{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "INTRADAY_UPGRADED",
  "plan_date": "20260702",
  "trade_date": "20260703",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": true,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.5,
      "active_up_ratio": 0.6667,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5472,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "贵金属 / 黄金概念",
          "count": 6,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 2,
          "top_symbols": [
            "SZSE.002072",
            "SHSE.600493"
          ],
          "top_return_pct": 10.0457
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "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": 9.443041681638519,
          "above_vwap": true,
          "amount": 262799850.0
        },
        {
          "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": 25.49241834917726,
          "above_vwap": true,
          "amount": 439517334.0
        },
        {
          "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": 30.903784885015618,
          "above_vwap": true,
          "amount": 1026951314.0
        },
        {
          "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": 19.74863332974053,
          "above_vwap": true,
          "amount": 1227600721.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.48552522746071,
          "last": 25.99,
          "vwap": 25.94685444147259,
          "above_vwap": true,
          "amount": 2983044988.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.862231534834984,
          "last": 20.4,
          "vwap": 20.353851338336902,
          "above_vwap": true,
          "amount": 2472720196.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.750823271130635,
          "last": 38.9,
          "vwap": 38.16691794564512,
          "above_vwap": true,
          "amount": 1681580971.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.235741444866916,
          "last": 27.94,
          "vwap": 27.99712665065901,
          "above_vwap": false,
          "amount": 10708441791.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.2596089008766,
          "last": 15.61,
          "vwap": 15.555768931222328,
          "above_vwap": true,
          "amount": 1476038691.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.211726384364823,
          "last": 25.84,
          "vwap": 25.95473173137518,
          "above_vwap": false,
          "amount": 1894539688.0
        },
        {
          "symbol": "SHSE.603518",
          "name": "锦泓集团",
          "theme": "纺织制造 / 服装鞋类",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.1724137931034475,
          "last": 7.93,
          "vwap": 7.806499973243432,
          "above_vwap": true,
          "amount": 58352026.0
        },
        {
          "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": 5.109489051094873,
          "last": 5.76,
          "vwap": 5.706171369300054,
          "above_vwap": true,
          "amount": 43459913.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
        "official_buy_allowed": true,
        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.5,
        "active_up_ratio": 0.6667,
        "active_positive": 8,
        "active_positive_min": 1,
        "active_above_vwap": 7,
        "active_total": 12,
        "sample_total": 120,
        "dominant_theme": "贵金属 / 黄金概念",
        "dominant_theme_share": 0.5472,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.000975",
          "SHSE.601069",
          "SHSE.600547"
        ],
        "structural_hot_themes": [
          {
            "theme": "贵金属 / 黄金概念",
            "count": 6,
            "top_symbols": [
              "SHSE.601069",
              "SHSE.600988",
              "SZSE.000975",
              "SHSE.600547",
              "SHSE.600489"
            ],
            "top_return_pct": 10.0212
          },
          {
            "theme": "纺织制造 / 纺织行业",
            "count": 2,
            "top_symbols": [
              "SZSE.002072",
              "SHSE.600493"
            ],
            "top_return_pct": 10.0457
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000975",
          "SHSE.601069",
          "SHSE.600547"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "EXTREME",
          "score": 100.0,
          "label": "外部科技冲击极高",
          "entry_policy": "risk_only_for_tech",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "13:10",
          "position_cap_pct": 35.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-9.43%",
            "korea_tech_negative_-10.38%",
            "asia_tech_circuit_breaker",
            "quant_panic_deep_water_risk"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260703.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-03T09:25:15+08:00"
        },
        "sample_rows": [
          {
            "symbol": "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": 9.443041681638519,
            "above_vwap": true,
            "amount": 262799850.0
          },
          {
            "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": 25.49241834917726,
            "above_vwap": true,
            "amount": 439517334.0
          },
          {
            "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": 30.903784885015618,
            "above_vwap": true,
            "amount": 1026951314.0
          },
          {
            "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": 19.74863332974053,
            "above_vwap": true,
            "amount": 1227600721.0
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 7,
            "ret_pct": 7.48552522746071,
            "last": 25.99,
            "vwap": 25.94685444147259,
            "above_vwap": true,
            "amount": 2983044988.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 10,
            "ret_pct": 6.862231534834984,
            "last": 20.4,
            "vwap": 20.353851338336902,
            "above_vwap": true,
            "amount": 2472720196.0
          },
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 6.750823271130635,
            "last": 38.9,
            "vwap": 38.16691794564512,
            "above_vwap": true,
            "amount": 1681580971.0
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 11,
            "ret_pct": 6.235741444866916,
            "last": 27.94,
            "vwap": 27.99712665065901,
            "above_vwap": false,
            "amount": 10708441791.0
          },
          {
            "symbol": "SHSE.600531",
            "name": "豫光金铅",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.2596089008766,
            "last": 15.61,
            "vwap": 15.555768931222328,
            "above_vwap": true,
            "amount": 1476038691.0
          },
          {
            "symbol": "SZSE.002155",
            "name": "湖南黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.211726384364823,
            "last": 25.84,
            "vwap": 25.95473173137518,
            "above_vwap": false,
            "amount": 1894539688.0
          },
          {
            "symbol": "SHSE.603518",
            "name": "锦泓集团",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.1724137931034475,
            "last": 7.93,
            "vwap": 7.806499973243432,
            "above_vwap": true,
            "amount": 58352026.0
          },
          {
            "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": 5.109489051094873,
            "last": 5.76,
            "vwap": 5.706171369300054,
            "above_vwap": true,
            "amount": 43459913.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "external_tech_shock_level": "EXTREME",
      "external_tech_entry_policy": "risk_only_for_tech"
    }
  },
  "intraday_market_repair_gate": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.5,
      "active_up_ratio": 0.6667,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5472,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "贵金属 / 黄金概念",
          "count": 6,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 2,
          "top_symbols": [
            "SZSE.002072",
            "SHSE.600493"
          ],
          "top_return_pct": 10.0457
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "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": 9.443041681638519,
          "above_vwap": true,
          "amount": 262799850.0
        },
        {
          "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": 25.49241834917726,
          "above_vwap": true,
          "amount": 439517334.0
        },
        {
          "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": 30.903784885015618,
          "above_vwap": true,
          "amount": 1026951314.0
        },
        {
          "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": 19.74863332974053,
          "above_vwap": true,
          "amount": 1227600721.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.48552522746071,
          "last": 25.99,
          "vwap": 25.94685444147259,
          "above_vwap": true,
          "amount": 2983044988.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.862231534834984,
          "last": 20.4,
          "vwap": 20.353851338336902,
          "above_vwap": true,
          "amount": 2472720196.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.750823271130635,
          "last": 38.9,
          "vwap": 38.16691794564512,
          "above_vwap": true,
          "amount": 1681580971.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.235741444866916,
          "last": 27.94,
          "vwap": 27.99712665065901,
          "above_vwap": false,
          "amount": 10708441791.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.2596089008766,
          "last": 15.61,
          "vwap": 15.555768931222328,
          "above_vwap": true,
          "amount": 1476038691.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.211726384364823,
          "last": 25.84,
          "vwap": 25.95473173137518,
          "above_vwap": false,
          "amount": 1894539688.0
        },
        {
          "symbol": "SHSE.603518",
          "name": "锦泓集团",
          "theme": "纺织制造 / 服装鞋类",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.1724137931034475,
          "last": 7.93,
          "vwap": 7.806499973243432,
          "above_vwap": true,
          "amount": 58352026.0
        },
        {
          "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": 5.109489051094873,
          "last": 5.76,
          "vwap": 5.706171369300054,
          "above_vwap": true,
          "amount": 43459913.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.5,
      "active_up_ratio": 0.6667,
      "active_positive": 8,
      "active_positive_min": 1,
      "active_above_vwap": 7,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5472,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "贵金属 / 黄金概念",
          "count": 6,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 2,
          "top_symbols": [
            "SZSE.002072",
            "SHSE.600493"
          ],
          "top_return_pct": 10.0457
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "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": 9.443041681638519,
          "above_vwap": true,
          "amount": 262799850.0
        },
        {
          "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": 25.49241834917726,
          "above_vwap": true,
          "amount": 439517334.0
        },
        {
          "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": 30.903784885015618,
          "above_vwap": true,
          "amount": 1026951314.0
        },
        {
          "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": 19.74863332974053,
          "above_vwap": true,
          "amount": 1227600721.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.48552522746071,
          "last": 25.99,
          "vwap": 25.94685444147259,
          "above_vwap": true,
          "amount": 2983044988.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 6.862231534834984,
          "last": 20.4,
          "vwap": 20.353851338336902,
          "above_vwap": true,
          "amount": 2472720196.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.750823271130635,
          "last": 38.9,
          "vwap": 38.16691794564512,
          "above_vwap": true,
          "amount": 1681580971.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.235741444866916,
          "last": 27.94,
          "vwap": 27.99712665065901,
          "above_vwap": false,
          "amount": 10708441791.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.2596089008766,
          "last": 15.61,
          "vwap": 15.555768931222328,
          "above_vwap": true,
          "amount": 1476038691.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.211726384364823,
          "last": 25.84,
          "vwap": 25.95473173137518,
          "above_vwap": false,
          "amount": 1894539688.0
        },
        {
          "symbol": "SHSE.603518",
          "name": "锦泓集团",
          "theme": "纺织制造 / 服装鞋类",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.1724137931034475,
          "last": 7.93,
          "vwap": 7.806499973243432,
          "above_vwap": true,
          "amount": 58352026.0
        },
        {
          "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": 5.109489051094873,
          "last": 5.76,
          "vwap": 5.706171369300054,
          "above_vwap": true,
