,
      "intraday_vwap": 6.364,
      "price_vs_vwap_pct": 0.4085,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0114,
        "prev_amount_yi": 0.0299,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 6.37,
            "high": 6.37,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0014
          },
          {
            "time": "09:36",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.001
          },
          {
            "time": "09:37",
            "open": 6.38,
            "high": 6.38,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0018
          },
          {
            "time": "09:38",
            "open": 6.38,
            "high": 6.38,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0018
          },
          {
            "time": "09:39",
            "open": 6.38,
            "high": 6.39,
            "low": 6.38,
            "close": 6.39,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.39,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 6.31,
        "open": 6.32,
        "high": 6.4,
        "low": 6.28,
        "bid1": 6.38,
        "ask1": 6.39,
        "bid_qty1": 10,
        "ask_qty1": 90
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603558:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603558:VWAP_RECLAIM",
      "symbol": "SHSE.603558",
      "name": "健盛集团",
      "side": "BUY",
      "priority": "W29",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.77,
      "exec_low": 11.95,
      "exec_high": 11.95,
      "invalid_price": 11.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.59,
      "entry_zone_high": 11.95,
      "entry_risk_pct": null,
      "intraday_vwap": 11.6075,
      "price_vs_vwap_pct": 0.1938,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0209,
        "prev_amount_yi": 0.0294,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 11.59,
            "high": 11.59,
            "low": 11.58,
            "close": 11.58,
            "amount_yi": 0.0038
          },
          {
            "time": "09:36",
            "open": 11.58,
            "high": 11.63,
            "low": 11.58,
            "close": 11.63,
            "amount_yi": 0.0067
          },
          {
            "time": "09:37",
            "open": 11.66,
            "high": 11.66,
            "low": 11.65,
            "close": 11.65,
            "amount_yi": 0.0021
          },
          {
            "time": "09:38",
            "open": 11.63,
            "high": 11.63,
            "low": 11.63,
            "close": 11.63,
            "amount_yi": 0.0028
          },
          {
            "time": "09:39",
            "open": 11.64,
            "high": 11.64,
            "low": 11.63,
            "close": 11.63,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.63,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 11.6,
        "open": 11.65,
        "high": 11.67,
        "low": 11.55,
        "bid1": 11.63,
        "ask1": 11.64,
        "bid_qty1": 21,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603889:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603889:VWAP_RECLAIM",
      "symbol": "SHSE.603889",
      "name": "新澳股份",
      "side": "BUY",
      "priority": "W30",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.33,
      "exec_low": 5.41,
      "exec_high": 5.41,
      "invalid_price": 5.17,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.25,
      "entry_zone_high": 5.41,
      "entry_risk_pct": null,
      "intraday_vwap": 5.4003,
      "price_vs_vwap_pct": 2.2165,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1424,
        "prev_amount_yi": 0.0365,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.9014,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.33,
            "high": 5.33,
            "low": 5.33,
            "close": 5.33,
            "amount_yi": 0.0162
          },
          {
            "time": "09:36",
            "open": 5.34,
            "high": 5.38,
            "low": 5.34,
            "close": 5.38,
            "amount_yi": 0.0123
          },
          {
            "time": "09:37",
            "open": 5.38,
            "high": 5.38,
            "low": 5.38,
            "close": 5.38,
            "amount_yi": 0.0151
          },
          {
            "time": "09:38",
            "open": 5.41,
            "high": 5.46,
            "low": 5.41,
            "close": 5.46,
            "amount_yi": 0.0347
          },
          {
            "time": "09:39",
            "open": 5.54,
            "high": 5.54,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0641
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.52,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 5.26,
        "open": 5.22,
        "high": 5.56,
        "low": 5.22,
        "bid1": 5.52,
        "ask1": 5.53,
        "bid_qty1": 34,
        "ask_qty1": 3
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600156:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SHSE.600156:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600156",
      "name": "华升股份",
      "side": "BUY",
      "priority": "W31",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 9.6413,
      "price_vs_vwap_pct": -0.3246,
      "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": 0.5567,
        "prev_amount_yi": 0.8223,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.677,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 9.79,
            "high": 9.79,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.1482
          },
          {
            "time": "09:36",
            "open": 9.76,
            "high": 9.76,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.1098
          },
          {
            "time": "09:37",
            "open": 9.76,
            "high": 9.83,
            "low": 9.76,
            "close": 9.83,
            "amount_yi": 0.0745
          },
          {
            "time": "09:38",
            "open": 9.72,
            "high": 9.72,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.128
          },
          {
            "time": "09:39",
            "open": 9.57,
            "high": 9.61,
            "low": 9.57,
            "close": 9.61,
            "amount_yi": 0.0962
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.61,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 9.53,
        "open": 9.63,
        "high": 9.91,
        "low": 9.27,
        "bid1": 9.6,
        "ask1": 9.61,
        "bid_qty1": 1634,
        "ask_qty1": 418
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000955:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.000955:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000955",
      "name": "欣龙控股",
      "side": "BUY",
      "priority": "W32",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 4.7081,
      "price_vs_vwap_pct": -2.5084,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1382,
        "prev_amount_yi": 0.2723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5075,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 4.65,
            "high": 4.65,
            "low": 4.64,
            "close": 4.64,
            "amount_yi": 0.0359
          },
          {
            "time": "09:36",
            "open": 4.66,
            "high": 4.66,
            "low": 4.66,
            "close": 4.66,
            "amount_yi": 0.0207
          },
          {
            "time": "09:37",
            "open": 4.65,
            "high": 4.65,
            "low": 4.65,
            "close": 4.65,
            "amount_yi": 0.0159
          },
          {
            "time": "09:38",
            "open": 4.63,
            "high": 4.63,
            "low": 4.61,
            "close": 4.61,
            "amount_yi": 0.0365
          },
          {
            "time": "09:39",
            "open": 4.6,
            "high": 4.6,
            "low": 4.59,
            "close": 4.59,
            "amount_yi": 0.0292
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.59,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 4.91,
        "open": 4.8,
        "high": 4.87,
        "low": 4.58,
        "bid1": 4.58,
        "ask1": 4.59,
        "bid_qty1": 37,
        "ask_qty1": 790
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600177:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600177:VWAP_RECLAIM",
      "symbol": "SHSE.600177",
      "name": "雅戈尔",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.92,
      "exec_low": 8.04,
      "exec_high": 8.04,
      "invalid_price": 7.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.8,
      "entry_zone_high": 8.04,
      "entry_risk_pct": null,
      "intraday_vwap": 7.8514,
      "price_vs_vwap_pct": -0.6547,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0851,
        "prev_amount_yi": 0.1788,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.476,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 7.89,
            "high": 7.89,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.0225
          },
          {
            "time": "09:36",
            "open": 7.88,
            "high": 7.88,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.022
          },
          {
            "time": "09:37",
            "open": 7.86,
            "high": 7.86,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.021
          },
          {
            "time": "09:38",
            "open": 7.83,
            "high": 7.83,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0112
          },
          {
            "time": "09:39",
            "open": 7.83,
            "high": 7.83,
            "low": 7.8,
            "close": 7.8,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.8,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 7.83,
        "open": 7.83,
        "high": 7.91,
        "low": 7.78,
        "bid1": 7.8,
        "ask1": 7.81,
        "bid_qty1": 1673,
        "ask_qty1": 273
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002293:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002293:VWAP_RECLAIM",
      "symbol": "SZSE.002293",
      "name": "罗莱生活",
      "side": "BUY",
      "priority": "W34",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.0,
      "exec_low": 11.16,
      "exec_high": 11.16,
      "invalid_price": 10.67,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.83,
      "entry_zone_high": 11.16,
      "entry_risk_pct": null,
      "intraday_vwap": 10.8822,
      "price_vs_vwap_pct": 0.5311,
      "energy_floor_hint_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": 0.1078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.92,
            "high": 11.0,
            "low": 10.92,
            "close": 11.0,
            "amount_yi": 0.0154
          },
          {
            "time": "09:36",
            "open": 10.97,
            "high": 11.0,
            "low": 10.97,
            "close": 11.0,
            "amount_yi": 0.0056
          },
          {
            "time": "09:37",
            "open": 10.96,
            "high": 10.96,
            "low": 10.94,
            "close": 10.94,
            "amount_yi": 0.0077
          },
          {
            "time": "09:38",
            "open": 10.97,
            "high": 10.98,
            "low": 10.97,
            "close": 10.98,
            "amount_yi": 0.0105
          },
          {
            "time": "09:39",
            "open": 10.98,
            "high": 10.98,
            "low": 10.94,
            "close": 10.94,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.94,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 10.85,
        "open": 10.87,
        "high": 11.02,
        "low": 10.73,
        "bid1": 10.94,
        "ask1": 10.95,
        "bid_qty1": 53,
        "ask_qty1": 25
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002425:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002425:VWAP_RECLAIM",
      "symbol": "SZSE.002425",
      "name": "凯撒文化",
      "side": "BUY",
      "priority": "W35",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.9,
      "exec_low": 2.94,
      "exec_high": 2.94,
      "invalid_price": 2.81,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.94,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.86,
      "entry_zone_high": 2.94,
      "entry_risk_pct": null,
      "intraday_vwap": 2.7755,
      "price_vs_vwap_pct": -0.1982,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.046,
        "prev_amount_yi": 0.0892,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5157,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.81,
            "high": 2.81,
            "low": 2.79,
            "close": 2.79,
            "amount_yi": 0.0154
          },
          {
            "time": "09:36",
            "open": 2.78,
            "high": 2.79,
            "low": 2.78,
            "close": 2.79,
            "amount_yi": 0.0124
          },
          {
            "time": "09:37",
            "open": 2.8,
            "high": 2.81,
            "low": 2.8,
            "close": 2.81,
            "amount_yi": 0.0066
          },
          {
            "time": "09:38",
            "open": 2.79,
            "high": 2.79,
            "low": 2.79,
            "close": 2.79,
            "amount_yi": 0.0039
          },
          {
            "time": "09:39",
            "open": 2.78,
            "high": 2.78,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.77,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.82,
        "low": 2.71,
        "bid1": 2.77,
        "ask1": 2.78,
        "bid_qty1": 571,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002269:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002269:VWAP_RECLAIM",
      "symbol": "SZSE.002269",
      "name": "美邦服饰",
      "side": "BUY",
      "priority": "W36",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 1.4,
      "exec_low": 1.42,
      "exec_high": 1.42,
      "invalid_price": 1.36,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 1.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 1.38,
      "entry_zone_high": 1.42,
      "entry_risk_pct": null,
      "intraday_vwap": 1.3704,
      "price_vs_vwap_pct": -0.0292,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0458,
        "prev_amount_yi": 0.108,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4241,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0179
          },
          {
            "time": "09:36",
            "open": 1.38,
            "high": 1.38,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0088
          },
          {
            "time": "09:37",
            "open": 1.38,
            "high": 1.38,
            "low": 1.38,
            "close": 1.38,
            "amount_yi": 0.001
          },
          {
            "time": "09:38",
            "open": 1.37,
            "high": 1.38,
            "low": 1.37,
            "close": 1.38,
            "amount_yi": 0.007
          },
          {
            "time": "09:39",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1.37,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 1.36,
        "open": 1.36,
        "high": 1.38,
        "low": 1.35,
        "bid1": 1.36,
        "ask1": 1.37,
        "bid_qty1": 20809,
        "ask_qty1": 9097
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000726:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000726:VWAP_RECLAIM",
      "symbol": "SZSE.000726",
      "name": "鲁  泰Ａ",
      "side": "BUY",
      "priority": "W37",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.76,
      "exec_low": 5.85,
      "exec_high": 5.85,
      "invalid_price": 5.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.67,
      "entry_zone_high": 5.85,
      "entry_risk_pct": null,
      "intraday_vwap": 5.723,
      "price_vs_vwap_pct": 0.1223,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.008,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9756,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.73,
            "high": 5.73,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0014
          },
          {
            "time": "09:36",
            "open": 5.73,
            "high": 5.75,
            "low": 5.73,
            "close": 5.75,
            "amount_yi": 0.0026
          },
          {
            "time": "09:37",
            "open": 5.73,
            "high": 5.73,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0003
          },
          {
            "time": "09:38",
            "open": 5.73,
            "high": 5.74,
            "low": 5.73,
            "close": 5.74,
            "amount_yi": 0.0009
          },
          {
            "time": "09:39",
            "open": 5.74,
            "high": 5.74,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.73,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 5.69,
        "open": 5.71,
        "high": 5.75,
        "low": 5.7,
        "bid1": 5.73,
        "ask1": 5.74,
        "bid_qty1": 272,
        "ask_qty1": 275
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000158:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000158:VWAP_RECLAIM",
      "symbol": "SZSE.000158",
      "name": "常山北明",
      "side": "BUY",
      "priority": "W38",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.78,
      "exec_low": 13.99,
      "exec_high": 13.99,
      "invalid_price": 13.37,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 14.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.57,
      "entry_zone_high": 13.99,
      "entry_risk_pct": null,
      "intraday_vwap": 13.0317,
      "price_vs_vwap_pct": 0.2939,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1586,
        "prev_amount_yi": 0.4111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3858,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 13.1,
            "high": 13.1,
            "low": 13.08,
            "close": 13.08,
            "amount_yi": 0.035
          },
          {
            "time": "09:36",
            "open": 13.06,
            "high": 13.08,
            "low": 13.06,
            "close": 13.08,
            "amount_yi": 0.0373
          },
          {
            "time": "09:37",
            "open": 13.13,
            "high": 13.13,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0271
          },
          {
            "time": "09:38",
            "open": 13.11,
            "high": 13.11,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0264
          },
          {
            "time": "09:39",
            "open": 13.07,
            "high": 13.07,
            "low": 13.07,
            "close": 13.07,
            "amount_yi": 0.0328
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.07,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 13.04,
        "open": 13.01,
        "high": 13.15,
        "low": 12.96,
        "bid1": 13.06,
        "ask1": 13.07,
        "bid_qty1": 321,
        "ask_qty1": 13
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300384:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300384:VWAP_RECLAIM",
      "symbol": "SZSE.300384",
      "name": "三联虹普",
      "side": "BUY",
      "priority": "W39",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.29,
      "exec_low": 12.47,
      "exec_high": 12.47,
      "invalid_price": 11.92,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.11,
      "entry_zone_high": 12.47,
      "entry_risk_pct": 3.0894,
      "intraday_vwap": 12.2519,
      "price_vs_vwap_pct": 0.3926,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0683,
        "prev_amount_yi": 0.0297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2997,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 12.28,
            "high": 12.28,
            "low": 12.26,
            "close": 12.26,
            "amount_yi": 0.0103
          },
          {
            "time": "09:36",
            "open": 12.3,
