{
  "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": 0.7,
      "active_up_ratio": 0.6667,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5589,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069"
      ],
      "structural_hot_themes": [
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SZSE.000850",
            "SHSE.600493"
          ],
          "top_return_pct": 10.0457
        },
        {
          "theme": "贵金属 / 黄金概念",
          "count": 3,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975"
          ],
          "top_return_pct": 10.0212
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069"
      ],
      "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": 9.436726545869892,
          "above_vwap": true,
          "amount": 254465106.0
        },
        {
          "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": 25.473403294077695,
          "above_vwap": true,
          "amount": 420061515.0
        },
        {
          "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": 30.890180061567012,
          "above_vwap": true,
          "amount": 985402922.0
        },
        {
          "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": 19.745149381716164,
          "above_vwap": true,
          "amount": 1182408653.0
        },
        {
          "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": 6.518404907975461,
          "last": 13.89,
          "vwap": 13.592905223615412,
          "above_vwap": true,
          "amount": 615863272.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 6.286186931348214,
          "last": 25.7,
          "vwap": 25.878343793800973,
          "above_vwap": false,
          "amount": 2291260796.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.121673003802286,
          "last": 27.91,
          "vwap": 27.95293687844812,
          "above_vwap": false,
          "amount": 7853377616.0
        },
        {
          "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": 5.789473684210522,
          "last": 4.02,
          "vwap": 3.9823480083857445,
          "above_vwap": true,
          "amount": 50528828.0
        },
        {
          "symbol": "SHSE.600493",
          "name": "凤竹纺织",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.656934306569328,
          "last": 5.79,
          "vwap": 5.666682526661198,
          "above_vwap": true,
          "amount": 24176901.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 5.488474204171245,
          "last": 38.44,
          "vwap": 38.099578393927466,
          "above_vwap": true,
          "amount": 1345665679.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 5.238344683080154,
          "last": 20.09,
          "vwap": 20.321308664860148,
          "above_vwap": false,
          "amount": 1925055859.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 4.885993485342022,
          "last": 25.76,
          "vwap": 25.92085484787302,
          "above_vwap": false,
          "amount": 1482815462.0
        }
      ]
    },
    "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": 0.7,
        "active_up_ratio": 0.6667,
        "active_positive": 8,
        "active_positive_min": 1,
        "active_above_vwap": 4,
        "active_total": 12,
        "sample_total": 120,
        "dominant_theme": "贵金属 / 黄金概念",
        "dominant_theme_share": 0.5589,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.000975",
          "SHSE.601069"
        ],
        "structural_hot_themes": [
          {
            "theme": "纺织制造 / 纺织行业",
            "count": 3,
            "top_symbols": [
              "SZSE.002072",
              "SZSE.000850",
              "SHSE.600493"
            ],
            "top_return_pct": 10.0457
          },
          {
            "theme": "贵金属 / 黄金概念",
            "count": 3,
            "top_symbols": [
              "SHSE.601069",
              "SHSE.600988",
              "SZSE.000975"
            ],
            "top_return_pct": 10.0212
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000975",
          "SHSE.601069"
        ],
        "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": 9.436726545869892,
            "above_vwap": true,
            "amount": 254465106.0
          },
          {
            "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": 25.473403294077695,
            "above_vwap": true,
            "amount": 420061515.0
          },
          {
            "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": 30.890180061567012,
            "above_vwap": true,
            "amount": 985402922.0
          },
          {
            "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": 19.745149381716164,
            "above_vwap": true,
            "amount": 1182408653.0
          },
          {
            "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": 6.518404907975461,
            "last": 13.89,
            "vwap": 13.592905223615412,
            "above_vwap": true,
            "amount": 615863272.0
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 7,
            "ret_pct": 6.286186931348214,
            "last": 25.7,
            "vwap": 25.878343793800973,
            "above_vwap": false,
            "amount": 2291260796.0
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 11,
            "ret_pct": 6.121673003802286,
            "last": 27.91,
            "vwap": 27.95293687844812,
            "above_vwap": false,
            "amount": 7853377616.0
          },
          {
            "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": 5.789473684210522,
            "last": 4.02,
            "vwap": 3.9823480083857445,
            "above_vwap": true,
            "amount": 50528828.0
          },
          {
            "symbol": "SHSE.600493",
            "name": "凤竹纺织",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.656934306569328,
            "last": 5.79,
            "vwap": 5.666682526661198,
            "above_vwap": true,
            "amount": 24176901.0
          },
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 5.488474204171245,
            "last": 38.44,
            "vwap": 38.099578393927466,
            "above_vwap": true,
            "amount": 1345665679.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 10,
            "ret_pct": 5.238344683080154,
            "last": 20.09,
            "vwap": 20.321308664860148,
            "above_vwap": false,
            "amount": 1925055859.0
          },
          {
            "symbol": "SZSE.002155",
            "name": "湖南黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 4.885993485342022,
            "last": 25.76,
            "vwap": 25.92085484787302,
            "above_vwap": false,
            "amount": 1482815462.0
          }
        ]
      },
      "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": 0.7,
      "active_up_ratio": 0.6667,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5589,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069"
      ],
      "structural_hot_themes": [
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SZSE.000850",
            "SHSE.600493"
          ],
          "top_return_pct": 10.0457
        },
        {
          "theme": "贵金属 / 黄金概念",
          "count": 3,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975"
          ],
          "top_return_pct": 10.0212
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069"
      ],
      "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": 9.436726545869892,
          "above_vwap": true,
          "amount": 254465106.0
        },
        {
          "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": 25.473403294077695,
          "above_vwap": true,
          "amount": 420061515.0
        },
        {
          "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": 30.890180061567012,
          "above_vwap": true,
          "amount": 985402922.0
        },
        {
          "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": 19.745149381716164,
          "above_vwap": true,
          "amount": 1182408653.0
        },
        {
          "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": 6.518404907975461,
          "last": 13.89,
          "vwap": 13.592905223615412,
          "above_vwap": true,
          "amount": 615863272.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 6.286186931348214,
          "last": 25.7,
          "vwap": 25.878343793800973,
          "above_vwap": false,
          "amount": 2291260796.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.121673003802286,
          "last": 27.91,
          "vwap": 27.95293687844812,
          "above_vwap": false,
          "amount": 7853377616.0
        },
        {
          "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": 5.789473684210522,
          "last": 4.02,
          "vwap": 3.9823480083857445,
          "above_vwap": true,
          "amount": 50528828.0
        },
        {
          "symbol": "SHSE.600493",
          "name": "凤竹纺织",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.656934306569328,
          "last": 5.79,
          "vwap": 5.666682526661198,
          "above_vwap": true,
          "amount": 24176901.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 5.488474204171245,
          "last": 38.44,
          "vwap": 38.099578393927466,
          "above_vwap": true,
          "amount": 1345665679.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 5.238344683080154,
          "last": 20.09,
          "vwap": 20.321308664860148,
          "above_vwap": false,
          "amount": 1925055859.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 4.885993485342022,
          "last": 25.76,
          "vwap": 25.92085484787302,
          "above_vwap": false,
          "amount": 1482815462.0
        }
      ]
    },
    "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": 0.7,
      "active_up_ratio": 0.6667,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5589,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069"
      ],
      "structural_hot_themes": [
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SZSE.000850",
            "SHSE.600493"
          ],
          "top_return_pct": 10.0457
        },
        {
          "theme": "贵金属 / 黄金概念",
          "count": 3,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975"
          ],
          "top_return_pct": 10.0212
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069"
      ],
      "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": 9.436726545869892,
          "above_vwap": true,
          "amount": 254465106.0
        },
        {
          "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": 25.473403294077695,
          "above_vwap": true,
          "amount": 420061515.0
        },
        {
          "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": 30.890180061567012,
          "above_vwap": true,
          "amount": 985402922.0
        },
        {
          "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": 19.745149381716164,
          "above_vwap": true,
          "amount": 1182408653.0
        },
        {
          "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": 6.518404907975461,
          "last": 13.89,
          "vwap": 13.592905223615412,
          "above_vwap": true,
          "amount": 615863272.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 6.286186931348214,
          "last": 25.7,
          "vwap": 25.878343793800973,
          "above_vwap": false,
          "amount": 2291260796.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.121673003802286,
          "last": 27.91,
          "vwap": 27.95293687844812,
          "above_vwap": false,
          "amount": 7853377616.0
        },
        {
          "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": 5.789473684210522,
          "last": 4.02,
          "vwap": 3.9823480083857445,
          "above_vwap": true,
          "amount": 50528828.0
        },
        {
          "symbol": "SHSE.600493",
          "name": "凤竹纺织",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.656934306569328,
          "last": 5.79,
          "vwap": 5.666682526661198,
          "above_vwap": true,
          "amount": 24176901.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 5.488474204171245,
          "last": 38.44,
          "vwap": 38.099578393927466,
          "above_vwap": true,
          "amount": 1345665679.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 5.238344683080154,
          "last": 20.09,
          "vwap": 20.321308664860148,
          "above_vwap": false,
          "amount": 1925055859.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 4.885993485342022,
          "last": 25.76,
          "vwap": 25.92085484787302,
          "above_vwap": false,
          "amount": 1482815462.0
        }
      ]
    },
    "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": "2026-07-03T10:12:58",
  "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": "2026-07-03T10:12:58",
      "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": 19.7451,
      "price_vs_vwap_pct": 0.4806,
      "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": 0.0626,
        "prev_amount_yi": 0.0451,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.388,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0184
          },
          {
            "time": "10:11",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0275
          },
          {
            "time": "10:12",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0167
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": "2026-07-03T10:12:57",
        "prev_close": 18.04,
        "open": 19.25,
        "high": 19.84,
        "low": 19.25,
        "bid1": 19.84,
        "ask1": 0.0,
        "bid_qty1": 101561,
        "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": "2026-07-03T10:12:58",
      "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": 38.0996,
      "price_vs_vwap_pct": 0.8934,
      "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": 0.1915,
        "prev_amount_yi": 0.2163,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8853,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 38.22,
            "high": 38.36,
            "low": 38.22,
            "close": 38.36,
            "amount_yi": 0.0974
          },
          {
            "time": "10:11",
            "open": 38.36,
            "high": 38.39,
            "low": 38.36,
            "close": 38.39,
            "amount_yi": 0.0497
          },
          {
            "time": "10:12",
            "open": 38.42,
            "high": 38.44,
            "low": 38.42,
            "close": 38.44,
            "amount_yi": 0.0444
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 38.44,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 36.44,
        "open": 37.0,
        "high": 39.18,
        "low": 36.52,
        "bid1": 38.44,
        "ask1": 38.45,
        "bid_qty1": 51,
        "ask_qty1": 153
      },
      "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": "2026-07-03T10:12:58",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.7595,
      "intraday_vwap": 13.5929,
      "price_vs_vwap_pct": 2.1857,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2973,
        "prev_amount_yi": 0.17,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7488,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 13.9,
            "high": 13.93,
            "low": 13.9,
            "close": 13.93,
            "amount_yi": 0.1025
          },
          {
            "time": "10:11",
            "open": 13.89,
            "high": 13.89,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.1116
          },
          {
            "time": "10:12",
            "open": 13.9,
            "high": 13.9,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.0832
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.89,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 13.04,
        "open": 13.1,
        "high": 13.94,
        "low": 13.05,
        "bid1": 13.88,
        "ask1": 13.89,
        "bid_qty1": 649,
        "ask_qty1": 102
      },
      "previous_state": "TOUCHED",
      "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": "2026-07-03T10:12:58",
      "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": 8.7695,
      "price_vs_vwap_pct": -1.7048,
      "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": 0.0571,
        "prev_amount_yi": 0.0353,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 8.62,
            "high": 8.62,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.0131
          },
          {
            "time": "10:11",
            "open": 8.61,
            "high": 8.61,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.0178
          },
          {
            "time": "10:12",
            "open": 8.6,
            "high": 8.62,
            "low": 8.6,
            "close": 8.62,
            "amount_yi": 0.0262
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 8.62,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 8.71,
        "open": 8.83,
        "high": 8.97,
        "low": 8.6,
        "bid1": 8.61,
        "ask1": 8.62,
        "bid_qty1": 157,
        "ask_qty1": 176
      },
      "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": "2026-07-03T10:12:58",
      "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": 7.4053,
      "price_vs_vwap_pct": -1.1519,
      "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": 0.0078,
        "prev_amount_yi": 0.0103,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7573,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 7.31,
            "high": 7.32,
            "low": 7.31,
            "close": 7.32,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 7.31,
            "high": 7.32,
            "low": 7.31,
            "close": 7.32,
            "amount_yi": 0.0016
          },
          {
            "time": "10:12",
            "open": 7.31,
            "high": 7.32,
            "low": 7.31,
            "close": 7.32,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 7.32,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 7.4,
        "open": 7.49,
        "high": 7.52,
        "low": 7.3,
        "bid1": 7.32,
        "ask1": 7.33,
        "bid_qty1": 55,
        "ask_qty1": 152
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601069:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601069:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601069",
      "name": "西部黄金",
      "side": "BUY",
      "priority": "P5",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 23.92,
      "exec_low": 23.92,
      "exec_high": 24.64,
      "invalid_price": 23.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 25.4734,
      "price_vs_vwap_pct": 1.7139,
      "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": 0.0499,
        "prev_amount_yi": 0.0137,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0051
          },
          {
            "time": "10:11",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0343
          },
          {
            "time": "10:12",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": "2026-07-03T10:12:57",
        "prev_close": 23.55,
        "open": 24.55,
        "high": 25.91,
        "low": 24.25,
        "bid1": 25.91,
        "ask1": 0.0,
        "bid_qty1": 77194,
        "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": "2026-07-03T10:12:58",
      "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": 6.73,
      "price_vs_vwap_pct": -2.8232,
      "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": 0.039,
        "prev_amount_yi": 0.0632,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 6.53,
            "high": 6.55,
            "low": 6.53,
            "close": 6.55,
            "amount_yi": 0.0175
          },
          {
            "time": "10:11",
            "open": 6.55,
            "high": 6.55,
            "low": 6.53,
            "close": 6.53,
            "amount_yi": 0.008
          },
          {
            "time": "10:12",
            "open": 6.54,
            "high": 6.54,
            "low": 6.54,
            "close": 6.54,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 6.54,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 6.71,
        "open": 6.79,
        "high": 7.0,
        "low": 6.5,
        "bid1": 6.53,
        "ask1": 6.54,
        "bid_qty1": 61,
        "ask_qty1": 357
      },
      "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": "2026-07-03T10:12:58",
      "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": 25.8783,
      "price_vs_vwap_pct": -0.689,
      "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": 0.6736,
        "prev_amount_yi": 0.7318,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9205,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 25.7,
            "high": 25.7,
            "low": 25.63,
            "close": 25.63,
            "amount_yi": 0.2918
          },
          {
            "time": "10:11",
            "open": 25.61,
            "high": 25.68,
            "low": 25.61,
            "close": 25.68,
            "amount_yi": 0.2524
          },
          {
            "time": "10:12",
            "open": 25.64,
            "high": 25.7,
            "low": 25.64,
            "close": 25.7,
            "amount_yi": 0.1294
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 25.7,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 24.18,
        "open": 25.39,
        "high": 26.29,
        "low": 25.1,
        "bid1": 25.69,
        "ask1": 25.7,
        "bid_qty1": 31,
        "ask_qty1": 132
      },
      "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": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "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": 47.05,
      "max_chase_pct": 3.0,
      "base_exec_high": 47.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.99,
      "entry_zone_high": 46.37,
      "entry_risk_pct": null,
      "intraday_vwap": 44.8742,
      "price_vs_vwap_pct": -2.1932,
      "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": 0.4256,
        "prev_amount_yi": 0.4426,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9616,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 43.86,
            "high": 43.86,
            "low": 43.83,
            "close": 43.83,
            "amount_yi": 0.1241
          },
          {
            "time": "10:11",
            "open": 43.77,
            "high": 43.77,
            "low": 43.76,
            "close": 43.76,
            "amount_yi": 0.1714
          },
          {
            "time": "10:12",
            "open": 43.72,
            "high": 43.89,
            "low": 43.72,
            "close": 43.89,
            "amount_yi": 0.1301
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 43.89,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 44.75,
        "open": 44.0,
        "high": 46.93,
        "low": 43.68,
        "bid1": 43.88,
        "ask1": 43.89,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "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": 4.0236,
      "intraday_vwap": 10.2241,
      "price_vs_vwap_pct": -0.3335,
      "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": 0.0583,
        "prev_amount_yi": 0.0335,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7403,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 10.22,
            "high": 10.22,
            "low": 10.21,
            "close": 10.21,
            "amount_yi": 0.0097
          },
          {
            "time": "10:11",
            "open": 10.2,
            "high": 10.2,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.032
          },
          {