          "amount": 43459913.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech"
  },
  "quote_source": "public_http_tencent:126/126",
  "quote_stale_lock": false,
  "generated_at": "2026-07-03T11:11:07",
  "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": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 19.01,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.18,
      "entry_zone_high": 18.74,
      "entry_risk_pct": null,
      "intraday_vwap": 19.7486,
      "price_vs_vwap_pct": 0.4628,
      "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": 0.0244,
        "prev_amount_yi": 0.0169,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4438,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.013
          },
          {
            "time": "11:10",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0035
          },
          {
            "time": "11:11",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": "2026-07-03T11:11:03",
        "prev_close": 18.04,
        "open": 19.25,
        "high": 19.84,
        "low": 19.25,
        "bid1": 19.84,
        "ask1": 0.0,
        "bid_qty1": 75432,
        "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": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 37.95,
      "max_chase_pct": 3.0,
      "base_exec_high": 37.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.29,
      "entry_zone_high": 37.39,
      "entry_risk_pct": null,
      "intraday_vwap": 38.1669,
      "price_vs_vwap_pct": 1.9208,
      "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": 0.1342,
        "prev_amount_yi": 0.268,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5007,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 38.9,
            "high": 38.9,
            "low": 38.84,
            "close": 38.84,
            "amount_yi": 0.0768
          },
          {
            "time": "11:10",
            "open": 38.84,
            "high": 38.92,
            "low": 38.84,
            "close": 38.92,
            "amount_yi": 0.0442
          },
          {
            "time": "11:11",
            "open": 38.9,
            "high": 38.9,
            "low": 38.9,
            "close": 38.9,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": 38.9,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 36.44,
        "open": 37.0,
        "high": 39.18,
        "low": 36.52,
        "bid1": 38.9,
        "ask1": 38.92,
        "bid_qty1": 44,
        "ask_qty1": 119
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 13.89,
      "max_chase_pct": 3.0,
      "base_exec_high": 13.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.29,
      "entry_zone_high": 13.69,
      "entry_risk_pct": 4.3828,
      "intraday_vwap": 13.6253,
      "price_vs_vwap_pct": 0.4015,
      "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": 0.0256,
        "prev_amount_yi": 0.0668,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3832,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 13.71,
            "high": 13.71,
            "low": 13.69,
            "close": 13.69,
            "amount_yi": 0.0139
          },
          {
            "time": "11:10",
            "open": 13.7,
            "high": 13.7,
            "low": 13.69,
            "close": 13.69,
            "amount_yi": 0.0055
          },
          {
            "time": "11:11",
            "open": 13.68,
            "high": 13.68,
            "low": 13.68,
            "close": 13.68,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 65217.91,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.68,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 13.04,
        "open": 13.1,
        "high": 13.94,
        "low": 13.05,
        "bid1": 13.68,
        "ask1": 13.69,
        "bid_qty1": 1444,
        "ask_qty1": 7
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601969:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601969:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601969",
      "name": "海南矿业",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 9.1,
      "exec_low": 9.1,
      "exec_high": 9.37,
      "invalid_price": 8.83,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 钢铁行业",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 9.37,
      "max_chase_pct": 3.0,
      "base_exec_high": 9.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.96,
      "entry_zone_high": 9.24,
      "entry_risk_pct": null,
      "intraday_vwap": 8.7366,
      "price_vs_vwap_pct": -1.2202,
      "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": 0.0298,
        "prev_amount_yi": 0.0537,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5549,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 8.6,
            "high": 8.6,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.006
          },
          {
            "time": "11:10",
            "open": 8.6,
            "high": 8.64,
            "low": 8.6,
            "close": 8.64,
            "amount_yi": 0.0214
          },
          {
            "time": "11:11",
            "open": 8.63,
            "high": 8.63,
            "low": 8.63,
            "close": 8.63,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": 8.63,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 8.71,
        "open": 8.83,
        "high": 8.97,
        "low": 8.59,
        "bid1": 8.63,
        "ask1": 8.64,
        "bid_qty1": 71,
        "ask_qty1": 163
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 7.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.35,
      "entry_zone_high": 7.57,
      "entry_risk_pct": null,
      "intraday_vwap": 7.3545,
      "price_vs_vwap_pct": -1.4209,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0092,
        "prev_amount_yi": 0.0109,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.844,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 7.23,
            "high": 7.27,
            "low": 7.23,
            "close": 7.27,
            "amount_yi": 0.0056
          },
          {
            "time": "11:10",
            "open": 7.26,
            "high": 7.26,
            "low": 7.26,
            "close": 7.26,
            "amount_yi": 0.0021
          },
          {
            "time": "11:11",
            "open": 7.25,
            "high": 7.25,
            "low": 7.25,
            "close": 7.25,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": 7.25,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 7.4,
        "open": 7.49,
        "high": 7.52,
        "low": 7.19,
        "bid1": 7.24,
        "ask1": 7.25,
        "bid_qty1": 195,
        "ask_qty1": 57
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 24.64,
      "max_chase_pct": 3.0,
      "base_exec_high": 24.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.56,
      "entry_zone_high": 24.28,
      "entry_risk_pct": null,
      "intraday_vwap": 25.4924,
      "price_vs_vwap_pct": 1.6381,
      "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": 0.0036,
        "prev_amount_yi": 0.0101,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3564,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0015
          },
          {
            "time": "11:10",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0015
          },
          {
            "time": "11:11",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": "2026-07-03T11:11:06",
        "prev_close": 23.55,
        "open": 24.55,
        "high": 25.91,
        "low": 24.25,
        "bid1": 25.91,
        "ask1": 0.0,
        "bid_qty1": 61567,
        "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": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 7.62,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.29,
      "entry_zone_high": 7.51,
      "entry_risk_pct": null,
      "intraday_vwap": 6.6789,
      "price_vs_vwap_pct": -2.3791,
      "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": 0.011,
        "prev_amount_yi": 0.0171,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6433,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 6.5,
            "high": 6.5,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.003
          },
          {
            "time": "11:10",
            "open": 6.53,
            "high": 6.53,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0078
          },
          {
            "time": "11:11",
            "open": 6.52,
            "high": 6.52,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": "2026-07-03T11:11:03",
        "prev_close": 6.71,
        "open": 6.79,
        "high": 7.0,
        "low": 6.44,
        "bid1": 6.51,
        "ask1": 6.52,
        "bid_qty1": 324,
        "ask_qty1": 136
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 25.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 25.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.4,
      "entry_zone_high": 25.14,
      "entry_risk_pct": null,
      "intraday_vwap": 25.9469,
      "price_vs_vwap_pct": 0.1661,
      "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": 0.1682,
        "prev_amount_yi": 0.2815,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5975,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 26.01,
            "high": 26.02,
            "low": 26.01,
            "close": 26.02,
            "amount_yi": 0.0481
          },
          {
            "time": "11:10",
            "open": 26.03,
            "high": 26.03,
            "low": 25.97,
            "close": 25.97,
            "amount_yi": 0.0785
          },
          {
            "time": "11:11",
            "open": 25.99,
            "high": 25.99,
            "low": 25.99,
            "close": 25.99,
            "amount_yi": 0.0416
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": 25.99,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 24.18,
        "open": 25.39,
        "high": 26.48,
        "low": 25.1,
        "bid1": 25.99,
        "ask1": 26.01,
        "bid_qty1": 65,
        "ask_qty1": 392
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 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": 44.4226,
      "price_vs_vwap_pct": -0.7487,
      "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": 0.0987,
        "prev_amount_yi": 0.1455,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6784,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 44.09,
            "high": 44.09,
            "low": 44.09,
            "close": 44.09,
            "amount_yi": 0.0404
          },
          {
            "time": "11:10",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.046
          },
          {
            "time": "11:11",
            "open": 44.09,
            "high": 44.09,
            "low": 44.09,
            "close": 44.09,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": 44.09,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 44.75,
        "open": 44.0,
        "high": 46.93,
        "low": 42.93,
        "bid1": 44.09,
        "ask1": 44.1,
        "bid_qty1": 1261,
        "ask_qty1": 513
      },
      "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": "2026-07-03T11:11:07",
      "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": "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": 4.9563,
      "intraday_vwap": 10.2444,
      "price_vs_vwap_pct": 0.4451,
      "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": 0.018,
        "prev_amount_yi": 0.0237,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7595,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 10.31,
            "high": 10.31,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.0118
          },
          {
            "time": "11:10",
            "open": 10.29,
            "high": 10.29,
            "low": 10.28,
            "close": 10.28,
            "amount_yi": 0.0039
          },
          {
            "time": "11:11",
            "open": 10.29,
            "high": 10.29,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 65217.91,
      "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": 10.29,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.42,
        "low": 9.85,
        "bid1": 10.28,
        "ask1": 10.29,
        "bid_qty1": 97,
        "ask_qty1": 44
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 19.86,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.99,
      "entry_zone_high": 19.57,
      "entry_risk_pct": null,
      "intraday_vwap": 20.3539,
      "price_vs_vwap_pct": 0.2265,
      "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": 0.1565,
        "prev_amount_yi": 0.1882,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8316,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 20.39,
            "high": 20.39,
            "low": 20.38,
            "close": 20.38,
            "amount_yi": 0.0371
          },
          {
            "time": "11:10",
            "open": 20.38,
            "high": 20.39,
            "low": 20.38,
            "close": 20.39,
            "amount_yi": 0.1019
          },
          {
            "time": "11:11",
            "open": 20.4,
            "high": 20.4,
            "low": 20.4,
            "close": 20.4,
            "amount_yi": 0.0175
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": 20.4,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 19.09,
        "open": 19.9,
        "high": 20.69,
        "low": 19.71,
        "bid1": 20.39,
        "ask1": 20.4,
        "bid_qty1": 21,
        "ask_qty1": 202