            "high": 12.3,
            "low": 12.28,
            "close": 12.28,
            "amount_yi": 0.0192
          },
          {
            "time": "09:37",
            "open": 12.3,
            "high": 12.31,
            "low": 12.3,
            "close": 12.31,
            "amount_yi": 0.0062
          },
          {
            "time": "09:38",
            "open": 12.35,
            "high": 12.35,
            "low": 12.32,
            "close": 12.32,
            "amount_yi": 0.022
          },
          {
            "time": "09:39",
            "open": 12.31,
            "high": 12.31,
            "low": 12.3,
            "close": 12.3,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.3,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 11.96,
        "open": 12.04,
        "high": 12.37,
        "low": 11.97,
        "bid1": 12.29,
        "ask1": 12.3,
        "bid_qty1": 23,
        "ask_qty1": 40
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002083:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002083:VWAP_RECLAIM",
      "symbol": "SZSE.002083",
      "name": "孚日股份",
      "side": "BUY",
      "priority": "W40",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.78,
      "exec_low": 11.96,
      "exec_high": 11.96,
      "invalid_price": 11.43,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.6,
      "entry_zone_high": 11.96,
      "entry_risk_pct": null,
      "intraday_vwap": 10.8183,
      "price_vs_vwap_pct": -1.9254,
      "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": 0.7914,
        "prev_amount_yi": 1.0642,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.71,
            "high": 10.71,
            "low": 10.71,
            "close": 10.71,
            "amount_yi": 0.2123
          },
          {
            "time": "09:36",
            "open": 10.77,
            "high": 10.77,
            "low": 10.76,
            "close": 10.76,
            "amount_yi": 0.0964
          },
          {
            "time": "09:37",
            "open": 10.78,
            "high": 10.82,
            "low": 10.78,
            "close": 10.82,
            "amount_yi": 0.1179
          },
          {
            "time": "09:38",
            "open": 10.74,
            "high": 10.74,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.1326
          },
          {
            "time": "09:39",
            "open": 10.6,
            "high": 10.61,
            "low": 10.6,
            "close": 10.61,
            "amount_yi": 0.2322
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "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": "2026-07-03T09:39:57",
        "prev_close": 11.16,
        "open": 11.0,
        "high": 11.14,
        "low": 10.49,
        "bid1": 10.6,
        "ask1": 10.61,
        "bid_qty1": 447,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603808:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603808:VWAP_RECLAIM",
      "symbol": "SHSE.603808",
      "name": "歌力思",
      "side": "BUY",
      "priority": "W41",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.97,
      "exec_low": 8.09,
      "exec_high": 8.09,
      "invalid_price": 7.73,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.85,
      "entry_zone_high": 8.09,
      "entry_risk_pct": null,
      "intraday_vwap": 7.9203,
      "price_vs_vwap_pct": -0.0038,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0236,
        "prev_amount_yi": 0.0185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2757,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 7.93,
            "high": 7.93,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.0013
          },
          {
            "time": "09:36",
            "open": 7.93,
            "high": 7.94,
            "low": 7.93,
            "close": 7.94,
            "amount_yi": 0.0027
          },
          {
            "time": "09:37",
            "open": 7.97,
            "high": 7.97,
            "low": 7.97,
            "close": 7.97,
            "amount_yi": 0.0142
          },
          {
            "time": "09:38",
            "open": 7.95,
            "high": 7.95,
            "low": 7.94,
            "close": 7.94,
            "amount_yi": 0.0023
          },
          {
            "time": "09:39",
            "open": 7.94,
            "high": 7.94,
            "low": 7.92,
            "close": 7.92,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.92,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 7.85,
        "open": 7.87,
        "high": 7.98,
        "low": 7.8,
        "bid1": 7.92,
        "ask1": 7.94,
        "bid_qty1": 3,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002516:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002516:VWAP_RECLAIM",
      "symbol": "SZSE.002516",
      "name": "旷达科技",
      "side": "BUY",
      "priority": "W42",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.87,
      "exec_low": 5.96,
      "exec_high": 5.96,
      "invalid_price": 5.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.78,
      "entry_zone_high": 5.96,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6481,
      "price_vs_vwap_pct": -0.1434,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0787,
        "prev_amount_yi": 0.0717,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.65,
            "high": 5.65,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.0204
          },
          {
            "time": "09:36",
            "open": 5.67,
            "high": 5.67,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0145
          },
          {
            "time": "09:37",
            "open": 5.66,
            "high": 5.66,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.0163
          },
          {
            "time": "09:38",
            "open": 5.64,
            "high": 5.66,
            "low": 5.64,
            "close": 5.66,
            "amount_yi": 0.0067
          },
          {
            "time": "09:39",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.64,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 5.61,
        "open": 5.58,
        "high": 5.69,
        "low": 5.57,
        "bid1": 5.63,
        "ask1": 5.64,
        "bid_qty1": 412,
        "ask_qty1": 46
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002291:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002291:VWAP_RECLAIM",
      "symbol": "SZSE.002291",
      "name": "遥望科技",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.07,
      "exec_low": 5.15,
      "exec_high": 5.15,
      "invalid_price": 4.92,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.99,
      "entry_zone_high": 5.15,
      "entry_risk_pct": null,
      "intraday_vwap": 4.9242,
      "price_vs_vwap_pct": 0.3209,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0746,
        "prev_amount_yi": 0.0679,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0987,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0099
          },
          {
            "time": "09:36",
            "open": 4.92,
            "high": 4.94,
            "low": 4.92,
            "close": 4.94,
            "amount_yi": 0.0156
          },
          {
            "time": "09:37",
            "open": 4.95,
            "high": 4.95,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0113
          },
          {
            "time": "09:38",
            "open": 4.95,
            "high": 4.95,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0323
          },
          {
            "time": "09:39",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.94,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 4.9,
        "open": 4.89,
        "high": 4.96,
        "low": 4.87,
        "bid1": 4.93,
        "ask1": 4.94,
        "bid_qty1": 1609,
        "ask_qty1": 249
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600272:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600272:VWAP_RECLAIM",
      "symbol": "SHSE.600272",
      "name": "开开实业",
      "side": "BUY",
      "priority": "W44",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.86,
      "exec_low": 11.02,
      "exec_high": 11.02,
      "invalid_price": 10.53,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.7,
      "entry_zone_high": 11.02,
      "entry_risk_pct": null,
      "intraday_vwap": 10.7881,
      "price_vs_vwap_pct": -0.1678,
      "energy_floor_hint_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": 0.0181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6906,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.84,
            "high": 10.84,
            "low": 10.82,
            "close": 10.82,
            "amount_yi": 0.0022
          },
          {
            "time": "09:36",
            "open": 10.8,
            "high": 10.8,
            "low": 10.8,
            "close": 10.8,
            "amount_yi": 0.0044
          },
          {
            "time": "09:37",
            "open": 10.81,
            "high": 10.81,
            "low": 10.79,
            "close": 10.79,
            "amount_yi": 0.0016
          },
          {
            "time": "09:38",
            "open": 10.78,
            "high": 10.78,
            "low": 10.78,
            "close": 10.78,
            "amount_yi": 0.0014
          },
          {
            "time": "09:39",
            "open": 10.77,
            "high": 10.77,
            "low": 10.77,
            "close": 10.77,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.77,
        "ts": "2026-07-03T09:39:48",
        "prev_close": 10.63,
        "open": 10.7,
        "high": 10.85,
        "low": 10.67,
        "bid1": 10.75,
        "ask1": 10.77,
        "bid_qty1": 20,
        "ask_qty1": 29
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002127:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002127:VWAP_RECLAIM",
      "symbol": "SZSE.002127",
      "name": "南极电商",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.81,
      "exec_low": 2.85,
      "exec_high": 2.85,
      "invalid_price": 2.73,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.89,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.77,
      "entry_zone_high": 2.85,
      "entry_risk_pct": null,
      "intraday_vwap": 2.7778,
      "price_vs_vwap_pct": 0.0792,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.102,
        "prev_amount_yi": 0.0388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6289,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.78,
            "high": 2.78,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0675
          },
          {
            "time": "09:36",
            "open": 2.78,
            "high": 2.79,
            "low": 2.78,
            "close": 2.79,
            "amount_yi": 0.0119
          },
          {
            "time": "09:37",
            "open": 2.79,
            "high": 2.79,
            "low": 2.79,
            "close": 2.79,
            "amount_yi": 0.009
          },
          {
            "time": "09:38",
            "open": 2.79,
            "high": 2.79,
            "low": 2.79,
            "close": 2.79,
            "amount_yi": 0.0098
          },
          {
            "time": "09:39",
            "open": 2.79,
            "high": 2.79,
            "low": 2.78,
            "close": 2.78,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.78,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 2.78,
        "open": 2.8,
        "high": 2.8,
        "low": 2.76,
        "bid1": 2.77,
        "ask1": 2.78,
        "bid_qty1": 9769,
        "ask_qty1": 2987
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600610:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600610:VWAP_RECLAIM",
      "symbol": "SHSE.600610",
      "name": "中毅达",
      "side": "BUY",
      "priority": "W46",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.98,
      "exec_low": 7.08,
      "exec_high": 7.08,
      "invalid_price": 6.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.88,
      "entry_zone_high": 7.08,
      "entry_risk_pct": null,
      "intraday_vwap": 6.7474,
      "price_vs_vwap_pct": -0.1097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0508,
        "prev_amount_yi": 0.0592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 6.75,
            "high": 6.76,
            "low": 6.75,
            "close": 6.76,
            "amount_yi": 0.0047
          },
          {
            "time": "09:36",
            "open": 6.74,
            "high": 6.76,
            "low": 6.74,
            "close": 6.76,
            "amount_yi": 0.0107
          },
          {
            "time": "09:37",
            "open": 6.78,
            "high": 6.79,
            "low": 6.78,
            "close": 6.79,
            "amount_yi": 0.0042
          },
          {
            "time": "09:38",
            "open": 6.78,
            "high": 6.78,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.012
          },
          {
            "time": "09:39",
            "open": 6.73,
            "high": 6.74,
            "low": 6.73,
            "close": 6.74,
            "amount_yi": 0.0192
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.74,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 6.76,
        "open": 6.75,
        "high": 6.81,
        "low": 6.71,
        "bid1": 6.73,
        "ask1": 6.74,
        "bid_qty1": 10,
        "ask_qty1": 57
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603518:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603518:VWAP_RECLAIM",
      "symbol": "SHSE.603518",
      "name": "锦泓集团",
      "side": "BUY",
      "priority": "W47",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.63,
      "exec_low": 7.74,
      "exec_high": 7.74,
      "invalid_price": 7.4,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.52,
      "entry_zone_high": 7.74,
      "entry_risk_pct": null,
      "intraday_vwap": 7.5735,
      "price_vs_vwap_pct": -0.0462,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0083,
        "prev_amount_yi": 0.0242,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.343,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 7.62,
            "high": 7.62,
            "low": 7.61,
            "close": 7.61,
            "amount_yi": 0.0026
          },
          {
            "time": "09:36",
            "open": 7.61,
            "high": 7.61,
            "low": 7.6,
            "close": 7.6,
            "amount_yi": 0.0016
          },
          {
            "time": "09:37",
            "open": 7.6,
            "high": 7.6,
            "low": 7.59,
            "close": 7.59,
            "amount_yi": 0.0006
          },
          {
            "time": "09:38",
            "open": 7.58,
            "high": 7.6,
            "low": 7.58,
            "close": 7.6,
            "amount_yi": 0.0015
          },
          {
            "time": "09:39",
            "open": 7.57,
            "high": 7.57,
            "low": 7.57,
            "close": 7.57,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.57,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 7.54,
        "open": 7.52,
        "high": 7.63,
        "low": 7.52,
        "bid1": 7.56,
        "ask1": 7.57,
        "bid_qty1": 78,
        "ask_qty1": 50
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600232:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600232:VWAP_RECLAIM",
      "symbol": "SHSE.600232",
      "name": "金鹰股份",
      "side": "BUY",
      "priority": "W48",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.55,
      "exec_low": 6.65,
      "exec_high": 6.65,
      "invalid_price": 6.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.65,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.45,
      "entry_zone_high": 6.65,
      "entry_risk_pct": null,
      "intraday_vwap": 6.3969,
      "price_vs_vwap_pct": 0.3611,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0345,
        "prev_amount_yi": 0.0234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4744,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 6.4,
            "high": 6.43,
            "low": 6.4,
            "close": 6.43,
            "amount_yi": 0.0062
          },
          {
            "time": "09:36",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.004
          },
          {
            "time": "09:37",
            "open": 6.46,
            "high": 6.46,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.0095
          },
          {
            "time": "09:38",
            "open": 6.43,
            "high": 6.44,
            "low": 6.43,
            "close": 6.44,
            "amount_yi": 0.01
          },
          {
            "time": "09:39",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.42,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 6.3,
        "open": 6.33,
        "high": 6.47,
        "low": 6.28,
        "bid1": 6.42,
        "ask1": 6.43,
        "bid_qty1": 40,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600137:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600137:VWAP_RECLAIM",
      "symbol": "SHSE.600137",
      "name": "浪莎股份",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.4,
      "exec_low": 17.66,
      "exec_high": 17.66,
      "invalid_price": 16.88,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.14,
      "entry_zone_high": 17.66,
      "entry_risk_pct": null,
      "intraday_vwap": 17.2178,
      "price_vs_vwap_pct": -0.2776,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0277,
        "prev_amount_yi": 0.0284,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9754,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 17.33,
            "high": 17.33,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.0104
          },
          {
            "time": "09:36",
            "open": 17.32,
            "high": 17.35,
            "low": 17.32,
            "close": 17.35,
            "amount_yi": 0.0074
          },
          {
            "time": "09:37",
            "open": 17.39,
            "high": 17.39,
            "low": 17.34,
            "close": 17.34,
            "amount_yi": 0.0033
          },
          {
            "time": "09:38",
            "open": 17.3,
            "high": 17.3,
            "low": 17.29,
            "close": 17.29,
            "amount_yi": 0.004
          },
          {
            "time": "09:39",
            "open": 17.17,
            "high": 17.17,
            "low": 17.17,
            "close": 17.17,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.17,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 16.9,
        "open": 17.04,
        "high": 17.39,
        "low": 16.92,
        "bid1": 17.17,
        "ask1": 17.2,
        "bid_qty1": 22,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002722:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002722:VWAP_RECLAIM",
      "symbol": "SZSE.002722",
      "name": "物产金轮",
      "side": "BUY",
      "priority": "W50",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.43,
      "exec_low": 12.62,
      "exec_high": 12.62,
      "invalid_price": 12.06,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.24,
      "entry_zone_high": 12.62,
      "entry_risk_pct": null,
      "intraday_vwap": 12.3069,
      "price_vs_vwap_pct": 0.269,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0152,
        "prev_amount_yi": 0.0257,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5914,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 12.32,
            "high": 12.32,
            "low": 12.32,
            "close": 12.32,
            "amount_yi": 0.0008
          },
          {
            "time": "09:36",
            "open": 12.33,
            "high": 12.34,
            "low": 12.33,
            "close": 12.34,
            "amount_yi": 0.004
          },
          {
            "time": "09:37",