            "time": "10:12",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0166
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64954.39,
      "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": 10.19,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.42,
        "low": 9.85,
        "bid1": 10.18,
        "ask1": 10.19,
        "bid_qty1": 76,
        "ask_qty1": 25
      },
      "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": "2026-07-03T10:12:58",
      "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": 20.3213,
      "price_vs_vwap_pct": -1.1382,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.51,
        "prev_amount_yi": 0.4454,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 20.08,
            "high": 20.08,
            "low": 20.02,
            "close": 20.02,
            "amount_yi": 0.2293
          },
          {
            "time": "10:11",
            "open": 20.01,
            "high": 20.06,
            "low": 20.01,
            "close": 20.06,
            "amount_yi": 0.1931
          },
          {
            "time": "10:12",
            "open": 20.05,
            "high": 20.09,
            "low": 20.05,
            "close": 20.09,
            "amount_yi": 0.0876
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 20.09,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 19.09,
        "open": 19.9,
        "high": 20.66,
        "low": 19.71,
        "bid1": 20.08,
        "ask1": 20.09,
        "bid_qty1": 72,
        "ask_qty1": 272
      },
      "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": "2026-07-03T10:12:58",
      "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": 27.9529,
      "price_vs_vwap_pct": -0.1535,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.7145,
        "prev_amount_yi": 2.547,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0658,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:10",
            "open": 27.71,
            "high": 27.71,
            "low": 27.7,
            "close": 27.7,
            "amount_yi": 0.8079
          },
          {
            "time": "10:11",
            "open": 27.71,
            "high": 27.82,
            "low": 27.71,
            "close": 27.82,
            "amount_yi": 1.0162
          },
          {
            "time": "10:12",
            "open": 27.78,
            "high": 27.91,
            "low": 27.78,
            "close": 27.91,
            "amount_yi": 0.8904
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129908.77,
      "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": 27.91,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 26.3,
        "open": 27.5,
        "high": 28.3,
        "low": 27.41,
        "bid1": 27.88,
        "ask1": 27.91,
        "bid_qty1": 50,
        "ask_qty1": 32
      },
      "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": "2026-07-03T10:12:58",
      "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": 30.8902,
      "price_vs_vwap_pct": 1.1,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1084,
        "prev_amount_yi": 0.1166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0234
          },
          {
            "time": "10:09",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0436
          },
          {
            "time": "10:10",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0129
          },
          {
            "time": "10:11",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0104
          },
          {
            "time": "10:12",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:58",
        "prev_close": 28.39,
        "open": 30.37,
        "high": 31.23,
        "low": 29.86,
        "bid1": 31.23,
        "ask1": 0.0,
        "bid_qty1": 85764,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002155:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002155:VWAP_RECLAIM",
      "symbol": "SZSE.002155",
      "name": "湖南黄金",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.45,
      "exec_low": 25.83,
      "exec_high": 25.83,
      "invalid_price": 24.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.07,
      "entry_zone_high": 25.83,
      "entry_risk_pct": 4.1537,
      "intraday_vwap": 25.9209,
      "price_vs_vwap_pct": -0.6207,
      "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": 0.4799,
        "prev_amount_yi": 0.6001,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7997,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 25.81,
            "high": 25.81,
            "low": 25.78,
            "close": 25.78,
            "amount_yi": 0.1121
          },
          {
            "time": "10:09",
            "open": 25.77,
            "high": 25.77,
            "low": 25.75,
            "close": 25.75,
            "amount_yi": 0.1118
          },
          {
            "time": "10:10",
            "open": 25.75,
            "high": 25.76,
            "low": 25.75,
            "close": 25.76,
            "amount_yi": 0.0779
          },
          {
            "time": "10:11",
            "open": 25.72,
            "high": 25.72,
            "low": 25.72,
            "close": 25.72,
            "amount_yi": 0.0896
          },
          {
            "time": "10:12",
            "open": 25.71,
            "high": 25.76,
            "low": 25.71,
            "close": 25.76,
            "amount_yi": 0.0885
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 25.76,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 24.56,
        "open": 25.51,
        "high": 26.48,
        "low": 25.29,
        "bid1": 25.74,
        "ask1": 25.76,
        "bid_qty1": 29,
        "ask_qty1": 56
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600807:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600807:VWAP_RECLAIM",
      "symbol": "SHSE.600807",
      "name": "济高发展",
      "side": "BUY",
      "priority": "W2",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.56,
      "exec_low": 2.6,
      "exec_high": 2.6,
      "invalid_price": 2.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 2.4536,
      "price_vs_vwap_pct": -0.1467,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0088,
        "prev_amount_yi": 0.0079,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1139,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.43,
            "high": 2.43,
            "low": 2.43,
            "close": 2.43,
            "amount_yi": 0.0009
          },
          {
            "time": "10:09",
            "open": 2.43,
            "high": 2.43,
            "low": 2.43,
            "close": 2.43,
            "amount_yi": 0.0009
          },
          {
            "time": "10:10",
            "open": 2.43,
            "high": 2.44,
            "low": 2.43,
            "close": 2.44,
            "amount_yi": 0.0017
          },
          {
            "time": "10:11",
            "open": 2.45,
            "high": 2.45,
            "low": 2.44,
            "close": 2.44,
            "amount_yi": 0.002
          },
          {
            "time": "10:12",
            "open": 2.45,
            "high": 2.45,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.45,
        "ts": "2026-07-03T10:12:55",
        "prev_close": 2.41,
        "open": 2.43,
        "high": 2.48,
        "low": 2.43,
        "bid1": 2.45,
        "ask1": 2.46,
        "bid_qty1": 600,
        "ask_qty1": 1054
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T10:12:58",
      "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": 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": null,
      "intraday_vwap": 8.5197,
      "price_vs_vwap_pct": -1.7571,
      "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": 0.3025,
        "prev_amount_yi": 0.5063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5975,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 8.4,
            "high": 8.4,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0691
          },
          {
            "time": "10:09",
            "open": 8.38,
            "high": 8.38,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0673
          },
          {
            "time": "10:10",
            "open": 8.37,
            "high": 8.37,
            "low": 8.36,
            "close": 8.36,
            "amount_yi": 0.0473
          },
          {
            "time": "10:11",
            "open": 8.36,
            "high": 8.37,
            "low": 8.36,
            "close": 8.37,
            "amount_yi": 0.0693
          },
          {
            "time": "10:12",
            "open": 8.37,
            "high": 8.37,
            "low": 8.37,
            "close": 8.37,
            "amount_yi": 0.0495
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 8.37,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 8.2,
        "open": 8.5,
        "high": 8.67,
        "low": 8.35,
        "bid1": 8.37,
        "ask1": 8.38,
        "bid_qty1": 35,
        "ask_qty1": 1604
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T10:12:58",
      "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": 14.0295,
      "price_vs_vwap_pct": -1.7071,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2468,
        "prev_amount_yi": 0.2742,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9001,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 13.81,
            "high": 13.81,
            "low": 13.8,
            "close": 13.8,
            "amount_yi": 0.0732
          },
          {
            "time": "10:09",
            "open": 13.77,
            "high": 13.78,
            "low": 13.77,
            "close": 13.78,
            "amount_yi": 0.0565
          },
          {
            "time": "10:10",
            "open": 13.8,
            "high": 13.8,
            "low": 13.77,
            "close": 13.77,
            "amount_yi": 0.0334
          },
          {
            "time": "10:11",
            "open": 13.75,
            "high": 13.76,
            "low": 13.75,
            "close": 13.76,
            "amount_yi": 0.0549
          },
          {
            "time": "10:12",
            "open": 13.76,
            "high": 13.79,
            "low": 13.76,
            "close": 13.79,
            "amount_yi": 0.0288
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 13.79,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 13.71,
        "open": 14.13,
        "high": 14.2,
        "low": 13.74,
        "bid1": 13.79,
        "ask1": 13.8,
        "bid_qty1": 130,
        "ask_qty1": 114
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600612:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600612:VWAP_RECLAIM",
      "symbol": "SHSE.600612",
      "name": "老凤祥",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 33.55,
      "exec_low": 34.09,
      "exec_high": 34.25,
      "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": "2026-07-03T10:12:58",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.05,
      "dynamic_exec_high": 34.25,
      "entry_zone_low": 33.05,
      "entry_zone_high": 34.05,
      "entry_risk_pct": 4.6587,
      "intraday_vwap": 34.0917,
      "price_vs_vwap_pct": 0.0537,
      "energy_floor_hint_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": 0.0124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8468,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 33.96,
            "high": 33.99,
            "low": 33.96,
            "close": 33.99,
            "amount_yi": 0.0018
          },
          {
            "time": "10:09",
            "open": 34.0,
            "high": 34.0,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0038
          },
          {
            "time": "10:10",
            "open": 34.03,
            "high": 34.06,
            "low": 34.03,
            "close": 34.06,
            "amount_yi": 0.0005
          },
          {
            "time": "10:11",
            "open": 34.06,
            "high": 34.07,
            "low": 34.06,
            "close": 34.07,
            "amount_yi": 0.0002
          },
          {
            "time": "10:12",
            "open": 34.05,
            "high": 34.11,
            "low": 34.05,
            "close": 34.11,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 34.11,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 33.35,
        "open": 33.67,
        "high": 34.4,
        "low": 33.55,
        "bid1": 34.1,
        "ask1": 34.13,
        "bid_qty1": 12,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600824:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600824:VWAP_RECLAIM",
      "symbol": "SHSE.600824",
      "name": "益民集团",
      "side": "BUY",
      "priority": "W6",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.49,
      "exec_low": 3.54,
      "exec_high": 3.54,
      "invalid_price": 3.39,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.44,
      "entry_zone_high": 3.54,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4767,
      "price_vs_vwap_pct": 0.0949,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0019,
        "prev_amount_yi": 0.0147,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1293,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.46,
            "high": 3.46,
            "low": 3.46,
            "close": 3.46,
            "amount_yi": 0.0004
          },
          {
            "time": "10:09",
            "open": 3.47,
            "high": 3.48,
            "low": 3.47,
            "close": 3.48,
            "amount_yi": 0.0005
          },
          {
            "time": "10:10",
            "open": 3.47,
            "high": 3.47,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0005
          },
          {
            "time": "10:11",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0004
          },
          {
            "time": "10:12",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 3.48,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.5,
        "low": 3.44,
        "bid1": 3.47,
        "ask1": 3.48,
        "bid_qty1": 350,
        "ask_qty1": 676
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W7",
      "status": "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": "2026-07-03T10:12:58",
      "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": 3.6952,
      "intraday_vwap": 4.3076,
      "price_vs_vwap_pct": 0.52,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0094,
        "prev_amount_yi": 0.0193,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.487,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0001
          },
          {
            "time": "10:09",
            "open": 4.3,
            "high": 4.31,
            "low": 4.3,
            "close": 4.31,
            "amount_yi": 0.0044
          },
          {
            "time": "10:10",
            "open": 4.31,
            "high": 4.32,
            "low": 4.31,
            "close": 4.32,
            "amount_yi": 0.0024
          },
          {
            "time": "10:11",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.002
          },
          {
            "time": "10:12",
            "open": 4.32,
            "high": 4.33,
            "low": 4.32,
            "close": 4.33,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": "2026-07-03T10:12:57",
        "prev_close": 4.19,
        "open": 4.23,
        "high": 4.38,
        "low": 4.23,
        "bid1": 4.31,
        "ask1": 4.33,
        "bid_qty1": 1009,
        "ask_qty1": 216
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T10:12:58",
      "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": 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": null,
      "intraday_vwap": 11.4388,
      "price_vs_vwap_pct": -0.6015,
      "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": 0.5789,
        "prev_amount_yi": 0.6445,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8982,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 11.44,
            "high": 11.44,
            "low": 11.43,
            "close": 11.43,
            "amount_yi": 0.0733
          },
          {
            "time": "10:09",
            "open": 11.41,
            "high": 11.43,
            "low": 11.41,
            "close": 11.43,
            "amount_yi": 0.0907
          },
          {
            "time": "10:10",
            "open": 11.4,
            "high": 11.4,
            "low": 11.37,
            "close": 11.37,
            "amount_yi": 0.1414
          },
          {
            "time": "10:11",
            "open": 11.37,
            "high": 11.37,
            "low": 11.37,
            "close": 11.37,
            "amount_yi": 0.1213
          },
          {
            "time": "10:12",
            "open": 11.34,
            "high": 11.37,
            "low": 11.34,
            "close": 11.37,
            "amount_yi": 0.1522
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 11.37,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 11.12,
        "open": 11.4,
        "high": 11.59,
        "low": 11.26,
        "bid1": 11.36,
        "ask1": 11.37,
        "bid_qty1": 16,
        "ask_qty1": 65
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T10:12:58",
      "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": 4.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.27,
      "entry_zone_high": 4.39,
      "entry_risk_pct": null,
      "intraday_vwap": 4.3098,
      "price_vs_vwap_pct": -0.6914,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0061,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.28,
            "high": 4.28,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0017
          },
          {
            "time": "10:09",
            "open": 4.27,
            "high": 4.28,
            "low": 4.27,
            "close": 4.28,
            "amount_yi": 0.0012
          },
          {
            "time": "10:10",
            "open": 4.28,
            "high": 4.28,
            "low": 4.28,
            "close": 4.28,
            "amount_yi": 0.0016
          },
          {
            "time": "10:11",
            "open": 4.29,
            "high": 4.29,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0009
          },
          {
            "time": "10:12",
            "open": 4.29,
            "high": 4.29,
            "low": 4.28,
            "close": 4.28,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.28,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 4.29,
        "open": 4.3,
        "high": 4.35,
        "low": 4.27,
        "bid1": 4.28,
        "ask1": 4.29,
        "bid_qty1": 921,
        "ask_qty1": 486
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 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": 2.3229,
      "price_vs_vwap_pct": -0.5553,
      "energy_floor_hint_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": 0.0086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.686,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0024
          },
          {
            "time": "10:09",
            "open": 2.31,
            "high": 2.31,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0051
          },
          {
            "time": "10:10",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0095
          },
          {
            "time": "10:11",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.005
          },
          {
            "time": "10:12",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.31,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 2.28,
        "open": 2.29,
        "high": 2.35,
        "low": 2.28,
        "bid1": 2.3,
        "ask1": 2.31,
        "bid_qty1": 12830,
        "ask_qty1": 1083
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 15.5737,
      "price_vs_vwap_pct": -2.7848,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4822,
        "prev_amount_yi": 0.4431,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0882,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 15.25,
            "high": 15.25,
            "low": 15.22,
            "close": 15.22,
            "amount_yi": 0.0775
          },
          {
            "time": "10:09",
            "open": 15.21,
            "high": 15.21,
            "low": 15.2,
            "close": 15.2,
            "amount_yi": 0.1152
          },
          {
            "time": "10:10",
            "open": 15.2,
            "high": 15.2,
            "low": 15.18,
            "close": 15.18,
            "amount_yi": 0.0863
          },
          {
            "time": "10:11",
            "open": 15.15,
            "high": 15.18,
            "low": 15.15,
            "close": 15.18,
            "amount_yi": 0.077
          },
          {
            "time": "10:12",
            "open": 15.13,
            "high": 15.14,
            "low": 15.13,
            "close": 15.14,
            "amount_yi": 0.1262
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 15.14,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 14.83,
        "open": 15.58,
        "high": 16.15,
        "low": 15.11,
        "bid1": 15.13,
        "ask1": 15.14,
        "bid_qty1": 4,
        "ask_qty1": 272
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.1587,
      "price_vs_vwap_pct": -2.1749,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0287,
        "prev_amount_yi": 0.0639,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 3.11,
            "high": 3.11,
            "low": 3.1,
            "close": 3.1,
            "amount_yi": 0.0013
          },
          {
            "time": "10:09",
            "open": 3.09,
            "high": 3.09,
            "low": 3.09,
            "close": 3.09,
            "amount_yi": 0.0129
          },
          {
            "time": "10:10",
            "open": 3.09,
            "high": 3.09,
            "low": 3.09,
            "close": 3.09,
            "amount_yi": 0.0095
          },
          {
            "time": "10:11",
            "open": 3.09,
            "high": 3.09,
            "low": 3.09,
            "close": 3.09,
            "amount_yi": 0.0025
          },
          {
            "time": "10:12",
            "open": 3.09,
            "high": 3.09,
            "low": 3.09,
            "close": 3.09,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 3.09,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 3.23,
        "open": 3.26,
        "high": 3.29,
        "low": 3.07,
        "bid1": 3.09,
        "ask1": 3.1,
        "bid_qty1": 1295,
        "ask_qty1": 3699
      },
      "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": "2026-07-03T10:12:58",
      "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": 6.1473,
      "price_vs_vwap_pct": -4.1856,
      "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": 0.2633,
        "prev_amount_yi": 0.4519,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5827,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 5.88,
            "high": 5.88,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.0386
          },
          {
            "time": "10:09",
            "open": 5.87,
            "high": 5.87,
            "low": 5.85,
            "close": 5.85,
            "amount_yi": 0.0677
          },
          {
            "time": "10:10",
            "open": 5.86,
            "high": 5.86,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0801
          },
          {
            "time": "10:11",
            "open": 5.88,
            "high": 5.91,
            "low": 5.88,
            "close": 5.91,
            "amount_yi": 0.0499
          },
          {
            "time": "10:12",
            "open": 5.9,
            "high": 5.9,
            "low": 5.89,
            "close": 5.89,
            "amount_yi": 0.027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 5.89,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 6.04,
        "open": 6.22,
        "high": 6.56,
        "low": 5.78,
