{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260702",
  "trade_date": "20260703",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.8,
      "active_up_ratio": 0.8333,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 8,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.573,
      "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": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SZSE.000850",
            "SHSE.603889"
          ],
          "top_return_pct": 10.0457
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "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": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.045662100456632,
          "last": 9.64,
          "vwap": 9.3892612036616,
          "above_vwap": true,
          "amount": 204422056.0
        },
        {
          "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": 25.456432540382533,
          "above_vwap": true,
          "amount": 404075045.0
        },
        {
          "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": 30.8675007022378,
          "above_vwap": true,
          "amount": 923074088.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.977827050997789,
          "last": 19.84,
          "vwap": 19.74221064701234,
          "above_vwap": true,
          "amount": 1146704589.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.650951199338296,
          "last": 26.03,
          "vwap": 25.863337988997763,
          "above_vwap": true,
          "amount": 1901744174.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.600314300680998,
          "last": 20.35,
          "vwap": 20.33826024915956,
          "above_vwap": true,
          "amount": 1597775759.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.425855513307965,
          "last": 27.99,
          "vwap": 27.96547849698292,
          "above_vwap": true,
          "amount": 6315474771.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.064763995609224,
          "last": 38.65,
          "vwap": 38.02091277239628,
          "above_vwap": true,
          "amount": 1125707977.0
        },
        {
          "symbol": "SZSE.000850",
          "name": "华茂股份",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.52631578947369,
          "last": 4.01,
          "vwap": 3.9419217392373014,
          "above_vwap": true,
          "amount": 32075023.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.496742671009769,
          "last": 25.91,
          "vwap": 25.915474825006633,
          "above_vwap": false,
          "amount": 1249913717.0
        },
        {
          "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": 5.133079847908761,
          "last": 5.53,
          "vwap": 5.4495255150164725,
          "above_vwap": true,
          "amount": 39864914.0
        },
        {
          "symbol": "SZSE.002196",
          "name": "方正电机",
          "theme": "纺织制造 / 纺织机械",
          "paper_scope": "shadow_active",
          "priority": 2,
          "ret_pct": 4.754601226993871,
          "last": 13.66,
          "vwap": 13.527979984918174,
          "above_vwap": true,
          "amount": 470013431.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "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",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "NORMAL_THREE_RESONANCE",
        "label": "常规三振共振",
        "entry_policy": "strict_gate",
        "official_buy_allowed": true,
        "reason": "market_sector_stock_resonance_confirmed",
        "pool_up_ratio": 0.8,
        "active_up_ratio": 0.8333,
        "active_positive": 10,
        "active_positive_min": 1,
        "active_above_vwap": 8,
        "active_total": 12,
        "sample_total": 120,
        "dominant_theme": "贵金属 / 黄金概念",
        "dominant_theme_share": 0.573,
        "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": "纺织制造 / 纺织行业",
            "count": 3,
            "top_symbols": [
              "SZSE.002072",
              "SZSE.000850",
              "SHSE.603889"
            ],
            "top_return_pct": 10.0457
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000975",
          "SHSE.601069",
          "SHSE.600547"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "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": "SZSE.002072",
            "name": "凯瑞德",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.045662100456632,
            "last": 9.64,
            "vwap": 9.3892612036616,
            "above_vwap": true,
            "amount": 204422056.0
          },
          {
            "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": 25.456432540382533,
            "above_vwap": true,
            "amount": 404075045.0
          },
          {
            "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": 30.8675007022378,
            "above_vwap": true,
            "amount": 923074088.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 0,
            "ret_pct": 9.977827050997789,
            "last": 19.84,
            "vwap": 19.74221064701234,
            "above_vwap": true,
            "amount": 1146704589.0
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 7,
            "ret_pct": 7.650951199338296,
            "last": 26.03,
            "vwap": 25.863337988997763,
            "above_vwap": true,
            "amount": 1901744174.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 10,
            "ret_pct": 6.600314300680998,
            "last": 20.35,
            "vwap": 20.33826024915956,
            "above_vwap": true,
            "amount": 1597775759.0
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 11,
            "ret_pct": 6.425855513307965,
            "last": 27.99,
            "vwap": 27.96547849698292,
            "above_vwap": true,
            "amount": 6315474771.0
          },
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 6.064763995609224,
            "last": 38.65,
            "vwap": 38.02091277239628,
            "above_vwap": true,
            "amount": 1125707977.0
          },
          {
            "symbol": "SZSE.000850",
            "name": "华茂股份",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.52631578947369,
            "last": 4.01,
            "vwap": 3.9419217392373014,
            "above_vwap": true,
            "amount": 32075023.0
          },
          {
            "symbol": "SZSE.002155",
            "name": "湖南黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.496742671009769,
            "last": 25.91,
            "vwap": 25.915474825006633,
            "above_vwap": false,
            "amount": 1249913717.0
          },
          {
            "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": 5.133079847908761,
            "last": 5.53,
            "vwap": 5.4495255150164725,
            "above_vwap": true,
            "amount": 39864914.0
          },
          {
            "symbol": "SZSE.002196",
            "name": "方正电机",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_active",
            "priority": 2,
            "ret_pct": 4.754601226993871,
            "last": 13.66,
            "vwap": 13.527979984918174,
            "above_vwap": true,
            "amount": 470013431.0
          }
        ]
      },
      "style_code": "NORMAL_THREE_RESONANCE",
      "style_label": "常规三振共振",
      "entry_policy": "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"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.8,
      "active_up_ratio": 0.8333,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 8,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.573,
      "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": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SZSE.000850",
            "SHSE.603889"
          ],
          "top_return_pct": 10.0457
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "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": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.045662100456632,
          "last": 9.64,
          "vwap": 9.3892612036616,
          "above_vwap": true,
          "amount": 204422056.0
        },
        {
          "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": 25.456432540382533,
          "above_vwap": true,
          "amount": 404075045.0
        },
        {
          "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": 30.8675007022378,
          "above_vwap": true,
          "amount": 923074088.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.977827050997789,
          "last": 19.84,
          "vwap": 19.74221064701234,
          "above_vwap": true,
          "amount": 1146704589.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.650951199338296,
          "last": 26.03,
          "vwap": 25.863337988997763,
          "above_vwap": true,
          "amount": 1901744174.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.600314300680998,
          "last": 20.35,
          "vwap": 20.33826024915956,
          "above_vwap": true,
          "amount": 1597775759.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.425855513307965,
          "last": 27.99,
          "vwap": 27.96547849698292,
          "above_vwap": true,
          "amount": 6315474771.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.064763995609224,
          "last": 38.65,
          "vwap": 38.02091277239628,
          "above_vwap": true,
          "amount": 1125707977.0
        },
        {
          "symbol": "SZSE.000850",
          "name": "华茂股份",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.52631578947369,
          "last": 4.01,
          "vwap": 3.9419217392373014,
          "above_vwap": true,
          "amount": 32075023.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.496742671009769,
          "last": 25.91,
          "vwap": 25.915474825006633,
          "above_vwap": false,
          "amount": 1249913717.0
        },
        {
          "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": 5.133079847908761,
          "last": 5.53,
          "vwap": 5.4495255150164725,
          "above_vwap": true,
          "amount": 39864914.0
        },
        {
          "symbol": "SZSE.002196",
          "name": "方正电机",
          "theme": "纺织制造 / 纺织机械",
          "paper_scope": "shadow_active",
          "priority": 2,
          "ret_pct": 4.754601226993871,
          "last": 13.66,
          "vwap": 13.527979984918174,
          "above_vwap": true,
          "amount": 470013431.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "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"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.8,
      "active_up_ratio": 0.8333,
      "active_positive": 10,
      "active_positive_min": 1,
      "active_above_vwap": 8,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.573,
      "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": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SZSE.000850",
            "SHSE.603889"
          ],
          "top_return_pct": 10.0457
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "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": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.045662100456632,
          "last": 9.64,
          "vwap": 9.3892612036616,
          "above_vwap": true,
          "amount": 204422056.0
        },
        {
          "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": 25.456432540382533,
          "above_vwap": true,
          "amount": 404075045.0
        },
        {
          "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": 30.8675007022378,
          "above_vwap": true,
          "amount": 923074088.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 0,
          "ret_pct": 9.977827050997789,
          "last": 19.84,
          "vwap": 19.74221064701234,
          "above_vwap": true,
          "amount": 1146704589.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.650951199338296,
          "last": 26.03,
          "vwap": 25.863337988997763,
          "above_vwap": true,
          "amount": 1901744174.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.600314300680998,
          "last": 20.35,
          "vwap": 20.33826024915956,
          "above_vwap": true,
          "amount": 1597775759.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.425855513307965,
          "last": 27.99,
          "vwap": 27.96547849698292,
          "above_vwap": true,
          "amount": 6315474771.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.064763995609224,
          "last": 38.65,
          "vwap": 38.02091277239628,
          "above_vwap": true,
          "amount": 1125707977.0
        },
        {
          "symbol": "SZSE.000850",
          "name": "华茂股份",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.52631578947369,
          "last": 4.01,
          "vwap": 3.9419217392373014,
          "above_vwap": true,
          "amount": 32075023.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.496742671009769,
          "last": 25.91,
          "vwap": 25.915474825006633,
          "above_vwap": false,
          "amount": 1249913717.0
        },
        {
          "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": 5.133079847908761,
          "last": 5.53,
          "vwap": 5.4495255150164725,
          "above_vwap": true,
          "amount": 39864914.0
        },
        {
          "symbol": "SZSE.002196",
          "name": "方正电机",
          "theme": "纺织制造 / 纺织机械",
          "paper_scope": "shadow_active",
          "priority": 2,
          "ret_pct": 4.754601226993871,
          "last": 13.66,
          "vwap": 13.527979984918174,
          "above_vwap": true,
          "amount": 470013431.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "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"
  },
  "quote_source": "public_http_tencent:126/126",
  "quote_stale_lock": false,
  "generated_at": "2026-07-03T09:53:34",
  "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": "2026-07-03T09:53:34",
      "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": "shadow_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": 19.7422,
      "price_vs_vwap_pct": 0.4954,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1354,
        "prev_amount_yi": 0.0577,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3466,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0442
          },
          {
            "time": "09:52",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0693
          },
          {
            "time": "09:53",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0219
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.84,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 18.04,
        "open": 19.25,
        "high": 19.84,
        "low": 19.25,
        "bid1": 19.84,
        "ask1": 0.0,
        "bid_qty1": 118724,
        "ask_qty1": 0
      },
      "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": "2026-07-03T09:53:34",
      "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": "shadow_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": 38.0209,
      "price_vs_vwap_pct": 1.6546,
      "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": 0.3106,
        "prev_amount_yi": 0.692,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4488,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 38.61,
            "high": 38.61,
            "low": 38.61,
            "close": 38.61,
            "amount_yi": 0.0683
          },
          {
            "time": "09:52",
            "open": 38.67,
            "high": 38.72,
            "low": 38.67,
            "close": 38.72,
            "amount_yi": 0.13
          },
          {
            "time": "09:53",
            "open": 38.73,
            "high": 38.73,
            "low": 38.65,
            "close": 38.65,
            "amount_yi": 0.1123
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.65,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 36.44,
        "open": 37.0,
        "high": 39.18,
        "low": 36.52,
        "bid1": 38.65,
        "ask1": 38.66,
        "bid_qty1": 280,
        "ask_qty1": 68
      },
      "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": "2026-07-03T09:53:34",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 4.1728,
      "intraday_vwap": 13.528,
      "price_vs_vwap_pct": 0.9758,
      "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": 0.2233,
        "prev_amount_yi": 0.3891,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 13.78,
            "high": 13.78,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.0607
          },
          {
            "time": "09:52",
            "open": 13.75,
            "high": 13.75,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.1096
          },
          {
            "time": "09:53",
            "open": 13.72,
            "high": 13.72,
            "low": 13.66,
            "close": 13.66,
            "amount_yi": 0.053
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64357.15,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.66,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 13.04,
        "open": 13.1,
        "high": 13.85,
        "low": 13.05,
        "bid1": 13.65,
        "ask1": 13.66,
        "bid_qty1": 243,
        "ask_qty1": 367
      },
      "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": "2026-07-03T09:53:34",
      "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": "shadow_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": 8.8046,
      "price_vs_vwap_pct": -1.188,
      "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": 0.0555,
        "prev_amount_yi": 0.0657,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8447,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 8.73,
            "high": 8.73,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0175
          },
          {
            "time": "09:52",
            "open": 8.76,
            "high": 8.76,
            "low": 8.74,
            "close": 8.74,
            "amount_yi": 0.0157
          },
          {
            "time": "09:53",
            "open": 8.73,
            "high": 8.73,
            "low": 8.7,
            "close": 8.7,
            "amount_yi": 0.0223
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.7,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 8.71,
        "open": 8.83,
        "high": 8.97,
        "low": 8.7,
        "bid1": 8.7,
        "ask1": 8.71,
        "bid_qty1": 1206,
        "ask_qty1": 433
      },
      "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": "2026-07-03T09:53:34",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 7.4317,
      "price_vs_vwap_pct": -0.6957,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0054,
        "prev_amount_yi": 0.0158,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 7.41,
            "high": 7.41,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.0017
          },
          {
            "time": "09:52",
            "open": 7.41,
            "high": 7.41,
            "low": 7.39,
            "close": 7.39,
            "amount_yi": 0.0024
          },
          {
            "time": "09:53",
            "open": 7.39,
            "high": 7.39,
            "low": 7.38,
            "close": 7.38,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.38,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 7.4,
        "open": 7.49,
        "high": 7.52,
        "low": 7.35,
        "bid1": 7.38,
        "ask1": 7.39,
        "bid_qty1": 209,
        "ask_qty1": 247
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": "shadow_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": 25.4564,
      "price_vs_vwap_pct": 1.7819,
      "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": 0.0287,
        "prev_amount_yi": 0.0713,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4025,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0038
          },
          {
            "time": "09:52",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0123
          },
          {
            "time": "09:53",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:33",
        "prev_close": 23.55,
        "open": 24.55,
        "high": 25.91,
        "low": 24.25,
        "bid1": 25.91,
        "ask1": 0.0,
        "bid_qty1": 80851,
        "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": "2026-07-03T09:53:34",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 6.7658,
      "price_vs_vwap_pct": -0.5291,
      "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": 0.0709,
        "prev_amount_yi": 0.0771,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 6.73,
            "high": 6.73,
            "low": 6.73,
            "close": 6.73,
            "amount_yi": 0.0315
          },
          {
            "time": "09:52",
            "open": 6.72,
            "high": 6.72,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0274
          },
          {
            "time": "09:53",
            "open": 6.71,
            "high": 6.73,
            "low": 6.71,
            "close": 6.73,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.73,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 6.71,
        "open": 6.79,
        "high": 7.0,
        "low": 6.6,
        "bid1": 6.72,
        "ask1": 6.73,
        "bid_qty1": 618,
        "ask_qty1": 821
      },
      "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": "2026-07-03T09:53:34",
      "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": "shadow_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": 25.8633,
      "price_vs_vwap_pct": 0.6445,
      "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": 0.7177,
        "prev_amount_yi": 1.3764,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5214,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 26.22,
            "high": 26.22,
            "low": 26.22,
            "close": 26.22,
            "amount_yi": 0.1827
          },
          {
            "time": "09:52",
            "open": 26.25,
            "high": 26.25,
            "low": 26.2,
            "close": 26.2,
            "amount_yi": 0.2485
          },
          {
            "time": "09:53",
            "open": 26.14,
            "high": 26.14,
            "low": 26.03,
            "close": 26.03,
            "amount_yi": 0.2865
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.03,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 24.18,
        "open": 25.39,
        "high": 26.29,
        "low": 25.1,
        "bid1": 26.03,
        "ask1": 26.04,
        "bid_qty1": 161,