            "open": 12.34,
            "high": 12.35,
            "low": 12.34,
            "close": 12.35,
            "amount_yi": 0.0072
          },
          {
            "time": "09:38",
            "open": 12.34,
            "high": 12.34,
            "low": 12.33,
            "close": 12.33,
            "amount_yi": 0.0014
          },
          {
            "time": "09:39",
            "open": 12.32,
            "high": 12.34,
            "low": 12.32,
            "close": 12.34,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.34,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 12.14,
        "open": 12.19,
        "high": 12.36,
        "low": 12.16,
        "bid1": 12.33,
        "ask1": 12.34,
        "bid_qty1": 1,
        "ask_qty1": 32
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002044:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002044:VWAP_RECLAIM",
      "symbol": "SZSE.002044",
      "name": "美年健康",
      "side": "BUY",
      "priority": "W51",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.23,
      "exec_low": 5.31,
      "exec_high": 5.31,
      "invalid_price": 5.07,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.15,
      "entry_zone_high": 5.31,
      "entry_risk_pct": null,
      "intraday_vwap": 5.0637,
      "price_vs_vwap_pct": -0.6655,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3235,
        "prev_amount_yi": 0.3153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.026,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.08,
            "high": 5.08,
            "low": 5.05,
            "close": 5.05,
            "amount_yi": 0.0533
          },
          {
            "time": "09:36",
            "open": 5.05,
            "high": 5.05,
            "low": 5.05,
            "close": 5.05,
            "amount_yi": 0.0767
          },
          {
            "time": "09:37",
            "open": 5.06,
            "high": 5.06,
            "low": 5.05,
            "close": 5.05,
            "amount_yi": 0.0633
          },
          {
            "time": "09:38",
            "open": 5.05,
            "high": 5.05,
            "low": 5.05,
            "close": 5.05,
            "amount_yi": 0.0438
          },
          {
            "time": "09:39",
            "open": 5.04,
            "high": 5.04,
            "low": 5.03,
            "close": 5.03,
            "amount_yi": 0.0864
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.03,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 5.05,
        "open": 5.1,
        "high": 5.11,
        "low": 5.03,
        "bid1": 5.03,
        "ask1": 5.04,
        "bid_qty1": 920,
        "ask_qty1": 2145
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600493:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600493:VWAP_RECLAIM",
      "symbol": "SHSE.600493",
      "name": "凤竹纺织",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.69,
      "exec_low": 5.78,
      "exec_high": 5.78,
      "invalid_price": 5.52,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.6,
      "entry_zone_high": 5.78,
      "entry_risk_pct": null,
      "intraday_vwap": 5.576,
      "price_vs_vwap_pct": -0.1076,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0234,
        "prev_amount_yi": 0.0238,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9832,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.61,
            "high": 5.61,
            "low": 5.61,
            "close": 5.61,
            "amount_yi": 0.0024
          },
          {
            "time": "09:36",
            "open": 5.61,
            "high": 5.64,
            "low": 5.61,
            "close": 5.64,
            "amount_yi": 0.001
          },
          {
            "time": "09:37",
            "open": 5.64,
            "high": 5.64,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0005
          },
          {
            "time": "09:38",
            "open": 5.61,
            "high": 5.61,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.016
          },
          {
            "time": "09:39",
            "open": 5.58,
            "high": 5.58,
            "low": 5.57,
            "close": 5.57,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.57,
        "ts": "2026-07-03T09:39:52",
        "prev_close": 5.48,
        "open": 5.49,
        "high": 5.64,
        "low": 5.47,
        "bid1": 5.56,
        "ask1": 5.58,
        "bid_qty1": 76,
        "ask_qty1": 58
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600689:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600689:VWAP_RECLAIM",
      "symbol": "SHSE.600689",
      "name": "上海三毛",
      "side": "BUY",
      "priority": "W53",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.4,
      "exec_low": 10.56,
      "exec_high": 10.56,
      "invalid_price": 10.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.24,
      "entry_zone_high": 10.56,
      "entry_risk_pct": null,
      "intraday_vwap": 10.3433,
      "price_vs_vwap_pct": 0.0648,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.011,
        "prev_amount_yi": 0.0406,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2709,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.42,
            "high": 10.42,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0016
          },
          {
            "time": "09:36",
            "open": 10.41,
            "high": 10.41,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0022
          },
          {
            "time": "09:37",
            "open": 10.46,
            "high": 10.46,
            "low": 10.44,
            "close": 10.44,
            "amount_yi": 0.0017
          },
          {
            "time": "09:38",
            "open": 10.43,
            "high": 10.43,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0019
          },
          {
            "time": "09:39",
            "open": 10.36,
            "high": 10.36,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.35,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 10.15,
        "open": 10.29,
        "high": 10.46,
        "low": 10.16,
        "bid1": 10.35,
        "ask1": 10.37,
        "bid_qty1": 15,
        "ask_qty1": 53
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002486:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002486:VWAP_RECLAIM",
      "symbol": "SZSE.002486",
      "name": "嘉麟杰",
      "side": "BUY",
      "priority": "W54",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.3,
      "exec_low": 2.33,
      "exec_high": 2.33,
      "invalid_price": 2.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.27,
      "entry_zone_high": 2.33,
      "entry_risk_pct": null,
      "intraday_vwap": 2.232,
      "price_vs_vwap_pct": -0.0896,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0155,
        "prev_amount_yi": 0.0363,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.427,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.24,
            "high": 2.24,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.003
          },
          {
            "time": "09:36",
            "open": 2.23,
            "high": 2.24,
            "low": 2.23,
            "close": 2.24,
            "amount_yi": 0.0035
          },
          {
            "time": "09:37",
            "open": 2.24,
            "high": 2.24,
            "low": 2.24,
            "close": 2.24,
            "amount_yi": 0.0046
          },
          {
            "time": "09:38",
            "open": 2.23,
            "high": 2.23,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0042
          },
          {
            "time": "09:39",
            "open": 2.22,
            "high": 2.23,
            "low": 2.22,
            "close": 2.23,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.23,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 2.22,
        "open": 2.22,
        "high": 2.25,
        "low": 2.21,
        "bid1": 2.22,
        "ask1": 2.23,
        "bid_qty1": 2509,
        "ask_qty1": 1311
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601599:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601599:VWAP_RECLAIM",
      "symbol": "SHSE.601599",
      "name": "浙文影业",
      "side": "BUY",
      "priority": "W55",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.93,
      "exec_low": 2.97,
      "exec_high": 2.97,
      "invalid_price": 2.84,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.89,
      "entry_zone_high": 2.97,
      "entry_risk_pct": null,
      "intraday_vwap": 2.871,
      "price_vs_vwap_pct": 0.3135,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0213,
        "prev_amount_yi": 0.0274,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7774,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.87,
            "high": 2.87,
            "low": 2.87,
            "close": 2.87,
            "amount_yi": 0.0005
          },
          {
            "time": "09:36",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0034
          },
          {
            "time": "09:37",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0029
          },
          {
            "time": "09:38",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0048
          },
          {
            "time": "09:39",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.88,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 2.85,
        "open": 2.85,
        "high": 2.89,
        "low": 2.84,
        "bid1": 2.87,
        "ask1": 2.88,
        "bid_qty1": 1795,
        "ask_qty1": 274
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002612:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002612:VWAP_RECLAIM",
      "symbol": "SZSE.002612",
      "name": "朗姿股份",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.77,
      "exec_low": 11.95,
      "exec_high": 11.95,
      "invalid_price": 11.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.59,
      "entry_zone_high": 11.95,
      "entry_risk_pct": 3.3841,
      "intraday_vwap": 11.7615,
      "price_vs_vwap_pct": 0.4974,
      "energy_floor_hint_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": 0.0449,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6771,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0061
          },
          {
            "time": "09:36",
            "open": 11.79,
            "high": 11.8,
            "low": 11.79,
            "close": 11.8,
            "amount_yi": 0.0046
          },
          {
            "time": "09:37",
            "open": 11.81,
            "high": 11.84,
            "low": 11.81,
            "close": 11.84,
            "amount_yi": 0.013
          },
          {
            "time": "09:38",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0039
          },
          {
            "time": "09:39",
            "open": 11.83,
            "high": 11.83,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.82,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 11.63,
        "open": 11.59,
        "high": 11.85,
        "low": 11.59,
        "bid1": 11.8,
        "ask1": 11.82,
        "bid_qty1": 674,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002034:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002034:VWAP_RECLAIM",
      "symbol": "SZSE.002034",
      "name": "旺能环境",
      "side": "BUY",
      "priority": "W57",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.02,
      "exec_low": 16.26,
      "exec_high": 16.26,
      "invalid_price": 15.54,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.78,
      "entry_zone_high": 16.26,
      "entry_risk_pct": null,
      "intraday_vwap": 15.4865,
      "price_vs_vwap_pct": 0.3455,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0785,
        "prev_amount_yi": 0.0553,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4195,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 15.58,
            "high": 15.58,
            "low": 15.54,
            "close": 15.54,
            "amount_yi": 0.0277
          },
          {
            "time": "09:36",
            "open": 15.56,
            "high": 15.6,
            "low": 15.56,
            "close": 15.6,
            "amount_yi": 0.0123
          },
          {
            "time": "09:37",
            "open": 15.61,
            "high": 15.65,
            "low": 15.61,
            "close": 15.65,
            "amount_yi": 0.0135
          },
          {
            "time": "09:38",
            "open": 15.64,
            "high": 15.64,
            "low": 15.6,
            "close": 15.6,
            "amount_yi": 0.0168
          },
          {
            "time": "09:39",
            "open": 15.56,
            "high": 15.56,
            "low": 15.54,
            "close": 15.54,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.54,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 15.31,
        "open": 15.35,
        "high": 15.66,
        "low": 15.3,
        "bid1": 15.54,
        "ask1": 15.56,
        "bid_qty1": 25,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002144:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002144:VWAP_RECLAIM",
      "symbol": "SZSE.002144",
      "name": "宏达高科",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.42,
      "exec_low": 10.58,
      "exec_high": 10.58,
      "invalid_price": 10.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.26,
      "entry_zone_high": 10.58,
      "entry_risk_pct": null,
      "intraday_vwap": 10.3027,
      "price_vs_vwap_pct": -0.1233,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0196,
        "prev_amount_yi": 0.0269,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.3,
            "high": 10.32,
            "low": 10.3,
            "close": 10.32,
            "amount_yi": 0.0021
          },
          {
            "time": "09:36",
            "open": 10.32,
            "high": 10.36,
            "low": 10.32,
            "close": 10.36,
            "amount_yi": 0.0052
          },
          {
            "time": "09:37",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0093
          },
          {
            "time": "09:38",
            "open": 10.34,
            "high": 10.34,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0017
          },
          {
            "time": "09:39",
            "open": 10.29,
            "high": 10.29,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.29,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 10.15,
        "open": 10.25,
        "high": 10.4,
        "low": 10.2,
        "bid1": 10.28,
        "ask1": 10.29,
        "bid_qty1": 35,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600626:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600626:VWAP_RECLAIM",
      "symbol": "SHSE.600626",
      "name": "申达股份",
      "side": "BUY",
      "priority": "W59",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.36,
      "exec_low": 3.41,
      "exec_high": 3.41,
      "invalid_price": 3.26,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.31,
      "entry_zone_high": 3.41,
      "entry_risk_pct": null,
      "intraday_vwap": 3.3123,
      "price_vs_vwap_pct": 0.5344,
      "energy_floor_hint_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": 0.0217,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6682,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.31,
            "high": 3.31,
            "low": 3.31,
            "close": 3.31,
            "amount_yi": 0.0033
          },
          {
            "time": "09:36",
            "open": 3.3,
            "high": 3.32,
            "low": 3.3,
            "close": 3.32,
            "amount_yi": 0.0035
          },
          {
            "time": "09:37",
            "open": 3.32,
            "high": 3.32,
            "low": 3.32,
            "close": 3.32,
            "amount_yi": 0.0035
          },
          {
            "time": "09:38",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0168
          },
          {
            "time": "09:39",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.33,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 3.28,
        "open": 3.27,
        "high": 3.34,
        "low": 3.27,
        "bid1": 3.32,
        "ask1": 3.33,
        "bid_qty1": 521,
        "ask_qty1": 739
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600448:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600448:VWAP_RECLAIM",
      "symbol": "SHSE.600448",
      "name": "华纺股份",
      "side": "BUY",
      "priority": "W60",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.71,
      "exec_low": 2.75,
      "exec_high": 2.75,
      "invalid_price": 2.63,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.67,
      "entry_zone_high": 2.75,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6324,
      "price_vs_vwap_pct": -0.4711,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0135,
        "prev_amount_yi": 0.0206,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.65,
            "high": 2.65,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0011
          },
          {
            "time": "09:36",
            "open": 2.65,
            "high": 2.65,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0021
          },
          {
            "time": "09:37",
            "open": 2.65,
            "high": 2.65,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.007
          },
          {
            "time": "09:38",
            "open": 2.64,
            "high": 2.64,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0017
          },
          {
            "time": "09:39",
            "open": 2.61,
            "high": 2.62,
            "low": 2.61,
            "close": 2.62,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.62,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 2.61,
        "open": 2.64,
        "high": 2.65,
        "low": 2.6,
        "bid1": 2.61,
        "ask1": 2.62,
        "bid_qty1": 1073,
        "ask_qty1": 1290
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000803:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000803:VWAP_RECLAIM",
      "symbol": "SZSE.000803",
      "name": "山高环能",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.14,
      "exec_low": 7.25,
      "exec_high": 7.25,
      "invalid_price": 6.93,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.03,
      "entry_zone_high": 7.25,
      "entry_risk_pct": null,
      "intraday_vwap": 7.0185,
      "price_vs_vwap_pct": 0.3063,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0549,
        "prev_amount_yi": 0.0321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7103,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 7.02,
            "high": 7.02,
            "low": 7.02,
            "close": 7.02,
            "amount_yi": 0.0059
          },
          {
            "time": "09:36",
            "open": 7.01,
            "high": 7.03,
            "low": 7.01,
            "close": 7.03,
            "amount_yi": 0.0038
          },
          {
            "time": "09:37",
            "open": 7.05,
            "high": 7.05,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.0242
          },
          {
            "time": "09:38",
            "open": 7.08,
            "high": 7.08,
            "low": 7.06,
            "close": 7.06,
            "amount_yi": 0.0188
          },
          {
            "time": "09:39",
            "open": 7.05,
            "high": 7.05,
            "low": 7.04,
            "close": 7.04,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.04,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 6.96,
        "open": 6.97,
        "high": 7.12,
        "low": 6.91,
        "bid1": 7.03,
        "ask1": 7.05,
        "bid_qty1": 39,
        "ask_qty1": 60
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002563:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002563:VWAP_RECLAIM",