        "bid1": 5.89,
        "ask1": 5.9,
        "bid_qty1": 183,
        "ask_qty1": 722
      },
      "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": "2026-07-03T10:12:58",
      "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": 4.2022,
      "price_vs_vwap_pct": -0.2903,
      "energy_floor_hint_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": 0.0167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.18,
            "high": 4.19,
            "low": 4.18,
            "close": 4.19,
            "amount_yi": 0.0001
          },
          {
            "time": "10:09",
            "open": 4.18,
            "high": 4.18,
            "low": 4.18,
            "close": 4.18,
            "amount_yi": 0.0088
          },
          {
            "time": "10:10",
            "open": 4.18,
            "high": 4.19,
            "low": 4.18,
            "close": 4.19,
            "amount_yi": 0.0025
          },
          {
            "time": "10:11",
            "open": 4.19,
            "high": 4.19,
            "low": 4.19,
            "close": 4.19,
            "amount_yi": 0.0015
          },
          {
            "time": "10:12",
            "open": 4.19,
            "high": 4.19,
            "low": 4.19,
            "close": 4.19,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.19,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 4.19,
        "open": 4.17,
        "high": 4.25,
        "low": 4.17,
        "bid1": 4.18,
        "ask1": 4.19,
        "bid_qty1": 865,
        "ask_qty1": 915
      },
      "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": "2026-07-03T10:12:58",
      "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": 2.8129,
      "price_vs_vwap_pct": -0.1031,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.02,
        "prev_amount_yi": 0.0848,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2358,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.8,
            "high": 2.8,
            "low": 2.79,
            "close": 2.79,
            "amount_yi": 0.005
          },
          {
            "time": "10:09",
            "open": 2.79,
            "high": 2.8,
            "low": 2.79,
            "close": 2.8,
            "amount_yi": 0.0056
          },
          {
            "time": "10:10",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.006
          },
          {
            "time": "10:11",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.0007
          },
          {
            "time": "10:12",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.81,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 2.79,
        "open": 2.79,
        "high": 2.83,
        "low": 2.79,
        "bid1": 2.8,
        "ask1": 2.81,
        "bid_qty1": 16614,
        "ask_qty1": 11818
      },
      "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": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "sim_reason": "invalid_price_broken",
      "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": 4.9661,
      "price_vs_vwap_pct": -0.5256,
      "energy_floor_hint_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": 0.0446,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8498,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0059
          },
          {
            "time": "10:09",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0012
          },
          {
            "time": "10:10",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0096
          },
          {
            "time": "10:11",
            "open": 4.94,
            "high": 4.94,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0114
          },
          {
            "time": "10:12",
            "open": 4.92,
            "high": 4.94,
            "low": 4.92,
            "close": 4.94,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.94,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 4.9,
        "open": 4.93,
        "high": 5.03,
        "low": 4.91,
        "bid1": 4.93,
        "ask1": 4.94,
        "bid_qty1": 35,
        "ask_qty1": 2694
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "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": 8.8453,
      "price_vs_vwap_pct": 0.2792,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0807,
        "prev_amount_yi": 0.0782,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 8.76,
            "high": 8.76,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.009
          },
          {
            "time": "10:09",
            "open": 8.76,
            "high": 8.77,
            "low": 8.76,
            "close": 8.77,
            "amount_yi": 0.0129
          },
          {
            "time": "10:10",
            "open": 8.82,
            "high": 8.82,
            "low": 8.82,
            "close": 8.82,
            "amount_yi": 0.0119
          },
          {
            "time": "10:11",
            "open": 8.85,
            "high": 8.86,
            "low": 8.85,
            "close": 8.86,
            "amount_yi": 0.0315
          },
          {
            "time": "10:12",
            "open": 8.87,
            "high": 8.87,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 8.87,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 8.59,
        "open": 8.47,
        "high": 9.08,
        "low": 8.41,
        "bid1": 8.86,
        "ask1": 8.87,
        "bid_qty1": 97,
        "ask_qty1": 730
      },
      "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": "2026-07-03T10:12:58",
      "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": 26.8732,
      "price_vs_vwap_pct": -1.5004,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1095,
        "prev_amount_yi": 0.2104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5204,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 26.3,
            "high": 26.3,
            "low": 26.2,
            "close": 26.2,
            "amount_yi": 0.0201
          },
          {
            "time": "10:09",
            "open": 26.45,
            "high": 26.48,
            "low": 26.45,
            "close": 26.48,
            "amount_yi": 0.0218
          },
          {
            "time": "10:10",
            "open": 26.26,
            "high": 26.3,
            "low": 26.26,
            "close": 26.3,
            "amount_yi": 0.0186
          },
          {
            "time": "10:11",
            "open": 26.44,
            "high": 26.47,
            "low": 26.44,
            "close": 26.47,
            "amount_yi": 0.0162
          },
          {
            "time": "10:12",
            "open": 26.5,
            "high": 26.5,
            "low": 26.47,
            "close": 26.47,
            "amount_yi": 0.0328
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 26.47,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 28.25,
        "open": 27.2,
        "high": 28.17,
        "low": 25.5,
        "bid1": 26.46,
        "ask1": 26.47,
        "bid_qty1": 564,
        "ask_qty1": 27
      },
      "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": "2026-07-03T10:12:58",
      "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": 9.9304,
      "price_vs_vwap_pct": -3.1258,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.005,
        "prev_amount_yi": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4854,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0018
          },
          {
            "time": "10:09",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0017
          },
          {
            "time": "10:10",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0003
          },
          {
            "time": "10:11",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0008
          },
          {
            "time": "10:12",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:56",
        "prev_close": 10.69,
        "open": 10.52,
        "high": 10.56,
        "low": 9.62,
        "bid1": 0.0,
        "ask1": 9.62,
        "bid_qty1": 0,
        "ask_qty1": 56149
      },
      "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": "2026-07-03T10:12:58",
      "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": 17.6571,
      "price_vs_vwap_pct": -0.7198,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2305,
        "prev_amount_yi": 0.5552,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 17.49,
            "high": 17.5,
            "low": 17.49,
            "close": 17.5,
            "amount_yi": 0.0473
          },
          {
            "time": "10:09",
            "open": 17.46,
            "high": 17.49,
            "low": 17.46,
            "close": 17.49,
            "amount_yi": 0.0391
          },
          {
            "time": "10:10",
            "open": 17.52,
            "high": 17.53,
            "low": 17.52,
            "close": 17.53,
            "amount_yi": 0.026
          },
          {
            "time": "10:11",
            "open": 17.55,
            "high": 17.55,
            "low": 17.54,
            "close": 17.54,
            "amount_yi": 0.077
          },
          {
            "time": "10:12",
            "open": 17.53,
            "high": 17.53,
            "low": 17.53,
            "close": 17.53,
            "amount_yi": 0.0411
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:55",
        "prev_close": 17.93,
        "open": 18.0,
        "high": 18.35,
        "low": 17.33,
        "bid1": 17.53,
        "ask1": 17.54,
        "bid_qty1": 784,
        "ask_qty1": 42
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601566:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601566:VWAP_RECLAIM",
      "symbol": "SHSE.601566",
      "name": "九牧王",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.8,
      "exec_low": 8.93,
      "exec_high": 8.93,
      "invalid_price": 8.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.67,
      "entry_zone_high": 8.93,
      "entry_risk_pct": null,
      "intraday_vwap": 8.6599,
      "price_vs_vwap_pct": 0.2321,
      "energy_floor_hint_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": 0.0184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2554,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 8.67,
            "high": 8.67,
            "low": 8.65,
            "close": 8.65,
            "amount_yi": 0.0043
          },
          {
            "time": "10:09",
            "open": 8.65,
            "high": 8.66,
            "low": 8.65,
            "close": 8.66,
            "amount_yi": 0.0137
          },
          {
            "time": "10:10",
            "open": 8.66,
            "high": 8.66,
            "low": 8.66,
            "close": 8.66,
            "amount_yi": 0.0018
          },
          {
            "time": "10:11",
            "open": 8.66,
            "high": 8.67,
            "low": 8.66,
            "close": 8.67,
            "amount_yi": 0.0008
          },
          {
            "time": "10:12",
            "open": 8.67,
            "high": 8.68,
            "low": 8.67,
            "close": 8.68,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:56",
        "prev_close": 8.68,
        "open": 8.68,
        "high": 8.78,
        "low": 8.52,
        "bid1": 8.67,
        "ask1": 8.68,
        "bid_qty1": 70,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002072:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260702:SZSE.002072:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002072",
      "name": "凯瑞德",
      "side": "BUY",
      "priority": "W22",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.01,
      "exec_low": 9.01,
      "exec_high": 9.15,
      "invalid_price": 8.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 9.4367,
      "price_vs_vwap_pct": 2.1544,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0863,
        "prev_amount_yi": 0.0593,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:08",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0699
          },
          {
            "time": "10:09",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0071
          },
          {
            "time": "10:10",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0072
          },
          {
            "time": "10:11",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0003
          },
          {
            "time": "10:12",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:57",
        "prev_close": 8.76,
        "open": 8.87,
        "high": 9.64,
        "low": 8.59,
        "bid1": 9.64,
        "ask1": 0.0,
        "bid_qty1": 57793,
        "ask_qty1": 0
      },
      "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": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 6.68,
      "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": 6.4687,
      "price_vs_vwap_pct": -0.7529,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0068,
        "prev_amount_yi": 0.0163,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 6.43,
            "high": 6.43,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0008
          },
          {
            "time": "10:09",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0036
          },
          {
            "time": "10:10",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0015
          },
          {
            "time": "10:11",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 6.42,
        "ts": "2026-07-03T10:12:54",
        "prev_close": 6.45,
        "open": 6.48,
        "high": 6.53,
        "low": 6.41,
        "bid1": 6.42,
        "ask1": 6.43,
        "bid_qty1": 150,
        "ask_qty1": 180
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 3.9823,
      "price_vs_vwap_pct": 0.9467,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0056,
        "prev_amount_yi": 0.0181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3094,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.02,
            "high": 4.02,
            "low": 4.02,
            "close": 4.02,
            "amount_yi": 0.0018
          },
          {
            "time": "10:09",
            "open": 4.01,
            "high": 4.01,
            "low": 4.01,
            "close": 4.01,
            "amount_yi": 0.0027
          },
          {
            "time": "10:10",
            "open": 4.01,
            "high": 4.02,
            "low": 4.01,
            "close": 4.02,
            "amount_yi": 0.0001
          },
          {
            "time": "10:11",
            "open": 4.02,
            "high": 4.02,
            "low": 4.02,
            "close": 4.02,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 4.01,
            "high": 4.02,
            "low": 4.01,
            "close": 4.02,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.02,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 3.8,
        "open": 3.81,
        "high": 4.1,
        "low": 3.8,
        "bid1": 4.01,
        "ask1": 4.02,
        "bid_qty1": 499,
        "ask_qty1": 1003
      },
      "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": "2026-07-03T10:12:58",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.29,
      "entry_zone_high": 10.61,
      "entry_risk_pct": null,
      "intraday_vwap": 10.3239,
      "price_vs_vwap_pct": -0.1346,
      "energy_floor_hint_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": 0.0346,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6358,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 10.31,
            "high": 10.31,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.0058
          },
          {
            "time": "10:09",
            "open": 10.3,
            "high": 10.33,
            "low": 10.3,
            "close": 10.33,
            "amount_yi": 0.0027
          },
          {
            "time": "10:10",
            "open": 10.33,
            "high": 10.33,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.003
          },
          {
            "time": "10:11",
            "open": 10.3,
            "high": 10.3,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.0083
          },
          {
            "time": "10:12",
            "open": 10.3,
            "high": 10.31,
            "low": 10.3,
            "close": 10.31,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 10.31,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 10.11,
        "open": 10.03,
        "high": 10.55,
        "low": 10.0,
        "bid1": 10.3,
        "ask1": 10.31,
        "bid_qty1": 42,
        "ask_qty1": 92
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002003:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002003:VWAP_RECLAIM",
      "symbol": "SZSE.002003",
      "name": "伟星股份",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.97,
      "exec_low": 9.1,
      "exec_high": 9.1,
      "invalid_price": 8.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.84,
      "entry_zone_high": 9.1,
      "entry_risk_pct": null,
      "intraday_vwap": 8.9004,
      "price_vs_vwap_pct": -0.3416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0075,
        "prev_amount_yi": 0.0199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3769,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0005
          },
          {
            "time": "10:09",
            "open": 8.85,
            "high": 8.85,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0015
          },
          {
            "time": "10:10",
            "open": 8.85,
            "high": 8.87,
            "low": 8.85,
            "close": 8.87,
            "amount_yi": 0.0036
          },
          {
            "time": "10:11",
            "open": 8.87,
            "high": 8.87,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0011
          },
          {
            "time": "10:12",
            "open": 8.88,
            "high": 8.88,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 8.87,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 8.91,
        "open": 8.97,
        "high": 8.99,
        "low": 8.83,
        "bid1": 8.87,
        "ask1": 8.88,
        "bid_qty1": 42,
        "ask_qty1": 127
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002517:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002517:VWAP_RECLAIM",
      "symbol": "SZSE.002517",
      "name": "恺英网络",
      "side": "BUY",
      "priority": "W27",
      "status": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "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": 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": 16.7244,
      "price_vs_vwap_pct": -1.9397,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4475,
        "prev_amount_yi": 0.2478,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8059,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 16.39,
            "high": 16.39,
            "low": 16.35,
            "close": 16.35,
            "amount_yi": 0.1668
          },
          {
            "time": "10:09",
            "open": 16.34,
            "high": 16.34,
            "low": 16.34,
            "close": 16.34,
            "amount_yi": 0.1203
          },
          {
            "time": "10:10",
            "open": 16.37,
            "high": 16.37,
            "low": 16.36,
            "close": 16.36,
            "amount_yi": 0.0602
          },
          {
            "time": "10:11",
            "open": 16.36,
            "high": 16.36,
            "low": 16.36,
            "close": 16.36,
            "amount_yi": 0.062
          },
          {
            "time": "10:12",
            "open": 16.36,
            "high": 16.4,
            "low": 16.36,
            "close": 16.4,
            "amount_yi": 0.0382
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 16.4,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 16.47,
        "open": 16.71,
        "high": 17.15,
        "low": 16.32,
        "bid1": 16.4,
        "ask1": 16.42,
        "bid_qty1": 122,
        "ask_qty1": 37
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.25,
      "entry_zone_high": 6.45,
      "entry_risk_pct": 3.9002,
      "intraday_vwap": 6.3862,
      "price_vs_vwap_pct": 0.2161,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0042,
        "prev_amount_yi": 0.009,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 6.4,
            "high": 6.4,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0008
          },
          {
            "time": "10:09",
            "open": 6.39,
            "high": 6.39,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0004
          },
          {
            "time": "10:10",
            "open": 6.39,
            "high": 6.39,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 6.39,
            "high": 6.4,
            "low": 6.39,
            "close": 6.4,
            "amount_yi": 0.0003
          },
          {
            "time": "10:12",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 6.4,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 6.31,
        "open": 6.32,
        "high": 6.44,
        "low": 6.28,
        "bid1": 6.4,
        "ask1": 6.41,
        "bid_qty1": 41,
        "ask_qty1": 200
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.3841,
      "intraday_vwap": 11.718,
      "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": 0.0085,
        "prev_amount_yi": 0.0068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.25,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 11.79,
            "high": 11.8,
            "low": 11.79,
            "close": 11.8,
            "amount_yi": 0.0022
          },
          {
            "time": "10:09",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0019
          },
          {
            "time": "10:10",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0014
          },
          {
            "time": "10:11",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0013
          },
          {
            "time": "10:12",
            "open": 11.81,
            "high": 11.82,
            "low": 11.81,
            "close": 11.82,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 11.82,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 11.6,
        "open": 11.65,
        "high": 11.9,
        "low": 11.55,
        "bid1": 11.81,
        "ask1": 11.82,
        "bid_qty1": 48,
        "ask_qty1": 11
      },
      "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": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "sim_reason": "price_above_entry_zone_dynamic_cap",
      "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": 5.4672,
      "price_vs_vwap_pct": 0.417,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0066,
        "prev_amount_yi": 0.0241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 5.5,
            "high": 5.5,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0019
          },
          {
            "time": "10:09",
            "open": 5.5,
            "high": 5.5,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0008
          },
          {
            "time": "10:10",
            "open": 5.49,
            "high": 5.5,
            "low": 5.49,
            "close": 5.5,
            "amount_yi": 0.002
          },
          {
            "time": "10:11",
            "open": 5.5,
            "high": 5.5,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0012
          },
          {
            "time": "10:12",
            "open": 5.5,
            "high": 5.5,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:57",
        "prev_close": 5.26,
        "open": 5.22,
        "high": 5.6,
        "low": 5.22,
        "bid1": 5.49,
        "ask1": 5.5,
        "bid_qty1": 195,
        "ask_qty1": 169
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 9.5283,
      "price_vs_vwap_pct": -3.5505,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1309,