        "ask_qty1": 26
      },
      "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": "2026-07-03T09:53:34",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 3.1899,
      "intraday_vwap": 44.9791,
      "price_vs_vwap_pct": 1.6472,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3224,
        "prev_amount_yi": 0.3055,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 44.25,
            "high": 44.25,
            "low": 44.25,
            "close": 44.25,
            "amount_yi": 0.0357
          },
          {
            "time": "09:52",
            "open": 44.58,
            "high": 44.89,
            "low": 44.58,
            "close": 44.89,
            "amount_yi": 0.1208
          },
          {
            "time": "09:53",
            "open": 45.31,
            "high": 45.72,
            "low": 45.31,
            "close": 45.72,
            "amount_yi": 0.1659
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64357.15,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.72,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 44.75,
        "open": 44.0,
        "high": 46.93,
        "low": 43.68,
        "bid1": 45.72,
        "ask1": 45.77,
        "bid_qty1": 6,
        "ask_qty1": 100
      },
      "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": "2026-07-03T09:53:34",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "shadow_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": 4.1176,
      "intraday_vwap": 10.2316,
      "price_vs_vwap_pct": -0.3088,
      "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": 0.0423,
        "prev_amount_yi": 0.0594,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 10.26,
            "high": 10.26,
            "low": 10.26,
            "close": 10.26,
            "amount_yi": 0.0076
          },
          {
            "time": "09:52",
            "open": 10.26,
            "high": 10.26,
            "low": 10.23,
            "close": 10.23,
            "amount_yi": 0.0253
          },
          {
            "time": "09:53",
            "open": 10.21,
            "high": 10.21,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64357.15,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.2,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.42,
        "low": 9.85,
        "bid1": 10.18,
        "ask1": 10.2,
        "bid_qty1": 95,
        "ask_qty1": 73
      },
      "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": "2026-07-03T09:53:34",
      "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": "shadow_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": 20.3383,
      "price_vs_vwap_pct": 0.0575,
      "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": 0.5612,
        "prev_amount_yi": 0.9494,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5911,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0799
          },
          {
            "time": "09:52",
            "open": 20.48,
            "high": 20.48,
            "low": 20.43,
            "close": 20.43,
            "amount_yi": 0.2777
          },
          {
            "time": "09:53",
            "open": 20.4,
            "high": 20.4,
            "low": 20.35,
            "close": 20.35,
            "amount_yi": 0.2036
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.35,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 19.09,
        "open": 19.9,
        "high": 20.66,
        "low": 19.71,
        "bid1": 20.35,
        "ask1": 20.36,
        "bid_qty1": 319,
        "ask_qty1": 51
      },
      "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": "2026-07-03T09:53:34",
      "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": "shadow_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": 27.9655,
      "price_vs_vwap_pct": 0.0876,
      "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": 2.4155,
        "prev_amount_yi": 2.5902,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9326,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:51",
            "open": 28.03,
            "high": 28.03,
            "low": 28.03,
            "close": 28.03,
            "amount_yi": 0.3818
          },
          {
            "time": "09:52",
            "open": 28.01,
            "high": 28.01,
            "low": 27.98,
            "close": 27.98,
            "amount_yi": 1.0657
          },
          {
            "time": "09:53",
            "open": 28.0,
            "high": 28.0,
            "low": 27.99,
            "close": 27.99,
            "amount_yi": 0.968
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128714.3,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.99,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 26.3,
        "open": 27.5,
        "high": 28.3,
        "low": 27.41,
        "bid1": 27.97,
        "ask1": 27.98,
        "bid_qty1": 587,
        "ask_qty1": 21
      },
      "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": "2026-07-03T09:53:34",
      "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": 30.8675,
      "price_vs_vwap_pct": 1.1744,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0615,
        "prev_amount_yi": 0.1121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0138
          },
          {
            "time": "09:50",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0196
          },
          {
            "time": "09:51",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.007
          },
          {
            "time": "09:52",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0124
          },
          {
            "time": "09:53",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:31",
        "prev_close": 28.39,
        "open": 30.37,
        "high": 31.23,
        "low": 29.86,
        "bid1": 31.23,
        "ask1": 0.0,
        "bid_qty1": 106285,
        "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": "TOUCHED",
      "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": "2026-07-03T09:53:34",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 25.9155,
      "price_vs_vwap_pct": -0.0212,
      "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": 0.9986,
        "prev_amount_yi": 1.6409,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 26.16,
            "high": 26.2,
            "low": 26.16,
            "close": 26.2,
            "amount_yi": 0.1806
          },
          {
            "time": "09:50",
            "open": 26.27,
            "high": 26.27,
            "low": 26.22,
            "close": 26.22,
            "amount_yi": 0.311
          },
          {
            "time": "09:51",
            "open": 26.13,
            "high": 26.13,
            "low": 26.13,
            "close": 26.13,
            "amount_yi": 0.1167
          },
          {
            "time": "09:52",
            "open": 26.13,
            "high": 26.13,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.2044
          },
          {
            "time": "09:53",
            "open": 25.97,
            "high": 25.97,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.1859
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:33",
        "prev_close": 24.56,
        "open": 25.51,
        "high": 26.48,
        "low": 25.29,
        "bid1": 25.91,
        "ask1": 25.92,
        "bid_qty1": 3,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-07-03T09:53:34",
      "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": 2.4546,
      "price_vs_vwap_pct": 0.6274,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0259,
        "prev_amount_yi": 0.0153,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6928,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.44,
            "high": 2.44,
            "low": 2.43,
            "close": 2.43,
            "amount_yi": 0.0003
          },
          {
            "time": "09:50",
            "open": 2.45,
            "high": 2.46,
            "low": 2.45,
            "close": 2.46,
            "amount_yi": 0.0076
          },
          {
            "time": "09:51",
            "open": 2.46,
            "high": 2.46,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0017
          },
          {
            "time": "09:52",
            "open": 2.47,
            "high": 2.47,
            "low": 2.47,
            "close": 2.47,
            "amount_yi": 0.0122
          },
          {
            "time": "09:53",
            "open": 2.46,
            "high": 2.47,
            "low": 2.46,
            "close": 2.47,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.47,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 2.41,
        "open": 2.43,
        "high": 2.48,
        "low": 2.43,
        "bid1": 2.46,
        "ask1": 2.47,
        "bid_qty1": 417,
        "ask_qty1": 999
      },
      "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": "2026-07-03T09:53:34",
      "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": 3.6471,
      "intraday_vwap": 8.541,
      "price_vs_vwap_pct": -0.5971,
      "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": 0.5584,
        "prev_amount_yi": 0.5982,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 8.46,
            "high": 8.46,
            "low": 8.46,
            "close": 8.46,
            "amount_yi": 0.0853
          },
          {
            "time": "09:50",
            "open": 8.52,
            "high": 8.52,
            "low": 8.52,
            "close": 8.52,
            "amount_yi": 0.1554
          },
          {
            "time": "09:51",
            "open": 8.54,
            "high": 8.54,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 0.0766
          },
          {
            "time": "09:52",
            "open": 8.55,
            "high": 8.55,
            "low": 8.53,
            "close": 8.53,
            "amount_yi": 0.1272
          },
          {
            "time": "09:53",
            "open": 8.51,
            "high": 8.51,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.1139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.49,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 8.2,
        "open": 8.5,
        "high": 8.67,
        "low": 8.4,
        "bid1": 8.49,
        "ask1": 8.5,
        "bid_qty1": 385,
        "ask_qty1": 103
      },
      "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": "2026-07-03T09:53:34",
      "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": 14.0871,
      "price_vs_vwap_pct": -1.1152,
      "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": 0.2907,
        "prev_amount_yi": 0.2826,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0287,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 14.01,
            "high": 14.02,
            "low": 14.01,
            "close": 14.02,
            "amount_yi": 0.0448
          },
          {
            "time": "09:50",
            "open": 14.07,
            "high": 14.08,
            "low": 14.07,
            "close": 14.08,
            "amount_yi": 0.0724
          },
          {
            "time": "09:51",
            "open": 14.03,
            "high": 14.03,
            "low": 14.03,
            "close": 14.03,
            "amount_yi": 0.0263
          },
          {
            "time": "09:52",
            "open": 14.04,
            "high": 14.04,
            "low": 13.99,
            "close": 13.99,
            "amount_yi": 0.0602
          },
          {
            "time": "09:53",
            "open": 13.94,
            "high": 13.94,
            "low": 13.93,
            "close": 13.93,
            "amount_yi": 0.087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.93,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 13.71,
        "open": 14.13,
        "high": 14.2,
        "low": 13.9,
        "bid1": 13.92,
        "ask1": 13.93,
        "bid_qty1": 4,
        "ask_qty1": 112
      },
      "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": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 33.55,
      "exec_low": 34.05,
      "exec_high": 34.05,
      "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": "2026-07-03T09:53:34",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "entry_zone_low": 33.05,
      "entry_zone_high": 34.05,
      "entry_risk_pct": null,
      "intraday_vwap": 34.0825,
      "price_vs_vwap_pct": 0.6088,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0344,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2051,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 34.17,
            "high": 34.25,
            "low": 34.17,
            "close": 34.25,
            "amount_yi": 0.0103
          },
          {
            "time": "09:50",
            "open": 34.27,
            "high": 34.3,
            "low": 34.27,
            "close": 34.3,
            "amount_yi": 0.0083
          },
          {
            "time": "09:51",
            "open": 34.32,
            "high": 34.32,
            "low": 34.32,
            "close": 34.32,
            "amount_yi": 0.0062
          },
          {
            "time": "09:52",
            "open": 34.39,
            "high": 34.39,
            "low": 34.3,
            "close": 34.3,
            "amount_yi": 0.0046
          },
          {
            "time": "09:53",
            "open": 34.3,
            "high": 34.3,
            "low": 34.29,
            "close": 34.29,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.29,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 33.35,
        "open": 33.67,
        "high": 34.4,
        "low": 33.55,
        "bid1": 34.27,
        "ask1": 34.29,
        "bid_qty1": 2,
        "ask_qty1": 26
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.1429,
      "intraday_vwap": 3.4771,
      "price_vs_vwap_pct": 0.371,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0199,
        "prev_amount_yi": 0.0233,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0043
          },
          {
            "time": "09:50",
            "open": 3.49,
            "high": 3.49,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0012
          },
          {
            "time": "09:51",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0077
          },
          {
            "time": "09:52",
            "open": 3.5,
            "high": 3.5,
            "low": 3.5,
            "close": 3.5,
            "amount_yi": 0.0016
          },
          {
            "time": "09:53",
            "open": 3.5,
            "high": 3.5,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.49,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.5,
        "low": 3.44,
        "bid1": 3.49,
        "ask1": 3.5,
        "bid_qty1": 26,
        "ask_qty1": 2306
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "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": "2026-07-03T09:53:34",
      "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": 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": 4.1379,
      "intraday_vwap": 4.3037,
      "price_vs_vwap_pct": 1.0758,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0343,
        "prev_amount_yi": 0.0171,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0058,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.31,
            "high": 4.32,
            "low": 4.31,
            "close": 4.32,
            "amount_yi": 0.0087
          },
          {
            "time": "09:50",
            "open": 4.32,
            "high": 4.34,
            "low": 4.32,
            "close": 4.34,
            "amount_yi": 0.0088
          },
          {
            "time": "09:51",
            "open": 4.36,
            "high": 4.36,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0073
          },
          {
            "time": "09:52",
            "open": 4.37,
            "high": 4.37,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0027
          },
          {
            "time": "09:53",
            "open": 4.35,
            "high": 4.35,
            "low": 4.35,
            "close": 4.35,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.35,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 4.19,
        "open": 4.23,
        "high": 4.38,
        "low": 4.23,
        "bid1": 4.34,
        "ask1": 4.35,
        "bid_qty1": 44,
        "ask_qty1": 184
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 3.1441,
      "intraday_vwap": 11.419,
      "price_vs_vwap_pct": 0.2715,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6244,
        "prev_amount_yi": 0.5058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 11.41,
            "high": 11.41,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.094
          },
          {
            "time": "09:50",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.1691
          },
          {
            "time": "09:51",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0867
          },
          {
            "time": "09:52",
            "open": 11.48,
            "high": 11.48,
            "low": 11.45,
            "close": 11.45,
            "amount_yi": 0.1387
          },
          {
            "time": "09:53",
            "open": 11.46,
            "high": 11.46,
            "low": 11.45,
            "close": 11.45,
            "amount_yi": 0.1359
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.45,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 11.12,
        "open": 11.4,
        "high": 11.55,
        "low": 11.26,
        "bid1": 11.44,
        "ask1": 11.45,
        "bid_qty1": 330,
        "ask_qty1": 626
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.0023,
      "intraday_vwap": 4.3157,
      "price_vs_vwap_pct": 0.3313,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0279,
        "prev_amount_yi": 0.007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.9857,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.31,
            "high": 4.32,
            "low": 4.31,
            "close": 4.32,
            "amount_yi": 0.0032
          },
          {
            "time": "09:50",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0104
          },
          {
            "time": "09:51",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.003
          },
          {
            "time": "09:52",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0088
          },
          {
            "time": "09:53",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.33,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 4.29,
        "open": 4.3,
        "high": 4.35,
        "low": 4.28,
        "bid1": 4.32,
        "ask1": 4.33,
        "bid_qty1": 563,
        "ask_qty1": 1111
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 2.3254,
      "price_vs_vwap_pct": -0.2322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0461,
        "prev_amount_yi": 0.0241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9129,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0014
          },
          {
            "time": "09:50",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0007
          },
          {
            "time": "09:51",
            "open": 2.33,
            "high": 2.33,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.032
          },
          {
            "time": "09:52",
            "open": 2.33,
            "high": 2.33,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0023
          },
          {
            "time": "09:53",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:30",
        "prev_close": 2.28,
        "open": 2.29,
        "high": 2.35,
        "low": 2.28,
        "bid1": 2.31,
        "ask1": 2.32,
        "bid_qty1": 4577,
        "ask_qty1": 1610
      },
      "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": "2026-07-03T09:53:34",
      "sim_reason": "waiting_trigger",
      "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": null,
      "intraday_vwap": 15.6346,
      "price_vs_vwap_pct": -2.5239,
      "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": 0.6204,
        "prev_amount_yi": 0.8272,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.75,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 15.34,
            "high": 15.34,
            "low": 15.31,
            "close": 15.31,
            "amount_yi": 0.1263
          },
          {
            "time": "09:50",
            "open": 15.36,
            "high": 15.36,
            "low": 15.36,
            "close": 15.36,
            "amount_yi": 0.1139
          },
          {
            "time": "09:51",
            "open": 15.32,
            "high": 15.32,
            "low": 15.32,
            "close": 15.32,
            "amount_yi": 0.066
          },
          {
            "time": "09:52",
            "open": 15.33,
            "high": 15.33,
            "low": 15.3,
            "close": 15.3,
            "amount_yi": 0.2
          },
          {
            "time": "09:53",
            "open": 15.28,
            "high": 15.28,
            "low": 15.24,
            "close": 15.24,
            "amount_yi": 0.1142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.24,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 14.83,
        "open": 15.58,
        "high": 16.15,
        "low": 15.22,
        "bid1": 15.23,
        "ask1": 15.24,
        "bid_qty1": 127,
        "ask_qty1": 289
      },
      "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": "2026-07-03T09:53:34",
      "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": 3.1718,
      "price_vs_vwap_pct": -1.9484,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0632,
        "prev_amount_yi": 0.0559,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1306,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 3.11,
            "high": 3.11,
            "low": 3.11,
            "close": 3.11,
            "amount_yi": 0.0102
          },
          {
            "time": "09:50",
            "open": 3.11,
            "high": 3.11,
            "low": 3.11,
            "close": 3.11,
            "amount_yi": 0.0153
          },
          {
            "time": "09:51",
            "open": 3.12,
            "high": 3.12,
            "low": 3.12,
            "close": 3.12,
            "amount_yi": 0.0115
          },
          {
            "time": "09:52",
            "open": 3.11,
            "high": 3.12,
            "low": 3.11,
            "close": 3.12,
            "amount_yi": 0.0068
          },
          {
            "time": "09:53",
            "open": 3.12,
            "high": 3.12,
            "low": 3.11,
            "close": 3.11,
            "amount_yi": 0.0194