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 27.77,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.56,
      "entry_zone_high": 27.36,
      "entry_risk_pct": null,
      "intraday_vwap": 27.9971,
      "price_vs_vwap_pct": -0.2039,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7686,
        "prev_amount_yi": 0.6308,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2185,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:09",
            "open": 27.92,
            "high": 27.95,
            "low": 27.92,
            "close": 27.95,
            "amount_yi": 0.2996
          },
          {
            "time": "11:10",
            "open": 27.94,
            "high": 27.94,
            "low": 27.93,
            "close": 27.93,
            "amount_yi": 0.1451
          },
          {
            "time": "11:11",
            "open": 27.94,
            "high": 27.94,
            "low": 27.94,
            "close": 27.94,
            "amount_yi": 0.3239
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130435.81,
      "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": 27.94,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 26.3,
        "open": 27.5,
        "high": 28.3,
        "low": 27.41,
        "bid1": 27.94,
        "ask1": 27.95,
        "bid_qty1": 67,
        "ask_qty1": 36
      },
      "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": "2026-07-03T11:11:07",
      "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": 30.9038,
      "price_vs_vwap_pct": 1.0555,
      "energy_floor_hint_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": 0.0353,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5666,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0043
          },
          {
            "time": "11:08",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0025
          },
          {
            "time": "11:09",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0043
          },
          {
            "time": "11:10",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0082
          },
          {
            "time": "11:11",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:04",
        "prev_close": 28.39,
        "open": 30.37,
        "high": 31.23,
        "low": 29.86,
        "bid1": 31.23,
        "ask1": 0.0,
        "bid_qty1": 81287,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002155:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002155:VWAP_RECLAIM",
      "symbol": "SZSE.002155",
      "name": "湖南黄金",
      "side": "BUY",
      "priority": "W1",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.45,
      "exec_low": 25.83,
      "exec_high": 25.83,
      "invalid_price": 24.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.07,
      "entry_zone_high": 25.83,
      "entry_risk_pct": null,
      "intraday_vwap": 25.9547,
      "price_vs_vwap_pct": -0.4419,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1664,
        "prev_amount_yi": 0.2259,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7366,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 25.89,
            "high": 25.9,
            "low": 25.89,
            "close": 25.9,
            "amount_yi": 0.0314
          },
          {
            "time": "11:08",
            "open": 25.86,
            "high": 25.86,
            "low": 25.86,
            "close": 25.86,
            "amount_yi": 0.0246
          },
          {
            "time": "11:09",
            "open": 25.85,
            "high": 25.88,
            "low": 25.85,
            "close": 25.88,
            "amount_yi": 0.0327
          },
          {
            "time": "11:10",
            "open": 25.88,
            "high": 25.88,
            "low": 25.87,
            "close": 25.87,
            "amount_yi": 0.0343
          },
          {
            "time": "11:11",
            "open": 25.84,
            "high": 25.84,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.0434
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 25.84,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 24.56,
        "open": 25.51,
        "high": 26.48,
        "low": 25.29,
        "bid1": 25.83,
        "ask1": 25.84,
        "bid_qty1": 3,
        "ask_qty1": 10
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600807:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600807:VWAP_RECLAIM",
      "symbol": "SHSE.600807",
      "name": "济高发展",
      "side": "BUY",
      "priority": "W2",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.56,
      "exec_low": 2.6,
      "exec_high": 2.6,
      "invalid_price": 2.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 2.4479,
      "price_vs_vwap_pct": -1.5483,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0044,
        "prev_amount_yi": 0.0013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:03",
            "open": 2.41,
            "high": 2.42,
            "low": 2.41,
            "close": 2.42,
            "amount_yi": 0.0005
          },
          {
            "time": "11:04",
            "open": 2.42,
            "high": 2.42,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0002
          },
          {
            "time": "11:05",
            "open": 2.42,
            "high": 2.42,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0001
          },
          {
            "time": "11:06",
            "open": 2.41,
            "high": 2.42,
            "low": 2.41,
            "close": 2.42,
            "amount_yi": 0.0013
          },
          {
            "time": "11:10",
            "open": 2.41,
            "high": 2.41,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.41,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 2.41,
        "open": 2.43,
        "high": 2.48,
        "low": 2.4,
        "bid1": 2.41,
        "ask1": 2.42,
        "bid_qty1": 2247,
        "ask_qty1": 1760
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002716:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002716:VWAP_RECLAIM",
      "symbol": "SZSE.002716",
      "name": "湖南白银",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.44,
      "exec_low": 8.57,
      "exec_high": 8.57,
      "invalid_price": 8.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 8.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.31,
      "entry_zone_high": 8.57,
      "entry_risk_pct": 3.7603,
      "intraday_vwap": 8.5376,
      "price_vs_vwap_pct": -0.3233,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1218,
        "prev_amount_yi": 0.1653,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7368,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 8.54,
            "high": 8.54,
            "low": 8.53,
            "close": 8.53,
            "amount_yi": 0.0279
          },
          {
            "time": "11:08",
            "open": 8.51,
            "high": 8.51,
            "low": 8.51,
            "close": 8.51,
            "amount_yi": 0.0158
          },
          {
            "time": "11:09",
            "open": 8.52,
            "high": 8.52,
            "low": 8.5,
            "close": 8.5,
            "amount_yi": 0.0338
          },
          {
            "time": "11:10",
            "open": 8.5,
            "high": 8.51,
            "low": 8.5,
            "close": 8.51,
            "amount_yi": 0.0326
          },
          {
            "time": "11:11",
            "open": 8.51,
            "high": 8.51,
            "low": 8.51,
            "close": 8.51,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 8.51,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 8.2,
        "open": 8.5,
        "high": 8.69,
        "low": 8.35,
        "bid1": 8.5,
        "ask1": 8.51,
        "bid_qty1": 2738,
        "ask_qty1": 480
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002237:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002237:VWAP_RECLAIM",
      "symbol": "SZSE.002237",
      "name": "恒邦股份",
      "side": "BUY",
      "priority": "W4",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.51,
      "exec_low": 14.73,
      "exec_high": 14.73,
      "invalid_price": 14.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 14.0401,
      "price_vs_vwap_pct": -0.9979,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0827,
        "prev_amount_yi": 0.1017,
        "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": "11:07",
            "open": 13.95,
            "high": 13.95,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0183
          },
          {
            "time": "11:08",
            "open": 13.93,
            "high": 13.93,
            "low": 13.93,
            "close": 13.93,
            "amount_yi": 0.0082
          },
          {
            "time": "11:09",
            "open": 13.93,
            "high": 13.93,
            "low": 13.93,
            "close": 13.93,
            "amount_yi": 0.0092
          },
          {
            "time": "11:10",
            "open": 13.9,
            "high": 13.9,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.0385
          },
          {
            "time": "11:11",
            "open": 13.9,
            "high": 13.9,
            "low": 13.9,
            "close": 13.9,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 13.9,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 13.71,
        "open": 14.13,
        "high": 14.21,
        "low": 13.74,
        "bid1": 13.9,
        "ask1": 13.91,
        "bid_qty1": 236,
        "ask_qty1": 77
      },
      "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": 34.05,
      "exec_high": 34.05,
      "invalid_price": 32.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": null,
      "entry_zone_low": 33.05,
      "entry_zone_high": 34.05,
      "entry_risk_pct": 4.1814,
      "intraday_vwap": 34.1301,
      "price_vs_vwap_pct": -0.5863,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0091,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 34.03,
            "high": 34.03,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0012
          },
          {
            "time": "11:08",
            "open": 33.96,
            "high": 33.96,
            "low": 33.96,
            "close": 33.96,
            "amount_yi": 0.0034
          },
          {
            "time": "11:09",
            "open": 33.95,
            "high": 33.95,
            "low": 33.95,
            "close": 33.95,
            "amount_yi": 0.0031
          },
          {
            "time": "11:10",
            "open": 33.94,
            "high": 33.94,
            "low": 33.94,
            "close": 33.94,
            "amount_yi": 0.0007
          },
          {
            "time": "11:11",
            "open": 33.93,
            "high": 33.93,
            "low": 33.93,
            "close": 33.93,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 33.93,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 33.35,
        "open": 33.67,
        "high": 34.4,
        "low": 33.55,
        "bid1": 33.92,
        "ask1": 33.96,
        "bid_qty1": 17,
        "ask_qty1": 5
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.49,
      "exec_low": 3.54,
      "exec_high": 3.54,
      "invalid_price": 3.39,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 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": 3.4717,
      "price_vs_vwap_pct": -0.9131,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0034,
        "prev_amount_yi": 0.0015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 3.44,
            "high": 3.44,
            "low": 3.44,
            "close": 3.44,
            "amount_yi": 0.0001
          },
          {
            "time": "11:08",
            "open": 3.45,
            "high": 3.45,
            "low": 3.45,
            "close": 3.45,
            "amount_yi": 0.0001
          },
          {
            "time": "11:09",
            "open": 3.45,
            "high": 3.45,
            "low": 3.44,
            "close": 3.44,
            "amount_yi": 0.0028
          },
          {
            "time": "11:10",
            "open": 3.43,
            "high": 3.44,
            "low": 3.43,
            "close": 3.44,
            "amount_yi": 0.0002
          },
          {
            "time": "11:11",
            "open": 3.44,
            "high": 3.44,
            "low": 3.44,
            "close": 3.44,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 3.44,
        "ts": "2026-07-03T11:11:01",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.5,
        "low": 3.43,
        "bid1": 3.43,
        "ask1": 3.44,
        "bid_qty1": 1381,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W7",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.3,
      "exec_low": 4.36,
      "exec_high": 4.36,
      "invalid_price": 4.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.24,
      "entry_zone_high": 4.36,
      "entry_risk_pct": null,
      "intraday_vwap": 4.3034,
      "price_vs_vwap_pct": -0.7761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0102,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 4.28,
            "high": 4.28,
            "low": 4.28,
            "close": 4.28,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0061
          },
          {
            "time": "11:09",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0005
          },
          {
            "time": "11:10",
            "open": 4.26,
            "high": 4.27,
            "low": 4.26,
            "close": 4.27,
            "amount_yi": 0.0026