        "prev_amount_yi": 0.0987,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3262,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 9.27,
            "high": 9.27,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0385
          },
          {
            "time": "10:09",
            "open": 9.21,
            "high": 9.21,
            "low": 9.21,
            "close": 9.21,
            "amount_yi": 0.0383
          },
          {
            "time": "10:10",
            "open": 9.22,
            "high": 9.22,
            "low": 9.2,
            "close": 9.2,
            "amount_yi": 0.0119
          },
          {
            "time": "10:11",
            "open": 9.21,
            "high": 9.21,
            "low": 9.2,
            "close": 9.2,
            "amount_yi": 0.0266
          },
          {
            "time": "10:12",
            "open": 9.21,
            "high": 9.21,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 9.19,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 9.53,
        "open": 9.63,
        "high": 9.91,
        "low": 9.18,
        "bid1": 9.19,
        "ask1": 9.2,
        "bid_qty1": 686,
        "ask_qty1": 190
      },
      "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": "2026-07-03T10:12:58",
      "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": 4.5984,
      "price_vs_vwap_pct": -3.2272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0424,
        "prev_amount_yi": 0.0545,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 4.45,
            "high": 4.45,
            "low": 4.45,
            "close": 4.45,
            "amount_yi": 0.008
          },
          {
            "time": "10:09",
            "open": 4.45,
            "high": 4.45,
            "low": 4.45,
            "close": 4.45,
            "amount_yi": 0.0068
          },
          {
            "time": "10:10",
            "open": 4.44,
            "high": 4.44,
            "low": 4.44,
            "close": 4.44,
            "amount_yi": 0.0035
          },
          {
            "time": "10:11",
            "open": 4.45,
            "high": 4.45,
            "low": 4.44,
            "close": 4.44,
            "amount_yi": 0.0149
          },
          {
            "time": "10:12",
            "open": 4.44,
            "high": 4.45,
            "low": 4.44,
            "close": 4.45,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.45,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 4.91,
        "open": 4.8,
        "high": 4.87,
        "low": 4.44,
        "bid1": 4.44,
        "ask1": 4.45,
        "bid_qty1": 1000,
        "ask_qty1": 2376
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600177:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600177:VWAP_RECLAIM",
      "symbol": "SHSE.600177",
      "name": "雅戈尔",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.92,
      "exec_low": 8.04,
      "exec_high": 8.04,
      "invalid_price": 7.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.8,
      "entry_zone_high": 8.04,
      "entry_risk_pct": null,
      "intraday_vwap": 7.8321,
      "price_vs_vwap_pct": -0.1545,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0397,
        "prev_amount_yi": 0.044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9023,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 7.78,
            "high": 7.78,
            "low": 7.78,
            "close": 7.78,
            "amount_yi": 0.0128
          },
          {
            "time": "10:09",
            "open": 7.79,
            "high": 7.79,
            "low": 7.79,
            "close": 7.79,
            "amount_yi": 0.0031
          },
          {
            "time": "10:10",
            "open": 7.79,
            "high": 7.82,
            "low": 7.79,
            "close": 7.82,
            "amount_yi": 0.0103
          },
          {
            "time": "10:11",
            "open": 7.81,
            "high": 7.82,
            "low": 7.81,
            "close": 7.82,
            "amount_yi": 0.0013
          },
          {
            "time": "10:12",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0122
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 7.82,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 7.83,
        "open": 7.83,
        "high": 7.91,
        "low": 7.78,
        "bid1": 7.82,
        "ask1": 7.83,
        "bid_qty1": 741,
        "ask_qty1": 744
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002293:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002293:VWAP_RECLAIM",
      "symbol": "SZSE.002293",
      "name": "罗莱生活",
      "side": "BUY",
      "priority": "W34",
      "status": "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": "2026-07-03T10:12:58",
      "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": 4.219,
      "intraday_vwap": 11.0008,
      "price_vs_vwap_pct": 1.2654,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.037,
        "prev_amount_yi": 0.0277,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0095
          },
          {
            "time": "10:09",
            "open": 11.1,
            "high": 11.13,
            "low": 11.1,
            "close": 11.13,
            "amount_yi": 0.005
          },
          {
            "time": "10:10",
            "open": 11.1,
            "high": 11.12,
            "low": 11.1,
            "close": 11.12,
            "amount_yi": 0.0039
          },
          {
            "time": "10:11",
            "open": 11.11,
            "high": 11.12,
            "low": 11.11,
            "close": 11.12,
            "amount_yi": 0.0014
          },
          {
            "time": "10:12",
            "open": 11.11,
            "high": 11.14,
            "low": 11.11,
            "close": 11.14,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 11.14,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 10.85,
        "open": 10.87,
        "high": 11.15,
        "low": 10.73,
        "bid1": 11.13,
        "ask1": 11.14,
        "bid_qty1": 72,
        "ask_qty1": 5
      },
      "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": "2026-07-03T10:12:58",
      "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": 2.77,
      "price_vs_vwap_pct": -1.083,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0141,
        "prev_amount_yi": 0.0055,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5636,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0014
          },
          {
            "time": "10:09",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0038
          },
          {
            "time": "10:10",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0026
          },
          {
            "time": "10:11",
            "open": 2.75,
            "high": 2.75,
            "low": 2.75,
            "close": 2.75,
            "amount_yi": 0.0006
          },
          {
            "time": "10:12",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.74,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.82,
        "low": 2.71,
        "bid1": 2.74,
        "ask1": 2.75,
        "bid_qty1": 1607,
        "ask_qty1": 1190
      },
      "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": "2026-07-03T10:12:58",
      "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": 1.3688,
      "price_vs_vwap_pct": 0.8182,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.01,
        "prev_amount_yi": 0.01,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 1.36,
            "high": 1.36,
            "low": 1.36,
            "close": 1.36,
            "amount_yi": 0.0003
          },
          {
            "time": "10:09",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0004
          },
          {
            "time": "10:10",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0031
          },
          {
            "time": "10:11",
            "open": 1.37,
            "high": 1.37,
            "low": 1.37,
            "close": 1.37,
            "amount_yi": 0.0019
          },
          {
            "time": "10:12",
            "open": 1.37,
            "high": 1.38,
            "low": 1.37,
            "close": 1.38,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 1.38,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 1.36,
        "open": 1.36,
        "high": 1.38,
        "low": 1.35,
        "bid1": 1.37,
        "ask1": 1.38,
        "bid_qty1": 427,
        "ask_qty1": 30576
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000726:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000726:VWAP_RECLAIM",
      "symbol": "SZSE.000726",
      "name": "鲁  泰Ａ",
      "side": "BUY",
      "priority": "W37",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.76,
      "exec_low": 5.85,
      "exec_high": 5.85,
      "invalid_price": 5.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.67,
      "entry_zone_high": 5.85,
      "entry_risk_pct": null,
      "intraday_vwap": 5.738,
      "price_vs_vwap_pct": 0.0349,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0026,
        "prev_amount_yi": 0.0059,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:06",
            "open": 5.74,
            "high": 5.74,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0002
          },
          {
            "time": "10:07",
            "open": 5.74,
            "high": 5.74,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0005
          },
          {
            "time": "10:08",
            "open": 5.73,
            "high": 5.73,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0006
          },
          {
            "time": "10:10",
            "open": 5.73,
            "high": 5.74,
            "low": 5.73,
            "close": 5.74,
            "amount_yi": 0.0012
          },
          {
            "time": "10:12",
            "open": 5.74,
            "high": 5.74,
            "low": 5.74,
            "close": 5.74,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 5.74,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 5.69,
        "open": 5.71,
        "high": 5.77,
        "low": 5.7,
        "bid1": 5.73,
        "ask1": 5.74,
        "bid_qty1": 122,
        "ask_qty1": 218
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000158:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000158:VWAP_RECLAIM",
      "symbol": "SZSE.000158",
      "name": "常山北明",
      "side": "BUY",
      "priority": "W38",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.78,
      "exec_low": 13.99,
      "exec_high": 13.99,
      "invalid_price": 13.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 13.0051,
      "price_vs_vwap_pct": -0.1161,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0715,
        "prev_amount_yi": 0.0584,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 12.97,
            "high": 12.97,
            "low": 12.97,
            "close": 12.97,
            "amount_yi": 0.0082
          },
          {
            "time": "10:09",
            "open": 12.96,
            "high": 12.96,
            "low": 12.96,
            "close": 12.96,
            "amount_yi": 0.0095
          },
          {
            "time": "10:10",
            "open": 12.96,
            "high": 12.96,
            "low": 12.95,
            "close": 12.95,
            "amount_yi": 0.0137
          },
          {
            "time": "10:11",
            "open": 12.95,
            "high": 12.95,
            "low": 12.95,
            "close": 12.95,
            "amount_yi": 0.0225
          },
          {
            "time": "10:12",
            "open": 12.96,
            "high": 12.99,
            "low": 12.96,
            "close": 12.99,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 12.99,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 13.04,
        "open": 13.01,
        "high": 13.15,
        "low": 12.9,
        "bid1": 12.99,
        "ask1": 13.0,
        "bid_qty1": 1787,
        "ask_qty1": 794
      },
      "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": "2026-07-03T10:12:58",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.47,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.11,
      "entry_zone_high": 12.47,
      "entry_risk_pct": 3.0894,
      "intraday_vwap": 12.2996,
      "price_vs_vwap_pct": -0.0781,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0118,
        "prev_amount_yi": 0.005,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.36,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 12.28,
            "high": 12.29,
            "low": 12.28,
            "close": 12.29,
            "amount_yi": 0.0027
          },
          {
            "time": "10:09",
            "open": 12.29,
            "high": 12.3,
            "low": 12.29,
            "close": 12.3,
            "amount_yi": 0.0041
          },
          {
            "time": "10:10",
            "open": 12.31,
            "high": 12.31,
            "low": 12.31,
            "close": 12.31,
            "amount_yi": 0.0029
          },
          {
            "time": "10:11",
            "open": 12.31,
            "high": 12.31,
            "low": 12.31,
            "close": 12.31,
            "amount_yi": 0.0007
          },
          {
            "time": "10:12",
            "open": 12.29,
            "high": 12.29,
            "low": 12.29,
            "close": 12.29,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 12.29,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 11.96,
        "open": 12.04,
        "high": 12.42,
        "low": 11.97,
        "bid1": 12.29,
        "ask1": 12.3,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "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": "2026-07-03T10:12:58",
      "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": 10.6091,
      "price_vs_vwap_pct": -2.9135,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2094,
        "prev_amount_yi": 0.2428,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8624,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 10.33,
            "high": 10.34,
            "low": 10.33,
            "close": 10.34,
            "amount_yi": 0.0274
          },
          {
            "time": "10:09",
            "open": 10.31,
            "high": 10.34,
            "low": 10.31,
            "close": 10.34,
            "amount_yi": 0.0443
          },
          {
            "time": "10:10",
            "open": 10.34,
            "high": 10.34,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0349
          },
          {
            "time": "10:11",
            "open": 10.32,
            "high": 10.32,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0238
          },
          {
            "time": "10:12",
            "open": 10.31,
            "high": 10.31,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 10.3,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 11.16,
        "open": 11.0,
        "high": 11.14,
        "low": 10.28,
        "bid1": 10.3,
        "ask1": 10.31,
        "bid_qty1": 4433,
        "ask_qty1": 392
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.736,
      "intraday_vwap": 7.9703,
      "price_vs_vwap_pct": 0.4981,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0072,
        "prev_amount_yi": 0.0126,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 8.0,
            "high": 8.01,
            "low": 8.0,
            "close": 8.01,
            "amount_yi": 0.001
          },
          {
            "time": "10:09",
            "open": 7.99,
            "high": 8.01,
            "low": 7.99,
            "close": 8.01,
            "amount_yi": 0.0014
          },
          {
            "time": "10:10",
            "open": 8.01,
            "high": 8.03,
            "low": 8.01,
            "close": 8.03,
            "amount_yi": 0.003
          },
          {
            "time": "10:11",
            "open": 8.01,
            "high": 8.02,
            "low": 8.01,
            "close": 8.02,
            "amount_yi": 0.0012
          },
          {
            "time": "10:12",
            "open": 8.03,
            "high": 8.03,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 8.01,
        "ts": "2026-07-03T10:12:51",
        "prev_close": 7.85,
        "open": 7.87,
        "high": 8.07,
        "low": 7.8,
        "bid1": 8.02,
        "ask1": 8.03,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "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": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 6.05,
      "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": 5.6654,
      "price_vs_vwap_pct": 0.6107,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0229,
        "prev_amount_yi": 0.0167,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3713,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0042
          },
          {
            "time": "10:09",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0031
          },
          {
            "time": "10:10",
            "open": 5.71,
            "high": 5.71,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0101
          },
          {
            "time": "10:11",
            "open": 5.71,
            "high": 5.71,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0035
          },
          {
            "time": "10:12",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 5.7,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 5.61,
        "open": 5.58,
        "high": 5.72,
        "low": 5.57,
        "bid1": 5.69,
        "ask1": 5.7,
        "bid_qty1": 889,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 4.921,
      "price_vs_vwap_pct": -0.0203,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.025,
        "prev_amount_yi": 0.0356,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0036
          },
          {
            "time": "10:09",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0092
          },
          {
            "time": "10:10",
            "open": 4.89,
            "high": 4.91,
            "low": 4.89,
            "close": 4.91,
            "amount_yi": 0.0077
          },
          {
            "time": "10:11",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0033
          },
          {
            "time": "10:12",
            "open": 4.91,
            "high": 4.92,
            "low": 4.91,
            "close": 4.92,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:57",
        "prev_close": 4.9,
        "open": 4.89,
        "high": 4.96,
        "low": 4.87,
        "bid1": 4.91,
        "ask1": 4.92,
        "bid_qty1": 49,
        "ask_qty1": 308
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.5714,
      "intraday_vwap": 10.8672,
      "price_vs_vwap_pct": 0.4859,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0175,
        "prev_amount_yi": 0.0085,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 10.89,
            "high": 10.89,
            "low": 10.88,
            "close": 10.88,
            "amount_yi": 0.0006
          },
          {
            "time": "10:09",
            "open": 10.9,
            "high": 10.9,
            "low": 10.87,
            "close": 10.87,
            "amount_yi": 0.0116
          },
          {
            "time": "10:10",
            "open": 10.87,
            "high": 10.87,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.0023
          },
          {
            "time": "10:11",
            "open": 10.9,
            "high": 10.9,
            "low": 10.9,
            "close": 10.9,
            "amount_yi": 0.0021
          },
          {
            "time": "10:12",
            "open": 10.9,
            "high": 10.92,
            "low": 10.9,
            "close": 10.92,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 10.92,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 10.63,
        "open": 10.7,
        "high": 10.98,
        "low": 10.67,
        "bid1": 10.9,
        "ask1": 10.92,
        "bid_qty1": 20,
        "ask_qty1": 83
      },
      "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": "2026-07-03T10:12:58",
      "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": 2.7731,
      "price_vs_vwap_pct": -0.1118,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0119,
        "prev_amount_yi": 0.0464,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2565,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.76,
            "high": 2.76,
            "low": 2.75,
            "close": 2.75,
            "amount_yi": 0.0022
          },
          {
            "time": "10:09",
            "open": 2.76,
            "high": 2.76,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.0004
          },
          {
            "time": "10:10",
            "open": 2.76,
            "high": 2.76,
            "low": 2.75,
            "close": 2.75,
            "amount_yi": 0.0007
          },
          {
            "time": "10:11",
            "open": 2.76,
            "high": 2.76,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.0019
          },
          {
            "time": "10:12",
            "open": 2.76,
            "high": 2.77,
            "low": 2.76,
            "close": 2.77,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.77,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 2.78,
        "open": 2.8,
        "high": 2.8,
        "low": 2.75,
        "bid1": 2.76,
        "ask1": 2.77,
        "bid_qty1": 423,
        "ask_qty1": 2590
      },
      "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": "2026-07-03T10:12:58",
      "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": 6.7112,
      "price_vs_vwap_pct": -0.6139,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0143,
        "prev_amount_yi": 0.02,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.715,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0045
          },
          {
            "time": "10:09",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0023
          },
          {
            "time": "10:10",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0013
          },
          {
            "time": "10:11",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0022
          },
          {
            "time": "10:12",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 6.67,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 6.76,
        "open": 6.75,
        "high": 6.81,
        "low": 6.65,
        "bid1": 6.67,
        "ask1": 6.68,
        "bid_qty1": 23,
        "ask_qty1": 449
      },
      "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": "2026-07-03T10:12:58",
      "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": 4.2691,
      "intraday_vwap": 7.654,
      "price_vs_vwap_pct": 0.8623,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0114,
        "prev_amount_yi": 0.0224,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 7.72,
            "high": 7.73,
            "low": 7.72,
            "close": 7.73,
            "amount_yi": 0.0011
          },
          {
            "time": "10:09",
            "open": 7.71,
            "high": 7.72,
            "low": 7.71,
            "close": 7.72,
            "amount_yi": 0.0026
          },
          {
            "time": "10:10",
            "open": 7.74,
            "high": 7.74,
            "low": 7.73,
            "close": 7.73,
            "amount_yi": 0.0038
          },
          {
            "time": "10:11",
            "open": 7.75,
            "high": 7.75,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.0028
          },
          {
            "time": "10:12",
            "open": 7.72,
            "high": 7.72,
            "low": 7.72,
            "close": 7.72,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 7.72,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 7.54,
        "open": 7.52,