      "symbol": "SZSE.002563",
      "name": "森马服饰",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.38,
      "exec_low": 5.46,
      "exec_high": 5.46,
      "invalid_price": 5.22,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.3,
      "entry_zone_high": 5.46,
      "entry_risk_pct": 4.2202,
      "intraday_vwap": 5.4299,
      "price_vs_vwap_pct": 0.186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0971,
        "prev_amount_yi": 0.0638,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5219,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.43,
            "high": 5.44,
            "low": 5.43,
            "close": 5.44,
            "amount_yi": 0.0291
          },
          {
            "time": "09:36",
            "open": 5.46,
            "high": 5.46,
            "low": 5.46,
            "close": 5.46,
            "amount_yi": 0.0239
          },
          {
            "time": "09:37",
            "open": 5.46,
            "high": 5.46,
            "low": 5.45,
            "close": 5.45,
            "amount_yi": 0.0208
          },
          {
            "time": "09:38",
            "open": 5.47,
            "high": 5.47,
            "low": 5.47,
            "close": 5.47,
            "amount_yi": 0.0176
          },
          {
            "time": "09:39",
            "open": 5.46,
            "high": 5.46,
            "low": 5.44,
            "close": 5.44,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.44,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 5.35,
        "open": 5.38,
        "high": 5.48,
        "low": 5.36,
        "bid1": 5.44,
        "ask1": 5.45,
        "bid_qty1": 445,
        "ask_qty1": 88
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002640:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002640:VWAP_RECLAIM",
      "symbol": "SZSE.002640",
      "name": "跨境通",
      "side": "BUY",
      "priority": "W63",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.16,
      "exec_low": 3.21,
      "exec_high": 3.21,
      "invalid_price": 3.07,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.11,
      "entry_zone_high": 3.21,
      "entry_risk_pct": null,
      "intraday_vwap": 3.0586,
      "price_vs_vwap_pct": 0.0458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0683,
        "prev_amount_yi": 0.0932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7328,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0138
          },
          {
            "time": "09:36",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0166
          },
          {
            "time": "09:37",
            "open": 3.07,
            "high": 3.08,
            "low": 3.07,
            "close": 3.08,
            "amount_yi": 0.02
          },
          {
            "time": "09:38",
            "open": 3.07,
            "high": 3.07,
            "low": 3.07,
            "close": 3.07,
            "amount_yi": 0.0129
          },
          {
            "time": "09:39",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.06,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 3.04,
        "open": 3.05,
        "high": 3.08,
        "low": 3.04,
        "bid1": 3.06,
        "ask1": 3.07,
        "bid_qty1": 4257,
        "ask_qty1": 2897
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002494:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002494:VWAP_RECLAIM",
      "symbol": "SZSE.002494",
      "name": "华斯股份",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.79,
      "exec_low": 4.86,
      "exec_high": 4.86,
      "invalid_price": 4.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.72,
      "entry_zone_high": 4.86,
      "entry_risk_pct": null,
      "intraday_vwap": 4.6766,
      "price_vs_vwap_pct": -0.1411,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0188,
        "prev_amount_yi": 0.0686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2741,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 4.69,
            "high": 4.7,
            "low": 4.69,
            "close": 4.7,
            "amount_yi": 0.0043
          },
          {
            "time": "09:36",
            "open": 4.71,
            "high": 4.73,
            "low": 4.71,
            "close": 4.73,
            "amount_yi": 0.0041
          },
          {
            "time": "09:37",
            "open": 4.72,
            "high": 4.72,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0047
          },
          {
            "time": "09:38",
            "open": 4.7,
            "high": 4.7,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.0031
          },
          {
            "time": "09:39",
            "open": 4.67,
            "high": 4.67,
            "low": 4.67,
            "close": 4.67,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.67,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 4.6,
        "open": 4.65,
        "high": 4.75,
        "low": 4.61,
        "bid1": 4.67,
        "ask1": 4.69,
        "bid_qty1": 57,
        "ask_qty1": 161
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002098:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002098:VWAP_RECLAIM",
      "symbol": "SZSE.002098",
      "name": "浔兴股份",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.77,
      "exec_low": 6.87,
      "exec_high": 6.87,
      "invalid_price": 6.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.67,
      "entry_zone_high": 6.87,
      "entry_risk_pct": null,
      "intraday_vwap": 6.679,
      "price_vs_vwap_pct": -0.1348,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0101,
        "prev_amount_yi": 0.0123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0011
          },
          {
            "time": "09:36",
            "open": 6.71,
            "high": 6.72,
            "low": 6.71,
            "close": 6.72,
            "amount_yi": 0.0034
          },
          {
            "time": "09:37",
            "open": 6.71,
            "high": 6.71,
            "low": 6.71,
            "close": 6.71,
            "amount_yi": 0.0044
          },
          {
            "time": "09:38",
            "open": 6.7,
            "high": 6.71,
            "low": 6.7,
            "close": 6.71,
            "amount_yi": 0.0002
          },
          {
            "time": "09:39",
            "open": 6.69,
            "high": 6.69,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.67,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 6.6,
        "open": 6.66,
        "high": 6.74,
        "low": 6.61,
        "bid1": 6.67,
        "ask1": 6.69,
        "bid_qty1": 8,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000779:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000779:VWAP_RECLAIM",
      "symbol": "SZSE.000779",
      "name": "甘咨询",
      "side": "BUY",
      "priority": "W66",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.18,
      "exec_low": 8.3,
      "exec_high": 8.3,
      "invalid_price": 7.93,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.06,
      "entry_zone_high": 8.3,
      "entry_risk_pct": null,
      "intraday_vwap": 8.1492,
      "price_vs_vwap_pct": 0.2552,
      "energy_floor_hint_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": 0.0429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 8.16,
            "high": 8.16,
            "low": 8.14,
            "close": 8.14,
            "amount_yi": 0.0037
          },
          {
            "time": "09:36",
            "open": 8.14,
            "high": 8.14,
            "low": 8.14,
            "close": 8.14,
            "amount_yi": 0.0054
          },
          {
            "time": "09:37",
            "open": 8.15,
            "high": 8.16,
            "low": 8.15,
            "close": 8.16,
            "amount_yi": 0.0055
          },
          {
            "time": "09:38",
            "open": 8.15,
            "high": 8.15,
            "low": 8.15,
            "close": 8.15,
            "amount_yi": 0.0067
          },
          {
            "time": "09:39",
            "open": 8.17,
            "high": 8.17,
            "low": 8.17,
            "close": 8.17,
            "amount_yi": 0.0125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.17,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 8.12,
        "open": 8.16,
        "high": 8.18,
        "low": 8.11,
        "bid1": 8.16,
        "ask1": 8.17,
        "bid_qty1": 119,
        "ask_qty1": 139
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002042:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002042:VWAP_RECLAIM",
      "symbol": "SZSE.002042",
      "name": "华孚时尚",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.67,
      "exec_low": 3.73,
      "exec_high": 3.73,
      "invalid_price": 3.56,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.61,
      "entry_zone_high": 3.73,
      "entry_risk_pct": null,
      "intraday_vwap": 3.5755,
      "price_vs_vwap_pct": -0.1538,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0649,
        "prev_amount_yi": 0.061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0639,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.58,
            "high": 3.58,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0311
          },
          {
            "time": "09:36",
            "open": 3.57,
            "high": 3.58,
            "low": 3.57,
            "close": 3.58,
            "amount_yi": 0.003
          },
          {
            "time": "09:37",
            "open": 3.59,
            "high": 3.6,
            "low": 3.59,
            "close": 3.6,
            "amount_yi": 0.0176
          },
          {
            "time": "09:38",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0075
          },
          {
            "time": "09:39",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.57,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 3.54,
        "open": 3.55,
        "high": 3.6,
        "low": 3.54,
        "bid1": 3.57,
        "ask1": 3.58,
        "bid_qty1": 2510,
        "ask_qty1": 1660
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000813:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000813:VWAP_RECLAIM",
      "symbol": "SZSE.000813",
      "name": "德展健康",
      "side": "BUY",
      "priority": "W68",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.23,
      "exec_low": 3.28,
      "exec_high": 3.28,
      "invalid_price": 3.13,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.18,
      "entry_zone_high": 3.28,
      "entry_risk_pct": null,
      "intraday_vwap": 3.2103,
      "price_vs_vwap_pct": -0.3208,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.105,
        "prev_amount_yi": 0.1545,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6796,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.25,
            "high": 3.25,
            "low": 3.23,
            "close": 3.23,
            "amount_yi": 0.0193
          },
          {
            "time": "09:36",
            "open": 3.23,
            "high": 3.23,
            "low": 3.22,
            "close": 3.22,
            "amount_yi": 0.0136
          },
          {
            "time": "09:37",
            "open": 3.22,
            "high": 3.22,
            "low": 3.22,
            "close": 3.22,
            "amount_yi": 0.0117
          },
          {
            "time": "09:38",
            "open": 3.22,
            "high": 3.22,
            "low": 3.21,
            "close": 3.21,
            "amount_yi": 0.0524
          },
          {
            "time": "09:39",
            "open": 3.22,
            "high": 3.22,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.2,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 3.15,
        "open": 3.16,
        "high": 3.25,
        "low": 3.14,
        "bid1": 3.2,
        "ask1": 3.21,
        "bid_qty1": 8547,
        "ask_qty1": 504
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002154:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002154:VWAP_RECLAIM",
      "symbol": "SZSE.002154",
      "name": "报 喜 鸟",
      "side": "BUY",
      "priority": "W69",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.76,
      "exec_low": 3.82,
      "exec_high": 3.82,
      "invalid_price": 3.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.7,
      "entry_zone_high": 3.82,
      "entry_risk_pct": null,
      "intraday_vwap": 3.7353,
      "price_vs_vwap_pct": -0.1419,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0694,
        "prev_amount_yi": 0.1034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6712,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.74,
            "high": 3.74,
            "low": 3.74,
            "close": 3.74,
            "amount_yi": 0.0172
          },
          {
            "time": "09:36",
            "open": 3.76,
            "high": 3.76,
            "low": 3.75,
            "close": 3.75,
            "amount_yi": 0.0256
          },
          {
            "time": "09:37",
            "open": 3.75,
            "high": 3.76,
            "low": 3.75,
            "close": 3.76,
            "amount_yi": 0.0073
          },
          {
            "time": "09:38",
            "open": 3.76,
            "high": 3.76,
            "low": 3.74,
            "close": 3.74,
            "amount_yi": 0.0141
          },
          {
            "time": "09:39",
            "open": 3.74,
            "high": 3.74,
            "low": 3.73,
            "close": 3.73,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.73,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 3.67,
        "open": 3.69,
        "high": 3.77,
        "low": 3.67,
        "bid1": 3.73,
        "ask1": 3.74,
        "bid_qty1": 1506,
        "ask_qty1": 4731
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002404:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002404:VWAP_RECLAIM",
      "symbol": "SZSE.002404",
      "name": "嘉欣丝绸",
      "side": "BUY",
      "priority": "W70",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.87,
      "exec_low": 5.96,
      "exec_high": 5.96,
      "invalid_price": 5.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.78,
      "entry_zone_high": 5.96,
      "entry_risk_pct": null,
      "intraday_vwap": 5.8124,
      "price_vs_vwap_pct": 0.3028,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0317,
        "prev_amount_yi": 0.0278,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1403,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.82,
            "high": 5.83,
            "low": 5.82,
            "close": 5.83,
            "amount_yi": 0.0057
          },
          {
            "time": "09:36",
            "open": 5.82,
            "high": 5.84,
            "low": 5.82,
            "close": 5.84,
            "amount_yi": 0.0075
          },
          {
            "time": "09:37",
            "open": 5.84,
            "high": 5.84,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.0094
          },
          {
            "time": "09:38",
            "open": 5.84,
            "high": 5.84,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.007
          },
          {
            "time": "09:39",
            "open": 5.82,
            "high": 5.83,
            "low": 5.82,
            "close": 5.83,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.83,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 5.79,
        "open": 5.79,
        "high": 5.85,
        "low": 5.78,
        "bid1": 5.82,
        "ask1": 5.83,
        "bid_qty1": 247,
        "ask_qty1": 858
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600843:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600843:VWAP_RECLAIM",
      "symbol": "SHSE.600843",
      "name": "上工申贝",
      "side": "BUY",
      "priority": "W71",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.94,
      "exec_low": 9.07,
      "exec_high": 9.07,
      "invalid_price": 8.67,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.81,
      "entry_zone_high": 9.07,
      "entry_risk_pct": null,
      "intraday_vwap": 8.6508,
      "price_vs_vwap_pct": 0.4531,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0653,
        "prev_amount_yi": 0.0884,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.0202
          },
          {
            "time": "09:36",
            "open": 8.69,
            "high": 8.71,
            "low": 8.69,
            "close": 8.71,
            "amount_yi": 0.0116
          },
          {
            "time": "09:37",
            "open": 8.72,
            "high": 8.73,
            "low": 8.72,
            "close": 8.73,
            "amount_yi": 0.0086
          },
          {
            "time": "09:38",
            "open": 8.7,
            "high": 8.7,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0182
          },
          {
            "time": "09:39",
            "open": 8.68,
            "high": 8.69,
            "low": 8.68,
            "close": 8.69,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.69,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 8.63,
        "open": 8.62,
        "high": 8.74,
        "low": 8.55,
        "bid1": 8.69,
        "ask1": 8.7,
        "bid_qty1": 30,
        "ask_qty1": 95
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002036:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002036:VWAP_RECLAIM",
      "symbol": "SZSE.002036",
      "name": "联创电子",
      "side": "BUY",
      "priority": "W72",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.79,
      "exec_low": 7.91,
      "exec_high": 7.91,
      "invalid_price": 7.56,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.67,
      "entry_zone_high": 7.91,
      "entry_risk_pct": null,
      "intraday_vwap": 7.3301,
      "price_vs_vwap_pct": 0.8172,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1681,
        "prev_amount_yi": 0.2722,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 7.35,
            "high": 7.35,
            "low": 7.33,
            "close": 7.33,
            "amount_yi": 0.0284
          },
          {
            "time": "09:36",
            "open": 7.37,
            "high": 7.37,
            "low": 7.37,
            "close": 7.37,
            "amount_yi": 0.0444
          },
          {
            "time": "09:37",
            "open": 7.41,
            "high": 7.41,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.0444
          },
          {
            "time": "09:38",
            "open": 7.36,
            "high": 7.39,
            "low": 7.36,
            "close": 7.39,
            "amount_yi": 0.0357
          },
          {
            "time": "09:39",
            "open": 7.39,
            "high": 7.39,
            "low": 7.39,
            "close": 7.39,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.39,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 7.32,
        "open": 7.36,
        "high": 7.43,
        "low": 7.2,
        "bid1": 7.38,
        "ask1": 7.39,
        "bid_qty1": 40,
        "ask_qty1": 219
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600851:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600851:VWAP_RECLAIM",
      "symbol": "SHSE.600851",
      "name": "海欣股份",
      "side": "BUY",
      "priority": "W73",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.5,
      "exec_low": 9.64,
      "exec_high": 9.64,
      "invalid_price": 9.21,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.36,
      "entry_zone_high": 9.64,
      "entry_risk_pct": null,
      "intraday_vwap": 9.1669,
      "price_vs_vwap_pct": -1.4934,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3552,
        "prev_amount_yi": 0.4948,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7179,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 9.2,
            "high": 9.2,