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.11,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 3.23,
        "open": 3.26,
        "high": 3.29,
        "low": 3.07,
        "bid1": 3.1,
        "ask1": 3.11,
        "bid_qty1": 4276,
        "ask_qty1": 3440
      },
      "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": "2026-07-03T09:53:34",
      "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": 6.1781,
      "price_vs_vwap_pct": -2.3972,
      "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": 0.8531,
        "prev_amount_yi": 1.0189,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8373,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 5.85,
            "high": 5.93,
            "low": 5.85,
            "close": 5.93,
            "amount_yi": 0.3153
          },
          {
            "time": "09:50",
            "open": 5.91,
            "high": 5.91,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0806
          },
          {
            "time": "09:51",
            "open": 5.95,
            "high": 5.95,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.1416
          },
          {
            "time": "09:52",
            "open": 5.95,
            "high": 6.01,
            "low": 5.95,
            "close": 6.01,
            "amount_yi": 0.1765
          },
          {
            "time": "09:53",
            "open": 6.03,
            "high": 6.03,
            "low": 6.03,
            "close": 6.03,
            "amount_yi": 0.1391
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.03,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 6.04,
        "open": 6.22,
        "high": 6.56,
        "low": 5.78,
        "bid1": 6.02,
        "ask1": 6.03,
        "bid_qty1": 361,
        "ask_qty1": 296
      },
      "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": "2026-07-03T09:53:34",
      "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": 4.2082,
      "price_vs_vwap_pct": -0.1949,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0223,
        "prev_amount_yi": 0.0171,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3041,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.19,
            "high": 4.2,
            "low": 4.19,
            "close": 4.2,
            "amount_yi": 0.0068
          },
          {
            "time": "09:50",
            "open": 4.2,
            "high": 4.21,
            "low": 4.2,
            "close": 4.21,
            "amount_yi": 0.0067
          },
          {
            "time": "09:51",
            "open": 4.21,
            "high": 4.21,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.0017
          },
          {
            "time": "09:52",
            "open": 4.23,
            "high": 4.23,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.0055
          },
          {
            "time": "09:53",
            "open": 4.22,
            "high": 4.22,
            "low": 4.2,
            "close": 4.2,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.2,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 4.19,
        "open": 4.17,
        "high": 4.25,
        "low": 4.17,
        "bid1": 4.2,
        "ask1": 4.21,
        "bid_qty1": 123,
        "ask_qty1": 261
      },
      "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": "2026-07-03T09:53:34",
      "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": 2.815,
      "price_vs_vwap_pct": 0.5329,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1219,
        "prev_amount_yi": 0.0288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.2326,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.004
          },
          {
            "time": "09:50",
            "open": 2.82,
            "high": 2.82,
            "low": 2.82,
            "close": 2.82,
            "amount_yi": 0.0986
          },
          {
            "time": "09:51",
            "open": 2.83,
            "high": 2.83,
            "low": 2.83,
            "close": 2.83,
            "amount_yi": 0.0049
          },
          {
            "time": "09:52",
            "open": 2.82,
            "high": 2.83,
            "low": 2.82,
            "close": 2.83,
            "amount_yi": 0.0025
          },
          {
            "time": "09:53",
            "open": 2.83,
            "high": 2.83,
            "low": 2.83,
            "close": 2.83,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.83,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 2.79,
        "open": 2.79,
        "high": 2.83,
        "low": 2.79,
        "bid1": 2.82,
        "ask1": 2.83,
        "bid_qty1": 4199,
        "ask_qty1": 28589
      },
      "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": "2026-07-03T09:53:34",
      "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": 4.9773,
      "price_vs_vwap_pct": -0.3476,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0486,
        "prev_amount_yi": 0.0729,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0121
          },
          {
            "time": "09:50",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.008
          },
          {
            "time": "09:51",
            "open": 4.96,
            "high": 4.96,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0065
          },
          {
            "time": "09:52",
            "open": 4.98,
            "high": 4.98,
            "low": 4.98,
            "close": 4.98,
            "amount_yi": 0.0153
          },
          {
            "time": "09:53",
            "open": 4.98,
            "high": 4.98,
            "low": 4.96,
            "close": 4.96,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.96,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 4.9,
        "open": 4.93,
        "high": 5.03,
        "low": 4.92,
        "bid1": 4.96,
        "ask1": 4.97,
        "bid_qty1": 1007,
        "ask_qty1": 941
      },
      "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": "2026-07-03T09:53:34",
      "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": 8.8524,
      "price_vs_vwap_pct": -0.0271,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1499,
        "prev_amount_yi": 0.168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8923,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 8.84,
            "high": 8.87,
            "low": 8.84,
            "close": 8.87,
            "amount_yi": 0.0257
          },
          {
            "time": "09:50",
            "open": 8.84,
            "high": 8.9,
            "low": 8.84,
            "close": 8.9,
            "amount_yi": 0.0252
          },
          {
            "time": "09:51",
            "open": 8.9,
            "high": 8.9,
            "low": 8.9,
            "close": 8.9,
            "amount_yi": 0.0682
          },
          {
            "time": "09:52",
            "open": 8.9,
            "high": 8.9,
            "low": 8.86,
            "close": 8.86,
            "amount_yi": 0.0232
          },
          {
            "time": "09:53",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0076
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.85,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 8.59,
        "open": 8.47,
        "high": 9.08,
        "low": 8.41,
        "bid1": 8.85,
        "ask1": 8.86,
        "bid_qty1": 13,
        "ask_qty1": 271
      },
      "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": "2026-07-03T09:53:34",
      "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": 27.0874,
      "price_vs_vwap_pct": -5.4542,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3965,
        "prev_amount_yi": 0.3294,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2037,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 26.99,
            "high": 26.99,
            "low": 26.99,
            "close": 26.99,
            "amount_yi": 0.0447
          },
          {
            "time": "09:50",
            "open": 26.81,
            "high": 26.81,
            "low": 26.66,
            "close": 26.66,
            "amount_yi": 0.0942
          },
          {
            "time": "09:51",
            "open": 26.67,
            "high": 26.67,
            "low": 26.67,
            "close": 26.67,
            "amount_yi": 0.0364
          },
          {
            "time": "09:52",
            "open": 26.75,
            "high": 26.75,
            "low": 26.58,
            "close": 26.58,
            "amount_yi": 0.0545
          },
          {
            "time": "09:53",
            "open": 26.26,
            "high": 26.26,
            "low": 25.61,
            "close": 25.61,
            "amount_yi": 0.1667
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.61,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 28.25,
        "open": 27.2,
        "high": 28.17,
        "low": 25.61,
        "bid1": 25.61,
        "ask1": 25.69,
        "bid_qty1": 20,
        "ask_qty1": 21
      },
      "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": "2026-07-03T09:53:34",
      "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": 9.9363,
      "price_vs_vwap_pct": -3.1833,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0108,
        "prev_amount_yi": 0.0566,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1908,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0034
          },
          {
            "time": "09:50",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.003
          },
          {
            "time": "09:51",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0005
          },
          {
            "time": "09:52",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0018
          },
          {
            "time": "09:53",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:32",
        "prev_close": 10.69,
        "open": 10.52,
        "high": 10.56,
        "low": 9.62,
        "bid1": 0.0,
        "ask1": 9.62,
        "bid_qty1": 0,
        "ask_qty1": 61722
      },
      "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": "2026-07-03T09:53:34",
      "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": 17.7898,
      "price_vs_vwap_pct": -1.4604,
      "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": 0.2828,
        "prev_amount_yi": 0.5143,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5499,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 17.49,
            "high": 17.52,
            "low": 17.49,
            "close": 17.52,
            "amount_yi": 0.0854
          },
          {
            "time": "09:50",
            "open": 17.53,
            "high": 17.53,
            "low": 17.52,
            "close": 17.52,
            "amount_yi": 0.0431
          },
          {
            "time": "09:51",
            "open": 17.54,
            "high": 17.54,
            "low": 17.54,
            "close": 17.54,
            "amount_yi": 0.0587
          },
          {
            "time": "09:52",
            "open": 17.58,
            "high": 17.58,
            "low": 17.57,
            "close": 17.57,
            "amount_yi": 0.0574
          },
          {
            "time": "09:53",
            "open": 17.56,
            "high": 17.56,
            "low": 17.53,
            "close": 17.53,
            "amount_yi": 0.0382
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.53,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 17.93,
        "open": 18.0,
        "high": 18.35,
        "low": 17.47,
        "bid1": 17.52,
        "ask1": 17.53,
        "bid_qty1": 31,
        "ask_qty1": 21
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 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": 8.6373,
      "price_vs_vwap_pct": 1.6521,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0529,
        "prev_amount_yi": 0.0204,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 8.62,
            "high": 8.62,
            "low": 8.62,
            "close": 8.62,
            "amount_yi": 0.0045
          },
          {
            "time": "09:50",
            "open": 8.64,
            "high": 8.67,
            "low": 8.64,
            "close": 8.67,
            "amount_yi": 0.0184
          },
          {
            "time": "09:51",
            "open": 8.72,
            "high": 8.72,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0041
          },
          {
            "time": "09:52",
            "open": 8.74,
            "high": 8.74,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0144
          },
          {
            "time": "09:53",
            "open": 8.74,
            "high": 8.78,
            "low": 8.74,
            "close": 8.78,
            "amount_yi": 0.0115
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.78,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 8.68,
        "open": 8.68,
        "high": 8.78,
        "low": 8.52,
        "bid1": 8.75,
        "ask1": 8.76,
        "bid_qty1": 116,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 9.3893,
      "price_vs_vwap_pct": 2.6701,
      "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": 0.2884,
        "prev_amount_yi": 0.2758,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0457,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:49",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0647
          },
          {
            "time": "09:50",
            "open": 9.62,
            "high": 9.63,
            "low": 9.62,
            "close": 9.63,
            "amount_yi": 0.0639
          },
          {
            "time": "09:51",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0295
          },
          {
            "time": "09:52",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.08
          },
          {
            "time": "09:53",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0503
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.64,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 8.76,
        "open": 8.87,
        "high": 9.64,
        "low": 8.59,
        "bid1": 9.62,
        "ask1": 9.64,
        "bid_qty1": 119,
        "ask_qty1": 5557
      },
      "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": "2026-07-03T09:53:34",
      "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": 6.4809,
      "price_vs_vwap_pct": -0.1682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0173,
        "prev_amount_yi": 0.0226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7655,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 6.46,
            "high": 6.46,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.0033
          },
          {
            "time": "09:50",
            "open": 6.48,
            "high": 6.48,
            "low": 6.47,
            "close": 6.47,
            "amount_yi": 0.0078
          },
          {
            "time": "09:51",
            "open": 6.49,
            "high": 6.49,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0022
          },
          {
            "time": "09:52",
            "open": 6.49,
            "high": 6.49,
            "low": 6.47,
            "close": 6.47,
            "amount_yi": 0.0023
          },
          {
            "time": "09:53",
            "open": 6.47,
            "high": 6.47,
            "low": 6.47,
            "close": 6.47,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.47,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 6.45,
        "open": 6.48,
        "high": 6.53,
        "low": 6.43,
        "bid1": 6.46,
        "ask1": 6.47,
        "bid_qty1": 334,
        "ask_qty1": 190
      },
      "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": "TOUCHED",
      "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": "2026-07-03T09:53:34",
      "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": 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": null,
      "intraday_vwap": 3.9419,
      "price_vs_vwap_pct": 1.7276,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0716,
        "prev_amount_yi": 0.1053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.68,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.02,
            "high": 4.02,
            "low": 4.0,
            "close": 4.0,
            "amount_yi": 0.0206
          },
          {
            "time": "09:50",
            "open": 4.03,
            "high": 4.03,
            "low": 4.03,
            "close": 4.03,
            "amount_yi": 0.0158
          },
          {
            "time": "09:51",
            "open": 4.03,
            "high": 4.03,
            "low": 4.03,
            "close": 4.03,
            "amount_yi": 0.0114
          },
          {
            "time": "09:52",
            "open": 4.01,
            "high": 4.01,
            "low": 4.01,
            "close": 4.01,
            "amount_yi": 0.0071
          },
          {
            "time": "09:53",
            "open": 4.0,
            "high": 4.01,
            "low": 4.0,
            "close": 4.01,
            "amount_yi": 0.0167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.01,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 3.8,
        "open": 3.81,
        "high": 4.04,
        "low": 3.8,
        "bid1": 4.01,
        "ask1": 4.02,
        "bid_qty1": 548,
        "ask_qty1": 496
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.0593,
      "intraday_vwap": 10.2492,
      "price_vs_vwap_pct": 1.9592,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0562,
        "prev_amount_yi": 0.034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6529,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 10.34,
            "high": 10.36,
            "low": 10.34,
            "close": 10.36,
            "amount_yi": 0.0124
          },
          {
            "time": "09:50",
            "open": 10.36,
            "high": 10.38,
            "low": 10.36,
            "close": 10.38,
            "amount_yi": 0.0063
          },
          {
            "time": "09:51",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0041
          },
          {
            "time": "09:52",
            "open": 10.4,
            "high": 10.41,
            "low": 10.4,
            "close": 10.41,
            "amount_yi": 0.0153
          },
          {
            "time": "09:53",
            "open": 10.43,
            "high": 10.45,
            "low": 10.43,
            "close": 10.45,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.45,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 10.11,
        "open": 10.03,
        "high": 10.47,
        "low": 10.0,
        "bid1": 10.45,
        "ask1": 10.46,
        "bid_qty1": 46,
        "ask_qty1": 124
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 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": 8.9043,
      "price_vs_vwap_pct": 0.6255,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0394,
        "prev_amount_yi": 0.0151,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6093,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 8.88,
            "high": 8.9,
            "low": 8.88,
            "close": 8.9,
            "amount_yi": 0.0047
          },
          {
            "time": "09:50",
            "open": 8.91,
            "high": 8.94,
            "low": 8.91,
            "close": 8.94,
            "amount_yi": 0.0077
          },
          {
            "time": "09:51",
            "open": 8.98,
            "high": 8.98,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.0206
          },
          {
            "time": "09:52",
            "open": 8.98,
            "high": 8.98,
            "low": 8.98,
            "close": 8.98,
            "amount_yi": 0.0033
          },
          {
            "time": "09:53",
            "open": 8.97,
            "high": 8.97,
            "low": 8.96,
            "close": 8.96,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.96,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 8.91,
        "open": 8.97,
        "high": 8.99,
        "low": 8.83,
        "bid1": 8.95,
        "ask1": 8.96,
        "bid_qty1": 7,
        "ask_qty1": 261
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 16.7831,
      "price_vs_vwap_pct": -0.9122,
      "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": 0.3591,
        "prev_amount_yi": 0.8573,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4189,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 16.46,
            "high": 16.48,
            "low": 16.46,
            "close": 16.48,
            "amount_yi": 0.0594
          },
          {
            "time": "09:50",
            "open": 16.5,
            "high": 16.61,
            "low": 16.5,
            "close": 16.61,
            "amount_yi": 0.0795
          },
          {
            "time": "09:51",
            "open": 16.6,
            "high": 16.6,
            "low": 16.6,
            "close": 16.6,
            "amount_yi": 0.0714
          },
          {
            "time": "09:52",
            "open": 16.65,
            "high": 16.65,
            "low": 16.56,
            "close": 16.56,
            "amount_yi": 0.1001
          },
          {
            "time": "09:53",
            "open": 16.55,
            "high": 16.63,
            "low": 16.55,
            "close": 16.63,
            "amount_yi": 0.0487
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.63,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 16.47,
        "open": 16.71,
        "high": 17.15,
        "low": 16.38,
        "bid1": 16.62,
        "ask1": 16.64,
        "bid_qty1": 236,
        "ask_qty1": 7
      },
      "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": "2026-07-03T09:53:34",
      "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": 4.0498,
      "intraday_vwap": 6.3821,
      "price_vs_vwap_pct": 0.4372,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0201,
        "prev_amount_yi": 0.0173,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 6.41,
            "high": 6.42,
            "low": 6.41,
            "close": 6.42,
            "amount_yi": 0.006
          },
          {
            "time": "09:50",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0045
          },
          {
            "time": "09:51",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0067
          },
          {
            "time": "09:52",
            "open": 6.42,
            "high": 6.42,
            "low": 6.41,
            "close": 6.41,
            "amount_yi": 0.0009
          },
          {
            "time": "09:53",
            "open": 6.41,
            "high": 6.41,
            "low": 6.41,