        "high": 7.75,
        "low": 7.52,
        "bid1": 7.72,
        "ask1": 7.73,
        "bid_qty1": 17,
        "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": "2026-07-03T10:12:58",
      "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": 6.425,
      "price_vs_vwap_pct": 0.5447,
      "energy_floor_hint_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": 0.0089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4831,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0005
          },
          {
            "time": "10:09",
            "open": 6.45,
            "high": 6.45,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.004
          },
          {
            "time": "10:10",
            "open": 6.45,
            "high": 6.45,
            "low": 6.45,
            "close": 6.45,
            "amount_yi": 0.0039
          },
          {
            "time": "10:11",
            "open": 6.46,
            "high": 6.46,
            "low": 6.45,
            "close": 6.45,
            "amount_yi": 0.0036
          },
          {
            "time": "10:12",
            "open": 6.45,
            "high": 6.46,
            "low": 6.45,
            "close": 6.46,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 6.46,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 6.3,
        "open": 6.33,
        "high": 6.48,
        "low": 6.28,
        "bid1": 6.45,
        "ask1": 6.46,
        "bid_qty1": 26,
        "ask_qty1": 91
      },
      "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": "2026-07-03T10:12:58",
      "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": 17.256,
      "price_vs_vwap_pct": 0.5447,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0106,
        "prev_amount_yi": 0.0089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.191,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 17.27,
            "high": 17.27,
            "low": 17.26,
            "close": 17.26,
            "amount_yi": 0.0005
          },
          {
            "time": "10:09",
            "open": 17.23,
            "high": 17.26,
            "low": 17.23,
            "close": 17.26,
            "amount_yi": 0.0027
          },
          {
            "time": "10:10",
            "open": 17.3,
            "high": 17.35,
            "low": 17.3,
            "close": 17.35,
            "amount_yi": 0.0031
          },
          {
            "time": "10:11",
            "open": 17.37,
            "high": 17.37,
            "low": 17.36,
            "close": 17.36,
            "amount_yi": 0.002
          },
          {
            "time": "10:12",
            "open": 17.3,
            "high": 17.35,
            "low": 17.3,
            "close": 17.35,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 17.35,
        "ts": "2026-07-03T10:12:53",
        "prev_close": 16.9,
        "open": 17.04,
        "high": 17.39,
        "low": 16.92,
        "bid1": 17.32,
        "ask1": 17.35,
        "bid_qty1": 54,
        "ask_qty1": 21
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.43,
      "exec_low": 12.62,
      "exec_high": 12.62,
      "invalid_price": 12.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.24,
      "entry_zone_high": 12.62,
      "entry_risk_pct": null,
      "intraday_vwap": 12.4142,
      "price_vs_vwap_pct": 0.0467,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0113,
        "prev_amount_yi": 0.0176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.642,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 12.44,
            "high": 12.44,
            "low": 12.44,
            "close": 12.44,
            "amount_yi": 0.0023
          },
          {
            "time": "10:09",
            "open": 12.41,
            "high": 12.41,
            "low": 12.41,
            "close": 12.41,
            "amount_yi": 0.0023
          },
          {
            "time": "10:10",
            "open": 12.46,
            "high": 12.46,
            "low": 12.45,
            "close": 12.45,
            "amount_yi": 0.0016
          },
          {
            "time": "10:11",
            "open": 12.46,
            "high": 12.46,
            "low": 12.45,
            "close": 12.45,
            "amount_yi": 0.0036
          },
          {
            "time": "10:12",
            "open": 12.42,
            "high": 12.42,
            "low": 12.42,
            "close": 12.42,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 12.42,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 12.14,
        "open": 12.19,
        "high": 12.5,
        "low": 12.16,
        "bid1": 12.42,
        "ask1": 12.44,
        "bid_qty1": 9,
        "ask_qty1": 37
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002044:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002044:VWAP_RECLAIM",
      "symbol": "SZSE.002044",
      "name": "美年健康",
      "side": "BUY",
      "priority": "W51",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.23,
      "exec_low": 5.31,
      "exec_high": 5.31,
      "invalid_price": 5.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 5.003,
      "price_vs_vwap_pct": -0.6596,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1013,
        "prev_amount_yi": 0.5777,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1754,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.97,
            "high": 4.97,
            "low": 4.97,
            "close": 4.97,
            "amount_yi": 0.0277
          },
          {
            "time": "10:09",
            "open": 4.97,
            "high": 4.97,
            "low": 4.97,
            "close": 4.97,
            "amount_yi": 0.0245
          },
          {
            "time": "10:10",
            "open": 4.98,
            "high": 4.98,
            "low": 4.98,
            "close": 4.98,
            "amount_yi": 0.027
          },
          {
            "time": "10:11",
            "open": 4.97,
            "high": 4.98,
            "low": 4.97,
            "close": 4.98,
            "amount_yi": 0.0094
          },
          {
            "time": "10:12",
            "open": 4.98,
            "high": 4.98,
            "low": 4.97,
            "close": 4.97,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.97,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 5.05,
        "open": 5.1,
        "high": 5.11,
        "low": 4.93,
        "bid1": 4.97,
        "ask1": 4.98,
        "bid_qty1": 1465,
        "ask_qty1": 3123
      },
      "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": "TOUCHED",
      "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": "2026-07-03T10:12:58",
      "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": 5.86,
      "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": 5.6667,
      "price_vs_vwap_pct": 2.1759,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.069,
        "prev_amount_yi": 0.0583,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 5.72,
            "high": 5.72,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.013
          },
          {
            "time": "10:09",
            "open": 5.74,
            "high": 5.78,
            "low": 5.74,
            "close": 5.78,
            "amount_yi": 0.0174
          },
          {
            "time": "10:10",
            "open": 5.79,
            "high": 5.79,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0062
          },
          {
            "time": "10:11",
            "open": 5.81,
            "high": 5.81,
            "low": 5.79,
            "close": 5.79,
            "amount_yi": 0.0266
          },
          {
            "time": "10:12",
            "open": 5.77,
            "high": 5.79,
            "low": 5.77,
            "close": 5.79,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 5.79,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 5.48,
        "open": 5.49,
        "high": 5.81,
        "low": 5.47,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 754,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-07-03T10:12:58",
      "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": 10.3469,
      "price_vs_vwap_pct": 0.03,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0035,
        "prev_amount_yi": 0.0051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 10.31,
            "high": 10.32,
            "low": 10.31,
            "close": 10.32,
            "amount_yi": 0.0006
          },
          {
            "time": "10:09",
            "open": 10.31,
            "high": 10.33,
            "low": 10.31,
            "close": 10.33,
            "amount_yi": 0.0006
          },
          {
            "time": "10:10",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.001
          },
          {
            "time": "10:11",
            "open": 10.37,
            "high": 10.37,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.001
          },
          {
            "time": "10:12",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 10.35,
        "ts": "2026-07-03T10:12:53",
        "prev_close": 10.15,
        "open": 10.29,
        "high": 10.46,
        "low": 10.16,
        "bid1": 10.35,
        "ask1": 10.36,
        "bid_qty1": 20,
        "ask_qty1": 24
      },
      "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": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 2.37,
      "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": 2.2326,
      "price_vs_vwap_pct": 0.3315,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0113,
        "prev_amount_yi": 0.0266,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4248,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.23,
            "high": 2.23,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0001
          },
          {
            "time": "10:09",
            "open": 2.23,
            "high": 2.23,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0051
          },
          {
            "time": "10:10",
            "open": 2.23,
            "high": 2.24,
            "low": 2.23,
            "close": 2.24,
            "amount_yi": 0.0017
          },
          {
            "time": "10:11",
            "open": 2.24,
            "high": 2.24,
            "low": 2.24,
            "close": 2.24,
            "amount_yi": 0.0035
          },
          {
            "time": "10:12",
            "open": 2.23,
            "high": 2.24,
            "low": 2.23,
            "close": 2.24,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.24,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 2.22,
        "open": 2.22,
        "high": 2.25,
        "low": 2.21,
        "bid1": 2.23,
        "ask1": 2.24,
        "bid_qty1": 2817,
        "ask_qty1": 1979
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 2.8712,
      "price_vs_vwap_pct": -0.3901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.013,
        "prev_amount_yi": 0.0114,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1404,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.86,
            "high": 2.87,
            "low": 2.86,
            "close": 2.87,
            "amount_yi": 0.0004
          },
          {
            "time": "10:09",
            "open": 2.87,
            "high": 2.87,
            "low": 2.86,
            "close": 2.86,
            "amount_yi": 0.0009
          },
          {
            "time": "10:10",
            "open": 2.87,
            "high": 2.87,
            "low": 2.86,
            "close": 2.86,
            "amount_yi": 0.0012
          },
          {
            "time": "10:11",
            "open": 2.87,
            "high": 2.87,
            "low": 2.86,
            "close": 2.86,
            "amount_yi": 0.0032
          },
          {
            "time": "10:12",
            "open": 2.87,
            "high": 2.87,
            "low": 2.86,
            "close": 2.86,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.86,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 2.85,
        "open": 2.85,
        "high": 2.89,
        "low": 2.84,
        "bid1": 2.86,
        "ask1": 2.87,
        "bid_qty1": 1781,
        "ask_qty1": 1006
      },
      "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": "2026-07-03T10:12:58",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.59,
      "entry_zone_high": 11.95,
      "entry_risk_pct": 3.7099,
      "intraday_vwap": 11.81,
      "price_vs_vwap_pct": 0.4234,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0072,
        "prev_amount_yi": 0.0088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8182,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 11.84,
            "high": 11.84,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.002
          },
          {
            "time": "10:09",
            "open": 11.82,
            "high": 11.84,
            "low": 11.82,
            "close": 11.84,
            "amount_yi": 0.0012
          },
          {
            "time": "10:10",
            "open": 11.84,
            "high": 11.87,
            "low": 11.84,
            "close": 11.87,
            "amount_yi": 0.002
          },
          {
            "time": "10:11",
            "open": 11.86,
            "high": 11.86,
            "low": 11.86,
            "close": 11.86,
            "amount_yi": 0.0012
          },
          {
            "time": "10:12",
            "open": 11.85,
            "high": 11.86,
            "low": 11.85,
            "close": 11.86,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 11.86,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 11.63,
        "open": 11.59,
        "high": 11.92,
        "low": 11.59,
        "bid1": 11.85,
        "ask1": 11.86,
        "bid_qty1": 41,
        "ask_qty1": 100
      },
      "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": "2026-07-03T10:12:58",
      "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": 15.5511,
      "price_vs_vwap_pct": 0.2501,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0245,
        "prev_amount_yi": 0.0116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 15.59,
            "high": 15.59,
            "low": 15.59,
            "close": 15.59,
            "amount_yi": 0.0028
          },
          {
            "time": "10:09",
            "open": 15.57,
            "high": 15.6,
            "low": 15.57,
            "close": 15.6,
            "amount_yi": 0.0057
          },
          {
            "time": "10:10",
            "open": 15.64,
            "high": 15.64,
            "low": 15.64,
            "close": 15.64,
            "amount_yi": 0.0139
          },
          {
            "time": "10:11",
            "open": 15.62,
            "high": 15.62,
            "low": 15.6,
            "close": 15.6,
            "amount_yi": 0.001
          },
          {
            "time": "10:12",
            "open": 15.6,
            "high": 15.6,
            "low": 15.59,
            "close": 15.59,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 15.59,
        "ts": "2026-07-03T10:12:42",
        "prev_close": 15.31,
        "open": 15.35,
        "high": 15.7,
        "low": 15.3,
        "bid1": 15.58,
        "ask1": 15.6,
        "bid_qty1": 42,
        "ask_qty1": 118
      },
      "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": "2026-07-03T10:12:58",
      "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": 10.3262,
      "price_vs_vwap_pct": 0.0368,
      "energy_floor_hint_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": 0.0091,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 10.32,
            "high": 10.32,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0003
          },
          {
            "time": "10:09",
            "open": 10.29,
            "high": 10.29,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.0035
          },
          {
            "time": "10:10",
            "open": 10.32,
            "high": 10.34,
            "low": 10.32,
            "close": 10.34,
            "amount_yi": 0.0018
          },
          {
            "time": "10:11",
            "open": 10.35,
            "high": 10.35,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.0013
          },
          {
            "time": "10:12",
            "open": 10.33,
            "high": 10.33,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:54",
        "prev_close": 10.15,
        "open": 10.25,
        "high": 10.41,
        "low": 10.2,
        "bid1": 10.32,
        "ask1": 10.33,
        "bid_qty1": 20,
        "ask_qty1": 45
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.3241,
      "price_vs_vwap_pct": 0.1775,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0075,
        "prev_amount_yi": 0.0096,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7812,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0013
          },
          {
            "time": "10:09",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.002
          },
          {
            "time": "10:10",
            "open": 3.33,
            "high": 3.34,
            "low": 3.33,
            "close": 3.34,
            "amount_yi": 0.0004
          },
          {
            "time": "10:11",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0036
          },
          {
            "time": "10:12",
            "open": 3.33,
            "high": 3.33,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 3.33,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 3.28,
        "open": 3.27,
        "high": 3.35,
        "low": 3.27,
        "bid1": 3.33,
        "ask1": 3.34,
        "bid_qty1": 70,
        "ask_qty1": 1106
      },
      "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": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 2.79,
      "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": 2.6289,
      "price_vs_vwap_pct": 0.4222,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0077,
        "prev_amount_yi": 0.016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.63,
            "high": 2.63,
            "low": 2.62,
            "close": 2.62,
            "amount_yi": 0.0007
          },
          {
            "time": "10:09",
            "open": 2.62,
            "high": 2.63,
            "low": 2.62,
            "close": 2.63,
            "amount_yi": 0.0004
          },
          {
            "time": "10:10",
            "open": 2.63,
            "high": 2.64,
            "low": 2.63,
            "close": 2.64,
            "amount_yi": 0.0019
          },
          {
            "time": "10:11",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0045
          },
          {
            "time": "10:12",
            "open": 2.64,
            "high": 2.64,
            "low": 2.64,
            "close": 2.64,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.64,
        "ts": "2026-07-03T10:12:45",
        "prev_close": 2.61,
        "open": 2.64,
        "high": 2.65,
        "low": 2.6,
        "bid1": 2.63,
        "ask1": 2.64,
        "bid_qty1": 845,
        "ask_qty1": 395
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 7.0274,
      "price_vs_vwap_pct": 0.037,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0128,
        "prev_amount_yi": 0.0172,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7442,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 7.05,
            "high": 7.05,
            "low": 7.04,
            "close": 7.04,
            "amount_yi": 0.0005
          },
          {
            "time": "10:09",
            "open": 7.04,
            "high": 7.05,
            "low": 7.04,
            "close": 7.05,
            "amount_yi": 0.002
          },
          {
            "time": "10:10",
            "open": 7.05,
            "high": 7.06,
            "low": 7.05,
            "close": 7.06,
            "amount_yi": 0.0066
          },
          {
            "time": "10:11",
            "open": 7.05,
            "high": 7.05,
            "low": 7.04,
            "close": 7.04,
            "amount_yi": 0.0024
          },
          {
            "time": "10:12",
            "open": 7.04,
            "high": 7.04,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 7.03,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 6.96,
        "open": 6.97,
        "high": 7.12,
        "low": 6.91,
        "bid1": 7.03,
        "ask1": 7.04,
        "bid_qty1": 58,
        "ask_qty1": 111
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002563:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002563:VWAP_RECLAIM",
      "symbol": "SZSE.002563",
      "name": "森马服饰",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.38,
      "exec_low": 5.46,
      "exec_high": 5.46,
      "invalid_price": 5.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.3,
      "entry_zone_high": 5.46,
      "entry_risk_pct": 4.2202,
      "intraday_vwap": 5.4502,
      "price_vs_vwap_pct": -0.1871,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0153,
        "prev_amount_yi": 0.0366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 5.45,
            "high": 5.45,
            "low": 5.44,
            "close": 5.44,
            "amount_yi": 0.0046
          },
          {
            "time": "10:09",
            "open": 5.44,
            "high": 5.44,
            "low": 5.44,
            "close": 5.44,
            "amount_yi": 0.0026
          },
          {
            "time": "10:10",
            "open": 5.44,
            "high": 5.45,
            "low": 5.44,
            "close": 5.45,
            "amount_yi": 0.0012
          },
          {
            "time": "10:11",
            "open": 5.45,
            "high": 5.45,
            "low": 5.45,
            "close": 5.45,
            "amount_yi": 0.0048
          },
          {
            "time": "10:12",
            "open": 5.45,
            "high": 5.45,
            "low": 5.44,
            "close": 5.44,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 5.44,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 5.35,
        "open": 5.38,
        "high": 5.5,
        "low": 5.36,
        "bid1": 5.44,
        "ask1": 5.45,
        "bid_qty1": 89,
        "ask_qty1": 809
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002640:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002640:VWAP_RECLAIM",
      "symbol": "SZSE.002640",
      "name": "跨境通",
      "side": "BUY",
      "priority": "W63",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.16,
      "exec_low": 3.21,
      "exec_high": 3.21,
      "invalid_price": 3.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 3.0553,
      "price_vs_vwap_pct": -0.5008,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0391,
        "prev_amount_yi": 0.0264,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4811,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.04,
            "high": 3.04,
            "low": 3.04,
            "close": 3.04,
            "amount_yi": 0.0038
          },
          {
            "time": "10:09",
            "open": 3.04,
            "high": 3.04,
            "low": 3.03,
            "close": 3.03,
            "amount_yi": 0.0225
          },
          {
            "time": "10:10",
            "open": 3.03,
            "high": 3.03,
            "low": 3.03,
            "close": 3.03,
            "amount_yi": 0.0043
          },
          {
            "time": "10:11",
            "open": 3.03,
            "high": 3.03,
            "low": 3.03,
            "close": 3.03,
            "amount_yi": 0.0053
          },
          {
            "time": "10:12",
            "open": 3.03,
            "high": 3.04,
            "low": 3.03,
            "close": 3.04,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 3.04,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 3.04,
        "open": 3.05,
        "high": 3.08,
        "low": 3.03,