          },
          {
            "time": "11:11",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.27,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 4.19,
        "open": 4.23,
        "high": 4.38,
        "low": 4.23,
        "bid1": 4.26,
        "ask1": 4.27,
        "bid_qty1": 1317,
        "ask_qty1": 137
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600711:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600711:VWAP_RECLAIM",
      "symbol": "SHSE.600711",
      "name": "盛屯矿业",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.43,
      "exec_low": 11.6,
      "exec_high": 11.6,
      "invalid_price": 11.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 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": 4.0657,
      "intraday_vwap": 11.5086,
      "price_vs_vwap_pct": 0.3597,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2197,
        "prev_amount_yi": 0.2104,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0442,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 11.61,
            "high": 11.61,
            "low": 11.58,
            "close": 11.58,
            "amount_yi": 0.0745
          },
          {
            "time": "11:08",
            "open": 11.56,
            "high": 11.56,
            "low": 11.56,
            "close": 11.56,
            "amount_yi": 0.0502
          },
          {
            "time": "11:09",
            "open": 11.55,
            "high": 11.55,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.0342
          },
          {
            "time": "11:10",
            "open": 11.57,
            "high": 11.57,
            "low": 11.56,
            "close": 11.56,
            "amount_yi": 0.0407
          },
          {
            "time": "11:11",
            "open": 11.55,
            "high": 11.55,
            "low": 11.55,
            "close": 11.55,
            "amount_yi": 0.0201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 11.55,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 11.12,
        "open": 11.4,
        "high": 11.83,
        "low": 11.26,
        "bid1": 11.55,
        "ask1": 11.56,
        "bid_qty1": 992,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600655:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600655:VWAP_RECLAIM",
      "symbol": "SHSE.600655",
      "name": "豫园股份",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.33,
      "exec_low": 4.39,
      "exec_high": 4.39,
      "invalid_price": 4.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 4.302,
      "price_vs_vwap_pct": -0.7438,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0051,
        "prev_amount_yi": 0.0068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.75,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 4.28,
            "high": 4.28,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.003
          },
          {
            "time": "11:08",
            "open": 4.26,
            "high": 4.26,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0006
          },
          {
            "time": "11:09",
            "open": 4.26,
            "high": 4.26,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0003
          },
          {
            "time": "11:10",
            "open": 4.26,
            "high": 4.27,
            "low": 4.26,
            "close": 4.27,
            "amount_yi": 0.0009
          },
          {
            "time": "11:11",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.27,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 4.29,
        "open": 4.3,
        "high": 4.35,
        "low": 4.26,
        "bid1": 4.26,
        "ask1": 4.27,
        "bid_qty1": 1023,
        "ask_qty1": 1435
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002721:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002721:VWAP_RECLAIM",
      "symbol": "SZSE.002721",
      "name": "金一文化",
      "side": "BUY",
      "priority": "W10",
      "status": "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": "2026-07-03T11:11:07",
      "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": 2.317,
      "price_vs_vwap_pct": -0.7337,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0063,
        "prev_amount_yi": 0.0099,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6364,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 2.31,
            "high": 2.31,
            "low": 2.31,
            "close": 2.31,
            "amount_yi": 0.0001
          },
          {
            "time": "11:08",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0053
          },
          {
            "time": "11:09",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0003
          },
          {
            "time": "11:10",
            "open": 2.3,
            "high": 2.3,
            "low": 2.29,
            "close": 2.29,
            "amount_yi": 0.0004
          },
          {
            "time": "11:11",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.3,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 2.28,
        "open": 2.29,
        "high": 2.35,
        "low": 2.28,
        "bid1": 2.29,
        "ask1": 2.3,
        "bid_qty1": 14253,
        "ask_qty1": 1518
      },
      "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": "2026-07-03T11:11:07",
      "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": 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": 3.7132,
      "intraday_vwap": 15.5558,
      "price_vs_vwap_pct": 0.3484,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1936,
        "prev_amount_yi": 0.2434,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7954,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 15.69,
            "high": 15.71,
            "low": 15.69,
            "close": 15.71,
            "amount_yi": 0.0656
          },
          {
            "time": "11:08",
            "open": 15.65,
            "high": 15.65,
            "low": 15.65,
            "close": 15.65,
            "amount_yi": 0.0215
          },
          {
            "time": "11:09",
            "open": 15.62,
            "high": 15.62,
            "low": 15.62,
            "close": 15.62,
            "amount_yi": 0.0553
          },
          {
            "time": "11:10",
            "open": 15.64,
            "high": 15.64,
            "low": 15.62,
            "close": 15.62,
            "amount_yi": 0.0406
          },
          {
            "time": "11:11",
            "open": 15.61,
            "high": 15.61,
            "low": 15.61,
            "close": 15.61,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 15.61,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 14.83,
        "open": 15.58,
        "high": 16.15,
        "low": 15.11,
        "bid1": 15.61,
        "ask1": 15.62,
        "bid_qty1": 305,
        "ask_qty1": 28
      },
      "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": "2026-07-03T11:11:07",
      "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": 3.1381,
      "price_vs_vwap_pct": -2.8074,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0282,
        "prev_amount_yi": 0.0083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:06",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0008
          },
          {
            "time": "11:07",
            "open": 3.05,
            "high": 3.05,
            "low": 3.05,
            "close": 3.05,
            "amount_yi": 0.0004
          },
          {
            "time": "11:09",
            "open": 3.05,
            "high": 3.05,
            "low": 3.04,
            "close": 3.04,
            "amount_yi": 0.0251
          },
          {
            "time": "11:10",
            "open": 3.05,
            "high": 3.05,
            "low": 3.05,
            "close": 3.05,
            "amount_yi": 0.0017
          },
          {
            "time": "11:11",
            "open": 3.05,
            "high": 3.05,
            "low": 3.05,
            "close": 3.05,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.05,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 3.23,
        "open": 3.26,
        "high": 3.29,
        "low": 3.04,
        "bid1": 3.04,
        "ask1": 3.05,
        "bid_qty1": 2262,
        "ask_qty1": 2334
      },
      "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": "2026-07-03T11:11:07",
      "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": 6.1011,
      "price_vs_vwap_pct": -4.4435,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0575,
        "prev_amount_yi": 0.1758,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3271,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 5.82,
            "high": 5.82,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0119
          },
          {
            "time": "11:08",
            "open": 5.82,
            "high": 5.82,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0044
          },
          {
            "time": "11:09",
            "open": 5.84,
            "high": 5.84,
            "low": 5.84,
            "close": 5.84,
            "amount_yi": 0.0193
          },
          {
            "time": "11:10",
            "open": 5.83,
            "high": 5.83,
            "low": 5.82,
            "close": 5.82,
            "amount_yi": 0.0185
          },
          {
            "time": "11:11",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 5.83,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 6.04,
        "open": 6.22,
        "high": 6.56,
        "low": 5.71,
        "bid1": 5.82,
        "ask1": 5.83,
        "bid_qty1": 168,
        "ask_qty1": 106
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 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": 4.1834,
      "price_vs_vwap_pct": -1.5155,
      "energy_floor_hint_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": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9126,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 4.14,
            "high": 4.14,
            "low": 4.14,
            "close": 4.14,
            "amount_yi": 0.0011
          },
          {
            "time": "11:08",
            "open": 4.13,
            "high": 4.13,
            "low": 4.13,
            "close": 4.13,
            "amount_yi": 0.0069
          },
          {
            "time": "11:09",
            "open": 4.12,
            "high": 4.13,
            "low": 4.12,
            "close": 4.13,
            "amount_yi": 0.0007
          },
          {
            "time": "11:10",
            "open": 4.12,
            "high": 4.12,
            "low": 4.12,
            "close": 4.12,
            "amount_yi": 0.0004
          },
          {
            "time": "11:11",
            "open": 4.12,
            "high": 4.12,
            "low": 4.12,
            "close": 4.12,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.12,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 4.19,
        "open": 4.17,
        "high": 4.25,
        "low": 4.12,
        "bid1": 4.12,
        "ask1": 4.13,
        "bid_qty1": 1644,
        "ask_qty1": 556
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 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": 2.8081,
      "price_vs_vwap_pct": -1.3568,
      "energy_floor_hint_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": 0.0119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 7.2521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 2.78,
            "high": 2.78,
            "low": 2.78,
            "close": 2.78,
            "amount_yi": 0.0117
          },
          {
            "time": "11:08",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0568
          },
          {
            "time": "11:09",
            "open": 2.78,
            "high": 2.78,
            "low": 2.78,
            "close": 2.78,
            "amount_yi": 0.0135
          },
          {
            "time": "11:10",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0034
          },
          {
            "time": "11:11",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:03",
        "prev_close": 2.79,
        "open": 2.79,
        "high": 2.83,
        "low": 2.77,
        "bid1": 2.77,
        "ask1": 2.78,
        "bid_qty1": 24227,
        "ask_qty1": 5372
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 4.9496,
      "price_vs_vwap_pct": -1.6082,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0224,
        "prev_amount_yi": 0.0556,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4029,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 4.87,
            "high": 4.87,
            "low": 4.87,
            "close": 4.87,
            "amount_yi": 0.0035
          },
          {
            "time": "11:08",
            "open": 4.87,
            "high": 4.87,
            "low": 4.87,
            "close": 4.87,
            "amount_yi": 0.0013
          },
          {
            "time": "11:09",
            "open": 4.87,
            "high": 4.87,
            "low": 4.86,
            "close": 4.86,
            "amount_yi": 0.013
          },
          {
            "time": "11:10",
            "open": 4.86,
            "high": 4.86,
            "low": 4.86,
            "close": 4.86,
            "amount_yi": 0.004
          },
          {
            "time": "11:11",
            "open": 4.87,
            "high": 4.87,
            "low": 4.87,
            "close": 4.87,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.87,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 4.9,