            "close": 6.41,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.41,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 6.31,
        "open": 6.32,
        "high": 6.44,
        "low": 6.28,
        "bid1": 6.41,
        "ask1": 6.42,
        "bid_qty1": 151,
        "ask_qty1": 61
      },
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.6287,
      "intraday_vwap": 11.6845,
      "price_vs_vwap_pct": 1.3308,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0314,
        "prev_amount_yi": 0.0182,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 11.76,
            "high": 11.76,
            "low": 11.76,
            "close": 11.76,
            "amount_yi": 0.0039
          },
          {
            "time": "09:50",
            "open": 11.74,
            "high": 11.78,
            "low": 11.74,
            "close": 11.78,
            "amount_yi": 0.0034
          },
          {
            "time": "09:51",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0014
          },
          {
            "time": "09:52",
            "open": 11.82,
            "high": 11.87,
            "low": 11.82,
            "close": 11.87,
            "amount_yi": 0.0201
          },
          {
            "time": "09:53",
            "open": 11.84,
            "high": 11.84,
            "low": 11.84,
            "close": 11.84,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.84,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 11.6,
        "open": 11.65,
        "high": 11.9,
        "low": 11.55,
        "bid1": 11.84,
        "ask1": 11.85,
        "bid_qty1": 36,
        "ask_qty1": 35
      },
      "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": "2026-07-03T09:53:34",
      "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": 5.4495,
      "price_vs_vwap_pct": 1.4772,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0853,
        "prev_amount_yi": 0.0566,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5071,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 5.45,
            "high": 5.47,
            "low": 5.45,
            "close": 5.47,
            "amount_yi": 0.0115
          },
          {
            "time": "09:50",
            "open": 5.48,
            "high": 5.5,
            "low": 5.48,
            "close": 5.5,
            "amount_yi": 0.0189
          },
          {
            "time": "09:51",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0138
          },
          {
            "time": "09:52",
            "open": 5.52,
            "high": 5.52,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0077
          },
          {
            "time": "09:53",
            "open": 5.55,
            "high": 5.55,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.0334
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.53,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 5.26,
        "open": 5.22,
        "high": 5.56,
        "low": 5.22,
        "bid1": 5.52,
        "ask1": 5.54,
        "bid_qty1": 135,
        "ask_qty1": 52
      },
      "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": "2026-07-03T09:53:34",
      "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": 9.5728,
      "price_vs_vwap_pct": -2.4319,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1483,
        "prev_amount_yi": 0.1302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.139,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 9.3,
            "high": 9.3,
            "low": 9.26,
            "close": 9.26,
            "amount_yi": 0.0542
          },
          {
            "time": "09:50",
            "open": 9.29,
            "high": 9.32,
            "low": 9.29,
            "close": 9.32,
            "amount_yi": 0.0309
          },
          {
            "time": "09:51",
            "open": 9.35,
            "high": 9.35,
            "low": 9.35,
            "close": 9.35,
            "amount_yi": 0.0089
          },
          {
            "time": "09:52",
            "open": 9.33,
            "high": 9.33,
            "low": 9.32,
            "close": 9.32,
            "amount_yi": 0.0289
          },
          {
            "time": "09:53",
            "open": 9.33,
            "high": 9.34,
            "low": 9.33,
            "close": 9.34,
            "amount_yi": 0.0254
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.34,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 9.53,
        "open": 9.63,
        "high": 9.91,
        "low": 9.25,
        "bid1": 9.34,
        "ask1": 9.35,
        "bid_qty1": 102,
        "ask_qty1": 764
      },
      "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": "2026-07-03T09:53:34",
      "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": 4.6384,
      "price_vs_vwap_pct": -3.415,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0906,
        "prev_amount_yi": 0.0897,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.01,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 4.49,
            "high": 4.49,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0233
          },
          {
            "time": "09:50",
            "open": 4.46,
            "high": 4.47,
            "low": 4.46,
            "close": 4.47,
            "amount_yi": 0.0264
          },
          {
            "time": "09:51",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.005
          },
          {
            "time": "09:52",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0184
          },
          {
            "time": "09:53",
            "open": 4.47,
            "high": 4.48,
            "low": 4.47,
            "close": 4.48,
            "amount_yi": 0.0175
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.48,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 4.91,
        "open": 4.8,
        "high": 4.87,
        "low": 4.46,
        "bid1": 4.48,
        "ask1": 4.5,
        "bid_qty1": 644,
        "ask_qty1": 230
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 8.16,
      "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": 7.8421,
      "price_vs_vwap_pct": 0.1007,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.071,
        "prev_amount_yi": 0.0367,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9346,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 7.83,
            "high": 7.84,
            "low": 7.83,
            "close": 7.84,
            "amount_yi": 0.0122
          },
          {
            "time": "09:50",
            "open": 7.84,
            "high": 7.84,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 0.0153
          },
          {
            "time": "09:51",
            "open": 7.84,
            "high": 7.84,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 0.0053
          },
          {
            "time": "09:52",
            "open": 7.85,
            "high": 7.85,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 0.0246
          },
          {
            "time": "09:53",
            "open": 7.85,
            "high": 7.85,
            "low": 7.85,
            "close": 7.85,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.85,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 7.83,
        "open": 7.83,
        "high": 7.91,
        "low": 7.78,
        "bid1": 7.85,
        "ask1": 7.86,
        "bid_qty1": 139,
        "ask_qty1": 698
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.7872,
      "intraday_vwap": 10.9615,
      "price_vs_vwap_pct": 1.0811,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.08,
        "prev_amount_yi": 0.066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 11.07,
            "high": 11.1,
            "low": 11.07,
            "close": 11.1,
            "amount_yi": 0.027
          },
          {
            "time": "09:50",
            "open": 11.1,
            "high": 11.1,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.017
          },
          {
            "time": "09:51",
            "open": 11.07,
            "high": 11.07,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0081
          },
          {
            "time": "09:52",
            "open": 11.09,
            "high": 11.09,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0123
          },
          {
            "time": "09:53",
            "open": 11.09,
            "high": 11.09,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.08,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 10.85,
        "open": 10.87,
        "high": 11.11,
        "low": 10.73,
        "bid1": 11.08,
        "ask1": 11.09,
        "bid_qty1": 96,
        "ask_qty1": 77
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 2.7736,
      "price_vs_vwap_pct": 0.2307,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0158,
        "prev_amount_yi": 0.0086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8372,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.76,
            "high": 2.76,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.0055
          },
          {
            "time": "09:50",
            "open": 2.76,
            "high": 2.77,
            "low": 2.76,
            "close": 2.77,
            "amount_yi": 0.0023
          },
          {
            "time": "09:51",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0027
          },
          {
            "time": "09:52",
            "open": 2.78,
            "high": 2.78,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0043
          },
          {
            "time": "09:53",
            "open": 2.77,
            "high": 2.78,
            "low": 2.77,
            "close": 2.78,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:33",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.82,
        "low": 2.71,
        "bid1": 2.77,
        "ask1": 2.78,
        "bid_qty1": 518,
        "ask_qty1": 471
      },
      "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": "2026-07-03T09:53:34",
      "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": 1.3686,
      "price_vs_vwap_pct": 0.1023,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0099,
        "prev_amount_yi": 0.0434,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2281,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0003
          },
          {
            "time": "09:50",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0011
          },
          {
            "time": "09:51",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0026
          },
          {
            "time": "09:52",
            "open": 1.38,
            "high": 1.38,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0042
          },
          {
            "time": "09:53",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:33",
        "prev_close": 1.36,
        "open": 1.36,
        "high": 1.38,
        "low": 1.35,
        "bid1": 1.37,
        "ask1": 1.38,
        "bid_qty1": 637,
        "ask_qty1": 24343
      },
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.1196,
      "intraday_vwap": 5.7369,
      "price_vs_vwap_pct": 0.577,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0178,
        "prev_amount_yi": 0.0033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.3939,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 5.75,
            "high": 5.76,
            "low": 5.75,
            "close": 5.76,
            "amount_yi": 0.0112
          },
          {
            "time": "09:50",
            "open": 5.75,
            "high": 5.77,
            "low": 5.75,
            "close": 5.77,
            "amount_yi": 0.0025
          },
          {
            "time": "09:51",
            "open": 5.76,
            "high": 5.76,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0004
          },
          {
            "time": "09:52",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0025
          },
          {
            "time": "09:53",
            "open": 5.76,
            "high": 5.77,
            "low": 5.76,
            "close": 5.77,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.77,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 5.69,
        "open": 5.71,
        "high": 5.77,
        "low": 5.7,
        "bid1": 5.76,
        "ask1": 5.77,
        "bid_qty1": 41,
        "ask_qty1": 184
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 13.0143,
      "price_vs_vwap_pct": -0.7246,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1475,
        "prev_amount_yi": 0.1726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8546,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 12.92,
            "high": 12.92,
            "low": 12.91,
            "close": 12.91,
            "amount_yi": 0.0581
          },
          {
            "time": "09:50",
            "open": 12.91,
            "high": 12.93,
            "low": 12.91,
            "close": 12.93,
            "amount_yi": 0.0372
          },
          {
            "time": "09:51",
            "open": 12.94,
            "high": 12.94,
            "low": 12.94,
            "close": 12.94,
            "amount_yi": 0.014
          },
          {
            "time": "09:52",
            "open": 12.98,
            "high": 12.98,
            "low": 12.95,
            "close": 12.95,
            "amount_yi": 0.022
          },
          {
            "time": "09:53",
            "open": 12.93,
            "high": 12.93,
            "low": 12.92,
            "close": 12.92,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.92,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 13.04,
        "open": 13.01,
        "high": 13.15,
        "low": 12.9,
        "bid1": 12.92,
        "ask1": 12.93,
        "bid_qty1": 378,
        "ask_qty1": 213
      },
      "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": "2026-07-03T09:53:34",
      "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": 3.4818,
      "intraday_vwap": 12.2995,
      "price_vs_vwap_pct": 0.3293,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0289,
        "prev_amount_yi": 0.0293,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 12.34,
            "high": 12.34,
            "low": 12.3,
            "close": 12.3,
            "amount_yi": 0.0067
          },
          {
            "time": "09:50",
            "open": 12.32,
            "high": 12.32,
            "low": 12.31,
            "close": 12.31,
            "amount_yi": 0.0048
          },
          {
            "time": "09:51",
            "open": 12.33,
            "high": 12.33,
            "low": 12.33,
            "close": 12.33,
            "amount_yi": 0.0004
          },
          {
            "time": "09:52",
            "open": 12.36,
            "high": 12.36,
            "low": 12.35,
            "close": 12.35,
            "amount_yi": 0.0148
          },
          {
            "time": "09:53",
            "open": 12.36,
            "high": 12.36,
            "low": 12.34,
            "close": 12.34,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.34,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 11.96,
        "open": 12.04,
        "high": 12.42,
        "low": 11.97,
        "bid1": 12.34,
        "ask1": 12.35,
        "bid_qty1": 88,
        "ask_qty1": 1
      },
      "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": "2026-07-03T09:53:34",
      "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": 10.6757,
      "price_vs_vwap_pct": -3.2382,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5451,
        "prev_amount_yi": 0.4247,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 10.42,
            "high": 10.42,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.1359
          },
          {
            "time": "09:50",
            "open": 10.4,
            "high": 10.4,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.1442
          },
          {
            "time": "09:51",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0409
          },
          {
            "time": "09:52",
            "open": 10.38,
            "high": 10.38,
            "low": 10.31,
            "close": 10.31,
            "amount_yi": 0.0932
          },
          {
            "time": "09:53",
            "open": 10.28,
            "high": 10.33,
            "low": 10.28,
            "close": 10.33,
            "amount_yi": 0.1309
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.33,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 11.16,
        "open": 11.0,
        "high": 11.14,
        "low": 10.28,
        "bid1": 10.33,
        "ask1": 10.34,
        "bid_qty1": 35,
        "ask_qty1": 57
      },
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.616,
      "intraday_vwap": 7.9532,
      "price_vs_vwap_pct": 0.8399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0227,
        "prev_amount_yi": 0.02,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.135,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 7.97,
            "high": 8.0,
            "low": 7.97,
            "close": 8.0,
            "amount_yi": 0.0069
          },
          {
            "time": "09:50",
            "open": 7.98,
            "high": 8.01,
            "low": 7.98,
            "close": 8.01,
            "amount_yi": 0.004
          },
          {
            "time": "09:51",
            "open": 8.03,
            "high": 8.03,
            "low": 8.03,
            "close": 8.03,
            "amount_yi": 0.0042
          },
          {
            "time": "09:52",
            "open": 8.05,
            "high": 8.05,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0049
          },
          {
            "time": "09:53",
            "open": 8.04,
            "high": 8.04,
            "low": 8.02,
            "close": 8.02,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.02,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 7.85,
        "open": 7.87,
        "high": 8.05,
        "low": 7.8,
        "bid1": 8.01,
        "ask1": 8.02,
        "bid_qty1": 62,
        "ask_qty1": 50
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 5.657,
      "price_vs_vwap_pct": -0.1237,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0356,
        "prev_amount_yi": 0.0249,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 5.67,
            "high": 5.67,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.016
          },
          {
            "time": "09:50",
            "open": 5.66,
            "high": 5.67,
            "low": 5.66,
            "close": 5.67,
            "amount_yi": 0.0042
          },
          {
            "time": "09:51",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0005
          },
          {
            "time": "09:52",
            "open": 5.66,
            "high": 5.67,
            "low": 5.66,
            "close": 5.67,
            "amount_yi": 0.0097
          },
          {
            "time": "09:53",
            "open": 5.67,
            "high": 5.67,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.65,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 5.61,
        "open": 5.58,
        "high": 5.7,
        "low": 5.57,
        "bid1": 5.65,
        "ask1": 5.66,
        "bid_qty1": 14,
        "ask_qty1": 184
      },
      "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": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 5.22,
      "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": 4.9253,
      "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": 0.0212,
        "prev_amount_yi": 0.0234,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.906,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.003
          },
          {
            "time": "09:50",
            "open": 4.93,
            "high": 4.93,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0029
          },
          {
            "time": "09:51",
            "open": 4.93,
            "high": 4.93,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0045
          },
          {
            "time": "09:52",
            "open": 4.94,
            "high": 4.94,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0056
          },
          {
            "time": "09:53",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.92,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 4.9,
        "open": 4.89,
        "high": 4.96,
        "low": 4.87,
        "bid1": 4.92,
        "ask1": 4.93,
        "bid_qty1": 184,
        "ask_qty1": 5889
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.0387,
      "intraday_vwap": 10.8033,
      "price_vs_vwap_pct": 0.5248,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0105,
        "prev_amount_yi": 0.0179,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5866,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 10.82,
            "high": 10.83,
            "low": 10.82,
            "close": 10.83,
            "amount_yi": 0.0008
          },
          {
            "time": "09:50",
            "open": 10.81,
            "high": 10.81,
            "low": 10.81,
            "close": 10.81,
            "amount_yi": 0.0016
          },
          {
            "time": "09:51",
            "open": 10.86,
            "high": 10.86,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.0043
          },
          {
            "time": "09:52",
            "open": 10.87,
            "high": 10.87,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.0024
          },
          {
            "time": "09:53",
            "open": 10.86,
            "high": 10.86,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.86,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 10.63,
        "open": 10.7,
        "high": 10.87,
        "low": 10.67,
        "bid1": 10.85,
        "ask1": 10.86,
        "bid_qty1": 12,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 2.7765,
      "price_vs_vwap_pct": 0.1261,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.022,
        "prev_amount_yi": 0.0152,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4474,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.77,
            "high": 2.78,
            "low": 2.77,
            "close": 2.78,
            "amount_yi": 0.0031
          },
          {
            "time": "09:50",
            "open": 2.78,
            "high": 2.78,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0021
          },
          {
            "time": "09:51",
            "open": 2.78,
            "high": 2.78,
            "low": 2.78,
            "close": 2.78,
            "amount_yi": 0.0007
          },
          {
            "time": "09:52",
            "open": 2.78,