        "bid1": 3.03,
        "ask1": 3.04,
        "bid_qty1": 4406,
        "ask_qty1": 3930
      },
      "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": "2026-07-03T10:12:58",
      "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": 4.6902,
      "price_vs_vwap_pct": 0.6354,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0109,
        "prev_amount_yi": 0.015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.7,
            "high": 4.7,
            "low": 4.7,
            "close": 4.7,
            "amount_yi": 0.0001
          },
          {
            "time": "10:09",
            "open": 4.69,
            "high": 4.69,
            "low": 4.69,
            "close": 4.69,
            "amount_yi": 0.0028
          },
          {
            "time": "10:10",
            "open": 4.71,
            "high": 4.73,
            "low": 4.71,
            "close": 4.73,
            "amount_yi": 0.0044
          },
          {
            "time": "10:11",
            "open": 4.73,
            "high": 4.73,
            "low": 4.72,
            "close": 4.72,
            "amount_yi": 0.0034
          },
          {
            "time": "10:12",
            "open": 4.71,
            "high": 4.72,
            "low": 4.71,
            "close": 4.72,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.72,
        "ts": "2026-07-03T10:12:54",
        "prev_close": 4.6,
        "open": 4.65,
        "high": 4.75,
        "low": 4.61,
        "bid1": 4.71,
        "ask1": 4.72,
        "bid_qty1": 241,
        "ask_qty1": 477
      },
      "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": "2026-07-03T10:12:58",
      "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": 6.7278,
      "price_vs_vwap_pct": 0.4786,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0069,
        "prev_amount_yi": 0.0034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 6.74,
            "high": 6.74,
            "low": 6.73,
            "close": 6.73,
            "amount_yi": 0.0007
          },
          {
            "time": "10:09",
            "open": 6.73,
            "high": 6.74,
            "low": 6.73,
            "close": 6.74,
            "amount_yi": 0.0013
          },
          {
            "time": "10:10",
            "open": 6.75,
            "high": 6.76,
            "low": 6.75,
            "close": 6.76,
            "amount_yi": 0.0039
          },
          {
            "time": "10:11",
            "open": 6.76,
            "high": 6.76,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0009
          },
          {
            "time": "10:12",
            "open": 6.76,
            "high": 6.76,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:54",
        "prev_close": 6.6,
        "open": 6.66,
        "high": 6.81,
        "low": 6.61,
        "bid1": 6.75,
        "ask1": 6.76,
        "bid_qty1": 100,
        "ask_qty1": 77
      },
      "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": "2026-07-03T10:12:58",
      "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": 8.1763,
      "price_vs_vwap_pct": 0.1676,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0378,
        "prev_amount_yi": 0.0205,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8439,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 8.21,
            "high": 8.21,
            "low": 8.19,
            "close": 8.19,
            "amount_yi": 0.0231
          },
          {
            "time": "10:09",
            "open": 8.19,
            "high": 8.19,
            "low": 8.18,
            "close": 8.18,
            "amount_yi": 0.0037
          },
          {
            "time": "10:10",
            "open": 8.18,
            "high": 8.18,
            "low": 8.18,
            "close": 8.18,
            "amount_yi": 0.0026
          },
          {
            "time": "10:11",
            "open": 8.19,
            "high": 8.19,
            "low": 8.19,
            "close": 8.19,
            "amount_yi": 0.0061
          },
          {
            "time": "10:12",
            "open": 8.2,
            "high": 8.2,
            "low": 8.19,
            "close": 8.19,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 8.19,
        "ts": "2026-07-03T10:12:48",
        "prev_close": 8.12,
        "open": 8.16,
        "high": 8.24,
        "low": 8.11,
        "bid1": 8.19,
        "ask1": 8.2,
        "bid_qty1": 205,
        "ask_qty1": 58
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.67,
      "exec_low": 3.73,
      "exec_high": 3.73,
      "invalid_price": 3.56,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.61,
      "entry_zone_high": 3.73,
      "entry_risk_pct": null,
      "intraday_vwap": 3.5634,
      "price_vs_vwap_pct": 0.1852,
      "energy_floor_hint_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": 0.0094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.1915,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.55,
            "high": 3.56,
            "low": 3.55,
            "close": 3.56,
            "amount_yi": 0.0117
          },
          {
            "time": "10:09",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0023
          },
          {
            "time": "10:10",
            "open": 3.57,
            "high": 3.58,
            "low": 3.57,
            "close": 3.58,
            "amount_yi": 0.0069
          },
          {
            "time": "10:11",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0145
          },
          {
            "time": "10:12",
            "open": 3.56,
            "high": 3.57,
            "low": 3.56,
            "close": 3.57,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 3.57,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 3.54,
        "open": 3.55,
        "high": 3.6,
        "low": 3.52,
        "bid1": 3.56,
        "ask1": 3.57,
        "bid_qty1": 874,
        "ask_qty1": 436
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000813:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000813:VWAP_RECLAIM",
      "symbol": "SZSE.000813",
      "name": "德展健康",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 3.33,
      "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": 3.1993,
      "price_vs_vwap_pct": -0.9158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.01,
        "prev_amount_yi": 0.0357,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2801,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.17,
            "high": 3.17,
            "low": 3.16,
            "close": 3.16,
            "amount_yi": 0.0041
          },
          {
            "time": "10:09",
            "open": 3.16,
            "high": 3.17,
            "low": 3.16,
            "close": 3.17,
            "amount_yi": 0.0045
          },
          {
            "time": "10:10",
            "open": 3.16,
            "high": 3.17,
            "low": 3.16,
            "close": 3.17,
            "amount_yi": 0.0002
          },
          {
            "time": "10:11",
            "open": 3.16,
            "high": 3.16,
            "low": 3.16,
            "close": 3.16,
            "amount_yi": 0.0004
          },
          {
            "time": "10:12",
            "open": 3.17,
            "high": 3.17,
            "low": 3.17,
            "close": 3.17,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 3.17,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 3.15,
        "open": 3.16,
        "high": 3.25,
        "low": 3.14,
        "bid1": 3.16,
        "ask1": 3.17,
        "bid_qty1": 3920,
        "ask_qty1": 2358
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 3.183,
      "intraday_vwap": 3.7523,
      "price_vs_vwap_pct": 0.4717,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0242,
        "prev_amount_yi": 0.0314,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.77,
            "high": 3.77,
            "low": 3.77,
            "close": 3.77,
            "amount_yi": 0.0029
          },
          {
            "time": "10:09",
            "open": 3.77,
            "high": 3.77,
            "low": 3.77,
            "close": 3.77,
            "amount_yi": 0.0038
          },
          {
            "time": "10:10",
            "open": 3.77,
            "high": 3.77,
            "low": 3.77,
            "close": 3.77,
            "amount_yi": 0.0047
          },
          {
            "time": "10:11",
            "open": 3.78,
            "high": 3.78,
            "low": 3.76,
            "close": 3.76,
            "amount_yi": 0.0059
          },
          {
            "time": "10:12",
            "open": 3.77,
            "high": 3.77,
            "low": 3.77,
            "close": 3.77,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": "2026-07-03T10:12:57",
        "prev_close": 3.67,
        "open": 3.69,
        "high": 3.79,
        "low": 3.67,
        "bid1": 3.76,
        "ask1": 3.77,
        "bid_qty1": 2254,
        "ask_qty1": 524
      },
      "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": "2026-07-03T10:12:58",
      "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": 5.8381,
      "price_vs_vwap_pct": 0.3751,
      "energy_floor_hint_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": 0.0138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5652,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 5.86,
            "high": 5.86,
            "low": 5.85,
            "close": 5.85,
            "amount_yi": 0.0001
          },
          {
            "time": "10:09",
            "open": 5.85,
            "high": 5.86,
            "low": 5.85,
            "close": 5.86,
            "amount_yi": 0.0022
          },
          {
            "time": "10:10",
            "open": 5.86,
            "high": 5.87,
            "low": 5.86,
            "close": 5.87,
            "amount_yi": 0.0037
          },
          {
            "time": "10:11",
            "open": 5.86,
            "high": 5.87,
            "low": 5.86,
            "close": 5.87,
            "amount_yi": 0.0007
          },
          {
            "time": "10:12",
            "open": 5.87,
            "high": 5.87,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:57",
        "prev_close": 5.79,
        "open": 5.79,
        "high": 5.88,
        "low": 5.78,
        "bid1": 5.86,
        "ask1": 5.87,
        "bid_qty1": 33,
        "ask_qty1": 634
      },
      "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": "2026-07-03T10:12:58",
      "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": 8.6906,
      "price_vs_vwap_pct": 0.2232,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0315,
        "prev_amount_yi": 0.0427,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7377,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 8.74,
            "high": 8.74,
            "low": 8.74,
            "close": 8.74,
            "amount_yi": 0.0078
          },
          {
            "time": "10:09",
            "open": 8.72,
            "high": 8.73,
            "low": 8.72,
            "close": 8.73,
            "amount_yi": 0.0127
          },
          {
            "time": "10:10",
            "open": 8.73,
            "high": 8.73,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0056
          },
          {
            "time": "10:11",
            "open": 8.71,
            "high": 8.72,
            "low": 8.71,
            "close": 8.72,
            "amount_yi": 0.003
          },
          {
            "time": "10:12",
            "open": 8.72,
            "high": 8.72,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 8.71,
        "ts": "2026-07-03T10:12:55",
        "prev_close": 8.63,
        "open": 8.62,
        "high": 8.76,
        "low": 8.55,
        "bid1": 8.71,
        "ask1": 8.72,
        "bid_qty1": 425,
        "ask_qty1": 129
      },
      "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": "2026-07-03T10:12:58",
      "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": 7.3826,
      "price_vs_vwap_pct": 1.9966,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2065,
        "prev_amount_yi": 0.1307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.58,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 7.5,
            "high": 7.5,
            "low": 7.47,
            "close": 7.47,
            "amount_yi": 0.0568
          },
          {
            "time": "10:09",
            "open": 7.48,
            "high": 7.5,
            "low": 7.48,
            "close": 7.5,
            "amount_yi": 0.0279
          },
          {
            "time": "10:10",
            "open": 7.5,
            "high": 7.51,
            "low": 7.5,
            "close": 7.51,
            "amount_yi": 0.0438
          },
          {
            "time": "10:11",
            "open": 7.51,
            "high": 7.51,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.0384
          },
          {
            "time": "10:12",
            "open": 7.5,
            "high": 7.53,
            "low": 7.5,
            "close": 7.53,
            "amount_yi": 0.0396
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 7.53,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 7.32,
        "open": 7.36,
        "high": 7.53,
        "low": 7.2,
        "bid1": 7.53,
        "ask1": 7.54,
        "bid_qty1": 1100,
        "ask_qty1": 1064
      },
      "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": "2026-07-03T10:12:58",
      "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": 9.0782,
      "price_vs_vwap_pct": -1.4122,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.054,
        "prev_amount_yi": 0.0726,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7438,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 8.98,
            "high": 8.99,
            "low": 8.98,
            "close": 8.99,
            "amount_yi": 0.0152
          },
          {
            "time": "10:09",
            "open": 8.97,
            "high": 8.97,
            "low": 8.96,
            "close": 8.96,
            "amount_yi": 0.011
          },
          {
            "time": "10:10",
            "open": 8.94,
            "high": 8.95,
            "low": 8.94,
            "close": 8.95,
            "amount_yi": 0.0082
          },
          {
            "time": "10:11",
            "open": 8.95,
            "high": 8.95,
            "low": 8.95,
            "close": 8.95,
            "amount_yi": 0.0109
          },
          {
            "time": "10:12",
            "open": 8.95,
            "high": 8.95,
            "low": 8.95,
            "close": 8.95,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 8.95,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 9.18,
        "open": 9.14,
        "high": 9.39,
        "low": 8.87,
        "bid1": 8.95,
        "ask1": 8.96,
        "bid_qty1": 106,
        "ask_qty1": 346
      },
      "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": "2026-07-03T10:12:58",
      "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": 10.1353,
      "price_vs_vwap_pct": 0.2437,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0073,
        "prev_amount_yi": 0.0127,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5748,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 10.2,
            "high": 10.2,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0024
          },
          {
            "time": "10:09",
            "open": 10.18,
            "high": 10.2,
            "low": 10.18,
            "close": 10.2,
            "amount_yi": 0.001
          },
          {
            "time": "10:10",
            "open": 10.2,
            "high": 10.2,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0005
          },
          {
            "time": "10:11",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0021
          },
          {
            "time": "10:12",
            "open": 10.17,
            "high": 10.17,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:57",
        "prev_close": 10.08,
        "open": 10.13,
        "high": 10.25,
        "low": 9.93,
        "bid1": 10.16,
        "ask1": 10.19,
        "bid_qty1": 12,
        "ask_qty1": 44
      },
      "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": "2026-07-03T10:12:58",
      "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": 2.5933,
      "price_vs_vwap_pct": 0.2584,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0263,
        "prev_amount_yi": 0.0246,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0691,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.6,
            "high": 2.61,
            "low": 2.6,
            "close": 2.61,
            "amount_yi": 0.0047
          },
          {
            "time": "10:09",
            "open": 2.61,
            "high": 2.61,
            "low": 2.6,
            "close": 2.6,
            "amount_yi": 0.0022
          },
          {
            "time": "10:10",
            "open": 2.6,
            "high": 2.6,
            "low": 2.6,
            "close": 2.6,
            "amount_yi": 0.0003
          },
          {
            "time": "10:11",
            "open": 2.61,
            "high": 2.61,
            "low": 2.61,
            "close": 2.61,
            "amount_yi": 0.0041
          },
          {
            "time": "10:12",
            "open": 2.61,
            "high": 2.61,
            "low": 2.6,
            "close": 2.6,
            "amount_yi": 0.015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.6,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 2.5,
        "open": 2.51,
        "high": 2.67,
        "low": 2.49,
        "bid1": 2.59,
        "ask1": 2.6,
        "bid_qty1": 2446,
        "ask_qty1": 3188
      },
      "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": "2026-07-03T10:12:58",
      "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": 13.188,
      "price_vs_vwap_pct": -0.364,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1539,
        "prev_amount_yi": 0.2277,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6759,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 13.2,
            "high": 13.2,
            "low": 13.18,
            "close": 13.18,
            "amount_yi": 0.0183
          },
          {
            "time": "10:09",
            "open": 13.18,
            "high": 13.18,
            "low": 13.17,
            "close": 13.17,
            "amount_yi": 0.0146
          },
          {
            "time": "10:10",
            "open": 13.15,
            "high": 13.15,
            "low": 13.13,
            "close": 13.13,
            "amount_yi": 0.0812
          },
          {
            "time": "10:11",
            "open": 13.13,
            "high": 13.15,
            "low": 13.13,
            "close": 13.15,
            "amount_yi": 0.0172
          },
          {
            "time": "10:12",
            "open": 13.13,
            "high": 13.14,
            "low": 13.13,
            "close": 13.14,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 13.14,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 13.21,
        "open": 13.22,
        "high": 13.35,
        "low": 13.07,
        "bid1": 13.14,
        "ask1": 13.15,
        "bid_qty1": 487,
        "ask_qty1": 284
      },
      "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": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.88,
      "exec_low": 12.06,
      "exec_high": 12.06,
      "invalid_price": 11.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.7,
      "entry_zone_high": 12.06,
      "entry_risk_pct": null,
      "intraday_vwap": 11.4913,
      "price_vs_vwap_pct": 0.1627,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0215,
        "prev_amount_yi": 0.03,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7167,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0027
          },
          {
            "time": "10:09",
            "open": 11.48,
            "high": 11.48,
            "low": 11.48,
            "close": 11.48,
            "amount_yi": 0.0038
          },
          {
            "time": "10:10",
            "open": 11.5,
            "high": 11.5,
            "low": 11.47,
            "close": 11.47,
            "amount_yi": 0.0073
          },
          {
            "time": "10:11",
            "open": 11.47,
            "high": 11.49,
            "low": 11.47,
            "close": 11.49,
            "amount_yi": 0.0036
          },
          {
            "time": "10:12",
            "open": 11.5,
            "high": 11.51,
            "low": 11.5,
            "close": 11.51,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 11.51,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 11.51,
        "open": 11.57,
        "high": 11.73,
        "low": 11.35,
        "bid1": 11.5,
        "ask1": 11.51,
        "bid_qty1": 30,
        "ask_qty1": 105
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600439:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600439:VWAP_RECLAIM",
      "symbol": "SHSE.600439",
      "name": "瑞贝卡",
      "side": "BUY",
      "priority": "W78",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.23,
      "exec_low": 2.26,
      "exec_high": 2.26,
      "invalid_price": 2.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 2.1735,
      "price_vs_vwap_pct": -0.161,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0075,
        "prev_amount_yi": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:07",
            "open": 2.17,
            "high": 2.17,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.0003
          },
          {
            "time": "10:08",
            "open": 2.16,
            "high": 2.16,
            "low": 2.16,
            "close": 2.16,
            "amount_yi": 0.0023
          },
          {
            "time": "10:09",
            "open": 2.17,
            "high": 2.17,
            "low": 2.16,
            "close": 2.16,
            "amount_yi": 0.0008
          },
          {
            "time": "10:10",
            "open": 2.17,
            "high": 2.17,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.0037
          },
          {
            "time": "10:11",
            "open": 2.17,
            "high": 2.17,
            "low": 2.17,
            "close": 2.17,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 2.17,
        "ts": "2026-07-03T10:12:46",
        "prev_close": 2.16,
        "open": 2.16,
        "high": 2.19,
        "low": 2.16,
        "bid1": 2.17,
        "ask1": 2.18,
        "bid_qty1": 1325,
        "ask_qty1": 5167
      },
      "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": "2026-07-03T10:12:58",
      "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": 9.529,
      "price_vs_vwap_pct": -0.829,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0689,
        "prev_amount_yi": 0.0454,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 9.49,
            "high": 9.49,
            "low": 9.48,
            "close": 9.48,
            "amount_yi": 0.0126
          },
          {
            "time": "10:09",
            "open": 9.47,
            "high": 9.48,
            "low": 9.47,
            "close": 9.48,
            "amount_yi": 0.007
          },
          {
            "time": "10:10",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0182
          },
          {
            "time": "10:11",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0138
          },
          {
            "time": "10:12",
            "open": 9.44,
            "high": 9.45,
            "low": 9.44,
            "close": 9.45,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 9.45,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 9.6,
        "open": 9.7,
        "high": 9.75,
        "low": 9.41,
        "bid1": 9.43,
        "ask1": 9.45,
        "bid_qty1": 206,