        "open": 4.93,
        "high": 5.03,
        "low": 4.86,
        "bid1": 4.86,
        "ask1": 4.87,
        "bid_qty1": 1325,
        "ask_qty1": 257
      },
      "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": "2026-07-03T11:11:07",
      "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": 8.8343,
      "price_vs_vwap_pct": -0.5015,
      "energy_floor_hint_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": 0.0379,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9974,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 8.78,
            "high": 8.78,
            "low": 8.77,
            "close": 8.77,
            "amount_yi": 0.0051
          },
          {
            "time": "11:08",
            "open": 8.78,
            "high": 8.78,
            "low": 8.78,
            "close": 8.78,
            "amount_yi": 0.0018
          },
          {
            "time": "11:09",
            "open": 8.77,
            "high": 8.77,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.0082
          },
          {
            "time": "11:10",
            "open": 8.76,
            "high": 8.78,
            "low": 8.76,
            "close": 8.78,
            "amount_yi": 0.0183
          },
          {
            "time": "11:11",
            "open": 8.79,
            "high": 8.79,
            "low": 8.79,
            "close": 8.79,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 8.79,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 8.59,
        "open": 8.47,
        "high": 9.08,
        "low": 8.41,
        "bid1": 8.77,
        "ask1": 8.78,
        "bid_qty1": 23,
        "ask_qty1": 52
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 27.4162,
      "price_vs_vwap_pct": 1.2175,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.073,
        "prev_amount_yi": 0.1047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6972,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 28.03,
            "high": 28.03,
            "low": 28.01,
            "close": 28.01,
            "amount_yi": 0.0074
          },
          {
            "time": "11:08",
            "open": 28.03,
            "high": 28.03,
            "low": 28.03,
            "close": 28.03,
            "amount_yi": 0.0029
          },
          {
            "time": "11:09",
            "open": 28.0,
            "high": 28.0,
            "low": 27.93,
            "close": 27.93,
            "amount_yi": 0.037
          },
          {
            "time": "11:10",
            "open": 27.74,
            "high": 27.74,
            "low": 27.74,
            "close": 27.74,
            "amount_yi": 0.0186
          },
          {
            "time": "11:11",
            "open": 27.75,
            "high": 27.75,
            "low": 27.75,
            "close": 27.75,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 27.75,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 28.25,
        "open": 27.2,
        "high": 29.32,
        "low": 25.5,
        "bid1": 27.74,
        "ask1": 27.75,
        "bid_qty1": 644,
        "ask_qty1": 445
      },
      "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": "2026-07-03T11:11:07",
      "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": 9.9235,
      "price_vs_vwap_pct": -3.0584,
      "energy_floor_hint_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": 0.0068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0007
          },
          {
            "time": "11:08",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0004
          },
          {
            "time": "11:09",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0002
          },
          {
            "time": "11:10",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0003
          },
          {
            "time": "11:11",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:05",
        "prev_close": 10.69,
        "open": 10.52,
        "high": 10.56,
        "low": 9.62,
        "bid1": 0.0,
        "ask1": 9.62,
        "bid_qty1": 0,
        "ask_qty1": 58707
      },
      "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": "2026-07-03T11:11:07",
      "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": 17.5974,
      "price_vs_vwap_pct": -1.5195,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1638,
        "prev_amount_yi": 0.1805,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9075,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 17.34,
            "high": 17.34,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.0539
          },
          {
            "time": "11:08",
            "open": 17.34,
            "high": 17.34,
            "low": 17.34,
            "close": 17.34,
            "amount_yi": 0.0138
          },
          {
            "time": "11:09",
            "open": 17.35,
            "high": 17.35,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.0329
          },
          {
            "time": "11:10",
            "open": 17.32,
            "high": 17.33,
            "low": 17.32,
            "close": 17.33,
            "amount_yi": 0.0541
          },
          {
            "time": "11:11",
            "open": 17.33,
            "high": 17.33,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 17.33,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 17.93,
        "open": 18.0,
        "high": 18.35,
        "low": 17.31,
        "bid1": 17.33,
        "ask1": 17.34,
        "bid_qty1": 44,
        "ask_qty1": 103
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 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": 8.6377,
      "price_vs_vwap_pct": -1.1311,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0111,
        "prev_amount_yi": 0.0112,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9911,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 8.56,
            "high": 8.57,
            "low": 8.56,
            "close": 8.57,
            "amount_yi": 0.0008
          },
          {
            "time": "11:08",
            "open": 8.55,
            "high": 8.55,
            "low": 8.55,
            "close": 8.55,
            "amount_yi": 0.0018
          },
          {
            "time": "11:09",
            "open": 8.56,
            "high": 8.56,
            "low": 8.55,
            "close": 8.55,
            "amount_yi": 0.0009
          },
          {
            "time": "11:10",
            "open": 8.55,
            "high": 8.55,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 0.0066
          },
          {
            "time": "11:11",
            "open": 8.54,
            "high": 8.54,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 8.54,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 8.68,
        "open": 8.68,
        "high": 8.78,
        "low": 8.52,
        "bid1": 8.54,
        "ask1": 8.55,
        "bid_qty1": 302,
        "ask_qty1": 320
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 9.443,
      "price_vs_vwap_pct": 2.0862,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0024,
        "prev_amount_yi": 0.0176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1364,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:05",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0009
          },
          {
            "time": "11:06",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0001
          },
          {
            "time": "11:10",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0007
          },
          {
            "time": "11:11",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:10:48",
        "prev_close": 8.76,
        "open": 8.87,
        "high": 9.64,
        "low": 8.59,
        "bid1": 9.64,
        "ask1": 0.0,
        "bid_qty1": 54967,
        "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.49,
      "exec_low": 6.59,
      "exec_high": 6.59,
      "invalid_price": 6.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.39,
      "entry_zone_high": 6.59,
      "entry_risk_pct": null,
      "intraday_vwap": 6.4632,
      "price_vs_vwap_pct": -0.5137,
      "energy_floor_hint_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": 0.0046,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8261,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0027
          },
          {
            "time": "11:07",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0004
          },
          {
            "time": "11:08",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0002
          },
          {
            "time": "11:09",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0091
          },
          {
            "time": "11:10",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.43,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 6.45,
        "open": 6.48,
        "high": 6.53,
        "low": 6.41,
        "bid1": 6.42,
        "ask1": 6.43,
        "bid_qty1": 120,
        "ask_qty1": 224
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000850:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000850:VWAP_RECLAIM",
      "symbol": "SZSE.000850",
      "name": "华茂股份",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.85,
      "exec_low": 3.91,
      "exec_high": 3.91,
      "invalid_price": 3.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.79,
      "entry_zone_high": 3.91,
      "entry_risk_pct": 4.8469,
      "intraday_vwap": 3.9719,
      "price_vs_vwap_pct": -1.5584,
      "energy_floor_hint_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": 0.0061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6885,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 3.92,
            "high": 3.92,
            "low": 3.92,
            "close": 3.92,
            "amount_yi": 0.0005
          },
          {
            "time": "11:08",
            "open": 3.92,
            "high": 3.92,
            "low": 3.92,
            "close": 3.92,
            "amount_yi": 0.003
          },
          {
            "time": "11:09",
            "open": 3.91,
            "high": 3.91,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.0001
          },
          {
            "time": "11:10",
            "open": 3.92,
            "high": 3.92,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.0002
          },
          {
            "time": "11:11",
            "open": 3.91,
            "high": 3.91,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 3.91,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 3.8,
        "open": 3.81,
        "high": 4.1,
        "low": 3.8,
        "bid1": 3.91,
        "ask1": 3.92,
        "bid_qty1": 1060,
        "ask_qty1": 658
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002394:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002394:VWAP_RECLAIM",
      "symbol": "SZSE.002394",
      "name": "联发股份",
      "side": "BUY",
      "priority": "W25",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-03T11:11:07",
      "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": 10.76,
      "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": 10.3411,
      "price_vs_vwap_pct": 0.0861,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0111,
        "prev_amount_yi": 0.0077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4416,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 10.35,
            "high": 10.35,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0058
          },
          {
            "time": "11:08",
            "open": 10.32,
            "high": 10.32,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0015
          },
          {
            "time": "11:09",
            "open": 10.31,
            "high": 10.32,
            "low": 10.31,
            "close": 10.32,
            "amount_yi": 0.0014
          },
          {
            "time": "11:10",
            "open": 10.32,
            "high": 10.34,
            "low": 10.32,
            "close": 10.34,
            "amount_yi": 0.0008
          },
          {
            "time": "11:11",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:03",
        "prev_close": 10.11,
        "open": 10.03,
        "high": 10.55,
        "low": 10.0,
        "bid1": 10.34,
        "ask1": 10.35,
        "bid_qty1": 51,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T11:11:07",
      "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": 8.8823,
      "price_vs_vwap_pct": -0.814,
      "energy_floor_hint_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": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 8.81,
            "high": 8.81,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.0011
          },
          {
            "time": "11:08",
            "open": 8.8,
            "high": 8.8,
            "low": 8.8,
            "close": 8.8,
            "amount_yi": 0.0013
          },
          {
            "time": "11:09",
            "open": 8.8,
            "high": 8.8,
            "low": 8.8,
            "close": 8.8,
            "amount_yi": 0.0043
          },
          {
            "time": "11:10",
            "open": 8.81,
            "high": 8.81,
            "low": 8.8,
            "close": 8.8,
            "amount_yi": 0.0019
          },
          {
            "time": "11:11",
            "open": 8.81,
            "high": 8.81,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 8.81,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 8.91,
        "open": 8.97,