            "low": 9.17,
            "close": 9.17,
            "amount_yi": 0.0446
          },
          {
            "time": "09:36",
            "open": 9.09,
            "high": 9.09,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.1485
          },
          {
            "time": "09:37",
            "open": 9.06,
            "high": 9.07,
            "low": 9.06,
            "close": 9.07,
            "amount_yi": 0.0736
          },
          {
            "time": "09:38",
            "open": 9.11,
            "high": 9.11,
            "low": 9.1,
            "close": 9.1,
            "amount_yi": 0.0363
          },
          {
            "time": "09:39",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0522
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.03,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 9.18,
        "open": 9.14,
        "high": 9.39,
        "low": 8.92,
        "bid1": 9.03,
        "ask1": 9.04,
        "bid_qty1": 22,
        "ask_qty1": 120
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000045:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000045:VWAP_RECLAIM",
      "symbol": "SZSE.000045",
      "name": "深纺织Ａ",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.39,
      "exec_low": 10.55,
      "exec_high": 10.55,
      "invalid_price": 10.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.23,
      "entry_zone_high": 10.55,
      "entry_risk_pct": null,
      "intraday_vwap": 10.05,
      "price_vs_vwap_pct": 0.398,
      "energy_floor_hint_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": 0.0384,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.487,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.06,
            "high": 10.07,
            "low": 10.06,
            "close": 10.07,
            "amount_yi": 0.0036
          },
          {
            "time": "09:36",
            "open": 10.09,
            "high": 10.1,
            "low": 10.09,
            "close": 10.1,
            "amount_yi": 0.0032
          },
          {
            "time": "09:37",
            "open": 10.12,
            "high": 10.14,
            "low": 10.12,
            "close": 10.14,
            "amount_yi": 0.0039
          },
          {
            "time": "09:38",
            "open": 10.09,
            "high": 10.1,
            "low": 10.09,
            "close": 10.1,
            "amount_yi": 0.0036
          },
          {
            "time": "09:39",
            "open": 10.08,
            "high": 10.09,
            "low": 10.08,
            "close": 10.09,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.09,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 10.08,
        "open": 10.13,
        "high": 10.16,
        "low": 9.93,
        "bid1": 10.07,
        "ask1": 10.09,
        "bid_qty1": 107,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002021:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002021:VWAP_RECLAIM",
      "symbol": "SZSE.002021",
      "name": "中捷资源",
      "side": "BUY",
      "priority": "W75",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.65,
      "exec_low": 2.69,
      "exec_high": 2.69,
      "invalid_price": 2.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.61,
      "entry_zone_high": 2.69,
      "entry_risk_pct": null,
      "intraday_vwap": 2.5265,
      "price_vs_vwap_pct": 1.3259,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0669,
        "prev_amount_yi": 0.0494,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3543,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.51,
            "high": 2.51,
            "low": 2.51,
            "close": 2.51,
            "amount_yi": 0.0078
          },
          {
            "time": "09:36",
            "open": 2.52,
            "high": 2.52,
            "low": 2.52,
            "close": 2.52,
            "amount_yi": 0.0049
          },
          {
            "time": "09:37",
            "open": 2.52,
            "high": 2.53,
            "low": 2.52,
            "close": 2.53,
            "amount_yi": 0.0149
          },
          {
            "time": "09:38",
            "open": 2.54,
            "high": 2.55,
            "low": 2.54,
            "close": 2.55,
            "amount_yi": 0.02
          },
          {
            "time": "09:39",
            "open": 2.56,
            "high": 2.56,
            "low": 2.56,
            "close": 2.56,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.56,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 2.5,
        "open": 2.51,
        "high": 2.57,
        "low": 2.49,
        "bid1": 2.56,
        "ask1": 2.57,
        "bid_qty1": 649,
        "ask_qty1": 2100
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600884:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600884:VWAP_RECLAIM",
      "symbol": "SHSE.600884",
      "name": "杉杉股份",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.64,
      "exec_low": 13.84,
      "exec_high": 13.84,
      "invalid_price": 13.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 14.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.44,
      "entry_zone_high": 13.84,
      "entry_risk_pct": null,
      "intraday_vwap": 13.2727,
      "price_vs_vwap_pct": 0.1303,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2995,
        "prev_amount_yi": 0.5686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 13.31,
            "high": 13.31,
            "low": 13.29,
            "close": 13.29,
            "amount_yi": 0.0729
          },
          {
            "time": "09:36",
            "open": 13.29,
            "high": 13.3,
            "low": 13.29,
            "close": 13.3,
            "amount_yi": 0.0356
          },
          {
            "time": "09:37",
            "open": 13.29,
            "high": 13.31,
            "low": 13.29,
            "close": 13.31,
            "amount_yi": 0.0626
          },
          {
            "time": "09:38",
            "open": 13.33,
            "high": 13.34,
            "low": 13.33,
            "close": 13.34,
            "amount_yi": 0.0479
          },
          {
            "time": "09:39",
            "open": 13.26,
            "high": 13.29,
            "low": 13.26,
            "close": 13.29,
            "amount_yi": 0.0805
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.29,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 13.21,
        "open": 13.22,
        "high": 13.35,
        "low": 13.21,
        "bid1": 13.28,
        "ask1": 13.29,
        "bid_qty1": 104,
        "ask_qty1": 629
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600295:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600295:VWAP_RECLAIM",
      "symbol": "SHSE.600295",
      "name": "鄂尔多斯",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.88,
      "exec_low": 12.06,
      "exec_high": 12.06,
      "invalid_price": 11.52,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.7,
      "entry_zone_high": 12.06,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5332,
      "price_vs_vwap_pct": -0.6347,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0767,
        "prev_amount_yi": 0.1278,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6002,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 11.53,
            "high": 11.53,
            "low": 11.49,
            "close": 11.49,
            "amount_yi": 0.0218
          },
          {
            "time": "09:36",
            "open": 11.49,
            "high": 11.49,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0138
          },
          {
            "time": "09:37",
            "open": 11.48,
            "high": 11.5,
            "low": 11.48,
            "close": 11.5,
            "amount_yi": 0.006
          },
          {
            "time": "09:38",
            "open": 11.49,
            "high": 11.49,
            "low": 11.45,
            "close": 11.45,
            "amount_yi": 0.0204
          },
          {
            "time": "09:39",
            "open": 11.45,
            "high": 11.46,
            "low": 11.45,
            "close": 11.46,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.46,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 11.51,
        "open": 11.57,
        "high": 11.73,
        "low": 11.41,
        "bid1": 11.45,
        "ask1": 11.46,
        "bid_qty1": 75,
        "ask_qty1": 23
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600439:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600439:VWAP_RECLAIM",
      "symbol": "SHSE.600439",
      "name": "瑞贝卡",
      "side": "BUY",
      "priority": "W78",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.23,
      "exec_low": 2.26,
      "exec_high": 2.26,
      "invalid_price": 2.16,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.2,
      "entry_zone_high": 2.26,
      "entry_risk_pct": null,
      "intraday_vwap": 2.1728,
      "price_vs_vwap_pct": -0.1289,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0224,
        "prev_amount_yi": 0.0206,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0874,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.17,
            "high": 2.19,
            "low": 2.17,
            "close": 2.19,
            "amount_yi": 0.0029
          },
          {
            "time": "09:36",
            "open": 2.18,
            "high": 2.19,
            "low": 2.18,
            "close": 2.19,
            "amount_yi": 0.001
          },
          {
            "time": "09:37",
            "open": 2.18,
            "high": 2.18,
            "low": 2.18,
            "close": 2.18,
            "amount_yi": 0.0032
          },
          {
            "time": "09:38",
            "open": 2.17,
            "high": 2.18,
            "low": 2.17,
            "close": 2.18,
            "amount_yi": 0.0077
          },
          {
            "time": "09:39",
            "open": 2.17,
            "high": 2.17,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.17,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 2.16,
        "open": 2.16,
        "high": 2.19,
        "low": 2.16,
        "bid1": 2.17,
        "ask1": 2.18,
        "bid_qty1": 1652,
        "ask_qty1": 2043
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600152:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600152:VWAP_RECLAIM",
      "symbol": "SHSE.600152",
      "name": "维科技术",
      "side": "BUY",
      "priority": "W79",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.36,
      "exec_low": 10.52,
      "exec_high": 10.52,
      "invalid_price": 10.05,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.2,
      "entry_zone_high": 10.52,
      "entry_risk_pct": null,
      "intraday_vwap": 9.572,
      "price_vs_vwap_pct": 0.2925,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1273,
        "prev_amount_yi": 0.2111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.603,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 9.51,
            "high": 9.53,
            "low": 9.51,
            "close": 9.53,
            "amount_yi": 0.024
          },
          {
            "time": "09:36",
            "open": 9.53,
            "high": 9.57,
            "low": 9.53,
            "close": 9.57,
            "amount_yi": 0.0165
          },
          {
            "time": "09:37",
            "open": 9.58,
            "high": 9.58,
            "low": 9.58,
            "close": 9.58,
            "amount_yi": 0.027
          },
          {
            "time": "09:38",
            "open": 9.57,
            "high": 9.62,
            "low": 9.57,
            "close": 9.62,
            "amount_yi": 0.032
          },
          {
            "time": "09:39",
            "open": 9.57,
            "high": 9.6,
            "low": 9.57,
            "close": 9.6,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.6,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 9.6,
        "open": 9.7,
        "high": 9.75,
        "low": 9.48,
        "bid1": 9.59,
        "ask1": 9.6,
        "bid_qty1": 135,
        "ask_qty1": 50
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002397:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002397:VWAP_RECLAIM",
      "symbol": "SZSE.002397",
      "name": "梦洁股份",
      "side": "BUY",
      "priority": "W80",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.08,
      "exec_low": 4.14,
      "exec_high": 4.14,
      "invalid_price": 3.96,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.02,
      "entry_zone_high": 4.14,
      "entry_risk_pct": null,
      "intraday_vwap": 3.9256,
      "price_vs_vwap_pct": 0.1121,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.081,
        "prev_amount_yi": 0.0651,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2442,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.91,
            "high": 3.91,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.0307
          },
          {
            "time": "09:36",
            "open": 3.92,
            "high": 3.93,
            "low": 3.92,
            "close": 3.93,
            "amount_yi": 0.0057
          },
          {
            "time": "09:37",
            "open": 3.93,
            "high": 3.93,
            "low": 3.93,
            "close": 3.93,
            "amount_yi": 0.0071
          },
          {
            "time": "09:38",
            "open": 3.92,
            "high": 3.94,
            "low": 3.92,
            "close": 3.94,
            "amount_yi": 0.0282
          },
          {
            "time": "09:39",
            "open": 3.91,
            "high": 3.93,
            "low": 3.91,
            "close": 3.93,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.93,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 3.9,
        "open": 3.92,
        "high": 3.96,
        "low": 3.9,
        "bid1": 3.92,
        "ask1": 3.93,
        "bid_qty1": 1394,
        "ask_qty1": 516
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600400:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600400:VWAP_RECLAIM",
      "symbol": "SHSE.600400",
      "name": "红豆股份",
      "side": "BUY",
      "priority": "W81",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.53,
      "exec_low": 3.58,
      "exec_high": 3.58,
      "invalid_price": 3.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.48,
      "entry_zone_high": 3.58,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4706,
      "price_vs_vwap_pct": 0.8471,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.392,
        "prev_amount_yi": 0.2247,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7445,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0935
          },
          {
            "time": "09:36",
            "open": 3.52,
            "high": 3.53,
            "low": 3.52,
            "close": 3.53,
            "amount_yi": 0.0947
          },
          {
            "time": "09:37",
            "open": 3.52,
            "high": 3.52,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0813
          },
          {
            "time": "09:38",
            "open": 3.51,
            "high": 3.51,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0495
          },
          {
            "time": "09:39",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.5,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 3.39,
        "open": 3.39,
        "high": 3.55,
        "low": 3.37,
        "bid1": 3.49,
        "ask1": 3.5,
        "bid_qty1": 697,
        "ask_qty1": 1042
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002687:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002687:VWAP_RECLAIM",
      "symbol": "SZSE.002687",
      "name": "乔治白",
      "side": "BUY",
      "priority": "W82",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.74,
      "exec_low": 5.83,
      "exec_high": 5.83,
      "invalid_price": 5.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.65,
      "entry_zone_high": 5.83,
      "entry_risk_pct": null,
      "intraday_vwap": 5.5065,
      "price_vs_vwap_pct": -0.8445,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1387,
        "prev_amount_yi": 0.1843,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 5.45,
            "high": 5.45,
            "low": 5.45,
            "close": 5.45,
            "amount_yi": 0.0446
          },
          {
            "time": "09:36",
            "open": 5.47,
            "high": 5.48,
            "low": 5.47,
            "close": 5.48,
            "amount_yi": 0.0329
          },
          {
            "time": "09:37",
            "open": 5.47,
            "high": 5.48,
            "low": 5.47,
            "close": 5.48,
            "amount_yi": 0.012
          },
          {
            "time": "09:38",
            "open": 5.51,
            "high": 5.51,
            "low": 5.48,
            "close": 5.48,
            "amount_yi": 0.0197
          },
          {
            "time": "09:39",
            "open": 5.48,
            "high": 5.48,
            "low": 5.46,
            "close": 5.46,
            "amount_yi": 0.0295
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.46,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 5.54,
        "open": 5.49,
        "high": 5.62,
        "low": 5.43,
        "bid1": 5.46,
        "ask1": 5.47,
        "bid_qty1": 357,
        "ask_qty1": 423
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002239:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002239:VWAP_RECLAIM",
      "symbol": "SZSE.002239",
      "name": "奥特佳",
      "side": "BUY",
      "priority": "W83",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.56,
      "exec_low": 2.6,
      "exec_high": 2.6,
      "invalid_price": 2.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.52,
      "entry_zone_high": 2.6,
      "entry_risk_pct": null,
      "intraday_vwap": 2.5315,
      "price_vs_vwap_pct": -0.0593,
      "energy_floor_hint_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": 0.1234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 2.54,
            "high": 2.54,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0235
          },
          {
            "time": "09:36",
            "open": 2.54,
            "high": 2.54,
            "low": 2.54,
            "close": 2.54,
            "amount_yi": 0.0031
          },
          {
            "time": "09:37",
            "open": 2.54,
            "high": 2.54,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0029
          },
          {
            "time": "09:38",
            "open": 2.54,
            "high": 2.54,
            "low": 2.54,
            "close": 2.54,
            "amount_yi": 0.0097
          },
          {
            "time": "09:39",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0409
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.53,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 2.51,
        "open": 2.52,
        "high": 2.55,
        "low": 2.51,
        "bid1": 2.52,
        "ask1": 2.53,
        "bid_qty1": 16238,
        "ask_qty1": 220
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300005:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300005:VWAP_RECLAIM",
      "symbol": "SZSE.300005",
      "name": "探路者",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.67,
      "exec_low": 25.04,
      "exec_high": 25.04,
      "invalid_price": 23.93,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 25.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.3,
      "entry_zone_high": 25.04,
      "entry_risk_pct": null,
      "intraday_vwap": 23.9695,
      "price_vs_vwap_pct": 0.2107,
      "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": 0.7213,
        "prev_amount_yi": 1.5756,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4578,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 23.95,