            "high": 2.78,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0138
          },
          {
            "time": "09:53",
            "open": 2.78,
            "high": 2.78,
            "low": 2.78,
            "close": 2.78,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:33",
        "prev_close": 2.78,
        "open": 2.8,
        "high": 2.8,
        "low": 2.76,
        "bid1": 2.77,
        "ask1": 2.78,
        "bid_qty1": 4707,
        "ask_qty1": 168
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 6.7221,
      "price_vs_vwap_pct": -0.6263,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.049,
        "prev_amount_yi": 0.035,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 6.66,
            "high": 6.67,
            "low": 6.66,
            "close": 6.67,
            "amount_yi": 0.0252
          },
          {
            "time": "09:50",
            "open": 6.66,
            "high": 6.68,
            "low": 6.66,
            "close": 6.68,
            "amount_yi": 0.0061
          },
          {
            "time": "09:51",
            "open": 6.69,
            "high": 6.69,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0059
          },
          {
            "time": "09:52",
            "open": 6.7,
            "high": 6.7,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0038
          },
          {
            "time": "09:53",
            "open": 6.69,
            "high": 6.69,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:33",
        "prev_close": 6.76,
        "open": 6.75,
        "high": 6.81,
        "low": 6.65,
        "bid1": 6.68,
        "ask1": 6.69,
        "bid_qty1": 147,
        "ask_qty1": 347
      },
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.8961,
      "intraday_vwap": 7.6045,
      "price_vs_vwap_pct": 1.2558,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0248,
        "prev_amount_yi": 0.0233,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0644,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 7.63,
            "high": 7.63,
            "low": 7.63,
            "close": 7.63,
            "amount_yi": 0.0039
          },
          {
            "time": "09:50",
            "open": 7.63,
            "high": 7.64,
            "low": 7.63,
            "close": 7.64,
            "amount_yi": 0.0034
          },
          {
            "time": "09:51",
            "open": 7.68,
            "high": 7.68,
            "low": 7.68,
            "close": 7.68,
            "amount_yi": 0.0048
          },
          {
            "time": "09:52",
            "open": 7.7,
            "high": 7.7,
            "low": 7.68,
            "close": 7.68,
            "amount_yi": 0.0066
          },
          {
            "time": "09:53",
            "open": 7.7,
            "high": 7.7,
            "low": 7.7,
            "close": 7.7,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.7,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 7.54,
        "open": 7.52,
        "high": 7.71,
        "low": 7.52,
        "bid1": 7.69,
        "ask1": 7.7,
        "bid_qty1": 112,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 6.4159,
      "price_vs_vwap_pct": 0.2198,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0231,
        "prev_amount_yi": 0.0155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4903,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0035
          },
          {
            "time": "09:50",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0033
          },
          {
            "time": "09:51",
            "open": 6.44,
            "high": 6.44,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.0018
          },
          {
            "time": "09:52",
            "open": 6.47,
            "high": 6.47,
            "low": 6.45,
            "close": 6.45,
            "amount_yi": 0.0098
          },
          {
            "time": "09:53",
            "open": 6.44,
            "high": 6.44,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.43,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 6.3,
        "open": 6.33,
        "high": 6.47,
        "low": 6.28,
        "bid1": 6.43,
        "ask1": 6.44,
        "bid_qty1": 38,
        "ask_qty1": 179
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 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": 17.2406,
      "price_vs_vwap_pct": 0.4605,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0078,
        "prev_amount_yi": 0.0074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 17.27,
            "high": 17.3,
            "low": 17.27,
            "close": 17.3,
            "amount_yi": 0.0032
          },
          {
            "time": "09:50",
            "open": 17.3,
            "high": 17.3,
            "low": 17.28,
            "close": 17.28,
            "amount_yi": 0.0002
          },
          {
            "time": "09:51",
            "open": 17.33,
            "high": 17.33,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.0007
          },
          {
            "time": "09:52",
            "open": 17.35,
            "high": 17.35,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.003
          },
          {
            "time": "09:53",
            "open": 17.34,
            "high": 17.34,
            "low": 17.32,
            "close": 17.32,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.32,
        "ts": "2026-07-03T09:53:26",
        "prev_close": 16.9,
        "open": 17.04,
        "high": 17.39,
        "low": 16.92,
        "bid1": 17.33,
        "ask1": 17.34,
        "bid_qty1": 7,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 12.8,
      "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": 3.2103,
      "intraday_vwap": 12.3924,
      "price_vs_vwap_pct": 0.5455,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0261,
        "prev_amount_yi": 0.0318,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8208,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 12.45,
            "high": 12.45,
            "low": 12.45,
            "close": 12.45,
            "amount_yi": 0.0052
          },
          {
            "time": "09:50",
            "open": 12.47,
            "high": 12.47,
            "low": 12.46,
            "close": 12.46,
            "amount_yi": 0.01
          },
          {
            "time": "09:51",
            "open": 12.48,
            "high": 12.48,
            "low": 12.48,
            "close": 12.48,
            "amount_yi": 0.0025
          },
          {
            "time": "09:52",
            "open": 12.49,
            "high": 12.49,
            "low": 12.48,
            "close": 12.48,
            "amount_yi": 0.0046
          },
          {
            "time": "09:53",
            "open": 12.49,
            "high": 12.49,
            "low": 12.46,
            "close": 12.46,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.46,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 12.14,
        "open": 12.19,
        "high": 12.5,
        "low": 12.16,
        "bid1": 12.44,
        "ask1": 12.46,
        "bid_qty1": 31,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 5.026,
      "price_vs_vwap_pct": -0.5173,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2015,
        "prev_amount_yi": 0.2248,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8964,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.99,
            "high": 5.0,
            "low": 4.99,
            "close": 5.0,
            "amount_yi": 0.0937
          },
          {
            "time": "09:50",
            "open": 5.0,
            "high": 5.0,
            "low": 5.0,
            "close": 5.0,
            "amount_yi": 0.0355
          },
          {
            "time": "09:51",
            "open": 5.0,
            "high": 5.0,
            "low": 5.0,
            "close": 5.0,
            "amount_yi": 0.0086
          },
          {
            "time": "09:52",
            "open": 5.01,
            "high": 5.01,
            "low": 5.01,
            "close": 5.01,
            "amount_yi": 0.0363
          },
          {
            "time": "09:53",
            "open": 5.01,
            "high": 5.01,
            "low": 5.0,
            "close": 5.0,
            "amount_yi": 0.0274
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.0,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 5.05,
        "open": 5.1,
        "high": 5.11,
        "low": 4.98,
        "bid1": 5.0,
        "ask1": 5.01,
        "bid_qty1": 5424,
        "ask_qty1": 2433
      },
      "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": "2026-07-03T09:53:34",
      "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": 5.5892,
      "price_vs_vwap_pct": 0.5511,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0165,
        "prev_amount_yi": 0.0072,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2917,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 5.61,
            "high": 5.61,
            "low": 5.6,
            "close": 5.6,
            "amount_yi": 0.0016
          },
          {
            "time": "09:50",
            "open": 5.6,
            "high": 5.6,
            "low": 5.59,
            "close": 5.59,
            "amount_yi": 0.0011
          },
          {
            "time": "09:51",
            "open": 5.61,
            "high": 5.61,
            "low": 5.61,
            "close": 5.61,
            "amount_yi": 0.0013
          },
          {
            "time": "09:52",
            "open": 5.63,
            "high": 5.63,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0114
          },
          {
            "time": "09:53",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.62,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 5.48,
        "open": 5.49,
        "high": 5.64,
        "low": 5.47,
        "bid1": 5.61,
        "ask1": 5.62,
        "bid_qty1": 322,
        "ask_qty1": 347
      },
      "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": "2026-07-03T09:53:34",
      "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": 10.3476,
      "price_vs_vwap_pct": 0.2165,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0074,
        "prev_amount_yi": 0.0061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2131,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0013
          },
          {
            "time": "09:50",
            "open": 10.35,
            "high": 10.36,
            "low": 10.35,
            "close": 10.36,
            "amount_yi": 0.0009
          },
          {
            "time": "09:51",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0008
          },
          {
            "time": "09:52",
            "open": 10.4,
            "high": 10.4,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.002
          },
          {
            "time": "09:53",
            "open": 10.39,
            "high": 10.39,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.37,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 10.15,
        "open": 10.29,
        "high": 10.46,
        "low": 10.16,
        "bid1": 10.37,
        "ask1": 10.38,
        "bid_qty1": 7,
        "ask_qty1": 30
      },
      "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": "2026-07-03T09:53:34",
      "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": 2.2325,
      "price_vs_vwap_pct": -0.112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0298,
        "prev_amount_yi": 0.0184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.23,
            "high": 2.23,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0014
          },
          {
            "time": "09:50",
            "open": 2.23,
            "high": 2.24,
            "low": 2.23,
            "close": 2.24,
            "amount_yi": 0.0117
          },
          {
            "time": "09:51",
            "open": 2.24,
            "high": 2.24,
            "low": 2.24,
            "close": 2.24,
            "amount_yi": 0.0077
          },
          {
            "time": "09:52",
            "open": 2.25,
            "high": 2.25,
            "low": 2.25,
            "close": 2.25,
            "amount_yi": 0.0027
          },
          {
            "time": "09:53",
            "open": 2.24,
            "high": 2.24,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0063
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:30",
        "prev_close": 2.22,
        "open": 2.22,
        "high": 2.25,
        "low": 2.21,
        "bid1": 2.23,
        "ask1": 2.24,
        "bid_qty1": 2382,
        "ask_qty1": 880
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 2.8734,
      "price_vs_vwap_pct": 0.2297,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0212,
        "prev_amount_yi": 0.0129,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6434,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.86,
            "high": 2.86,
            "low": 2.86,
            "close": 2.86,
            "amount_yi": 0.0057
          },
          {
            "time": "09:50",
            "open": 2.87,
            "high": 2.87,
            "low": 2.87,
            "close": 2.87,
            "amount_yi": 0.0044
          },
          {
            "time": "09:51",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0069
          },
          {
            "time": "09:52",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0034
          },
          {
            "time": "09:53",
            "open": 2.88,
            "high": 2.88,
            "low": 2.88,
            "close": 2.88,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:31",
        "prev_close": 2.85,
        "open": 2.85,
        "high": 2.89,
        "low": 2.84,
        "bid1": 2.87,
        "ask1": 2.88,
        "bid_qty1": 1476,
        "ask_qty1": 891
      },
      "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": "2026-07-03T09:53:34",
      "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": 4.0336,
      "intraday_vwap": 11.7973,
      "price_vs_vwap_pct": 0.8705,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0302,
        "prev_amount_yi": 0.0165,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 11.83,
            "high": 11.83,
            "low": 11.83,
            "close": 11.83,
            "amount_yi": 0.0056
          },
          {
            "time": "09:50",
            "open": 11.85,
            "high": 11.85,
            "low": 11.84,
            "close": 11.84,
            "amount_yi": 0.0048
          },
          {
            "time": "09:51",
            "open": 11.88,
            "high": 11.88,
            "low": 11.88,
            "close": 11.88,
            "amount_yi": 0.0058
          },
          {
            "time": "09:52",
            "open": 11.91,
            "high": 11.91,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0098
          },
          {
            "time": "09:53",
            "open": 11.9,
            "high": 11.9,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.9,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 11.63,
        "open": 11.59,
        "high": 11.92,
        "low": 11.59,
        "bid1": 11.88,
        "ask1": 11.9,
        "bid_qty1": 177,
        "ask_qty1": 39
      },
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 15.5222,
      "price_vs_vwap_pct": 0.5656,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0379,
        "prev_amount_yi": 0.0236,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6059,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 15.56,
            "high": 15.56,
            "low": 15.55,
            "close": 15.55,
            "amount_yi": 0.0068
          },
          {
            "time": "09:50",
            "open": 15.6,
            "high": 15.65,
            "low": 15.6,
            "close": 15.65,
            "amount_yi": 0.0137
          },
          {
            "time": "09:51",
            "open": 15.67,
            "high": 15.67,
            "low": 15.67,
            "close": 15.67,
            "amount_yi": 0.0049
          },
          {
            "time": "09:52",
            "open": 15.65,
            "high": 15.65,
            "low": 15.64,
            "close": 15.64,
            "amount_yi": 0.0056
          },
          {
            "time": "09:53",
            "open": 15.63,
            "high": 15.63,
            "low": 15.61,
            "close": 15.61,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.61,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 15.31,
        "open": 15.35,
        "high": 15.67,
        "low": 15.3,
        "bid1": 15.61,
        "ask1": 15.62,
        "bid_qty1": 5,
        "ask_qty1": 355
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 10.73,
      "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": 10.3181,
      "price_vs_vwap_pct": 0.503,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0138,
        "prev_amount_yi": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 10.33,
            "high": 10.33,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0024
          },
          {
            "time": "09:50",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.001
          },
          {
            "time": "09:51",
            "open": 10.38,
            "high": 10.38,
            "low": 10.38,
            "close": 10.38,
            "amount_yi": 0.0048
          },
          {
            "time": "09:52",
            "open": 10.4,
            "high": 10.4,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0035
          },
          {
            "time": "09:53",
            "open": 10.38,
            "high": 10.38,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.37,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 10.15,
        "open": 10.25,
        "high": 10.41,
        "low": 10.2,
        "bid1": 10.37,
        "ask1": 10.38,
        "bid_qty1": 81,
        "ask_qty1": 29
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 3.3206,
      "price_vs_vwap_pct": 0.5842,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0154,
        "prev_amount_yi": 0.024,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6417,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.34,
            "high": 3.34,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0021
          },
          {
            "time": "09:50",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0014
          },
          {
            "time": "09:51",
            "open": 3.34,
            "high": 3.34,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0021
          },
          {
            "time": "09:52",
            "open": 3.35,
            "high": 3.35,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0083
          },
          {
            "time": "09:53",
            "open": 3.34,
            "high": 3.34,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.34,
        "ts": "2026-07-03T09:53:29",
        "prev_close": 3.28,
        "open": 3.27,
        "high": 3.35,
        "low": 3.27,
        "bid1": 3.33,
        "ask1": 3.34,
        "bid_qty1": 213,
        "ask_qty1": 373
      },
      "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": "2026-07-03T09:53:34",
      "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": 2.6281,
      "price_vs_vwap_pct": 0.0723,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0139,
        "prev_amount_yi": 0.0129,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.62,
            "high": 2.63,
            "low": 2.62,
            "close": 2.63,
            "amount_yi": 0.0027
          },
          {
            "time": "09:50",
            "open": 2.63,
            "high": 2.63,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0008
          },
          {
            "time": "09:51",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0024
          },
          {
            "time": "09:52",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0058
          },
          {
            "time": "09:53",
            "open": 2.63,
            "high": 2.63,
            "low": 2.63,
            "close": 2.63,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.63,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 2.61,
        "open": 2.64,
        "high": 2.65,
        "low": 2.6,
        "bid1": 2.62,
        "ask1": 2.63,
        "bid_qty1": 2877,
        "ask_qty1": 1800
      },
      "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": "2026-07-03T09:53:34",
      "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": 7.0277,
      "price_vs_vwap_pct": -0.3942,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0095,
        "prev_amount_yi": 0.0194,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4897,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0015
          },
          {
            "time": "09:50",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0026
          },
          {
            "time": "09:51",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.001
          },
          {
            "time": "09:52",
            "open": 7.03,
            "high": 7.03,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0007
          },
          {
            "time": "09:53",
            "open": 7.01,
            "high": 7.01,
            "low": 7.0,
            "close": 7.0,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.0,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 6.96,
        "open": 6.97,
        "high": 7.12,
        "low": 6.91,
        "bid1": 7.0,
        "ask1": 7.01,
        "bid_qty1": 412,
        "ask_qty1": 204
      },
      "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": "TOUCHED",
      "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": "2026-07-03T09:53:34",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 5.4429,
      "price_vs_vwap_pct": 0.8653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0455,
        "prev_amount_yi": 0.0211,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1564,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 5.46,
            "high": 5.48,
            "low": 5.46,
            "close": 5.48,
            "amount_yi": 0.0097
          },
          {
            "time": "09:50",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0148
          },
          {
            "time": "09:51",
            "open": 5.5,
            "high": 5.5,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0091
          },
          {
            "time": "09:52",
            "open": 5.49,
            "high": 5.49,