        "high": 8.99,
        "low": 8.8,
        "bid1": 8.81,
        "ask1": 8.82,
        "bid_qty1": 80,
        "ask_qty1": 176
      },
      "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": "2026-07-03T11:11:07",
      "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": 16.6287,
      "price_vs_vwap_pct": -1.9166,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0551,
        "prev_amount_yi": 0.0846,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6513,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 16.34,
            "high": 16.34,
            "low": 16.33,
            "close": 16.33,
            "amount_yi": 0.0177
          },
          {
            "time": "11:08",
            "open": 16.33,
            "high": 16.33,
            "low": 16.33,
            "close": 16.33,
            "amount_yi": 0.0067
          },
          {
            "time": "11:09",
            "open": 16.33,
            "high": 16.33,
            "low": 16.32,
            "close": 16.32,
            "amount_yi": 0.0122
          },
          {
            "time": "11:10",
            "open": 16.31,
            "high": 16.31,
            "low": 16.31,
            "close": 16.31,
            "amount_yi": 0.0145
          },
          {
            "time": "11:11",
            "open": 16.31,
            "high": 16.31,
            "low": 16.31,
            "close": 16.31,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 16.31,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 16.47,
        "open": 16.71,
        "high": 17.15,
        "low": 16.23,
        "bid1": 16.31,
        "ask1": 16.32,
        "bid_qty1": 217,
        "ask_qty1": 62
      },
      "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": "2026-07-03T11:11:07",
      "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": 3.75,
      "intraday_vwap": 6.3957,
      "price_vs_vwap_pct": -0.0891,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0052,
        "prev_amount_yi": 0.007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 6.41,
            "high": 6.42,
            "low": 6.41,
            "close": 6.42,
            "amount_yi": 0.0003
          },
          {
            "time": "11:07",
            "open": 6.41,
            "high": 6.41,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0022
          },
          {
            "time": "11:08",
            "open": 6.4,
            "high": 6.4,
            "low": 6.4,
            "close": 6.4,
            "amount_yi": 0.0018
          },
          {
            "time": "11:10",
            "open": 6.4,
            "high": 6.4,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0007
          },
          {
            "time": "11:11",
            "open": 6.39,
            "high": 6.39,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 6.39,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 6.31,
        "open": 6.32,
        "high": 6.44,
        "low": 6.28,
        "bid1": 6.39,
        "ask1": 6.4,
        "bid_qty1": 4,
        "ask_qty1": 247
      },
      "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": "2026-07-03T11:11:07",
      "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": 3.2203,
      "intraday_vwap": 11.7469,
      "price_vs_vwap_pct": 0.452,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0057,
        "prev_amount_yi": 0.0046,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2391,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0018
          },
          {
            "time": "11:08",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0004
          },
          {
            "time": "11:09",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0022
          },
          {
            "time": "11:10",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0003
          },
          {
            "time": "11:11",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 11.8,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 11.6,
        "open": 11.65,
        "high": 11.9,
        "low": 11.55,
        "bid1": 11.79,
        "ask1": 11.8,
        "bid_qty1": 3,
        "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": "2026-07-03T11:11:07",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.49,
      "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": 4.2593,
      "intraday_vwap": 5.467,
      "price_vs_vwap_pct": -1.4085,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.01,
        "prev_amount_yi": 0.0103,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9709,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 5.41,
            "high": 5.41,
            "low": 5.4,
            "close": 5.4,
            "amount_yi": 0.0027
          },
          {
            "time": "11:08",
            "open": 5.4,
            "high": 5.4,
            "low": 5.4,
            "close": 5.4,
            "amount_yi": 0.0004
          },
          {
            "time": "11:09",
            "open": 5.4,
            "high": 5.4,
            "low": 5.39,
            "close": 5.39,
            "amount_yi": 0.0056
          },
          {
            "time": "11:10",
            "open": 5.4,
            "high": 5.4,
            "low": 5.39,
            "close": 5.39,
            "amount_yi": 0.0012
          },
          {
            "time": "11:11",
            "open": 5.39,
            "high": 5.39,
            "low": 5.39,
            "close": 5.39,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 5.39,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 5.26,
        "open": 5.22,
        "high": 5.6,
        "low": 5.22,
        "bid1": 5.39,
        "ask1": 5.4,
        "bid_qty1": 162,
        "ask_qty1": 538
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 9.4555,
      "price_vs_vwap_pct": -2.7021,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0252,
        "prev_amount_yi": 0.0404,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 9.22,
            "high": 9.22,
            "low": 9.21,
            "close": 9.21,
            "amount_yi": 0.0069
          },
          {
            "time": "11:08",
            "open": 9.2,
            "high": 9.2,
            "low": 9.2,
            "close": 9.2,
            "amount_yi": 0.0026
          },
          {
            "time": "11:09",
            "open": 9.19,
            "high": 9.19,
            "low": 9.18,
            "close": 9.18,
            "amount_yi": 0.005
          },
          {
            "time": "11:10",
            "open": 9.19,
            "high": 9.19,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0105
          },
          {
            "time": "11:11",
            "open": 9.2,
            "high": 9.2,
            "low": 9.2,
            "close": 9.2,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 9.2,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 9.53,
        "open": 9.63,
        "high": 9.91,
        "low": 9.1,
        "bid1": 9.19,
        "ask1": 9.2,
        "bid_qty1": 230,
        "ask_qty1": 48
      },
      "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": "2026-07-03T11:11:07",
      "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": 4.5579,
      "price_vs_vwap_pct": -3.0255,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0182,
        "prev_amount_yi": 0.0177,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 4.43,
            "high": 4.43,
            "low": 4.43,
            "close": 4.43,
            "amount_yi": 0.0016
          },
          {
            "time": "11:08",
            "open": 4.43,
            "high": 4.43,
            "low": 4.43,
            "close": 4.43,
            "amount_yi": 0.0095
          },
          {
            "time": "11:09",
            "open": 4.42,
            "high": 4.42,
            "low": 4.42,
            "close": 4.42,
            "amount_yi": 0.005
          },
          {
            "time": "11:10",
            "open": 4.42,
            "high": 4.43,
            "low": 4.42,
            "close": 4.43,
            "amount_yi": 0.0007
          },
          {
            "time": "11:11",
            "open": 4.42,
            "high": 4.42,
            "low": 4.42,
            "close": 4.42,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.42,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 4.91,
        "open": 4.8,
        "high": 4.87,
        "low": 4.42,
        "bid1": 4.42,
        "ask1": 4.43,
        "bid_qty1": 4400,
        "ask_qty1": 2991
      },
      "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": "2026-07-03T11:11:07",
      "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": 7.8226,
      "price_vs_vwap_pct": 0.0946,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0416,
        "prev_amount_yi": 0.0688,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6047,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 7.83,
            "high": 7.83,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0099
          },
          {
            "time": "11:08",
            "open": 7.83,
            "high": 7.83,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0014
          },
          {
            "time": "11:09",
            "open": 7.82,
            "high": 7.83,
            "low": 7.82,
            "close": 7.83,
            "amount_yi": 0.0029
          },
          {
            "time": "11:10",
            "open": 7.83,
            "high": 7.83,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0173
          },
          {
            "time": "11:11",
            "open": 7.83,
            "high": 7.83,
            "low": 7.83,
            "close": 7.83,
            "amount_yi": 0.0101
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 7.83,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 7.83,
        "open": 7.83,
        "high": 7.91,
        "low": 7.76,
        "bid1": 7.82,
        "ask1": 7.83,
        "bid_qty1": 918,
        "ask_qty1": 10
      },
      "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": "2026-07-03T11:11:07",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.83,
      "entry_zone_high": 11.16,
      "entry_risk_pct": 3.8739,
      "intraday_vwap": 11.0442,
      "price_vs_vwap_pct": 0.4147,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0184,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8519,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 11.14,
            "high": 11.14,
            "low": 11.13,
            "close": 11.13,
            "amount_yi": 0.0036
          },
          {
            "time": "11:08",
            "open": 11.12,
            "high": 11.12,
            "low": 11.12,
            "close": 11.12,
            "amount_yi": 0.001
          },
          {
            "time": "11:09",
            "open": 11.12,
            "high": 11.14,
            "low": 11.12,
            "close": 11.14,
            "amount_yi": 0.0035
          },
          {
            "time": "11:10",
            "open": 11.14,
            "high": 11.14,
            "low": 11.14,
            "close": 11.14,
            "amount_yi": 0.0047
          },
          {
            "time": "11:11",
            "open": 11.09,
            "high": 11.09,
            "low": 11.09,
            "close": 11.09,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 11.09,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 10.85,
        "open": 10.87,
        "high": 11.16,
        "low": 10.73,
        "bid1": 11.09,
        "ask1": 11.1,
        "bid_qty1": 59,
        "ask_qty1": 23
      },
      "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": "2026-07-03T11:11:07",
      "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": 2.7509,
      "price_vs_vwap_pct": -1.8503,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0063,
        "prev_amount_yi": 0.0122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5164,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:05",
            "open": 2.71,
            "high": 2.71,
            "low": 2.71,
            "close": 2.71,
            "amount_yi": 0.0001
          },
          {
            "time": "11:06",
            "open": 2.72,
            "high": 2.72,
            "low": 2.72,
            "close": 2.72,
            "amount_yi": 0.0005
          },
          {
            "time": "11:07",
            "open": 2.71,
            "high": 2.71,
            "low": 2.71,
            "close": 2.71,
            "amount_yi": 0.001
          },
          {
            "time": "11:08",
            "open": 2.71,
            "high": 2.71,
            "low": 2.71,
            "close": 2.71,
            "amount_yi": 0.0029
          },
          {
            "time": "11:09",
            "open": 2.71,
            "high": 2.71,
            "low": 2.71,
            "close": 2.71,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.7,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.82,
        "low": 2.69,
        "bid1": 2.7,
        "ask1": 2.71,
        "bid_qty1": 2176,
        "ask_qty1": 1443
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 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": 1.3663,
      "price_vs_vwap_pct": -0.4611,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0018,
        "prev_amount_yi": 0.0016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.125,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:05",
            "open": 1.36,
            "high": 1.36,