            "high": 23.95,
            "low": 23.92,
            "close": 23.92,
            "amount_yi": 0.19
          },
          {
            "time": "09:36",
            "open": 23.89,
            "high": 23.91,
            "low": 23.89,
            "close": 23.91,
            "amount_yi": 0.1229
          },
          {
            "time": "09:37",
            "open": 23.94,
            "high": 24.05,
            "low": 23.94,
            "close": 24.05,
            "amount_yi": 0.1851
          },
          {
            "time": "09:38",
            "open": 24.02,
            "high": 24.07,
            "low": 24.02,
            "close": 24.07,
            "amount_yi": 0.1157
          },
          {
            "time": "09:39",
            "open": 24.06,
            "high": 24.06,
            "low": 24.02,
            "close": 24.02,
            "amount_yi": 0.1076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.02,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 23.3,
        "open": 23.47,
        "high": 24.19,
        "low": 23.47,
        "bid1": 24.01,
        "ask1": 24.02,
        "bid_qty1": 7,
        "ask_qty1": 586
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603001:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603001:VWAP_RECLAIM",
      "symbol": "SHSE.603001",
      "name": "奥康国际",
      "side": "BUY",
      "priority": "W85",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.73,
      "exec_low": 12.92,
      "exec_high": 12.92,
      "invalid_price": 12.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.54,
      "entry_zone_high": 12.92,
      "entry_risk_pct": null,
      "intraday_vwap": 11.46,
      "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": 0.001,
        "prev_amount_yi": 0.0038,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2632,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0001
          },
          {
            "time": "09:36",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0001
          },
          {
            "time": "09:37",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0005
          },
          {
            "time": "09:38",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0001
          },
          {
            "time": "09:39",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.46,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 12.73,
        "open": 11.46,
        "high": 11.46,
        "low": 11.46,
        "bid1": 0.0,
        "ask1": 11.46,
        "bid_qty1": 0,
        "ask_qty1": 631010
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002173:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002173:VWAP_RECLAIM",
      "symbol": "SZSE.002173",
      "name": "创新医疗",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.75,
      "exec_low": 19.03,
      "exec_high": 19.03,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 水域改革",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 19.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.47,
      "entry_zone_high": 19.03,
      "entry_risk_pct": null,
      "intraday_vwap": 18.2906,
      "price_vs_vwap_pct": -0.4407,
      "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": 0.5061,
        "prev_amount_yi": 0.6648,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7613,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 18.35,
            "high": 18.35,
            "low": 18.28,
            "close": 18.28,
            "amount_yi": 0.11
          },
          {
            "time": "09:36",
            "open": 18.25,
            "high": 18.25,
            "low": 18.19,
            "close": 18.19,
            "amount_yi": 0.1134
          },
          {
            "time": "09:37",
            "open": 18.21,
            "high": 18.21,
            "low": 18.18,
            "close": 18.18,
            "amount_yi": 0.1022
          },
          {
            "time": "09:38",
            "open": 18.17,
            "high": 18.25,
            "low": 18.17,
            "close": 18.25,
            "amount_yi": 0.1087
          },
          {
            "time": "09:39",
            "open": 18.23,
            "high": 18.23,
            "low": 18.21,
            "close": 18.21,
            "amount_yi": 0.0718
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.21,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 18.19,
        "open": 18.31,
        "high": 18.5,
        "low": 18.12,
        "bid1": 18.21,
        "ask1": 18.23,
        "bid_qty1": 27,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300003:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300003:VWAP_RECLAIM",
      "symbol": "SZSE.300003",
      "name": "乐普医疗",
      "side": "BUY",
      "priority": "W87",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.84,
      "exec_low": 13.03,
      "exec_high": 13.03,
      "invalid_price": 12.45,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.65,
      "entry_zone_high": 13.03,
      "entry_risk_pct": null,
      "intraday_vwap": 12.7368,
      "price_vs_vwap_pct": -0.917,
      "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": 0.4066,
        "prev_amount_yi": 0.4902,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8295,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 12.83,
            "high": 12.83,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.1358
          },
          {
            "time": "09:36",
            "open": 12.74,
            "high": 12.74,
            "low": 12.69,
            "close": 12.69,
            "amount_yi": 0.0714
          },
          {
            "time": "09:37",
            "open": 12.7,
            "high": 12.7,
            "low": 12.62,
            "close": 12.62,
            "amount_yi": 0.0733
          },
          {
            "time": "09:38",
            "open": 12.63,
            "high": 12.63,
            "low": 12.63,
            "close": 12.63,
            "amount_yi": 0.0672
          },
          {
            "time": "09:39",
            "open": 12.64,
            "high": 12.64,
            "low": 12.62,
            "close": 12.62,
            "amount_yi": 0.0589
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.62,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 12.5,
        "open": 12.59,
        "high": 12.87,
        "low": 12.58,
        "bid1": 12.62,
        "ask1": 12.63,
        "bid_qty1": 242,
        "ask_qty1": 129
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600763:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600763:VWAP_RECLAIM",
      "symbol": "SHSE.600763",
      "name": "通策医疗",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.3,
      "exec_low": 36.84,
      "exec_high": 36.84,
      "invalid_price": 35.21,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 婴童概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.76,
      "entry_zone_high": 36.84,
      "entry_risk_pct": null,
      "intraday_vwap": 35.7937,
      "price_vs_vwap_pct": -0.4853,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1714,
        "prev_amount_yi": 0.228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7518,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 35.98,
            "high": 35.98,
            "low": 35.79,
            "close": 35.79,
            "amount_yi": 0.0473
          },
          {
            "time": "09:36",
            "open": 35.76,
            "high": 35.76,
            "low": 35.67,
            "close": 35.67,
            "amount_yi": 0.0433
          },
          {
            "time": "09:37",
            "open": 35.65,
            "high": 35.65,
            "low": 35.65,
            "close": 35.65,
            "amount_yi": 0.0359
          },
          {
            "time": "09:38",
            "open": 35.67,
            "high": 35.67,
            "low": 35.63,
            "close": 35.63,
            "amount_yi": 0.0236
          },
          {
            "time": "09:39",
            "open": 35.67,
            "high": 35.67,
            "low": 35.62,
            "close": 35.62,
            "amount_yi": 0.0213
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.62,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 35.38,
        "open": 35.66,
        "high": 36.04,
        "low": 35.58,
        "bid1": 35.61,
        "ask1": 35.62,
        "bid_qty1": 28,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300314:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300314:VWAP_RECLAIM",
      "symbol": "SZSE.300314",
      "name": "戴维医疗",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.93,
      "exec_low": 10.08,
      "exec_high": 10.08,
      "invalid_price": 9.63,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 婴童概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.78,
      "entry_zone_high": 10.08,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8256,
      "price_vs_vwap_pct": -0.057,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0113,
        "prev_amount_yi": 0.0279,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.405,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 9.87,
            "high": 9.87,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0022
          },
          {
            "time": "09:36",
            "open": 9.84,
            "high": 9.84,
            "low": 9.84,
            "close": 9.84,
            "amount_yi": 0.0022
          },
          {
            "time": "09:37",
            "open": 9.84,
            "high": 9.84,
            "low": 9.83,
            "close": 9.83,
            "amount_yi": 0.0014
          },
          {
            "time": "09:38",
            "open": 9.83,
            "high": 9.83,
            "low": 9.81,
            "close": 9.81,
            "amount_yi": 0.0021
          },
          {
            "time": "09:39",
            "open": 9.82,
            "high": 9.82,
            "low": 9.82,
            "close": 9.82,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.82,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 9.69,
        "open": 9.78,
        "high": 9.9,
        "low": 9.74,
        "bid1": 9.82,
        "ask1": 9.83,
        "bid_qty1": 39,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002693:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.002693:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002693",
      "name": "双成药业",
      "side": "BUY",
      "priority": "W90",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 10.8183,
      "price_vs_vwap_pct": -2.3876,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3749,
        "prev_amount_yi": 1.0523,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3563,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 10.85,
            "high": 10.85,
            "low": 10.85,
            "close": 10.85,
            "amount_yi": 0.1046
          },
          {
            "time": "09:36",
            "open": 10.71,
            "high": 10.71,
            "low": 10.62,
            "close": 10.62,
            "amount_yi": 0.0705
          },
          {
            "time": "09:37",
            "open": 10.62,
            "high": 10.67,
            "low": 10.62,
            "close": 10.67,
            "amount_yi": 0.0655
          },
          {
            "time": "09:38",
            "open": 10.71,
            "high": 10.71,
            "low": 10.7,
            "close": 10.7,
            "amount_yi": 0.0702
          },
          {
            "time": "09:39",
            "open": 10.68,
            "high": 10.68,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0641
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.56,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 10.67,
        "open": 10.51,
        "high": 11.27,
        "low": 10.51,
        "bid1": 10.56,
        "ask1": 10.57,
        "bid_qty1": 23,
        "ask_qty1": 127
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002020:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.002020:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002020",
      "name": "京新药业",
      "side": "BUY",
      "priority": "W91",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 15.1697,
      "price_vs_vwap_pct": -1.9756,
      "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": 0.698,
        "prev_amount_yi": 1.8812,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.371,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 15.22,
            "high": 15.22,
            "low": 15.16,
            "close": 15.16,
            "amount_yi": 0.1955
          },
          {
            "time": "09:36",
            "open": 15.07,
            "high": 15.07,
            "low": 15.04,
            "close": 15.04,
            "amount_yi": 0.1468
          },
          {
            "time": "09:37",
            "open": 14.99,
            "high": 14.99,
            "low": 14.94,
            "close": 14.94,
            "amount_yi": 0.0889
          },
          {
            "time": "09:38",
            "open": 15.06,
            "high": 15.06,
            "low": 15.04,
            "close": 15.04,
            "amount_yi": 0.178
          },
          {
            "time": "09:39",
            "open": 15.01,
            "high": 15.01,
            "low": 14.87,
            "close": 14.87,
            "amount_yi": 0.0888
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.87,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 14.66,
        "open": 15.46,
        "high": 15.47,
        "low": 14.73,
        "bid1": 14.86,
        "ask1": 14.87,
        "bid_qty1": 252,
        "ask_qty1": 277
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000908:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.000908:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000908",
      "name": "石药景峰",
      "side": "BUY",
      "priority": "W92",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 6.6668,
      "price_vs_vwap_pct": 0.198,
      "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": 0.8321,
        "prev_amount_yi": 1.1733,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7092,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 6.88,
            "high": 6.88,
            "low": 6.87,
            "close": 6.87,
            "amount_yi": 0.4802
          },
          {
            "time": "09:36",
            "open": 6.87,
            "high": 6.87,
            "low": 6.86,
            "close": 6.86,
            "amount_yi": 0.1354
          },
          {
            "time": "09:37",
            "open": 6.72,
            "high": 6.72,
            "low": 6.72,
            "close": 6.72,
            "amount_yi": 0.0907
          },
          {
            "time": "09:38",
            "open": 6.71,
            "high": 6.71,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0686
          },
          {
            "time": "09:39",
            "open": 6.69,
            "high": 6.69,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0572
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "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": "2026-07-03T09:39:57",
        "prev_close": 6.25,
        "open": 6.43,
        "high": 6.88,
        "low": 6.39,
        "bid1": 6.67,
        "ask1": 6.69,
        "bid_qty1": 300,
        "ask_qty1": 783
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000028:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000028:VWAP_RECLAIM",
      "symbol": "SZSE.000028",
      "name": "国药一致",
      "side": "BUY",
      "priority": "W93",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.92,
      "exec_low": 20.22,
      "exec_high": 20.22,
      "invalid_price": 19.32,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.62,
      "entry_zone_high": 20.22,
      "entry_risk_pct": null,
      "intraday_vwap": 19.8484,
      "price_vs_vwap_pct": -0.1431,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0291,
        "prev_amount_yi": 0.0511,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 19.95,
            "high": 19.95,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0111
          },
          {
            "time": "09:36",
            "open": 19.94,
            "high": 19.94,
            "low": 19.89,
            "close": 19.89,
            "amount_yi": 0.0057
          },
          {
            "time": "09:37",
            "open": 19.88,
            "high": 19.88,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0035
          },
          {
            "time": "09:38",
            "open": 19.88,
            "high": 19.88,
            "low": 19.86,
            "close": 19.86,
            "amount_yi": 0.0061
          },
          {
            "time": "09:39",
            "open": 19.88,
            "high": 19.88,
            "low": 19.82,
            "close": 19.82,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.82,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 19.75,
        "open": 19.72,
        "high": 19.97,
        "low": 19.69,
        "bid1": 19.82,
        "ask1": 19.83,
        "bid_qty1": 33,
        "ask_qty1": 9
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W94",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.63,
      "exec_low": 3.68,
      "exec_high": 3.68,
      "invalid_price": 3.52,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.58,
      "entry_zone_high": 3.68,
      "entry_risk_pct": null,
      "intraday_vwap": 3.6298,
      "price_vs_vwap_pct": -0.27,
      "energy_floor_hint_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": 0.1022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 3.65,
            "high": 3.65,
            "low": 3.64,
            "close": 3.64,
            "amount_yi": 0.0102
          },
          {
            "time": "09:36",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0084
          },
          {
            "time": "09:37",
            "open": 3.62,
            "high": 3.63,
            "low": 3.62,
            "close": 3.63,
            "amount_yi": 0.0044
          },
          {
            "time": "09:38",
            "open": 3.63,
            "high": 3.63,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0034
          },
          {
            "time": "09:39",
            "open": 3.63,
            "high": 3.63,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "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": "2026-07-03T09:39:54",
        "prev_close": 3.58,
        "open": 3.61,
        "high": 3.65,
        "low": 3.59,
        "bid1": 3.62,
        "ask1": 3.63,
        "bid_qty1": 668,
        "ask_qty1": 1492
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002262:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002262:VWAP_RECLAIM",
      "symbol": "SZSE.002262",
      "name": "恩华药业",
      "side": "BUY",
      "priority": "W95",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.97,
      "exec_low": 20.27,
      "exec_high": 20.27,
      "invalid_price": 19.37,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.67,
      "entry_zone_high": 20.27,
      "entry_risk_pct": null,
      "intraday_vwap": 19.9732,
      "price_vs_vwap_pct": -0.3164,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1471,
        "prev_amount_yi": 0.2774,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 20.05,
            "high": 20.05,
            "low": 19.99,
            "close": 19.99,
            "amount_yi": 0.0391
          },
          {
            "time": "09:36",
            "open": 19.97,
            "high": 19.97,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0251
          },
          {
            "time": "09:37",
            "open": 19.87,
            "high": 19.87,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0277
          },
          {
            "time": "09:38",