            "low": 5.48,
            "close": 5.48,
            "amount_yi": 0.0089
          },
          {
            "time": "09:53",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.49,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 5.35,
        "open": 5.38,
        "high": 5.5,
        "low": 5.36,
        "bid1": 5.48,
        "ask1": 5.49,
        "bid_qty1": 2787,
        "ask_qty1": 583
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T09:53:34",
      "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": -0.2812,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0695,
        "prev_amount_yi": 0.039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7821,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0165
          },
          {
            "time": "09:50",
            "open": 3.06,
            "high": 3.06,
            "low": 3.05,
            "close": 3.05,
            "amount_yi": 0.0036
          },
          {
            "time": "09:51",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0313
          },
          {
            "time": "09:52",
            "open": 3.07,
            "high": 3.07,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0095
          },
          {
            "time": "09:53",
            "open": 3.06,
            "high": 3.06,
            "low": 3.05,
            "close": 3.05,
            "amount_yi": 0.0086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.05,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 3.04,
        "open": 3.05,
        "high": 3.08,
        "low": 3.04,
        "bid1": 3.05,
        "ask1": 3.06,
        "bid_qty1": 5932,
        "ask_qty1": 2152
      },
      "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": "2026-07-03T09:53:34",
      "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": 4.6863,
      "price_vs_vwap_pct": 0.079,
      "energy_floor_hint_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": 0.021,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.7,
            "high": 4.7,
            "low": 4.7,
            "close": 4.7,
            "amount_yi": 0.002
          },
          {
            "time": "09:50",
            "open": 4.71,
            "high": 4.71,
            "low": 4.71,
            "close": 4.71,
            "amount_yi": 0.0032
          },
          {
            "time": "09:51",
            "open": 4.74,
            "high": 4.74,
            "low": 4.74,
            "close": 4.74,
            "amount_yi": 0.001
          },
          {
            "time": "09:52",
            "open": 4.73,
            "high": 4.73,
            "low": 4.73,
            "close": 4.73,
            "amount_yi": 0.0033
          },
          {
            "time": "09:53",
            "open": 4.69,
            "high": 4.69,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.69,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 4.6,
        "open": 4.65,
        "high": 4.75,
        "low": 4.61,
        "bid1": 4.69,
        "ask1": 4.7,
        "bid_qty1": 196,
        "ask_qty1": 12
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 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": 6.7129,
      "price_vs_vwap_pct": 0.7016,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0124,
        "prev_amount_yi": 0.0111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 6.74,
            "high": 6.75,
            "low": 6.74,
            "close": 6.75,
            "amount_yi": 0.0051
          },
          {
            "time": "09:50",
            "open": 6.75,
            "high": 6.76,
            "low": 6.75,
            "close": 6.76,
            "amount_yi": 0.0038
          },
          {
            "time": "09:51",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0013
          },
          {
            "time": "09:52",
            "open": 6.78,
            "high": 6.78,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0013
          },
          {
            "time": "09:53",
            "open": 6.76,
            "high": 6.76,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.76,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 6.6,
        "open": 6.66,
        "high": 6.78,
        "low": 6.61,
        "bid1": 6.75,
        "ask1": 6.76,
        "bid_qty1": 28,
        "ask_qty1": 21
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.2927,
      "intraday_vwap": 8.1648,
      "price_vs_vwap_pct": 0.4311,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0829,
        "prev_amount_yi": 0.0207,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.0048,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 8.13,
            "high": 8.13,
            "low": 8.12,
            "close": 8.12,
            "amount_yi": 0.0088
          },
          {
            "time": "09:50",
            "open": 8.13,
            "high": 8.16,
            "low": 8.13,
            "close": 8.16,
            "amount_yi": 0.0183
          },
          {
            "time": "09:51",
            "open": 8.22,
            "high": 8.22,
            "low": 8.22,
            "close": 8.22,
            "amount_yi": 0.0194
          },
          {
            "time": "09:52",
            "open": 8.21,
            "high": 8.22,
            "low": 8.21,
            "close": 8.22,
            "amount_yi": 0.0169
          },
          {
            "time": "09:53",
            "open": 8.24,
            "high": 8.24,
            "low": 8.2,
            "close": 8.2,
            "amount_yi": 0.0195
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.2,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 8.12,
        "open": 8.16,
        "high": 8.24,
        "low": 8.11,
        "bid1": 8.19,
        "ask1": 8.2,
        "bid_qty1": 12,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.5635,
      "price_vs_vwap_pct": -0.6595,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0319,
        "prev_amount_yi": 0.0447,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0069
          },
          {
            "time": "09:50",
            "open": 3.52,
            "high": 3.53,
            "low": 3.52,
            "close": 3.53,
            "amount_yi": 0.0109
          },
          {
            "time": "09:51",
            "open": 3.54,
            "high": 3.54,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0081
          },
          {
            "time": "09:52",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0049
          },
          {
            "time": "09:53",
            "open": 3.54,
            "high": 3.54,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.54,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 3.54,
        "open": 3.55,
        "high": 3.6,
        "low": 3.52,
        "bid1": 3.54,
        "ask1": 3.55,
        "bid_qty1": 286,
        "ask_qty1": 179
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 3.204,
      "price_vs_vwap_pct": 0.1873,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.027,
        "prev_amount_yi": 0.0412,
        "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": "09:49",
            "open": 3.2,
            "high": 3.21,
            "low": 3.2,
            "close": 3.21,
            "amount_yi": 0.0133
          },
          {
            "time": "09:50",
            "open": 3.21,
            "high": 3.21,
            "low": 3.21,
            "close": 3.21,
            "amount_yi": 0.0043
          },
          {
            "time": "09:51",
            "open": 3.21,
            "high": 3.21,
            "low": 3.21,
            "close": 3.21,
            "amount_yi": 0.0004
          },
          {
            "time": "09:52",
            "open": 3.2,
            "high": 3.21,
            "low": 3.2,
            "close": 3.21,
            "amount_yi": 0.0039
          },
          {
            "time": "09:53",
            "open": 3.21,
            "high": 3.21,
            "low": 3.21,
            "close": 3.21,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.21,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 3.15,
        "open": 3.16,
        "high": 3.25,
        "low": 3.14,
        "bid1": 3.2,
        "ask1": 3.21,
        "bid_qty1": 227,
        "ask_qty1": 3722
      },
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.4392,
      "intraday_vwap": 3.7441,
      "price_vs_vwap_pct": 0.6918,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0585,
        "prev_amount_yi": 0.0692,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.75,
            "high": 3.76,
            "low": 3.75,
            "close": 3.76,
            "amount_yi": 0.0011
          },
          {
            "time": "09:50",
            "open": 3.76,
            "high": 3.76,
            "low": 3.76,
            "close": 3.76,
            "amount_yi": 0.0125
          },
          {
            "time": "09:51",
            "open": 3.77,
            "high": 3.77,
            "low": 3.77,
            "close": 3.77,
            "amount_yi": 0.0199
          },
          {
            "time": "09:52",
            "open": 3.78,
            "high": 3.78,
            "low": 3.77,
            "close": 3.77,
            "amount_yi": 0.0206
          },
          {
            "time": "09:53",
            "open": 3.78,
            "high": 3.78,
            "low": 3.77,
            "close": 3.77,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.77,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 3.67,
        "open": 3.69,
        "high": 3.79,
        "low": 3.67,
        "bid1": 3.77,
        "ask1": 3.78,
        "bid_qty1": 303,
        "ask_qty1": 2120
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 5.8262,
      "price_vs_vwap_pct": 0.5801,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0267,
        "prev_amount_yi": 0.0347,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7695,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 5.83,
            "high": 5.83,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0073
          },
          {
            "time": "09:50",
            "open": 5.83,
            "high": 5.84,
            "low": 5.83,
            "close": 5.84,
            "amount_yi": 0.0017
          },
          {
            "time": "09:51",
            "open": 5.85,
            "high": 5.85,
            "low": 5.85,
            "close": 5.85,
            "amount_yi": 0.0042
          },
          {
            "time": "09:52",
            "open": 5.86,
            "high": 5.86,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0087
          },
          {
            "time": "09:53",
            "open": 5.87,
            "high": 5.87,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.86,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 5.79,
        "open": 5.79,
        "high": 5.87,
        "low": 5.78,
        "bid1": 5.85,
        "ask1": 5.86,
        "bid_qty1": 181,
        "ask_qty1": 54
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 8.6652,
      "price_vs_vwap_pct": 0.1708,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0255,
        "prev_amount_yi": 0.0419,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 8.69,
            "high": 8.69,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0072
          },
          {
            "time": "09:50",
            "open": 8.67,
            "high": 8.68,
            "low": 8.67,
            "close": 8.68,
            "amount_yi": 0.0073
          },
          {
            "time": "09:51",
            "open": 8.68,
            "high": 8.68,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.001
          },
          {
            "time": "09:52",
            "open": 8.68,
            "high": 8.68,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0076
          },
          {
            "time": "09:53",
            "open": 8.68,
            "high": 8.68,
            "low": 8.68,
            "close": 8.68,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.68,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 8.63,
        "open": 8.62,
        "high": 8.74,
        "low": 8.55,
        "bid1": 8.68,
        "ask1": 8.69,
        "bid_qty1": 165,
        "ask_qty1": 352
      },
      "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": "2026-07-03T09:53:34",
      "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": 7.3428,
      "price_vs_vwap_pct": -0.1743,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0937,
        "prev_amount_yi": 0.0932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 7.34,
            "high": 7.34,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0272
          },
          {
            "time": "09:50",
            "open": 7.34,
            "high": 7.34,
            "low": 7.33,
            "close": 7.33,
            "amount_yi": 0.0164
          },
          {
            "time": "09:51",
            "open": 7.32,
            "high": 7.32,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0122
          },
          {
            "time": "09:52",
            "open": 7.33,
            "high": 7.33,
            "low": 7.32,
            "close": 7.32,
            "amount_yi": 0.0156
          },
          {
            "time": "09:53",
            "open": 7.33,
            "high": 7.33,
            "low": 7.33,
            "close": 7.33,
            "amount_yi": 0.0223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.33,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 7.32,
        "open": 7.36,
        "high": 7.43,
        "low": 7.2,
        "bid1": 7.31,
        "ask1": 7.33,
        "bid_qty1": 599,
        "ask_qty1": 101
      },
      "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": "2026-07-03T09:53:34",
      "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": 9.0955,
      "price_vs_vwap_pct": -2.0395,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0836,
        "prev_amount_yi": 0.1178,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7097,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 8.95,
            "high": 8.96,
            "low": 8.95,
            "close": 8.96,
            "amount_yi": 0.0109
          },
          {
            "time": "09:50",
            "open": 8.96,
            "high": 8.97,
            "low": 8.96,
            "close": 8.97,
            "amount_yi": 0.0123
          },
          {
            "time": "09:51",
            "open": 8.95,
            "high": 8.95,
            "low": 8.95,
            "close": 8.95,
            "amount_yi": 0.0114
          },
          {
            "time": "09:52",
            "open": 8.95,
            "high": 8.95,
            "low": 8.93,
            "close": 8.93,
            "amount_yi": 0.0168
          },
          {
            "time": "09:53",
            "open": 8.92,
            "high": 8.92,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0322
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.91,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 9.18,
        "open": 9.14,
        "high": 9.39,
        "low": 8.87,
        "bid1": 8.91,
        "ask1": 8.93,
        "bid_qty1": 275,
        "ask_qty1": 213
      },
      "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": "2026-07-03T09:53:34",
      "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": 10.1184,
      "price_vs_vwap_pct": 0.4111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.031,
        "prev_amount_yi": 0.0343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9038,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0058
          },
          {
            "time": "09:50",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0057
          },
          {
            "time": "09:51",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.007
          },
          {
            "time": "09:52",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0045
          },
          {
            "time": "09:53",
            "open": 10.18,
            "high": 10.18,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.16,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 10.08,
        "open": 10.13,
        "high": 10.25,
        "low": 9.93,
        "bid1": 10.15,
        "ask1": 10.16,
        "bid_qty1": 5,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 2.5726,
      "price_vs_vwap_pct": 0.2876,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.035,
        "prev_amount_yi": 0.1028,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3405,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.58,
            "high": 2.6,
            "low": 2.58,
            "close": 2.6,
            "amount_yi": 0.0163
          },
          {
            "time": "09:50",
            "open": 2.59,
            "high": 2.59,
            "low": 2.59,
            "close": 2.59,
            "amount_yi": 0.0006
          },
          {
            "time": "09:51",
            "open": 2.59,
            "high": 2.59,
            "low": 2.59,
            "close": 2.59,
            "amount_yi": 0.0017
          },
          {
            "time": "09:52",
            "open": 2.59,
            "high": 2.59,
            "low": 2.59,
            "close": 2.59,
            "amount_yi": 0.0025
          },
          {
            "time": "09:53",
            "open": 2.59,
            "high": 2.59,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.58,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 2.5,
        "open": 2.51,
        "high": 2.64,
        "low": 2.49,
        "bid1": 2.57,
        "ask1": 2.58,
        "bid_qty1": 2445,
        "ask_qty1": 600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 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": 13.2142,
      "price_vs_vwap_pct": -0.9399,
      "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": 0.3828,
        "prev_amount_yi": 0.4297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.1345
          },
          {
            "time": "09:50",
            "open": 13.09,
            "high": 13.09,
            "low": 13.08,
            "close": 13.08,
            "amount_yi": 0.0888
          },
          {
            "time": "09:51",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0266
          },
          {
            "time": "09:52",
            "open": 13.11,
            "high": 13.12,
            "low": 13.11,
            "close": 13.12,
            "amount_yi": 0.0855
          },
          {
            "time": "09:53",
            "open": 13.13,
            "high": 13.13,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0474
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.09,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 13.21,
        "open": 13.22,
        "high": 13.35,
        "low": 13.07,
        "bid1": 13.09,
        "ask1": 13.1,
        "bid_qty1": 1288,
        "ask_qty1": 856
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 11.4977,
      "price_vs_vwap_pct": 0.2809,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.05,
        "prev_amount_yi": 0.0341,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 11.44,
            "high": 11.5,
            "low": 11.44,
            "close": 11.5,
            "amount_yi": 0.0161
          },
          {
            "time": "09:50",
            "open": 11.52,
            "high": 11.53,
            "low": 11.52,
            "close": 11.53,
            "amount_yi": 0.0139
          },
          {
            "time": "09:51",
            "open": 11.55,
            "high": 11.55,
            "low": 11.55,
            "close": 11.55,
            "amount_yi": 0.0029
          },
          {
            "time": "09:52",
            "open": 11.55,
            "high": 11.55,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.0104
          },
          {
            "time": "09:53",
            "open": 11.55,
            "high": 11.55,
            "low": 11.53,
            "close": 11.53,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.53,
        "ts": "2026-07-03T09:53:29",
        "prev_close": 11.51,
        "open": 11.57,
        "high": 11.73,
        "low": 11.35,
        "bid1": 11.52,
        "ask1": 11.53,
        "bid_qty1": 20,
        "ask_qty1": 127
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 2.1739,
      "price_vs_vwap_pct": 0.2806,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0173,
        "prev_amount_yi": 0.0065,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.6615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.17,
            "high": 2.17,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.0005
          },
          {
            "time": "09:50",
            "open": 2.17,
            "high": 2.17,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.0011
          },
          {
            "time": "09:51",
            "open": 2.17,
            "high": 2.17,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.0006
          },
          {
            "time": "09:52",
            "open": 2.18,
            "high": 2.18,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.014
          },
          {
            "time": "09:53",
            "open": 2.17,
            "high": 2.18,
            "low": 2.17,
            "close": 2.18,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.18,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 2.16,
        "open": 2.16,
        "high": 2.19,
        "low": 2.16,
        "bid1": 2.17,
        "ask1": 2.18,
        "bid_qty1": 2750,
        "ask_qty1": 1565
      },
      "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": "2026-07-03T09:53:34",
      "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": 9.5496,
      "price_vs_vwap_pct": -1.1477,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1634,
        "prev_amount_yi": 0.1062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 9.46,
            "high": 9.46,
            "low": 9.46,
            "close": 9.46,
            "amount_yi": 0.0678
          },
          {
            "time": "09:50",
            "open": 9.43,
            "high": 9.47,
            "low": 9.43,
            "close": 9.47,
            "amount_yi": 0.0452
          },
          {
            "time": "09:51",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.012
          },
          {
            "time": "09:52",
            "open": 9.49,
            "high": 9.49,
            "low": 9.47,
            "close": 9.47,
            "amount_yi": 0.0214
          },
          {
            "time": "09:53",
            "open": 9.46,
            "high": 9.46,