        "ask_qty1": 68
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.932,
      "price_vs_vwap_pct": 0.2035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0176,
        "prev_amount_yi": 0.0243,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.92,
            "high": 3.92,
            "low": 3.92,
            "close": 3.92,
            "amount_yi": 0.0022
          },
          {
            "time": "10:09",
            "open": 3.91,
            "high": 3.92,
            "low": 3.91,
            "close": 3.92,
            "amount_yi": 0.0043
          },
          {
            "time": "10:10",
            "open": 3.93,
            "high": 3.93,
            "low": 3.93,
            "close": 3.93,
            "amount_yi": 0.005
          },
          {
            "time": "10:11",
            "open": 3.94,
            "high": 3.95,
            "low": 3.94,
            "close": 3.95,
            "amount_yi": 0.0017
          },
          {
            "time": "10:12",
            "open": 3.94,
            "high": 3.94,
            "low": 3.94,
            "close": 3.94,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:54",
        "prev_close": 3.9,
        "open": 3.92,
        "high": 3.97,
        "low": 3.9,
        "bid1": 3.94,
        "ask1": 3.95,
        "bid_qty1": 302,
        "ask_qty1": 1159
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.4471,
      "price_vs_vwap_pct": -1.9466,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0386,
        "prev_amount_yi": 0.0463,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8337,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0025
          },
          {
            "time": "10:09",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0182
          },
          {
            "time": "10:10",
            "open": 3.39,
            "high": 3.39,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.01
          },
          {
            "time": "10:11",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0014
          },
          {
            "time": "10:12",
            "open": 3.38,
            "high": 3.38,
            "low": 3.38,
            "close": 3.38,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:56",
        "prev_close": 3.39,
        "open": 3.39,
        "high": 3.55,
        "low": 3.37,
        "bid1": 3.38,
        "ask1": 3.39,
        "bid_qty1": 1926,
        "ask_qty1": 1523
      },
      "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": "2026-07-03T10:12:58",
      "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": 5.5139,
      "price_vs_vwap_pct": 0.6547,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0461,
        "prev_amount_yi": 0.0507,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9093,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 5.52,
            "high": 5.52,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0159
          },
          {
            "time": "10:09",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.002
          },
          {
            "time": "10:10",
            "open": 5.53,
            "high": 5.53,
            "low": 5.53,
            "close": 5.53,
            "amount_yi": 0.0068
          },
          {
            "time": "10:11",
            "open": 5.53,
            "high": 5.55,
            "low": 5.53,
            "close": 5.55,
            "amount_yi": 0.0128
          },
          {
            "time": "10:12",
            "open": 5.55,
            "high": 5.55,
            "low": 5.55,
            "close": 5.55,
            "amount_yi": 0.0086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 5.55,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 5.54,
        "open": 5.49,
        "high": 5.65,
        "low": 5.43,
        "bid1": 5.54,
        "ask1": 5.55,
        "bid_qty1": 277,
        "ask_qty1": 616
      },
      "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": "2026-07-03T10:12:58",
      "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": 2.5297,
      "price_vs_vwap_pct": 0.0119,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0316,
        "prev_amount_yi": 0.0062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 5.0968,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0016
          },
          {
            "time": "10:09",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0076
          },
          {
            "time": "10:10",
            "open": 2.53,
            "high": 2.53,
            "low": 2.52,
            "close": 2.52,
            "amount_yi": 0.0143
          },
          {
            "time": "10:11",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0034
          },
          {
            "time": "10:12",
            "open": 2.53,
            "high": 2.53,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": "2026-07-03T10:12:57",
        "prev_close": 2.51,
        "open": 2.52,
        "high": 2.55,
        "low": 2.51,
        "bid1": 2.52,
        "ask1": 2.53,
        "bid_qty1": 31321,
        "ask_qty1": 840
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300005:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300005:VWAP_RECLAIM",
      "symbol": "SZSE.300005",
      "name": "探路者",
      "side": "BUY",
      "priority": "W84",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.67,
      "exec_low": 25.04,
      "exec_high": 25.04,
      "invalid_price": 23.93,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 25.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.3,
      "entry_zone_high": 25.04,
      "entry_risk_pct": null,
      "intraday_vwap": 23.9211,
      "price_vs_vwap_pct": 0.3298,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4952,
        "prev_amount_yi": 0.2442,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0278,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 23.98,
            "high": 23.98,
            "low": 23.92,
            "close": 23.92,
            "amount_yi": 0.0252
          },
          {
            "time": "10:09",
            "open": 23.93,
            "high": 23.99,
            "low": 23.93,
            "close": 23.99,
            "amount_yi": 0.0381
          },
          {
            "time": "10:10",
            "open": 23.98,
            "high": 24.04,
            "low": 23.98,
            "close": 24.04,
            "amount_yi": 0.0311
          },
          {
            "time": "10:11",
            "open": 24.15,
            "high": 24.18,
            "low": 24.15,
            "close": 24.18,
            "amount_yi": 0.3494
          },
          {
            "time": "10:12",
            "open": 24.04,
            "high": 24.04,
            "low": 24.0,
            "close": 24.0,
            "amount_yi": 0.0514
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 24.0,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 23.3,
        "open": 23.47,
        "high": 24.23,
        "low": 23.46,
        "bid1": 24.0,
        "ask1": 24.01,
        "bid_qty1": 13,
        "ask_qty1": 62
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603001:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603001:VWAP_RECLAIM",
      "symbol": "SHSE.603001",
      "name": "奥康国际",
      "side": "BUY",
      "priority": "W85",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.73,
      "exec_low": 12.92,
      "exec_high": 12.92,
      "invalid_price": 12.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 0.0009,
        "prev_amount_yi": 0.001,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "09:54",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0003
          },
          {
            "time": "09:56",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0001
          },
          {
            "time": "10:06",
            "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": 86605.85,
      "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": "2026-07-03T10:12:56",
        "prev_close": 12.73,
        "open": 11.46,
        "high": 11.46,
        "low": 11.46,
        "bid1": 0.0,
        "ask1": 11.46,
        "bid_qty1": 0,
        "ask_qty1": 648053
      },
      "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": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "sim_reason": "invalid_price_broken",
      "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": 18.1602,
      "price_vs_vwap_pct": -0.8821,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1589,
        "prev_amount_yi": 0.2662,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5969,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 17.9,
            "high": 17.96,
            "low": 17.9,
            "close": 17.96,
            "amount_yi": 0.0606
          },
          {
            "time": "10:09",
            "open": 17.95,
            "high": 17.95,
            "low": 17.95,
            "close": 17.95,
            "amount_yi": 0.0194
          },
          {
            "time": "10:10",
            "open": 17.98,
            "high": 17.98,
            "low": 17.98,
            "close": 17.98,
            "amount_yi": 0.0217
          },
          {
            "time": "10:11",
            "open": 18.0,
            "high": 18.0,
            "low": 18.0,
            "close": 18.0,
            "amount_yi": 0.0298
          },
          {
            "time": "10:12",
            "open": 18.0,
            "high": 18.0,
            "low": 18.0,
            "close": 18.0,
            "amount_yi": 0.0274
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 18.0,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 18.19,
        "open": 18.31,
        "high": 18.5,
        "low": 17.89,
        "bid1": 18.0,
        "ask1": 18.01,
        "bid_qty1": 55,
        "ask_qty1": 141
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "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": 12.6397,
      "price_vs_vwap_pct": -0.8679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1277,
        "prev_amount_yi": 0.1529,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8352,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 12.5,
            "high": 12.5,
            "low": 12.5,
            "close": 12.5,
            "amount_yi": 0.0441
          },
          {
            "time": "10:09",
            "open": 12.49,
            "high": 12.49,
            "low": 12.49,
            "close": 12.49,
            "amount_yi": 0.0372
          },
          {
            "time": "10:10",
            "open": 12.5,
            "high": 12.5,
            "low": 12.5,
            "close": 12.5,
            "amount_yi": 0.0179
          },
          {
            "time": "10:11",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0109
          },
          {
            "time": "10:12",
            "open": 12.52,
            "high": 12.53,
            "low": 12.52,
            "close": 12.53,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 12.53,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 12.5,
        "open": 12.59,
        "high": 12.87,
        "low": 12.48,
        "bid1": 12.52,
        "ask1": 12.53,
        "bid_qty1": 104,
        "ask_qty1": 29
      },
      "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": "2026-07-03T10:12:58",
      "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": 35.6506,
      "price_vs_vwap_pct": -0.4785,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0374,
        "prev_amount_yi": 0.0576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6493,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 35.38,
            "high": 35.39,
            "low": 35.38,
            "close": 35.39,
            "amount_yi": 0.0107
          },
          {
            "time": "10:09",
            "open": 35.39,
            "high": 35.39,
            "low": 35.38,
            "close": 35.38,
            "amount_yi": 0.0056
          },
          {
            "time": "10:10",
            "open": 35.39,
            "high": 35.41,
            "low": 35.39,
            "close": 35.41,
            "amount_yi": 0.0078
          },
          {
            "time": "10:11",
            "open": 35.44,
            "high": 35.44,
            "low": 35.43,
            "close": 35.43,
            "amount_yi": 0.0062
          },
          {
            "time": "10:12",
            "open": 35.44,
            "high": 35.48,
            "low": 35.44,
            "close": 35.48,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 35.48,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 35.38,
        "open": 35.66,
        "high": 36.04,
        "low": 35.38,
        "bid1": 35.48,
        "ask1": 35.49,
        "bid_qty1": 4,
        "ask_qty1": 32
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T10:12:58",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 婴童概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.78,
      "entry_zone_high": 10.08,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8717,
      "price_vs_vwap_pct": 0.1854,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.004,
        "prev_amount_yi": 0.0063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6349,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0017
          },
          {
            "time": "10:09",
            "open": 9.86,
            "high": 9.86,
            "low": 9.86,
            "close": 9.86,
            "amount_yi": 0.0005
          },
          {
            "time": "10:10",
            "open": 9.88,
            "high": 9.9,
            "low": 9.88,
            "close": 9.9,
            "amount_yi": 0.0008
          },
          {
            "time": "10:11",
            "open": 9.88,
            "high": 9.88,
            "low": 9.87,
            "close": 9.87,
            "amount_yi": 0.0007
          },
          {
            "time": "10:12",
            "open": 9.88,
            "high": 9.89,
            "low": 9.88,
            "close": 9.89,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 9.89,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 9.69,
        "open": 9.78,
        "high": 9.95,
        "low": 9.74,
        "bid1": 9.89,
        "ask1": 9.9,
        "bid_qty1": 45,
        "ask_qty1": 54
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T10:12:58",
      "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": 10.6573,
      "price_vs_vwap_pct": -2.8835,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0414,
        "prev_amount_yi": 0.0832,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 10.33,
            "high": 10.33,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0131
          },
          {
            "time": "10:09",
            "open": 10.32,
            "high": 10.35,
            "low": 10.32,
            "close": 10.35,
            "amount_yi": 0.0122
          },
          {
            "time": "10:10",
            "open": 10.34,
            "high": 10.34,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.0043
          },
          {
            "time": "10:11",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0051
          },
          {
            "time": "10:12",
            "open": 10.34,
            "high": 10.35,
            "low": 10.34,
            "close": 10.35,
            "amount_yi": 0.0067
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 10.35,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 10.67,
        "open": 10.51,
        "high": 11.27,
        "low": 10.26,
        "bid1": 10.34,
        "ask1": 10.35,
        "bid_qty1": 261,
        "ask_qty1": 139
      },
      "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": "2026-07-03T10:12:58",
      "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": 14.943,
      "price_vs_vwap_pct": -3.6338,
      "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": 0.2678,
        "prev_amount_yi": 0.264,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0144,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 14.4,
            "high": 14.43,
            "low": 14.4,
            "close": 14.43,
            "amount_yi": 0.0855
          },
          {
            "time": "10:09",
            "open": 14.39,
            "high": 14.4,
            "low": 14.39,
            "close": 14.4,
            "amount_yi": 0.0553
          },
          {
            "time": "10:10",
            "open": 14.38,
            "high": 14.38,
            "low": 14.38,
            "close": 14.38,
            "amount_yi": 0.0521
          },
          {
            "time": "10:11",
            "open": 14.39,
            "high": 14.39,
            "low": 14.38,
            "close": 14.38,
            "amount_yi": 0.029
          },
          {
            "time": "10:12",
            "open": 14.37,
            "high": 14.4,
            "low": 14.37,
            "close": 14.4,
            "amount_yi": 0.0459
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 14.4,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 14.66,
        "open": 15.46,
        "high": 15.47,
        "low": 14.35,
        "bid1": 14.39,
        "ask1": 14.4,
        "bid_qty1": 14,
        "ask_qty1": 58
      },
      "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": "2026-07-03T10:12:58",
      "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": 6.6358,
      "price_vs_vwap_pct": -1.7451,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0795,
        "prev_amount_yi": 0.0756,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 6.59,
            "high": 6.59,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0343
          },
          {
            "time": "10:09",
            "open": 6.56,
            "high": 6.57,
            "low": 6.56,
            "close": 6.57,
            "amount_yi": 0.0079
          },
          {
            "time": "10:10",
            "open": 6.58,
            "high": 6.58,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0044
          },
          {
            "time": "10:11",
            "open": 6.56,
            "high": 6.56,
            "low": 6.55,
            "close": 6.55,
            "amount_yi": 0.0198
          },
          {
            "time": "10:12",
            "open": 6.53,
            "high": 6.53,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0131
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 6.52,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 6.25,
        "open": 6.43,
        "high": 6.88,
        "low": 6.39,
        "bid1": 6.52,
        "ask1": 6.53,
        "bid_qty1": 695,
        "ask_qty1": 7
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.1579,
      "intraday_vwap": 19.8896,
      "price_vs_vwap_pct": 0.3037,
      "energy_floor_hint_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": 0.0066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1212,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 19.88,
            "high": 19.88,
            "low": 19.88,
            "close": 19.88,
            "amount_yi": 0.0012
          },
          {
            "time": "10:09",
            "open": 19.88,
            "high": 19.89,
            "low": 19.88,
            "close": 19.89,
            "amount_yi": 0.001
          },
          {
            "time": "10:10",
            "open": 19.89,
            "high": 19.91,
            "low": 19.89,
            "close": 19.91,
            "amount_yi": 0.0014
          },
          {
            "time": "10:11",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0012
          },
          {
            "time": "10:12",
            "open": 19.93,
            "high": 19.95,
            "low": 19.93,
            "close": 19.95,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 19.95,
        "ts": "2026-07-03T10:12:54",
        "prev_close": 19.75,
        "open": 19.72,
        "high": 20.07,
        "low": 19.69,
        "bid1": 19.93,
        "ask1": 19.95,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "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": "2026-07-03T10:12:58",
      "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": 3.6176,
      "price_vs_vwap_pct": -0.4865,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0062,
        "prev_amount_yi": 0.033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1879,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.003
          },
          {
            "time": "10:09",
            "open": 3.58,
            "high": 3.59,
            "low": 3.58,
            "close": 3.59,
            "amount_yi": 0.0006
          },
          {
            "time": "10:10",
            "open": 3.58,
            "high": 3.59,
            "low": 3.58,
            "close": 3.59,
            "amount_yi": 0.0005
          },
          {
            "time": "10:11",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0005
          },
          {
            "time": "10:12",
            "open": 3.58,
            "high": 3.6,
            "low": 3.58,
            "close": 3.6,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 3.6,
        "ts": "2026-07-03T10:12:54",
        "prev_close": 3.58,
        "open": 3.61,
        "high": 3.65,
        "low": 3.58,
        "bid1": 3.59,
        "ask1": 3.6,
        "bid_qty1": 797,
        "ask_qty1": 424
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002262:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002262:VWAP_RECLAIM",
      "symbol": "SZSE.002262",
      "name": "恩华药业",
      "side": "BUY",
      "priority": "W95",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.97,
      "exec_low": 20.27,
      "exec_high": 20.27,
      "invalid_price": 19.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 19.9206,
      "price_vs_vwap_pct": -0.0532,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0735,
        "prev_amount_yi": 0.0528,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.392,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 19.85,
            "high": 19.85,
            "low": 19.85,
            "close": 19.85,
            "amount_yi": 0.0562
          },
          {
            "time": "10:09",
            "open": 19.86,
            "high": 19.86,
            "low": 19.86,
            "close": 19.86,
            "amount_yi": 0.0052
          },
          {
            "time": "10:10",
            "open": 19.86,
            "high": 19.88,
            "low": 19.86,
            "close": 19.88,
            "amount_yi": 0.0047
          },
          {
            "time": "10:11",
            "open": 19.88,
            "high": 19.89,
            "low": 19.88,
            "close": 19.89,
            "amount_yi": 0.0035
          },
          {
            "time": "10:12",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 19.91,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 19.75,
        "open": 19.8,
        "high": 20.12,
        "low": 19.73,
        "bid1": 19.91,
        "ask1": 19.92,
        "bid_qty1": 25,
        "ask_qty1": 63
      },
      "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": "2026-07-03T10:12:58",
      "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": 10.5336,
      "price_vs_vwap_pct": -0.9835,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0369,
        "prev_amount_yi": 0.0542,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6808,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0094
          },
          {
            "time": "10:09",
            "open": 10.39,
            "high": 10.4,
            "low": 10.39,
            "close": 10.4,
            "amount_yi": 0.0037
          },
          {
            "time": "10:10",
            "open": 10.39,
            "high": 10.41,
            "low": 10.39,
            "close": 10.41,
            "amount_yi": 0.014
          },
          {
            "time": "10:11",