            "low": 1.36,
            "close": 1.36,
            "amount_yi": 0.0009
          },
          {
            "time": "11:07",
            "open": 1.36,
            "high": 1.36,
            "low": 1.35,
            "close": 1.35,
            "amount_yi": 0.0002
          },
          {
            "time": "11:09",
            "open": 1.35,
            "high": 1.36,
            "low": 1.35,
            "close": 1.36,
            "amount_yi": 0.0002
          },
          {
            "time": "11:10",
            "open": 1.35,
            "high": 1.35,
            "low": 1.35,
            "close": 1.35,
            "amount_yi": 0.0002
          },
          {
            "time": "11:11",
            "open": 1.36,
            "high": 1.36,
            "low": 1.36,
            "close": 1.36,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 1.36,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 1.36,
        "open": 1.36,
        "high": 1.38,
        "low": 1.35,
        "bid1": 1.35,
        "ask1": 1.36,
        "bid_qty1": 33405,
        "ask_qty1": 14687
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000726:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000726:VWAP_RECLAIM",
      "symbol": "SZSE.000726",
      "name": "鲁  泰Ａ",
      "side": "BUY",
      "priority": "W37",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.76,
      "exec_low": 5.85,
      "exec_high": 5.85,
      "invalid_price": 5.59,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.93,
      "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": 5.7165,
      "price_vs_vwap_pct": -0.8134,
      "energy_floor_hint_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": 0.0017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0002
          },
          {
            "time": "11:09",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0003
          },
          {
            "time": "11:10",
            "open": 5.67,
            "high": 5.67,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.001
          },
          {
            "time": "11:11",
            "open": 5.67,
            "high": 5.67,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 5.67,
        "ts": "2026-07-03T11:10:42",
        "prev_close": 5.69,
        "open": 5.71,
        "high": 5.77,
        "low": 5.66,
        "bid1": 5.66,
        "ask1": 5.67,
        "bid_qty1": 491,
        "ask_qty1": 57
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000158:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000158:VWAP_RECLAIM",
      "symbol": "SZSE.000158",
      "name": "常山北明",
      "side": "BUY",
      "priority": "W38",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.78,
      "exec_low": 13.99,
      "exec_high": 13.99,
      "invalid_price": 13.37,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 12.9712,
      "price_vs_vwap_pct": -0.5489,
      "energy_floor_hint_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": 0.0385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 12.92,
            "high": 12.92,
            "low": 12.91,
            "close": 12.91,
            "amount_yi": 0.006
          },
          {
            "time": "11:08",
            "open": 12.92,
            "high": 12.92,
            "low": 12.92,
            "close": 12.92,
            "amount_yi": 0.0014
          },
          {
            "time": "11:09",
            "open": 12.9,
            "high": 12.9,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0045
          },
          {
            "time": "11:10",
            "open": 12.91,
            "high": 12.91,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0038
          },
          {
            "time": "11:11",
            "open": 12.9,
            "high": 12.9,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 12.9,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 13.04,
        "open": 13.01,
        "high": 13.15,
        "low": 12.85,
        "bid1": 12.9,
        "ask1": 12.91,
        "bid_qty1": 89,
        "ask_qty1": 255
      },
      "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": "2026-07-03T11:11:07",
      "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": 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": null,
      "intraday_vwap": 12.2631,
      "price_vs_vwap_pct": -1.2485,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0034,
        "prev_amount_yi": 0.0122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2787,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 12.14,
            "high": 12.14,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.0025
          },
          {
            "time": "11:07",
            "open": 12.14,
            "high": 12.14,
            "low": 12.13,
            "close": 12.13,
            "amount_yi": 0.0001
          },
          {
            "time": "11:08",
            "open": 12.12,
            "high": 12.12,
            "low": 12.12,
            "close": 12.12,
            "amount_yi": 0.0003
          },
          {
            "time": "11:09",
            "open": 12.12,
            "high": 12.12,
            "low": 12.11,
            "close": 12.11,
            "amount_yi": 0.0001
          },
          {
            "time": "11:11",
            "open": 12.11,
            "high": 12.11,
            "low": 12.11,
            "close": 12.11,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 12.11,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 11.96,
        "open": 12.04,
        "high": 12.42,
        "low": 11.97,
        "bid1": 12.11,
        "ask1": 12.12,
        "bid_qty1": 11,
        "ask_qty1": 34
      },
      "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": "2026-07-03T11:11:07",
      "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": 10.5386,
      "price_vs_vwap_pct": -1.5049,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0418,
        "prev_amount_yi": 0.1548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.27,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 10.44,
            "high": 10.44,
            "low": 10.44,
            "close": 10.44,
            "amount_yi": 0.0121
          },
          {
            "time": "11:08",
            "open": 10.44,
            "high": 10.44,
            "low": 10.44,
            "close": 10.44,
            "amount_yi": 0.0045
          },
          {
            "time": "11:09",
            "open": 10.42,
            "high": 10.42,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0142
          },
          {
            "time": "11:10",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0075
          },
          {
            "time": "11:11",
            "open": 10.38,
            "high": 10.38,
            "low": 10.38,
            "close": 10.38,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 10.38,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 11.16,
        "open": 11.0,
        "high": 11.14,
        "low": 10.21,
        "bid1": 10.38,
        "ask1": 10.39,
        "bid_qty1": 531,
        "ask_qty1": 77
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603808:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603808:VWAP_RECLAIM",
      "symbol": "SHSE.603808",
      "name": "歌力思",
      "side": "BUY",
      "priority": "W41",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.97,
      "exec_low": 8.09,
      "exec_high": 8.09,
      "invalid_price": 7.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.85,
      "entry_zone_high": 8.09,
      "entry_risk_pct": null,
      "intraday_vwap": 7.9526,
      "price_vs_vwap_pct": -0.6614,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0028,
        "prev_amount_yi": 0.0041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 7.92,
            "high": 7.93,
            "low": 7.92,
            "close": 7.93,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 7.91,
            "high": 7.91,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.0007
          },
          {
            "time": "11:09",
            "open": 7.9,
            "high": 7.9,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0008
          },
          {
            "time": "11:10",
            "open": 7.88,
            "high": 7.89,
            "low": 7.88,
            "close": 7.89,
            "amount_yi": 0.0008
          },
          {
            "time": "11:11",
            "open": 7.9,
            "high": 7.9,
            "low": 7.9,
            "close": 7.9,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 7.9,
        "ts": "2026-07-03T11:10:57",
        "prev_close": 7.85,
        "open": 7.87,
        "high": 8.07,
        "low": 7.8,
        "bid1": 7.89,
        "ask1": 7.9,
        "bid_qty1": 212,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002516:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002516:VWAP_RECLAIM",
      "symbol": "SZSE.002516",
      "name": "旷达科技",
      "side": "BUY",
      "priority": "W42",
      "status": "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": "2026-07-03T11:11:07",
      "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": 5.6782,
      "price_vs_vwap_pct": 0.3839,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.006,
        "prev_amount_yi": 0.0143,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 5.73,
            "high": 5.73,
            "low": 5.72,
            "close": 5.72,
            "amount_yi": 0.0024
          },
          {
            "time": "11:08",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0015
          },
          {
            "time": "11:09",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0011
          },
          {
            "time": "11:10",
            "open": 5.71,
            "high": 5.71,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0004
          },
          {
            "time": "11:11",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:03",
        "prev_close": 5.61,
        "open": 5.58,
        "high": 5.74,
        "low": 5.57,
        "bid1": 5.7,
        "ask1": 5.71,
        "bid_qty1": 325,
        "ask_qty1": 366
      },
      "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": "2026-07-03T11:11:07",
      "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": 4.8936,
      "price_vs_vwap_pct": -1.2997,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0341,
        "prev_amount_yi": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 7.1042,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 4.85,
            "high": 4.85,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0036
          },
          {
            "time": "11:08",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.005
          },
          {
            "time": "11:09",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0075
          },
          {
            "time": "11:10",
            "open": 4.83,
            "high": 4.84,
            "low": 4.83,
            "close": 4.84,
            "amount_yi": 0.0178
          },
          {
            "time": "11:11",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.83,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 4.9,
        "open": 4.89,
        "high": 4.96,
        "low": 4.82,
        "bid1": 4.83,
        "ask1": 4.84,
        "bid_qty1": 421,
        "ask_qty1": 1485
      },
      "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": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.86,
      "exec_low": 11.02,
      "exec_high": 11.02,
      "invalid_price": 10.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.7,
      "entry_zone_high": 11.02,
      "entry_risk_pct": null,
      "intraday_vwap": 10.8609,
      "price_vs_vwap_pct": -0.3766,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0031,
        "prev_amount_yi": 0.0045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6889,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 10.85,
            "high": 10.85,
            "low": 10.85,
            "close": 10.85,
            "amount_yi": 0.0007
          },
          {
            "time": "11:08",
            "open": 10.84,
            "high": 10.84,
            "low": 10.84,
            "close": 10.84,
            "amount_yi": 0.0008
          },
          {
            "time": "11:09",
            "open": 10.85,
            "high": 10.85,
            "low": 10.82,
            "close": 10.82,
            "amount_yi": 0.001
          },
          {
            "time": "11:10",
            "open": 10.81,
            "high": 10.82,
            "low": 10.81,
            "close": 10.82,
            "amount_yi": 0.0005
          },
          {
            "time": "11:11",
            "open": 10.82,
            "high": 10.82,
            "low": 10.82,
            "close": 10.82,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 10.82,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 10.63,
        "open": 10.7,
        "high": 10.98,
        "low": 10.67,
        "bid1": 10.81,
        "ask1": 10.82,
        "bid_qty1": 28,
        "ask_qty1": 24
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002127:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002127:VWAP_RECLAIM",
      "symbol": "SZSE.002127",
      "name": "南极电商",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.81,
      "exec_low": 2.85,
      "exec_high": 2.85,
      "invalid_price": 2.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 2.7657,