            "low": 9.44,
            "close": 9.44,
            "amount_yi": 0.017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.44,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 9.6,
        "open": 9.7,
        "high": 9.75,
        "low": 9.43,
        "bid1": 9.44,
        "ask1": 9.45,
        "bid_qty1": 118,
        "ask_qty1": 80
      },
      "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": "2026-07-03T09:53:34",
      "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": 3.9321,
      "price_vs_vwap_pct": 0.2009,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0172,
        "prev_amount_yi": 0.0291,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5911,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.95,
            "high": 3.95,
            "low": 3.94,
            "close": 3.94,
            "amount_yi": 0.0096
          },
          {
            "time": "09:50",
            "open": 3.95,
            "high": 3.95,
            "low": 3.95,
            "close": 3.95,
            "amount_yi": 0.0018
          },
          {
            "time": "09:51",
            "open": 3.95,
            "high": 3.95,
            "low": 3.95,
            "close": 3.95,
            "amount_yi": 0.0022
          },
          {
            "time": "09:52",
            "open": 3.96,
            "high": 3.96,
            "low": 3.94,
            "close": 3.94,
            "amount_yi": 0.0021
          },
          {
            "time": "09:53",
            "open": 3.94,
            "high": 3.94,
            "low": 3.94,
            "close": 3.94,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.94,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 3.9,
        "open": 3.92,
        "high": 3.97,
        "low": 3.9,
        "bid1": 3.93,
        "ask1": 3.94,
        "bid_qty1": 880,
        "ask_qty1": 588
      },
      "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": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 3.64,
      "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": 3.4594,
      "price_vs_vwap_pct": -2.2952,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1229,
        "prev_amount_yi": 0.0785,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5656,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.41,
            "high": 3.41,
            "low": 3.41,
            "close": 3.41,
            "amount_yi": 0.0307
          },
          {
            "time": "09:50",
            "open": 3.41,
            "high": 3.41,
            "low": 3.4,
            "close": 3.4,
            "amount_yi": 0.0382
          },
          {
            "time": "09:51",
            "open": 3.39,
            "high": 3.39,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.0184
          },
          {
            "time": "09:52",
            "open": 3.4,
            "high": 3.4,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.0246
          },
          {
            "time": "09:53",
            "open": 3.4,
            "high": 3.4,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.38,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 3.39,
        "open": 3.39,
        "high": 3.55,
        "low": 3.37,
        "bid1": 3.38,
        "ask1": 3.39,
        "bid_qty1": 890,
        "ask_qty1": 1256
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 5.5023,
      "price_vs_vwap_pct": 0.1399,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0449,
        "prev_amount_yi": 0.0541,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8299,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 5.51,
            "high": 5.52,
            "low": 5.51,
            "close": 5.52,
            "amount_yi": 0.0113
          },
          {
            "time": "09:50",
            "open": 5.52,
            "high": 5.53,
            "low": 5.52,
            "close": 5.53,
            "amount_yi": 0.0123
          },
          {
            "time": "09:51",
            "open": 5.54,
            "high": 5.54,
            "low": 5.54,
            "close": 5.54,
            "amount_yi": 0.0043
          },
          {
            "time": "09:52",
            "open": 5.54,
            "high": 5.54,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.009
          },
          {
            "time": "09:53",
            "open": 5.52,
            "high": 5.52,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.51,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 5.54,
        "open": 5.49,
        "high": 5.62,
        "low": 5.43,
        "bid1": 5.51,
        "ask1": 5.52,
        "bid_qty1": 285,
        "ask_qty1": 264
      },
      "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": "2026-07-03T09:53:34",
      "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": 2.5309,
      "price_vs_vwap_pct": -0.0356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0371,
        "prev_amount_yi": 0.0352,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.054,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0031
          },
          {
            "time": "09:50",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0027
          },
          {
            "time": "09:51",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0022
          },
          {
            "time": "09:52",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0229
          },
          {
            "time": "09:53",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:33",
        "prev_close": 2.51,
        "open": 2.52,
        "high": 2.55,
        "low": 2.51,
        "bid1": 2.52,
        "ask1": 2.53,
        "bid_qty1": 24311,
        "ask_qty1": 1660
      },
      "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": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 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": 23.9096,
      "price_vs_vwap_pct": -1.5458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6826,
        "prev_amount_yi": 0.3548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9239,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 23.93,
            "high": 23.93,
            "low": 23.72,
            "close": 23.72,
            "amount_yi": 0.2311
          },
          {
            "time": "09:50",
            "open": 23.74,
            "high": 23.74,
            "low": 23.7,
            "close": 23.7,
            "amount_yi": 0.1615
          },
          {
            "time": "09:51",
            "open": 23.63,
            "high": 23.63,
            "low": 23.63,
            "close": 23.63,
            "amount_yi": 0.0915
          },
          {
            "time": "09:52",
            "open": 23.6,
            "high": 23.6,
            "low": 23.53,
            "close": 23.53,
            "amount_yi": 0.0777
          },
          {
            "time": "09:53",
            "open": 23.53,
            "high": 23.54,
            "low": 23.53,
            "close": 23.54,
            "amount_yi": 0.1208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.54,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 23.3,
        "open": 23.47,
        "high": 24.19,
        "low": 23.46,
        "bid1": 23.54,
        "ask1": 23.56,
        "bid_qty1": 17,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 0.0012,
        "prev_amount_yi": 0.004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "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
          },
          {
            "time": "09:49",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0003
          },
          {
            "time": "09:50",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:32",
        "prev_close": 12.73,
        "open": 11.46,
        "high": 11.46,
        "low": 11.46,
        "bid1": 0.0,
        "ask1": 11.46,
        "bid_qty1": 0,
        "ask_qty1": 639339
      },
      "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": "2026-07-03T09:53:34",
      "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": 18.2306,
      "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": 0.1945,
        "prev_amount_yi": 0.2548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7633,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 18.12,
            "high": 18.12,
            "low": 18.12,
            "close": 18.12,
            "amount_yi": 0.0547
          },
          {
            "time": "09:50",
            "open": 18.14,
            "high": 18.14,
            "low": 18.1,
            "close": 18.1,
            "amount_yi": 0.0299
          },
          {
            "time": "09:51",
            "open": 18.17,
            "high": 18.17,
            "low": 18.17,
            "close": 18.17,
            "amount_yi": 0.0185
          },
          {
            "time": "09:52",
            "open": 18.22,
            "high": 18.22,
            "low": 18.17,
            "close": 18.17,
            "amount_yi": 0.0592
          },
          {
            "time": "09:53",
            "open": 18.15,
            "high": 18.2,
            "low": 18.15,
            "close": 18.2,
            "amount_yi": 0.0322
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.2,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 18.19,
        "open": 18.31,
        "high": 18.5,
        "low": 18.04,
        "bid1": 18.19,
        "ask1": 18.2,
        "bid_qty1": 1287,
        "ask_qty1": 61
      },
      "previous_state": "CANCELLED",
      "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": "2026-07-03T09:53:34",
      "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": 12.6742,
      "price_vs_vwap_pct": -0.112,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1863,
        "prev_amount_yi": 0.2132,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8738,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 12.61,
            "high": 12.62,
            "low": 12.61,
            "close": 12.62,
            "amount_yi": 0.0556
          },
          {
            "time": "09:50",
            "open": 12.61,
            "high": 12.61,
            "low": 12.61,
            "close": 12.61,
            "amount_yi": 0.026
          },
          {
            "time": "09:51",
            "open": 12.62,
            "high": 12.62,
            "low": 12.62,
            "close": 12.62,
            "amount_yi": 0.0493
          },
          {
            "time": "09:52",
            "open": 12.64,
            "high": 12.65,
            "low": 12.64,
            "close": 12.65,
            "amount_yi": 0.0311
          },
          {
            "time": "09:53",
            "open": 12.61,
            "high": 12.66,
            "low": 12.61,
            "close": 12.66,
            "amount_yi": 0.0243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.66,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 12.5,
        "open": 12.59,
        "high": 12.87,
        "low": 12.51,
        "bid1": 12.65,
        "ask1": 12.66,
        "bid_qty1": 1727,
        "ask_qty1": 55
      },
      "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": "2026-07-03T09:53:34",
      "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": 35.7119,
      "price_vs_vwap_pct": -0.0893,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0654,
        "prev_amount_yi": 0.0819,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7985,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 35.64,
            "high": 35.65,
            "low": 35.64,
            "close": 35.65,
            "amount_yi": 0.0095
          },
          {
            "time": "09:50",
            "open": 35.63,
            "high": 35.66,
            "low": 35.63,
            "close": 35.66,
            "amount_yi": 0.0106
          },
          {
            "time": "09:51",
            "open": 35.7,
            "high": 35.7,
            "low": 35.7,
            "close": 35.7,
            "amount_yi": 0.0045
          },
          {
            "time": "09:52",
            "open": 35.78,
            "high": 35.78,
            "low": 35.7,
            "close": 35.7,
            "amount_yi": 0.0292
          },
          {
            "time": "09:53",
            "open": 35.66,
            "high": 35.68,
            "low": 35.66,
            "close": 35.68,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.68,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 35.38,
        "open": 35.66,
        "high": 36.04,
        "low": 35.41,
        "bid1": 35.68,
        "ask1": 35.69,
        "bid_qty1": 3,
        "ask_qty1": 5
      },
      "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": "2026-07-03T09:53:34",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.1187,
      "intraday_vwap": 9.8601,
      "price_vs_vwap_pct": 0.8103,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0132,
        "prev_amount_yi": 0.0229,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5764,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 9.91,
            "high": 9.93,
            "low": 9.91,
            "close": 9.93,
            "amount_yi": 0.0019
          },
          {
            "time": "09:50",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0034
          },
          {
            "time": "09:51",
            "open": 9.92,
            "high": 9.92,
            "low": 9.92,
            "close": 9.92,
            "amount_yi": 0.0013
          },
          {
            "time": "09:52",
            "open": 9.93,
            "high": 9.93,
            "low": 9.93,
            "close": 9.93,
            "amount_yi": 0.0035
          },
          {
            "time": "09:53",
            "open": 9.92,
            "high": 9.94,
            "low": 9.92,
            "close": 9.94,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.94,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 9.69,
        "open": 9.78,
        "high": 9.95,
        "low": 9.74,
        "bid1": 9.93,
        "ask1": 9.94,
        "bid_qty1": 63,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 10.6949,
      "price_vs_vwap_pct": -2.7574,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1396,
        "prev_amount_yi": 0.1916,
        "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": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 10.39,
            "high": 10.39,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0187
          },
          {
            "time": "09:50",
            "open": 10.31,
            "high": 10.31,
            "low": 10.27,
            "close": 10.27,
            "amount_yi": 0.0374
          },
          {
            "time": "09:51",
            "open": 10.34,
            "high": 10.34,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.045
          },
          {
            "time": "09:52",
            "open": 10.4,
            "high": 10.4,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0181
          },
          {
            "time": "09:53",
            "open": 10.35,
            "high": 10.4,
            "low": 10.35,
            "close": 10.4,
            "amount_yi": 0.0204
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.4,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 10.67,
        "open": 10.51,
        "high": 11.27,
        "low": 10.26,
        "bid1": 10.4,
        "ask1": 10.41,
        "bid_qty1": 232,
        "ask_qty1": 609
      },
      "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": "2026-07-03T09:53:34",
      "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": 15.0474,
      "price_vs_vwap_pct": -2.7074,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2484,
        "prev_amount_yi": 0.3909,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 14.69,
            "high": 14.75,
            "low": 14.69,
            "close": 14.75,
            "amount_yi": 0.0771
          },
          {
            "time": "09:50",
            "open": 14.69,
            "high": 14.69,
            "low": 14.65,
            "close": 14.65,
            "amount_yi": 0.0651
          },
          {
            "time": "09:51",
            "open": 14.68,
            "high": 14.68,
            "low": 14.68,
            "close": 14.68,
            "amount_yi": 0.0244
          },
          {
            "time": "09:52",
            "open": 14.68,
            "high": 14.68,
            "low": 14.64,
            "close": 14.64,
            "amount_yi": 0.041
          },
          {
            "time": "09:53",
            "open": 14.63,
            "high": 14.64,
            "low": 14.63,
            "close": 14.64,
            "amount_yi": 0.0408
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.64,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 14.66,
        "open": 15.46,
        "high": 15.47,
        "low": 14.51,
        "bid1": 14.62,
        "ask1": 14.64,
        "bid_qty1": 27,
        "ask_qty1": 63
      },
      "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": "2026-07-03T09:53:34",
      "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": 6.6464,
      "price_vs_vwap_pct": -2.0522,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1198,
        "prev_amount_yi": 0.2053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 6.55,
            "high": 6.55,
            "low": 6.55,
            "close": 6.55,
            "amount_yi": 0.0344
          },
          {
            "time": "09:50",
            "open": 6.53,
            "high": 6.53,
            "low": 6.53,
            "close": 6.53,
            "amount_yi": 0.028
          },
          {
            "time": "09:51",
            "open": 6.54,
            "high": 6.54,
            "low": 6.54,
            "close": 6.54,
            "amount_yi": 0.0086
          },
          {
            "time": "09:52",
            "open": 6.53,
            "high": 6.53,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.0335
          },
          {
            "time": "09:53",
            "open": 6.5,
            "high": 6.51,
            "low": 6.5,
            "close": 6.51,
            "amount_yi": 0.0153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.51,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 6.25,
        "open": 6.43,
        "high": 6.88,
        "low": 6.39,
        "bid1": 6.5,
        "ask1": 6.51,
        "bid_qty1": 3603,
        "ask_qty1": 526
      },
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.3033,
      "intraday_vwap": 19.8674,
      "price_vs_vwap_pct": 0.5668,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.04,
        "prev_amount_yi": 0.0135,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.963,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 19.87,
            "high": 19.94,
            "low": 19.87,
            "close": 19.94,
            "amount_yi": 0.0082
          },
          {
            "time": "09:50",
            "open": 19.96,
            "high": 19.97,
            "low": 19.96,
            "close": 19.97,
            "amount_yi": 0.0062
          },
          {
            "time": "09:51",
            "open": 19.99,
            "high": 19.99,
            "low": 19.99,
            "close": 19.99,
            "amount_yi": 0.0079
          },
          {
            "time": "09:52",
            "open": 20.0,
            "high": 20.0,
            "low": 19.99,
            "close": 19.99,
            "amount_yi": 0.0103
          },
          {
            "time": "09:53",
            "open": 19.99,
            "high": 19.99,
            "low": 19.98,
            "close": 19.98,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.98,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 19.75,
        "open": 19.72,
        "high": 20.01,
        "low": 19.69,
        "bid1": 19.97,
        "ask1": 19.98,
        "bid_qty1": 36,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 3.6245,
      "price_vs_vwap_pct": -0.1242,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0376,
        "prev_amount_yi": 0.0263,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 3.62,
            "high": 3.62,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0061
          },
          {
            "time": "09:50",
            "open": 3.62,
            "high": 3.63,
            "low": 3.62,
            "close": 3.63,
            "amount_yi": 0.0022
          },
          {
            "time": "09:51",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0186
          },
          {
            "time": "09:52",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0037
          },
          {
            "time": "09:53",
            "open": 3.62,
            "high": 3.62,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "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": "2026-07-03T09:53:30",
        "prev_close": 3.58,
        "open": 3.61,
        "high": 3.65,
        "low": 3.59,
        "bid1": 3.61,
        "ask1": 3.62,
        "bid_qty1": 1826,
        "ask_qty1": 52
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-03T09:53:34",
      "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": 19.9295,
      "price_vs_vwap_pct": 0.0527,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0949,
        "prev_amount_yi": 0.0707,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0226
          },
          {
            "time": "09:50",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0123
          },
          {
            "time": "09:51",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0234
          },
          {
            "time": "09:52",
            "open": 19.95,
            "high": 19.95,
            "low": 19.94,
            "close": 19.94,
            "amount_yi": 0.0184
          },
          {
            "time": "09:53",
            "open": 19.93,
            "high": 19.94,
            "low": 19.93,
            "close": 19.94,
            "amount_yi": 0.0182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.94,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 19.75,
        "open": 19.8,
        "high": 20.12,
        "low": 19.73,
        "bid1": 19.94,
        "ask1": 19.95,
        "bid_qty1": 13,
        "ask_qty1": 36
      },
      "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": "2026-07-03T09:53:34",
      "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": 10.576,
      "price_vs_vwap_pct": -0.2458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0614,
        "prev_amount_yi": 0.0756,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8122,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 10.5,