            "open": 10.42,
            "high": 10.42,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0029
          },
          {
            "time": "10:12",
            "open": 10.42,
            "high": 10.43,
            "low": 10.42,
            "close": 10.43,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 10.43,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 10.51,
        "open": 10.57,
        "high": 10.74,
        "low": 10.37,
        "bid1": 10.42,
        "ask1": 10.43,
        "bid_qty1": 94,
        "ask_qty1": 853
      },
      "previous_state": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.76,
      "entry_zone_high": 16.24,
      "entry_risk_pct": 3.6623,
      "intraday_vwap": 16.1063,
      "price_vs_vwap_pct": -0.0391,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0367,
        "prev_amount_yi": 0.0574,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6394,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 16.05,
            "high": 16.08,
            "low": 16.05,
            "close": 16.08,
            "amount_yi": 0.01
          },
          {
            "time": "10:09",
            "open": 16.07,
            "high": 16.07,
            "low": 16.07,
            "close": 16.07,
            "amount_yi": 0.0076
          },
          {
            "time": "10:10",
            "open": 16.07,
            "high": 16.09,
            "low": 16.07,
            "close": 16.09,
            "amount_yi": 0.0066
          },
          {
            "time": "10:11",
            "open": 16.1,
            "high": 16.1,
            "low": 16.09,
            "close": 16.09,
            "amount_yi": 0.0028
          },
          {
            "time": "10:12",
            "open": 16.1,
            "high": 16.1,
            "low": 16.1,
            "close": 16.1,
            "amount_yi": 0.0097
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 16.1,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 15.92,
        "open": 15.96,
        "high": 16.21,
        "low": 15.94,
        "bid1": 16.09,
        "ask1": 16.11,
        "bid_qty1": 117,
        "ask_qty1": 81
      },
      "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": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "sim_reason": "invalid_price_broken",
      "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": 69.5622,
      "price_vs_vwap_pct": -0.6788,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.147,
        "prev_amount_yi": 0.1123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.309,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 69.03,
            "high": 69.03,
            "low": 69.02,
            "close": 69.02,
            "amount_yi": 0.0538
          },
          {
            "time": "10:09",
            "open": 68.98,
            "high": 68.99,
            "low": 68.98,
            "close": 68.99,
            "amount_yi": 0.0232
          },
          {
            "time": "10:10",
            "open": 68.97,
            "high": 69.02,
            "low": 68.97,
            "close": 69.02,
            "amount_yi": 0.0287
          },
          {
            "time": "10:11",
            "open": 69.05,
            "high": 69.05,
            "low": 69.01,
            "close": 69.01,
            "amount_yi": 0.0216
          },
          {
            "time": "10:12",
            "open": 69.0,
            "high": 69.09,
            "low": 69.0,
            "close": 69.09,
            "amount_yi": 0.0197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 69.09,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 69.11,
        "open": 69.93,
        "high": 70.38,
        "low": 68.88,
        "bid1": 69.08,
        "ask1": 69.09,
        "bid_qty1": 12,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T10:12:58",
      "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": 3.3413,
      "intraday_vwap": 20.9669,
      "price_vs_vwap_pct": -0.1283,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0523,
        "prev_amount_yi": 0.0361,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4488,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 20.87,
            "high": 20.88,
            "low": 20.87,
            "close": 20.88,
            "amount_yi": 0.0098
          },
          {
            "time": "10:09",
            "open": 20.88,
            "high": 20.88,
            "low": 20.87,
            "close": 20.87,
            "amount_yi": 0.0017
          },
          {
            "time": "10:10",
            "open": 20.88,
            "high": 20.9,
            "low": 20.88,
            "close": 20.9,
            "amount_yi": 0.0044
          },
          {
            "time": "10:11",
            "open": 20.91,
            "high": 20.91,
            "low": 20.91,
            "close": 20.91,
            "amount_yi": 0.0134
          },
          {
            "time": "10:12",
            "open": 20.92,
            "high": 20.94,
            "low": 20.92,
            "close": 20.94,
            "amount_yi": 0.023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43302.92,
      "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": 20.94,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 20.79,
        "open": 20.84,
        "high": 21.12,
        "low": 20.81,
        "bid1": 20.94,
        "ask1": 20.95,
        "bid_qty1": 10,
        "ask_qty1": 66
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600196:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600196:VWAP_RECLAIM",
      "symbol": "SHSE.600196",
      "name": "复星医药",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.63,
      "exec_low": 23.98,
      "exec_high": 23.98,
      "invalid_price": 22.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 23.2484,
      "price_vs_vwap_pct": -0.4663,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1103,
        "prev_amount_yi": 0.1597,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6907,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 23.08,
            "high": 23.09,
            "low": 23.08,
            "close": 23.09,
            "amount_yi": 0.0303
          },
          {
            "time": "10:09",
            "open": 23.09,
            "high": 23.1,
            "low": 23.09,
            "close": 23.1,
            "amount_yi": 0.0223
          },
          {
            "time": "10:10",
            "open": 23.08,
            "high": 23.1,
            "low": 23.08,
            "close": 23.1,
            "amount_yi": 0.0247
          },
          {
            "time": "10:11",
            "open": 23.1,
            "high": 23.11,
            "low": 23.1,
            "close": 23.11,
            "amount_yi": 0.0154
          },
          {
            "time": "10:12",
            "open": 23.11,
            "high": 23.14,
            "low": 23.11,
            "close": 23.14,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 23.14,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 23.03,
        "open": 23.2,
        "high": 23.53,
        "low": 23.02,
        "bid1": 23.14,
        "ask1": 23.15,
        "bid_qty1": 12,
        "ask_qty1": 45
      },
      "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": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 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": 15.1111,
      "price_vs_vwap_pct": -0.6029,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0641,
        "prev_amount_yi": 0.0823,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 14.98,
            "high": 14.98,
            "low": 14.98,
            "close": 14.98,
            "amount_yi": 0.0141
          },
          {
            "time": "10:09",
            "open": 14.97,
            "high": 14.97,
            "low": 14.96,
            "close": 14.96,
            "amount_yi": 0.0141
          },
          {
            "time": "10:10",
            "open": 14.97,
            "high": 14.99,
            "low": 14.97,
            "close": 14.99,
            "amount_yi": 0.0184
          },
          {
            "time": "10:11",
            "open": 15.0,
            "high": 15.0,
            "low": 15.0,
            "close": 15.0,
            "amount_yi": 0.0101
          },
          {
            "time": "10:12",
            "open": 15.01,
            "high": 15.02,
            "low": 15.01,
            "close": 15.02,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 15.02,
        "ts": "2026-07-03T10:12:55",
        "prev_close": 14.91,
        "open": 15.12,
        "high": 15.3,
        "low": 14.95,
        "bid1": 15.01,
        "ask1": 15.02,
        "bid_qty1": 61,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T10:12:58",
      "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": 12.3524,
      "price_vs_vwap_pct": -0.3433,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0056,
        "prev_amount_yi": 0.0112,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 12.29,
            "high": 12.31,
            "low": 12.29,
            "close": 12.31,
            "amount_yi": 0.0029
          },
          {
            "time": "10:09",
            "open": 12.3,
            "high": 12.3,
            "low": 12.29,
            "close": 12.29,
            "amount_yi": 0.0004
          },
          {
            "time": "10:10",
            "open": 12.3,
            "high": 12.33,
            "low": 12.3,
            "close": 12.33,
            "amount_yi": 0.0012
          },
          {
            "time": "10:11",
            "open": 12.33,
            "high": 12.33,
            "low": 12.3,
            "close": 12.3,
            "amount_yi": 0.0002
          },
          {
            "time": "10:12",
            "open": 12.3,
            "high": 12.31,
            "low": 12.3,
            "close": 12.31,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 12.31,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 12.2,
        "open": 12.33,
        "high": 12.45,
        "low": 12.2,
        "bid1": 12.3,
        "ask1": 12.31,
        "bid_qty1": 16,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000963:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000963:VWAP_RECLAIM",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 30.26,
      "exec_low": 30.71,
      "exec_high": 30.71,
      "invalid_price": 29.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 29.8476,
      "price_vs_vwap_pct": -0.528,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1515,
        "prev_amount_yi": 0.1676,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9039,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 29.56,
            "high": 29.56,
            "low": 29.56,
            "close": 29.56,
            "amount_yi": 0.044
          },
          {
            "time": "10:09",
            "open": 29.55,
            "high": 29.55,
            "low": 29.53,
            "close": 29.53,
            "amount_yi": 0.0323
          },
          {
            "time": "10:10",
            "open": 29.54,
            "high": 29.6,
            "low": 29.54,
            "close": 29.6,
            "amount_yi": 0.0395
          },
          {
            "time": "10:11",
            "open": 29.6,
            "high": 29.6,
            "low": 29.6,
            "close": 29.6,
            "amount_yi": 0.0173
          },
          {
            "time": "10:12",
            "open": 29.63,
            "high": 29.69,
            "low": 29.63,
            "close": 29.69,
            "amount_yi": 0.0184
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 29.69,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 29.49,
        "open": 29.99,
        "high": 30.3,
        "low": 29.46,
        "bid1": 29.66,
        "ask1": 29.69,
        "bid_qty1": 1,
        "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": "2026-07-03T10:12:58",
      "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": 2.8953,
      "intraday_vwap": 4.4987,
      "price_vs_vwap_pct": -0.1934,
      "energy_floor_hint_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": 0.0074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0088
          },
          {
            "time": "10:09",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0021
          },
          {
            "time": "10:10",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0022
          },
          {
            "time": "10:11",
            "open": 4.47,
            "high": 4.48,
            "low": 4.47,
            "close": 4.48,
            "amount_yi": 0.0008
          },
          {
            "time": "10:12",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 4.49,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 4.45,
        "open": 4.46,
        "high": 4.54,
        "low": 4.46,
        "bid1": 4.48,
        "ask1": 4.49,
        "bid_qty1": 202,
        "ask_qty1": 394
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600062:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600062:VWAP_RECLAIM",
      "symbol": "SHSE.600062",
      "name": "华润双鹤",
      "side": "BUY",
      "priority": "W105",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.96,
      "exec_low": 17.21,
      "exec_high": 17.21,
      "invalid_price": 16.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.71,
      "entry_zone_high": 17.21,
      "entry_risk_pct": null,
      "intraday_vwap": 16.906,
      "price_vs_vwap_pct": -0.2721,
      "energy_floor_hint_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": 0.0364,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 16.78,
            "high": 16.8,
            "low": 16.78,
            "close": 16.8,
            "amount_yi": 0.0058
          },
          {
            "time": "10:09",
            "open": 16.81,
            "high": 16.81,
            "low": 16.79,
            "close": 16.79,
            "amount_yi": 0.0009
          },
          {
            "time": "10:10",
            "open": 16.79,
            "high": 16.82,
            "low": 16.79,
            "close": 16.82,
            "amount_yi": 0.0049
          },
          {
            "time": "10:11",
            "open": 16.83,
            "high": 16.83,
            "low": 16.82,
            "close": 16.82,
            "amount_yi": 0.001
          },
          {
            "time": "10:12",
            "open": 16.83,
            "high": 16.86,
            "low": 16.83,
            "close": 16.86,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 16.86,
        "ts": "2026-07-03T10:12:56",
        "prev_close": 16.75,
        "open": 16.76,
        "high": 17.1,
        "low": 16.73,
        "bid1": 16.85,
        "ask1": 16.86,
        "bid_qty1": 9,
        "ask_qty1": 30
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600085:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600085:VWAP_RECLAIM",
      "symbol": "SHSE.600085",
      "name": "同仁堂",
      "side": "BUY",
      "priority": "W106",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.67,
      "exec_low": 24.03,
      "exec_high": 24.03,
      "invalid_price": 22.96,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T10:12:58",
      "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": 23.5227,
      "price_vs_vwap_pct": -0.224,
      "energy_floor_hint_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": 0.0455,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7538,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:08",
            "open": 23.37,
            "high": 23.4,
            "low": 23.37,
            "close": 23.4,
            "amount_yi": 0.0136
          },
          {
            "time": "10:09",
            "open": 23.41,
            "high": 23.41,
            "low": 23.41,
            "close": 23.41,
            "amount_yi": 0.0024
          },
          {
            "time": "10:10",
            "open": 23.38,
            "high": 23.42,
            "low": 23.38,
            "close": 23.42,
            "amount_yi": 0.0119
          },
          {
            "time": "10:11",
            "open": 23.44,
            "high": 23.44,
            "low": 23.44,
            "close": 23.44,
            "amount_yi": 0.0027
          },
          {
            "time": "10:12",
            "open": 23.44,
            "high": 23.47,
            "low": 23.44,
            "close": 23.47,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 23.47,
        "ts": "2026-07-03T10:12:58",
        "prev_close": 23.28,
        "open": 23.44,
        "high": 23.73,
        "low": 23.33,
        "bid1": 23.46,
        "ask1": 23.47,
        "bid_qty1": 68,
        "ask_qty1": 23
      },
      "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": "2026-07-03T10:12:58",
      "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": 7.1411,
      "price_vs_vwap_pct": -2.1159,
      "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": 0.4222,
        "prev_amount_yi": 0.4712,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.896,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:08",
            "open": 7.0,
            "high": 7.0,
            "low": 7.0,
            "close": 7.0,
            "amount_yi": 0.0728
          },
          {
            "time": "10:09",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0994
          },
          {
            "time": "10:10",
            "open": 6.98,
            "high": 6.99,
            "low": 6.98,
            "close": 6.99,
            "amount_yi": 0.1127
          },
          {
            "time": "10:11",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.068
          },
          {
            "time": "10:12",
            "open": 6.98,
            "high": 6.99,
            "low": 6.98,
            "close": 6.99,
            "amount_yi": 0.0693
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86605.85,
      "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": 6.99,
        "ts": "2026-07-03T10:12:57",
        "prev_close": 7.76,
        "open": 7.56,
        "high": 7.67,
        "low": 6.98,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 57939,
        "ask_qty1": 7900
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.301696:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SZSE.301696:POSITION_TREND_ADD",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 139.29,
      "exec_low": 132.15,
      "exec_high": 140.51,
      "invalid_price": 135.81,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 135.05,
      "theme": "机器人链 / 减速器",
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 140.51,
      "dynamic_exec_high": 140.51,
      "entry_zone_low": 132.15,
      "entry_zone_high": 140.51,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 132.1471,
      "price_vs_vwap_pct": 5.4053,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 216596.57,
      "current_position_value": 139707.87,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 1001,
      "t0_protection_qty_cap": 1000,
      "ma5": null,
      "quote": {
        "last": 139.29,
        "ts": "2026-07-03T10:12:54",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 139.47,
        "low": 127.0,
        "bid1": 139.29,
        "ask1": 139.39,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 580734.0,
    "market_value": 502248.87,
    "total_value": 1082982.87,
    "unrealized_pnl": 47906.751638296795,
    "unrealized_pnl_pct_of_initial": 4.79067516382968,
    "realized_pnl": 35076.11836170332,
    "realized_pnl_pct_of_initial": 3.5076118361703315,
    "total_pnl": 82982.87000000011,
    "total_pnl_pct": 8.298287000000016
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 38400,
      "avg_cost": 3.565,
      "last_price": 3.96,
      "market_value": 152064.0,
      "unrealized_pnl": 15168.0,
      "unrealized_pnl_pct": 11.079943899018229,
      "updated_at": "2026-07-03T10:12:58",
      "prev_close": 4.06,
      "holding_days": 2,
      "position_pct_of_total": 14.041219322333323
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 1001,
      "avg_cost": 124.28448712255774,
      "last_price": 139.29,
      "market_value": 139707.87,
      "unrealized_pnl": 15050.529416074583,
      "unrealized_pnl_pct": 12.073520376396797,
      "updated_at": "2026-07-03T10:12:58",
      "prev_close": 135.05,
      "holding_days": 2,
      "position_pct_of_total": 12.90028437845928
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 110.65,
      "last_price": 110.84,
      "market_value": 88672.0,
      "unrealized_pnl": 151.99999999999818,
      "unrealized_pnl_pct": 0.1717126073203845,
      "updated_at": "2026-07-03T10:12:58",
      "prev_close": 117.31,
      "holding_days": 10,
      "position_pct_of_total": 8.187756469315161
    },
    {
      "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": "2026-07-03T10:12:58",
      "prev_close": 63.23,
      "holding_days": 2,
      "position_pct_of_total": 7.064285328908294
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 400,
      "sellable_qty": 400,
      "avg_cost": 83.20444444444445,
      "last_price": 91.6,
      "market_value": 36640.0,
      "unrealized_pnl": 3358.2222222222185,
      "unrealized_pnl_pct": 10.09027295550451,
      "updated_at": "2026-07-03T10:12:58",
      "prev_close": 95.98,
      "holding_days": 6,
      "position_pct_of_total": 3.383248342607672
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 43.3,
      "market_value": 8660.0,
      "unrealized_pnl": 669.9999999999989,
      "unrealized_pnl_pct": 8.38548185231538,
      "updated_at": "2026-07-03T10:12:58",
      "prev_close": 42.3,
      "holding_days": 9,
      "position_pct_of_total": 0.7996433036840185
    }
  ],
  "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": 110.84,
      "avg_cost": 110.65,
      "pnl_pct": 0.1717,
      "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": 91.6,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 10.0903,
      "threshold": 103.51,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 11,
      "source_event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 106.44,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [
    {
      "event_id": "20260702:20260703:SZSE.301696:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SZSE.301696:POSITION_TREND_ADD",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 139.29,
      "exec_low": 132.15,
      "exec_high": 140.51,
      "invalid_price": 135.81,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T10:12:58",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 135.05,
      "theme": "机器人链 / 减速器",
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 140.51,
      "dynamic_exec_high": 140.51,
      "entry_zone_low": 132.15,
      "entry_zone_high": 140.51,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 132.1471,
      "price_vs_vwap_pct": 5.4053,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 216596.57,
      "current_position_value": 139707.87,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 1001,
      "t0_protection_qty_cap": 1000,
      "ma5": null,
      "quote": {
        "last": 139.29,
        "ts": "2026-07-03T10:12:54",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 139.47,
        "low": 127.0,
        "bid1": 139.29,
        "ask1": 139.39,
        "bid_qty1": 5,
        "ask_qty1": 4
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 35.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "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": 121,
    "active_plan_contracts": 12,
    "watch_candidate_contracts": 108,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 4,
    "filled_official_orders": 0,
    "position_add_signals": 1,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 2,
    "risk_exit_orders": 4,
    "risk_exit_filled": 4,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}