            "open": 19.93,
            "high": 19.93,
            "low": 19.89,
            "close": 19.89,
            "amount_yi": 0.0253
          },
          {
            "time": "09:39",
            "open": 19.94,
            "high": 19.94,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0299
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.91,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 19.75,
        "open": 19.8,
        "high": 20.12,
        "low": 19.8,
        "bid1": 19.9,
        "ask1": 19.92,
        "bid_qty1": 78,
        "ask_qty1": 17
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600267:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600267:VWAP_RECLAIM",
      "symbol": "SHSE.600267",
      "name": "海正药业",
      "side": "BUY",
      "priority": "W96",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.74,
      "exec_low": 10.9,
      "exec_high": 10.9,
      "invalid_price": 10.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.58,
      "entry_zone_high": 10.9,
      "entry_risk_pct": null,
      "intraday_vwap": 10.6335,
      "price_vs_vwap_pct": -0.5031,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1447,
        "prev_amount_yi": 0.2062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7017,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 10.73,
            "high": 10.73,
            "low": 10.65,
            "close": 10.65,
            "amount_yi": 0.0547
          },
          {
            "time": "09:36",
            "open": 10.63,
            "high": 10.67,
            "low": 10.63,
            "close": 10.67,
            "amount_yi": 0.0337
          },
          {
            "time": "09:37",
            "open": 10.61,
            "high": 10.61,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0199
          },
          {
            "time": "09:38",
            "open": 10.58,
            "high": 10.58,
            "low": 10.58,
            "close": 10.58,
            "amount_yi": 0.0212
          },
          {
            "time": "09:39",
            "open": 10.59,
            "high": 10.59,
            "low": 10.58,
            "close": 10.58,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.58,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 10.51,
        "open": 10.57,
        "high": 10.74,
        "low": 10.52,
        "bid1": 10.58,
        "ask1": 10.59,
        "bid_qty1": 43,
        "ask_qty1": 114
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601607:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601607:VWAP_RECLAIM",
      "symbol": "SHSE.601607",
      "name": "上海医药",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.0,
      "exec_low": 16.24,
      "exec_high": 16.24,
      "invalid_price": 15.52,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.76,
      "entry_zone_high": 16.24,
      "entry_risk_pct": 3.5426,
      "intraday_vwap": 16.121,
      "price_vs_vwap_pct": -0.1923,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1278,
        "prev_amount_yi": 0.2361,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5413,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 16.19,
            "high": 16.19,
            "low": 16.15,
            "close": 16.15,
            "amount_yi": 0.0216
          },
          {
            "time": "09:36",
            "open": 16.13,
            "high": 16.13,
            "low": 16.1,
            "close": 16.1,
            "amount_yi": 0.019
          },
          {
            "time": "09:37",
            "open": 16.11,
            "high": 16.11,
            "low": 16.09,
            "close": 16.09,
            "amount_yi": 0.0203
          },
          {
            "time": "09:38",
            "open": 16.11,
            "high": 16.11,
            "low": 16.09,
            "close": 16.09,
            "amount_yi": 0.0236
          },
          {
            "time": "09:39",
            "open": 16.09,
            "high": 16.09,
            "low": 16.09,
            "close": 16.09,
            "amount_yi": 0.0433
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.09,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 15.92,
        "open": 15.96,
        "high": 16.21,
        "low": 15.94,
        "bid1": 16.08,
        "ask1": 16.09,
        "bid_qty1": 25,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000661:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000661:VWAP_RECLAIM",
      "symbol": "SZSE.000661",
      "name": "长春高新",
      "side": "BUY",
      "priority": "W98",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 71.61,
      "exec_low": 72.68,
      "exec_high": 72.68,
      "invalid_price": 69.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 73.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 72.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 70.54,
      "entry_zone_high": 72.68,
      "entry_risk_pct": null,
      "intraday_vwap": 69.8588,
      "price_vs_vwap_pct": -0.3561,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3318,
        "prev_amount_yi": 0.6477,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5123,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 70.03,
            "high": 70.03,
            "low": 69.91,
            "close": 69.91,
            "amount_yi": 0.0905
          },
          {
            "time": "09:36",
            "open": 70.0,
            "high": 70.0,
            "low": 69.77,
            "close": 69.77,
            "amount_yi": 0.0734
          },
          {
            "time": "09:37",
            "open": 69.65,
            "high": 69.65,
            "low": 69.44,
            "close": 69.44,
            "amount_yi": 0.0781
          },
          {
            "time": "09:38",
            "open": 69.57,
            "high": 69.57,
            "low": 69.55,
            "close": 69.55,
            "amount_yi": 0.0613
          },
          {
            "time": "09:39",
            "open": 69.65,
            "high": 69.65,
            "low": 69.61,
            "close": 69.61,
            "amount_yi": 0.0285
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.61,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 69.11,
        "open": 69.93,
        "high": 70.38,
        "low": 69.22,
        "bid1": 69.58,
        "ask1": 69.6,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600332:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600332:VWAP_RECLAIM",
      "symbol": "SHSE.600332",
      "name": "白云山",
      "side": "BUY",
      "priority": "W99",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.88,
      "exec_low": 21.19,
      "exec_high": 21.19,
      "invalid_price": 20.25,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 21.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.19,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.57,
      "entry_zone_high": 21.19,
      "entry_risk_pct": 3.3874,
      "intraday_vwap": 21.0063,
      "price_vs_vwap_pct": -0.2204,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0779,
        "prev_amount_yi": 0.1831,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4255,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 21.11,
            "high": 21.11,
            "low": 21.05,
            "close": 21.05,
            "amount_yi": 0.0157
          },
          {
            "time": "09:36",
            "open": 21.04,
            "high": 21.04,
            "low": 21.04,
            "close": 21.04,
            "amount_yi": 0.0197
          },
          {
            "time": "09:37",
            "open": 21.01,
            "high": 21.01,
            "low": 20.95,
            "close": 20.95,
            "amount_yi": 0.0119
          },
          {
            "time": "09:38",
            "open": 21.0,
            "high": 21.0,
            "low": 20.97,
            "close": 20.97,
            "amount_yi": 0.0154
          },
          {
            "time": "09:39",
            "open": 20.98,
            "high": 20.98,
            "low": 20.96,
            "close": 20.96,
            "amount_yi": 0.0152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.96,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 20.79,
        "open": 20.84,
        "high": 21.12,
        "low": 20.81,
        "bid1": 20.95,
        "ask1": 20.96,
        "bid_qty1": 54,
        "ask_qty1": 66
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600196:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600196:VWAP_RECLAIM",
      "symbol": "SHSE.600196",
      "name": "复星医药",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.63,
      "exec_low": 23.98,
      "exec_high": 23.98,
      "invalid_price": 22.92,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.28,
      "entry_zone_high": 23.98,
      "entry_risk_pct": null,
      "intraday_vwap": 23.3734,
      "price_vs_vwap_pct": -0.5707,
      "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": 0.5122,
        "prev_amount_yi": 0.7378,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 23.52,
            "high": 23.52,
            "low": 23.42,
            "close": 23.42,
            "amount_yi": 0.1406
          },
          {
            "time": "09:36",
            "open": 23.34,
            "high": 23.34,
            "low": 23.31,
            "close": 23.31,
            "amount_yi": 0.1058
          },
          {
            "time": "09:37",
            "open": 23.3,
            "high": 23.3,
            "low": 23.22,
            "close": 23.22,
            "amount_yi": 0.115
          },
          {
            "time": "09:38",
            "open": 23.28,
            "high": 23.28,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0815
          },
          {
            "time": "09:39",
            "open": 23.24,
            "high": 23.24,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0693
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.24,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 23.03,
        "open": 23.2,
        "high": 23.53,
        "low": 23.2,
        "bid1": 23.24,
        "ask1": 23.25,
        "bid_qty1": 2,
        "ask_qty1": 156
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600521:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600521:VWAP_RECLAIM",
      "symbol": "SHSE.600521",
      "name": "华海药业",
      "side": "BUY",
      "priority": "W101",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.19,
      "exec_low": 15.42,
      "exec_high": 15.42,
      "invalid_price": 14.73,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.96,
      "entry_zone_high": 15.42,
      "entry_risk_pct": null,
      "intraday_vwap": 15.1766,
      "price_vs_vwap_pct": -0.3729,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3228,
        "prev_amount_yi": 0.5075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6361,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 15.28,
            "high": 15.28,
            "low": 15.26,
            "close": 15.26,
            "amount_yi": 0.0804
          },
          {
            "time": "09:36",
            "open": 15.22,
            "high": 15.22,
            "low": 15.16,
            "close": 15.16,
            "amount_yi": 0.0442
          },
          {
            "time": "09:37",
            "open": 15.14,
            "high": 15.14,
            "low": 15.11,
            "close": 15.11,
            "amount_yi": 0.0274
          },
          {
            "time": "09:38",
            "open": 15.11,
            "high": 15.11,
            "low": 15.08,
            "close": 15.08,
            "amount_yi": 0.0648
          },
          {
            "time": "09:39",
            "open": 15.14,
            "high": 15.14,
            "low": 15.12,
            "close": 15.12,
            "amount_yi": 0.106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.12,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 14.91,
        "open": 15.12,
        "high": 15.3,
        "low": 15.0,
        "bid1": 15.09,
        "ask1": 15.12,
        "bid_qty1": 16,
        "ask_qty1": 192
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300452:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300452:VWAP_RECLAIM",
      "symbol": "SZSE.300452",
      "name": "山河药辅",
      "side": "BUY",
      "priority": "W102",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.4,
      "exec_low": 12.59,
      "exec_high": 12.59,
      "invalid_price": 12.03,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.21,
      "entry_zone_high": 12.59,
      "entry_risk_pct": null,
      "intraday_vwap": 12.359,
      "price_vs_vwap_pct": -0.1537,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0246,
        "prev_amount_yi": 0.0433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 12.42,
            "high": 12.42,
            "low": 12.38,
            "close": 12.38,
            "amount_yi": 0.01
          },
          {
            "time": "09:36",
            "open": 12.38,
            "high": 12.38,
            "low": 12.34,
            "close": 12.34,
            "amount_yi": 0.0068
          },
          {
            "time": "09:37",
            "open": 12.36,
            "high": 12.36,
            "low": 12.33,
            "close": 12.33,
            "amount_yi": 0.0025
          },
          {
            "time": "09:38",
            "open": 12.34,
            "high": 12.34,
            "low": 12.33,
            "close": 12.33,
            "amount_yi": 0.0033
          },
          {
            "time": "09:39",
            "open": 12.34,
            "high": 12.34,
            "low": 12.34,
            "close": 12.34,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.34,
        "ts": "2026-07-03T09:39:54",
        "prev_close": 12.2,
        "open": 12.33,
        "high": 12.44,
        "low": 12.2,
        "bid1": 12.32,
        "ask1": 12.34,
        "bid_qty1": 17,
        "ask_qty1": 19
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000963:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000963:VWAP_RECLAIM",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 30.26,
      "exec_low": 30.71,
      "exec_high": 30.71,
      "invalid_price": 29.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 31.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.81,
      "entry_zone_high": 30.71,
      "entry_risk_pct": null,
      "intraday_vwap": 29.9955,
      "price_vs_vwap_pct": -0.7184,
      "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": 0.6817,
        "prev_amount_yi": 0.7238,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 30.19,
            "high": 30.19,
            "low": 30.08,
            "close": 30.08,
            "amount_yi": 0.1999
          },
          {
            "time": "09:36",
            "open": 29.94,
            "high": 29.94,
            "low": 29.9,
            "close": 29.9,
            "amount_yi": 0.1265
          },
          {
            "time": "09:37",
            "open": 30.0,
            "high": 30.0,
            "low": 29.83,
            "close": 29.83,
            "amount_yi": 0.0994
          },
          {
            "time": "09:38",
            "open": 29.98,
            "high": 29.98,
            "low": 29.86,
            "close": 29.86,
            "amount_yi": 0.0888
          },
          {
            "time": "09:39",
            "open": 29.8,
            "high": 29.8,
            "low": 29.78,
            "close": 29.78,
            "amount_yi": 0.1671
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.78,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 29.49,
        "open": 29.99,
        "high": 30.3,
        "low": 29.77,
        "bid1": 29.77,
        "ask1": 29.78,
        "bid_qty1": 23,
        "ask_qty1": 425
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000597:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000597:VWAP_RECLAIM",
      "symbol": "SZSE.000597",
      "name": "东北制药",
      "side": "BUY",
      "priority": "W104",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.49,
      "exec_low": 4.56,
      "exec_high": 4.56,
      "invalid_price": 4.36,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 甲型流感",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.42,
      "entry_zone_high": 4.56,
      "entry_risk_pct": 3.1111,
      "intraday_vwap": 4.5075,
      "price_vs_vwap_pct": -0.1664,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0322,
        "prev_amount_yi": 0.0367,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8774,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 4.53,
            "high": 4.53,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0071
          },
          {
            "time": "09:36",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0035
          },
          {
            "time": "09:37",
            "open": 4.51,
            "high": 4.51,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0069
          },
          {
            "time": "09:38",
            "open": 4.51,
            "high": 4.51,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0094
          },
          {
            "time": "09:39",
            "open": 4.51,
            "high": 4.51,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43328.4,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.5,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 4.45,
        "open": 4.46,
        "high": 4.54,
        "low": 4.46,
        "bid1": 4.49,
        "ask1": 4.5,
        "bid_qty1": 454,
        "ask_qty1": 95
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600062:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600062:VWAP_RECLAIM",
      "symbol": "SHSE.600062",
      "name": "华润双鹤",
      "side": "BUY",
      "priority": "W105",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.96,
      "exec_low": 17.21,
      "exec_high": 17.21,
      "invalid_price": 16.45,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.71,
      "entry_zone_high": 17.21,
      "entry_risk_pct": null,
      "intraday_vwap": 16.9504,
      "price_vs_vwap_pct": -0.4153,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1712,
        "prev_amount_yi": 0.1253,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 17.07,
            "high": 17.07,
            "low": 17.02,
            "close": 17.02,
            "amount_yi": 0.0791
          },
          {
            "time": "09:36",
            "open": 17.0,
            "high": 17.0,
            "low": 16.98,
            "close": 16.98,
            "amount_yi": 0.0278
          },
          {
            "time": "09:37",
            "open": 16.96,
            "high": 16.96,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.0168
          },
          {
            "time": "09:38",
            "open": 16.95,
            "high": 16.95,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0147
          },
          {
            "time": "09:39",
            "open": 16.9,
            "high": 16.9,
            "low": 16.88,
            "close": 16.88,
            "amount_yi": 0.0328
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.88,
        "ts": "2026-07-03T09:39:56",
        "prev_close": 16.75,
        "open": 16.76,
        "high": 17.1,
        "low": 16.74,
        "bid1": 16.88,
        "ask1": 16.89,
        "bid_qty1": 28,
        "ask_qty1": 32
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600085:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600085:VWAP_RECLAIM",
      "symbol": "SHSE.600085",
      "name": "同仁堂",
      "side": "BUY",
      "priority": "W106",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.67,
      "exec_low": 24.03,
      "exec_high": 24.03,
      "invalid_price": 22.96,
      "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": "2026-07-03T09:39:57",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.31,