            "high": 10.52,
            "low": 10.5,
            "close": 10.52,
            "amount_yi": 0.012
          },
          {
            "time": "09:50",
            "open": 10.5,
            "high": 10.52,
            "low": 10.5,
            "close": 10.52,
            "amount_yi": 0.0085
          },
          {
            "time": "09:51",
            "open": 10.52,
            "high": 10.52,
            "low": 10.52,
            "close": 10.52,
            "amount_yi": 0.0032
          },
          {
            "time": "09:52",
            "open": 10.53,
            "high": 10.53,
            "low": 10.52,
            "close": 10.52,
            "amount_yi": 0.0247
          },
          {
            "time": "09:53",
            "open": 10.52,
            "high": 10.55,
            "low": 10.52,
            "close": 10.55,
            "amount_yi": 0.013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.55,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 10.51,
        "open": 10.57,
        "high": 10.74,
        "low": 10.42,
        "bid1": 10.53,
        "ask1": 10.55,
        "bid_qty1": 19,
        "ask_qty1": 85
      },
      "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": "2026-07-03T09:53:34",
      "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": 4.0791,
      "intraday_vwap": 16.1083,
      "price_vs_vwap_pct": 0.383,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0899,
        "prev_amount_yi": 0.0796,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 16.13,
            "high": 16.17,
            "low": 16.13,
            "close": 16.17,
            "amount_yi": 0.0213
          },
          {
            "time": "09:50",
            "open": 16.17,
            "high": 16.17,
            "low": 16.17,
            "close": 16.17,
            "amount_yi": 0.0205
          },
          {
            "time": "09:51",
            "open": 16.19,
            "high": 16.19,
            "low": 16.19,
            "close": 16.19,
            "amount_yi": 0.0159
          },
          {
            "time": "09:52",
            "open": 16.19,
            "high": 16.19,
            "low": 16.16,
            "close": 16.16,
            "amount_yi": 0.018
          },
          {
            "time": "09:53",
            "open": 16.17,
            "high": 16.17,
            "low": 16.17,
            "close": 16.17,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.17,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 15.92,
        "open": 15.96,
        "high": 16.21,
        "low": 15.94,
        "bid1": 16.17,
        "ask1": 16.18,
        "bid_qty1": 189,
        "ask_qty1": 481
      },
      "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": "2026-07-03T09:53:34",
      "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": 69.6347,
      "price_vs_vwap_pct": 0.223,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2255,
        "prev_amount_yi": 0.2726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8272,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 69.5,
            "high": 69.61,
            "low": 69.5,
            "close": 69.61,
            "amount_yi": 0.0559
          },
          {
            "time": "09:50",
            "open": 69.52,
            "high": 69.66,
            "low": 69.52,
            "close": 69.66,
            "amount_yi": 0.0505
          },
          {
            "time": "09:51",
            "open": 69.8,
            "high": 69.8,
            "low": 69.8,
            "close": 69.8,
            "amount_yi": 0.0381
          },
          {
            "time": "09:52",
            "open": 69.92,
            "high": 69.92,
            "low": 69.65,
            "close": 69.65,
            "amount_yi": 0.0556
          },
          {
            "time": "09:53",
            "open": 69.66,
            "high": 69.79,
            "low": 69.66,
            "close": 69.79,
            "amount_yi": 0.0254
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.79,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 69.11,
        "open": 69.93,
        "high": 70.38,
        "low": 68.88,
        "bid1": 69.79,
        "ask1": 69.82,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "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": "2026-07-03T09:53:34",
      "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": 3.8005,
      "intraday_vwap": 20.9786,
      "price_vs_vwap_pct": 0.2927,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0823,
        "prev_amount_yi": 0.0544,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5129,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 20.96,
            "high": 21.02,
            "low": 20.96,
            "close": 21.02,
            "amount_yi": 0.0306
          },
          {
            "time": "09:50",
            "open": 21.04,
            "high": 21.04,
            "low": 21.04,
            "close": 21.04,
            "amount_yi": 0.0057
          },
          {
            "time": "09:51",
            "open": 21.06,
            "high": 21.06,
            "low": 21.06,
            "close": 21.06,
            "amount_yi": 0.0161
          },
          {
            "time": "09:52",
            "open": 21.08,
            "high": 21.08,
            "low": 21.05,
            "close": 21.05,
            "amount_yi": 0.0175
          },
          {
            "time": "09:53",
            "open": 21.05,
            "high": 21.05,
            "low": 21.04,
            "close": 21.04,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.04,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 20.79,
        "open": 20.84,
        "high": 21.12,
        "low": 20.81,
        "bid1": 21.04,
        "ask1": 21.05,
        "bid_qty1": 20,
        "ask_qty1": 46
      },
      "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": "2026-07-03T09:53:34",
      "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": 23.2748,
      "price_vs_vwap_pct": -0.0636,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2183,
        "prev_amount_yi": 0.3403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6415,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 23.23,
            "high": 23.23,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0657
          },
          {
            "time": "09:50",
            "open": 23.21,
            "high": 23.21,
            "low": 23.21,
            "close": 23.21,
            "amount_yi": 0.0352
          },
          {
            "time": "09:51",
            "open": 23.27,
            "high": 23.27,
            "low": 23.27,
            "close": 23.27,
            "amount_yi": 0.0348
          },
          {
            "time": "09:52",
            "open": 23.24,
            "high": 23.25,
            "low": 23.24,
            "close": 23.25,
            "amount_yi": 0.0416
          },
          {
            "time": "09:53",
            "open": 23.22,
            "high": 23.26,
            "low": 23.22,
            "close": 23.26,
            "amount_yi": 0.041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.26,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 23.03,
        "open": 23.2,
        "high": 23.53,
        "low": 23.02,
        "bid1": 23.25,
        "ask1": 23.26,
        "bid_qty1": 25,
        "ask_qty1": 9
      },
      "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": "2026-07-03T09:53:34",
      "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": 15.1322,
      "price_vs_vwap_pct": -0.2789,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1099,
        "prev_amount_yi": 0.1798,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 15.11,
            "high": 15.11,
            "low": 15.09,
            "close": 15.09,
            "amount_yi": 0.0358
          },
          {
            "time": "09:50",
            "open": 15.07,
            "high": 15.07,
            "low": 15.07,
            "close": 15.07,
            "amount_yi": 0.0168
          },
          {
            "time": "09:51",
            "open": 15.1,
            "high": 15.1,
            "low": 15.1,
            "close": 15.1,
            "amount_yi": 0.0169
          },
          {
            "time": "09:52",
            "open": 15.1,
            "high": 15.1,
            "low": 15.07,
            "close": 15.07,
            "amount_yi": 0.0143
          },
          {
            "time": "09:53",
            "open": 15.09,
            "high": 15.09,
            "low": 15.09,
            "close": 15.09,
            "amount_yi": 0.0261
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.09,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 14.91,
        "open": 15.12,
        "high": 15.3,
        "low": 14.95,
        "bid1": 15.09,
        "ask1": 15.1,
        "bid_qty1": 34,
        "ask_qty1": 438
      },
      "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": "2026-07-03T09:53:34",
      "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": 12.3564,
      "price_vs_vwap_pct": 0.1101,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0308,
        "prev_amount_yi": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.9903,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 12.44,
            "high": 12.44,
            "low": 12.44,
            "close": 12.44,
            "amount_yi": 0.0217
          },
          {
            "time": "09:50",
            "open": 12.41,
            "high": 12.41,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0014
          },
          {
            "time": "09:51",
            "open": 12.41,
            "high": 12.41,
            "low": 12.41,
            "close": 12.41,
            "amount_yi": 0.0013
          },
          {
            "time": "09:52",
            "open": 12.43,
            "high": 12.43,
            "low": 12.42,
            "close": 12.42,
            "amount_yi": 0.0031
          },
          {
            "time": "09:53",
            "open": 12.4,
            "high": 12.4,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.37,
        "ts": "2026-07-03T09:53:30",
        "prev_close": 12.2,
        "open": 12.33,
        "high": 12.45,
        "low": 12.2,
        "bid1": 12.37,
        "ask1": 12.41,
        "bid_qty1": 15,
        "ask_qty1": 44
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 29.8888,
      "price_vs_vwap_pct": 0.2048,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2371,
        "prev_amount_yi": 0.2953,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8029,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 29.79,
            "high": 29.86,
            "low": 29.79,
            "close": 29.86,
            "amount_yi": 0.049
          },
          {
            "time": "09:50",
            "open": 29.81,
            "high": 29.81,
            "low": 29.8,
            "close": 29.8,
            "amount_yi": 0.0503
          },
          {
            "time": "09:51",
            "open": 29.88,
            "high": 29.88,
            "low": 29.88,
            "close": 29.88,
            "amount_yi": 0.0424
          },
          {
            "time": "09:52",
            "open": 29.91,
            "high": 29.91,
            "low": 29.89,
            "close": 29.89,
            "amount_yi": 0.033
          },
          {
            "time": "09:53",
            "open": 29.92,
            "high": 29.95,
            "low": 29.92,
            "close": 29.95,
            "amount_yi": 0.0624
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.95,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 29.49,
        "open": 29.99,
        "high": 30.3,
        "low": 29.46,
        "bid1": 29.95,
        "ask1": 29.97,
        "bid_qty1": 143,
        "ask_qty1": 6
      },
      "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": "2026-07-03T09:53:34",
      "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": 3.5398,
      "intraday_vwap": 4.5037,
      "price_vs_vwap_pct": 0.1399,
      "energy_floor_hint_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": 0.0166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4819,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 4.5,
            "high": 4.5,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.004
          },
          {
            "time": "09:50",
            "open": 4.5,
            "high": 4.52,
            "low": 4.5,
            "close": 4.52,
            "amount_yi": 0.0048
          },
          {
            "time": "09:51",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0013
          },
          {
            "time": "09:52",
            "open": 4.53,
            "high": 4.53,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0117
          },
          {
            "time": "09:53",
            "open": 4.52,
            "high": 4.52,
            "low": 4.51,
            "close": 4.51,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.51,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 4.45,
        "open": 4.46,
        "high": 4.54,
        "low": 4.46,
        "bid1": 4.51,
        "ask1": 4.52,
        "bid_qty1": 186,
        "ask_qty1": 516
      },
      "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": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 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": 3.1213,
      "intraday_vwap": 16.9187,
      "price_vs_vwap_pct": 0.3032,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.074,
        "prev_amount_yi": 0.0526,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4068,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 16.9,
            "high": 16.93,
            "low": 16.9,
            "close": 16.93,
            "amount_yi": 0.0161
          },
          {
            "time": "09:50",
            "open": 16.91,
            "high": 16.91,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0138
          },
          {
            "time": "09:51",
            "open": 16.94,
            "high": 16.94,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.0061
          },
          {
            "time": "09:52",
            "open": 16.99,
            "high": 16.99,
            "low": 16.97,
            "close": 16.97,
            "amount_yi": 0.0141
          },
          {
            "time": "09:53",
            "open": 16.99,
            "high": 16.99,
            "low": 16.97,
            "close": 16.97,
            "amount_yi": 0.0239
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 42904.77,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.97,
        "ts": "2026-07-03T09:53:32",
        "prev_close": 16.75,
        "open": 16.76,
        "high": 17.1,
        "low": 16.73,
        "bid1": 16.97,
        "ask1": 16.98,
        "bid_qty1": 145,
        "ask_qty1": 295
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T09:53:34",
      "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": 23.5421,
      "price_vs_vwap_pct": 0.2459,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0858,
        "prev_amount_yi": 0.0568,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:49",
            "open": 23.48,
            "high": 23.52,
            "low": 23.48,
            "close": 23.52,
            "amount_yi": 0.0136
          },
          {
            "time": "09:50",
            "open": 23.54,
            "high": 23.55,
            "low": 23.54,
            "close": 23.55,
            "amount_yi": 0.0201
          },
          {
            "time": "09:51",
            "open": 23.61,
            "high": 23.61,
            "low": 23.61,
            "close": 23.61,
            "amount_yi": 0.0069
          },
          {
            "time": "09:52",
            "open": 23.63,
            "high": 23.63,
            "low": 23.59,
            "close": 23.59,
            "amount_yi": 0.0242
          },
          {
            "time": "09:53",
            "open": 23.58,
            "high": 23.6,
            "low": 23.58,
            "close": 23.6,
            "amount_yi": 0.021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.6,
        "ts": "2026-07-03T09:53:31",
        "prev_close": 23.28,
        "open": 23.44,
        "high": 23.73,
        "low": 23.33,
        "bid1": 23.59,
        "ask1": 23.6,
        "bid_qty1": 7,
        "ask_qty1": 114
      },
      "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": "2026-07-03T09:53:34",
      "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": 7.1715,
      "price_vs_vwap_pct": -2.3914,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5334,
        "prev_amount_yi": 1.1786,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.301,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:49",
            "open": 7.02,
            "high": 7.03,
            "low": 7.02,
            "close": 7.03,
            "amount_yi": 0.198
          },
          {
            "time": "09:50",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.8305
          },
          {
            "time": "09:51",
            "open": 7.0,
            "high": 7.0,
            "low": 7.0,
            "close": 7.0,
            "amount_yi": 0.1442
          },
          {
            "time": "09:52",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.157
          },
          {
            "time": "09:53",
            "open": 6.99,
            "high": 7.0,
            "low": 6.99,
            "close": 7.0,
            "amount_yi": 0.2037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 85809.53,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.0,
        "ts": "2026-07-03T09:53:33",
        "prev_close": 7.76,
        "open": 7.56,
        "high": 7.67,
        "low": 6.98,
        "bid1": 7.0,
        "ask1": 7.01,
        "bid_qty1": 376,
        "ask_qty1": 2144
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 580734.0,
    "market_value": 491974.28,
    "total_value": 1072708.28,
    "unrealized_pnl": 37632.16163829679,
    "unrealized_pnl_pct_of_initial": 3.7632161638296795,
    "realized_pnl": 35076.11836170324,
    "realized_pnl_pct_of_initial": 3.5076118361703235,
    "total_pnl": 72708.28000000003,
    "total_pnl_pct": 7.270828000000007
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 38400,
      "avg_cost": 3.565,
      "last_price": 3.92,
      "market_value": 150528.0,
      "unrealized_pnl": 13632.0,
      "unrealized_pnl_pct": 9.957924263674611,
      "updated_at": "2026-07-03T09:53:34",
      "prev_close": 4.06,
      "holding_days": 2,
      "position_pct_of_total": 14.032519633389985
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 1001,
      "avg_cost": 124.28448712255774,
      "last_price": 131.76,
      "market_value": 132155.28,
      "unrealized_pnl": 7497.939416074582,
      "unrealized_pnl_pct": 6.014839864987009,
      "updated_at": "2026-07-03T09:53:34",
      "prev_close": 135.05,
      "holding_days": 2,
      "position_pct_of_total": 12.319778122715713
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 110.65,
      "last_price": 110.24,
      "market_value": 88192.0,
      "unrealized_pnl": -328.00000000000864,
      "unrealized_pnl_pct": -0.3705377315860958,
      "updated_at": "2026-07-03T09:53:34",
      "prev_close": 117.31,
      "holding_days": 10,
      "position_pct_of_total": 8.221433696773554
    },
    {
      "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": "2026-07-03T09:53:34",
      "prev_close": 63.23,
      "holding_days": 2,
      "position_pct_of_total": 7.131948305647459
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 400,
      "sellable_qty": 400,
      "avg_cost": 83.20444444444445,
      "last_price": 90.01,
      "market_value": 36004.0,
      "unrealized_pnl": 2722.2222222222226,
      "unrealized_pnl_pct": 8.179317344158976,
      "updated_at": "2026-07-03T09:53:34",
      "prev_close": 95.98,
      "holding_days": 6,
      "position_pct_of_total": 3.3563645094638406
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 42.95,
      "market_value": 8590.0,
      "unrealized_pnl": 600.0,
      "unrealized_pnl_pct": 7.509386733416767,
      "updated_at": "2026-07-03T09:53:34",
      "prev_close": 42.3,
      "holding_days": 9,
      "position_pct_of_total": 0.8007768896871011
    }
  ],
  "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"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 61040.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260703:SZSE.002773:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 21.66,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "康弘药业",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260702",
      "plan_id": "RISK:20260702:SZSE.002773:position_stop_loss",
      "position_pnl_pct": -3.1111,
      "price": 21.8,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 2800,
      "quote_ask1": 21.81,
      "quote_ask_qty1": 60,
      "quote_bid1": 21.8,
      "quote_bid_qty1": 17,
      "quote_high": 22.48,
      "quote_last": 21.8,
      "quote_low": 21.79,
      "quote_open": 22.11,
      "quote_prev_close": 21.9,
      "quote_ts": "2026-07-03T09:43:03",
      "raw_avg_cost": 22.5,
      "raw_position_pnl_pct": -3.111111111111109,
      "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.002773",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "单抗概念",
      "trade_date": "20260703",
      "trigger_price": -3.0,
      "ts": "2026-07-03T09:43:06",
      "id": 40
    }
  ],
  "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": 110.24,
      "avg_cost": 110.65,
      "pnl_pct": -0.3705,
      "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": 90.01,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 8.1793,
      "threshold": 103.51,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 11,
      "source_event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 106.44,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 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": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档,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": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档,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": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
        "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": 120,
    "active_plan_contracts": 12,
    "watch_candidate_contracts": 108,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 4,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "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": 4,
    "risk_exit_filled": 4,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}