      "entry_zone_high": 24.03,
      "entry_risk_pct": null,
      "intraday_vwap": 23.585,
      "price_vs_vwap_pct": -0.3604,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0988,
        "prev_amount_yi": 0.2071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4771,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 23.65,
            "high": 23.65,
            "low": 23.59,
            "close": 23.59,
            "amount_yi": 0.0193
          },
          {
            "time": "09:36",
            "open": 23.53,
            "high": 23.54,
            "low": 23.53,
            "close": 23.54,
            "amount_yi": 0.0143
          },
          {
            "time": "09:37",
            "open": 23.53,
            "high": 23.53,
            "low": 23.51,
            "close": 23.51,
            "amount_yi": 0.0315
          },
          {
            "time": "09:38",
            "open": 23.56,
            "high": 23.56,
            "low": 23.53,
            "close": 23.53,
            "amount_yi": 0.021
          },
          {
            "time": "09:39",
            "open": 23.53,
            "high": 23.53,
            "low": 23.5,
            "close": 23.5,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.5,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 23.28,
        "open": 23.44,
        "high": 23.73,
        "low": 23.36,
        "bid1": 23.5,
        "ask1": 23.51,
        "bid_qty1": 45,
        "ask_qty1": 21
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000592:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.000592:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000592",
      "name": "平潭发展",
      "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": "2026-07-03T09:39:57",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "赛马概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_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": 7.2581,
      "price_vs_vwap_pct": -2.5916,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.5329,
        "prev_amount_yi": 3.1869,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7948,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:35",
            "open": 7.13,
            "high": 7.13,
            "low": 7.09,
            "close": 7.09,
            "amount_yi": 0.6089
          },
          {
            "time": "09:36",
            "open": 7.08,
            "high": 7.08,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.5503
          },
          {
            "time": "09:37",
            "open": 7.07,
            "high": 7.1,
            "low": 7.07,
            "close": 7.1,
            "amount_yi": 0.4494
          },
          {
            "time": "09:38",
            "open": 7.06,
            "high": 7.06,
            "low": 7.06,
            "close": 7.06,
            "amount_yi": 0.4697
          },
          {
            "time": "09:39",
            "open": 7.04,
            "high": 7.07,
            "low": 7.04,
            "close": 7.07,
            "amount_yi": 0.4546
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86656.8,
      "current_position_value": 0.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.07,
        "ts": "2026-07-03T09:39:57",
        "prev_close": 7.76,
        "open": 7.56,
        "high": 7.67,
        "low": 7.01,
        "bid1": 7.06,
        "ask1": 7.07,
        "bid_qty1": 351,
        "ask_qty1": 2638
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600353:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SHSE.600353:POSITION_TREND_ADD",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 43.58,
      "exec_low": 42.86,
      "exec_high": 43.93,
      "invalid_price": 42.49,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 42.3,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 43.93,
      "dynamic_exec_high": 43.93,
      "entry_zone_low": 42.86,
      "entry_zone_high": 43.93,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 42.8625,
      "price_vs_vwap_pct": 1.674,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 216462.48,
      "current_position_value": 8716.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 200,
      "t0_protection_qty_cap": 200,
      "ma5": null,
      "quote": {
        "last": 43.58,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 43.6,
        "low": 42.26,
        "bid1": 43.57,
        "ask1": 43.58,
        "bid_qty1": 4,
        "ask_qty1": 177
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 519694.0,
    "market_value": 562618.4,
    "total_value": 1082312.4,
    "unrealized_pnl": 45276.28163829683,
    "unrealized_pnl_pct_of_initial": 4.527628163829683,
    "realized_pnl": 37036.11836170308,
    "realized_pnl_pct_of_initial": 3.7036118361703076,
    "total_pnl": 82312.3999999999,
    "total_pnl_pct": 8.231239999999996
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 38400,
      "avg_cost": 3.565,
      "last_price": 4.07,
      "market_value": 156288.0,
      "unrealized_pnl": 19392.000000000015,
      "unrealized_pnl_pct": 14.165497896213196,
      "updated_at": "2026-07-03T09:39:57",
      "prev_close": 4.06,
      "holding_days": 2,
      "position_pct_of_total": 14.440193053318062
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 1001,
      "avg_cost": 124.28448712255774,
      "last_price": 129.8,
      "market_value": 130189.40000000001,
      "unrealized_pnl": 5532.059416074603,
      "unrealized_pnl_pct": 4.43781279960016,
      "updated_at": "2026-07-03T09:39:57",
      "prev_close": 135.05,
      "holding_days": 2,
      "position_pct_of_total": 12.02881903598259
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 110.65,
      "last_price": 115.0,
      "market_value": 92000.0,
      "unrealized_pnl": 3479.9999999999955,
      "unrealized_pnl_pct": 3.931314957071841,
      "updated_at": "2026-07-03T09:39:57",
      "prev_close": 117.31,
      "holding_days": 10,
      "position_pct_of_total": 8.500318392360654
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 1100,
      "avg_cost": 57.27,
      "last_price": 69.55,
      "market_value": 76505.0,
      "unrealized_pnl": 13507.999999999993,
      "unrealized_pnl_pct": 21.44229090274139,
      "updated_at": "2026-07-03T09:39:57",
      "prev_close": 63.23,
      "holding_days": 2,
      "position_pct_of_total": 7.068661506603824
    },
    {
      "symbol": "SZSE.002773",
      "name": "康弘药业",
      "quantity": 2800,
      "sellable_qty": 2800,
      "avg_cost": 22.5,
      "last_price": 22.07,
      "market_value": 61796.0,
      "unrealized_pnl": -1203.999999999999,
      "unrealized_pnl_pct": -1.9111111111111079,
      "updated_at": "2026-07-03T09:39:57",
      "prev_close": 21.9,
      "holding_days": 1,
      "position_pct_of_total": 5.7096269062425975
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 400,
      "sellable_qty": 400,
      "avg_cost": 83.20444444444445,
      "last_price": 92.81,
      "market_value": 37124.0,
      "unrealized_pnl": 3842.2222222222217,
      "unrealized_pnl_pct": 11.544522194327222,
      "updated_at": "2026-07-03T09:39:57",
      "prev_close": 95.98,
      "holding_days": 6,
      "position_pct_of_total": 3.4300632608477923
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 43.58,
      "market_value": 8716.0,
      "unrealized_pnl": 725.9999999999991,
      "unrealized_pnl_pct": 9.086357947434287,
      "updated_at": "2026-07-03T09:39:57",
      "prev_close": 42.3,
      "holding_days": 9,
      "position_pct_of_total": 0.8053127729110376
    }
  ],
  "paper_orders": [
    {
      "adjusted_avg_cost": null,
      "amount": 61264.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260703:SZSE.002915:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 21.88,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "中欣氟材",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260702",
      "plan_id": "RISK:20260702:SZSE.002915:position_stop_loss",
      "position_pnl_pct": -3.183,
      "price": 21.88,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 2800,
      "quote_ask1": 21.9,
      "quote_ask_qty1": 19,
      "quote_bid1": 21.88,
      "quote_bid_qty1": 233,
      "quote_high": 22.6,
      "quote_last": 21.9,
      "quote_low": 21.88,
      "quote_open": 22.4,
      "quote_prev_close": 23.54,
      "quote_ts": "2026-07-03T09:31:33",
      "raw_avg_cost": 22.62,
      "raw_position_pnl_pct": -3.1830238726790583,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 2800,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.002915",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "氟化工概念",
      "trade_date": "20260703",
      "trigger_price": -3.0,
      "ts": "2026-07-03T09:31:35",
      "id": 37
    },
    {
      "adjusted_avg_cost": null,
      "amount": 22648.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260703: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": "20260702",
      "plan_id": "RISK:20260702:SZSE.300236:position_invalid_price",
      "position_pnl_pct": 2.5215,
      "price": 113.24,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 200,
      "quote_ask1": 113.44,
      "quote_ask_qty1": 8,
      "quote_bid1": 113.24,
      "quote_bid_qty1": 6,
      "quote_high": 118.73,
      "quote_last": 113.44,
      "quote_low": 110.99,
      "quote_open": 116.0,
      "quote_prev_close": 117.31,
      "quote_ts": "2026-07-03T09:35:12",
      "raw_avg_cost": 129.64,
      "raw_position_pnl_pct": 2.5214640759150475,
      "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": "20260703",
      "trigger_price": 126.4,
      "ts": "2026-07-03T09:35:15",
      "id": 38,
      "realized_pnl_delta": 517.9999999999978,
      "cost_basis": 22130.0,
      "realized_pnl_source": "position_avg_cost_fallback"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 18280.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260703: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": "20260702",
      "plan_id": "RISK:20260702:SHSE.600584:position_invalid_price",
      "position_pnl_pct": 9.8499,
      "price": 91.4,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 200,
      "quote_ask1": 91.44,
      "quote_ask_qty1": 5,
      "quote_bid1": 91.4,
      "quote_bid_qty1": 25,
      "quote_high": 94.0,
      "quote_last": 91.4,
      "quote_low": 88.35,
      "quote_open": 93.4,
      "quote_prev_close": 95.98,
      "quote_ts": "2026-07-03T09:35:14",
      "raw_avg_cost": 106.44,
      "raw_position_pnl_pct": 9.849901180492493,
      "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": "20260703",
      "trigger_price": 103.51,
      "ts": "2026-07-03T09:35:15",
      "id": 39,
      "realized_pnl_delta": 1639.1111111111115,
      "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": 800,
      "last_price": 115.0,
      "avg_cost": 110.65,
      "pnl_pct": 3.9313,
      "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": 400,
      "last_price": 92.81,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 11.5445,
      "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": [
    {
      "event_id": "20260702:20260703:SHSE.600353:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SHSE.600353:POSITION_TREND_ADD",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 43.58,
      "exec_low": 42.86,
      "exec_high": 43.93,
      "invalid_price": 42.49,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T09:39:57",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 42.3,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 43.93,
      "dynamic_exec_high": 43.93,
      "entry_zone_low": 42.86,
      "entry_zone_high": 43.93,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 42.8625,
      "price_vs_vwap_pct": 1.674,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 216462.48,
      "current_position_value": 8716.0,
      "cash_before_order": 519694.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 200,
      "t0_protection_qty_cap": 200,
      "ma5": null,
      "quote": {
        "last": 43.58,
        "ts": "2026-07-03T09:39:55",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 43.6,
        "low": 42.26,
        "bid1": 43.57,
        "ask1": 43.58,
        "bid_qty1": 4,
        "ask_qty1": 177
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "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": 35.0,
    "max_shadow_total_position_pct": 35.0,
    "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,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
    "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,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 35.0,
      "effective_shadow_total_position_pct": 35.0,
      "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": 0.825,
          "active_up_ratio": 0.8333,
          "active_positive": 10,
          "active_positive_min": 1,
          "active_above_vwap": 7,
          "active_total": 12,
          "sample_total": 120,
          "dominant_theme": "贵金属 / 黄金概念",
          "dominant_theme_share": 0.6051,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SZSE.000975",
            "SHSE.601069",
            "SHSE.600547"
          ],
          "structural_hot_themes": [
            {
              "theme": "贵金属 / 黄金概念",
              "count": 6,
              "top_symbols": [
                "SHSE.601069",
                "SHSE.600988",
                "SZSE.000975",
                "SHSE.600547",
                "SHSE.600489"
              ],
              "top_return_pct": 10.0212
            },
            {
              "theme": "芬太尼 / 仿制药",
              "count": 2,
              "top_symbols": [
                "SZSE.002294",
                "SZSE.000908"
              ],
              "top_return_pct": 7.0252
            }
          ],
          "structural_symbol_whitelist": [
            "SZSE.000975",
            "SZSE.002294",
            "SHSE.601069",
            "SHSE.600547"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "external_tech_shock_gate": {
            "schema_version": "external_tech_shock_gate_v1",
            "enabled": true,
            "level": "EXTREME",
            "score": 100.0,
            "label": "外部科技冲击极高",
            "entry_policy": "risk_only_for_tech",
            "tech_new_buy_allowed": false,
            "earliest_entry_time": "13:10",
            "position_cap_pct": 35.0,
            "risk_priority_boost": true,
            "reasons": [
              "sox_negative_-9.43%",
              "korea_tech_negative_-10.38%",
              "asia_tech_circuit_breaker",
              "quant_panic_deep_water_risk"
            ],
            "source_file": "reports/external_checks/external_tech_shock_20260703.json",
            "source_status": "ok",
            "source_generated_at": "2026-07-03T09:25:15+08:00"
          },
          "sample_rows": [
            {
              "symbol": "SHSE.601069",
              "name": "西部黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 5,
              "ret_pct": 10.021231422505306,
              "last": 25.91,
              "vwap": 25.41708491657595,
              "above_vwap": true,
              "amount": 371244484.0
            },
            {
              "symbol": "SHSE.600988",
              "name": "赤峰黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 10.003522367030637,
              "last": 31.23,
              "vwap": 30.852555335424768,
              "above_vwap": true,
              "amount": 886094645.0
            },
            {
              "symbol": "SZSE.000975",
              "name": "山金国际",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 0,
              "ret_pct": 9.700665188470058,
              "last": 19.79,
              "vwap": 19.727793470331747,
              "above_vwap": true,
              "amount": 951937055.0
            },
            {
              "symbol": "SHSE.600547",
              "name": "山东黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 7,
              "ret_pct": 7.113316790736146,
              "last": 25.9,
              "vwap": 25.771806903274403,
              "above_vwap": true,
              "amount": 1279616602.0
            },
            {
              "symbol": "SZSE.002294",
              "name": "信立泰",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 7.025246981339195,
              "last": 39.0,
              "vwap": 37.73322117342783,
              "above_vwap": true,
              "amount": 741140837.0
            },
            {
              "symbol": "SZSE.000908",
              "name": "石药景峰",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.879999999999997,
              "last": 6.68,
              "vwap": 6.666757462007531,
              "above_vwap": true,
              "amount": 216142277.0
            },
            {
              "symbol": "SHSE.600489",
              "name": "中金黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 10,
              "ret_pct": 6.547930853850192,
              "last": 20.34,
              "vwap": 20.312792326391417,
              "above_vwap": true,
              "amount": 1088804263.0
            },
            {
              "symbol": "SHSE.601899",
              "name": "紫金矿业",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 11,
              "ret_pct": 6.4638783269961975,
              "last": 28.0,
              "vwap": 27.96335044924827,
              "above_vwap": true,
              "amount": 4712861991.0
            },
            {
              "symbol": "SZSE.002072",
              "name": "凯瑞德",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.278538812785395,
              "last": 9.31,
              "vwap": 9.099338925288597,
              "above_vwap": true,
              "amount": 75828431.0
            },
            {
              "symbol": "SHSE.600531",
              "name": "豫光金铅",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 6.001348617666902,
              "last": 15.72,
              "vwap": 15.723389072831653,
              "above_vwap": false,
              "amount": 649646411.0
            },
            {
              "symbol": "SZSE.002155",
              "name": "湖南黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 5.089576547231278,
              "last": 25.81,
              "vwap": 25.859388522164018,
              "above_vwap": false,
              "amount": 880646648.0
            },
            {
              "symbol": "SHSE.603889",
              "name": "新澳股份",
              "theme": "纺织制造 / 纺织行业",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 4.942965779467667,
              "last": 5.52,
              "vwap": 5.400259998247203,
              "above_vwap": true,
              "amount": 18485630.0
            }
          ]
        },
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "EXTREME",
          "score": 100.0,
          "label": "外部科技冲击极高",
          "entry_policy": "risk_only_for_tech",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "13:10",
          "position_cap_pct": 35.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-9.43%",
            "korea_tech_negative_-10.38%",
            "asia_tech_circuit_breaker",
            "quant_panic_deep_water_risk"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260703.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-03T09:25:15+08:00"
        }
      }
    },
    "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": 121,
    "active_plan_contracts": 12,
    "watch_candidate_contracts": 108,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 3,
    "filled_official_orders": 0,
    "position_add_signals": 1,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 2,
    "risk_exit_orders": 3,
    "risk_exit_filled": 3,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": true,
    "preopen_strong_themes": 3
  }
}