      "price_vs_vwap_pct": -0.5677,
      "energy_floor_hint_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": 0.0261,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5402,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0012
          },
          {
            "time": "11:07",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0044
          },
          {
            "time": "11:08",
            "open": 2.73,
            "high": 2.73,
            "low": 2.73,
            "close": 2.73,
            "amount_yi": 0.0006
          },
          {
            "time": "11:09",
            "open": 2.73,
            "high": 2.74,
            "low": 2.73,
            "close": 2.74,
            "amount_yi": 0.0075
          },
          {
            "time": "11:10",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.75,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 2.78,
        "open": 2.8,
        "high": 2.8,
        "low": 2.73,
        "bid1": 2.74,
        "ask1": 2.75,
        "bid_qty1": 8752,
        "ask_qty1": 3669
      },
      "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": "2026-07-03T11:11:07",
      "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": 6.6707,
      "price_vs_vwap_pct": -1.2098,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0126,
        "prev_amount_yi": 0.012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.05,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 6.62,
            "high": 6.62,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0013
          },
          {
            "time": "11:07",
            "open": 6.61,
            "high": 6.61,
            "low": 6.61,
            "close": 6.61,
            "amount_yi": 0.0046
          },
          {
            "time": "11:08",
            "open": 6.61,
            "high": 6.61,
            "low": 6.61,
            "close": 6.61,
            "amount_yi": 0.0016
          },
          {
            "time": "11:09",
            "open": 6.6,
            "high": 6.6,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0041
          },
          {
            "time": "11:10",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 6.59,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 6.76,
        "open": 6.75,
        "high": 6.81,
        "low": 6.57,
        "bid1": 6.59,
        "ask1": 6.6,
        "bid_qty1": 592,
        "ask_qty1": 171
      },
      "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": "TOUCHED",
      "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": "2026-07-03T11:11:07",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.52,
      "entry_zone_high": 7.74,
      "entry_risk_pct": null,
      "intraday_vwap": 7.8065,
      "price_vs_vwap_pct": 1.582,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0178,
        "prev_amount_yi": 0.0362,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4917,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 7.99,
            "high": 7.99,
            "low": 7.99,
            "close": 7.99,
            "amount_yi": 0.0033
          },
          {
            "time": "11:08",
            "open": 7.96,
            "high": 7.96,
            "low": 7.96,
            "close": 7.96,
            "amount_yi": 0.0076
          },
          {
            "time": "11:09",
            "open": 7.99,
            "high": 7.99,
            "low": 7.94,
            "close": 7.94,
            "amount_yi": 0.0038
          },
          {
            "time": "11:10",
            "open": 7.92,
            "high": 7.94,
            "low": 7.92,
            "close": 7.94,
            "amount_yi": 0.0024
          },
          {
            "time": "11:11",
            "open": 7.93,
            "high": 7.93,
            "low": 7.93,
            "close": 7.93,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 7.93,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 7.54,
        "open": 7.52,
        "high": 8.0,
        "low": 7.52,
        "bid1": 7.93,
        "ask1": 7.94,
        "bid_qty1": 10,
        "ask_qty1": 45
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T11:11:07",
      "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": 6.4139,
      "price_vs_vwap_pct": -0.8404,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0055,
        "prev_amount_yi": 0.0051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0784,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 6.37,
            "high": 6.37,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0022
          },
          {
            "time": "11:07",
            "open": 6.37,
            "high": 6.37,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0008
          },
          {
            "time": "11:09",
            "open": 6.35,
            "high": 6.36,
            "low": 6.35,
            "close": 6.36,
            "amount_yi": 0.0014
          },
          {
            "time": "11:10",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 6.36,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 6.3,
        "open": 6.33,
        "high": 6.48,
        "low": 6.28,
        "bid1": 6.35,
        "ask1": 6.36,
        "bid_qty1": 256,
        "ask_qty1": 40
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600137:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600137:VWAP_RECLAIM",
      "symbol": "SHSE.600137",
      "name": "浪莎股份",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.4,
      "exec_low": 17.66,
      "exec_high": 17.66,
      "invalid_price": 16.88,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.14,
      "entry_zone_high": 17.66,
      "entry_risk_pct": null,
      "intraday_vwap": 17.1817,
      "price_vs_vwap_pct": -1.4067,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0121,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2347,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 17.02,
            "high": 17.03,
            "low": 17.02,
            "close": 17.03,
            "amount_yi": 0.003
          },
          {
            "time": "11:08",
            "open": 16.95,
            "high": 16.95,
            "low": 16.95,
            "close": 16.95,
            "amount_yi": 0.0003
          },
          {
            "time": "11:09",
            "open": 16.91,
            "high": 16.91,
            "low": 16.9,
            "close": 16.9,
            "amount_yi": 0.0043
          },
          {
            "time": "11:10",
            "open": 16.93,
            "high": 16.93,
            "low": 16.92,
            "close": 16.92,
            "amount_yi": 0.0022
          },
          {
            "time": "11:11",
            "open": 16.94,
            "high": 16.94,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 16.94,
        "ts": "2026-07-03T11:11:02",
        "prev_close": 16.9,
        "open": 17.04,
        "high": 17.39,
        "low": 16.87,
        "bid1": 16.92,
        "ask1": 16.95,
        "bid_qty1": 15,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002722:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002722:VWAP_RECLAIM",
      "symbol": "SZSE.002722",
      "name": "物产金轮",
      "side": "BUY",
      "priority": "W50",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.43,
      "exec_low": 12.62,
      "exec_high": 12.62,
      "invalid_price": 12.06,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 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": 12.3825,
      "price_vs_vwap_pct": -0.9085,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0027,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5094,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 12.29,
            "high": 12.29,
            "low": 12.28,
            "close": 12.28,
            "amount_yi": 0.0013
          },
          {
            "time": "11:07",
            "open": 12.28,
            "high": 12.29,
            "low": 12.28,
            "close": 12.29,
            "amount_yi": 0.0003
          },
          {
            "time": "11:09",
            "open": 12.27,
            "high": 12.27,
            "low": 12.27,
            "close": 12.27,
            "amount_yi": 0.0001
          },
          {
            "time": "11:10",
            "open": 12.28,
            "high": 12.28,
            "low": 12.27,
            "close": 12.27,
            "amount_yi": 0.0004
          },
          {
            "time": "11:11",
            "open": 12.27,
            "high": 12.27,
            "low": 12.27,
            "close": 12.27,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 12.27,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 12.14,
        "open": 12.19,
        "high": 12.5,
        "low": 12.16,
        "bid1": 12.26,
        "ask1": 12.27,
        "bid_qty1": 2,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002044:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002044:VWAP_RECLAIM",
      "symbol": "SZSE.002044",
      "name": "美年健康",
      "side": "BUY",
      "priority": "W51",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.23,
      "exec_low": 5.31,
      "exec_high": 5.31,
      "invalid_price": 5.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 4.9373,
      "price_vs_vwap_pct": -1.1606,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0681,
        "prev_amount_yi": 0.0812,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 4.9,
            "high": 4.9,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0273
          },
          {
            "time": "11:08",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.006
          },
          {
            "time": "11:09",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0241
          },
          {
            "time": "11:10",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.009
          },
          {
            "time": "11:11",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.88,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 5.05,
        "open": 5.1,
        "high": 5.11,
        "low": 4.84,
        "bid1": 4.88,
        "ask1": 4.89,
        "bid_qty1": 5015,
        "ask_qty1": 2858
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600493:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600493:VWAP_RECLAIM",
      "symbol": "SHSE.600493",
      "name": "凤竹纺织",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.69,
      "exec_low": 5.78,
      "exec_high": 5.78,
      "invalid_price": 5.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.86,
      "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": 4.3328,
      "intraday_vwap": 5.7062,
      "price_vs_vwap_pct": 0.9428,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0039,
        "prev_amount_yi": 0.0194,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.201,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0015
          },
          {
            "time": "11:08",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0003
          },
          {
            "time": "11:09",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0012
          },
          {
            "time": "11:10",
            "open": 5.76,
            "high": 5.76,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0008
          },
          {
            "time": "11:11",
            "open": 5.76,
            "high": 5.76,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 5.76,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 5.48,
        "open": 5.49,
        "high": 5.82,
        "low": 5.47,
        "bid1": 5.76,
        "ask1": 5.77,
        "bid_qty1": 517,
        "ask_qty1": 194
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600689:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600689:VWAP_RECLAIM",
      "symbol": "SHSE.600689",
      "name": "上海三毛",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 10.71,
      "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": 10.2986,
      "price_vs_vwap_pct": -1.1516,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0016,
        "prev_amount_yi": 0.0065,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 10.21,
            "high": 10.21,
            "low": 10.21,
            "close": 10.21,
            "amount_yi": 0.0004
          },
          {
            "time": "11:07",
            "open": 10.2,
            "high": 10.2,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0003
          },
          {
            "time": "11:08",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0001
          },
          {
            "time": "11:09",
            "open": 10.18,
            "high": 10.18,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.0005
          },
          {
            "time": "11:10",
            "open": 10.17,
            "high": 10.17,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 10.18,
        "ts": "2026-07-03T11:10:50",
        "prev_close": 10.15,
        "open": 10.29,
        "high": 10.46,
        "low": 10.15,
        "bid1": 10.16,
        "ask1": 10.18,
        "bid_qty1": 166,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002486:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002486:VWAP_RECLAIM",
      "symbol": "SZSE.002486",
      "name": "嘉麟杰",
      "side": "BUY",
      "priority": "W54",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.3,
      "exec_low": 2.33,
      "exec_high": 2.33,
      "invalid_price": 2.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.27,
      "entry_zone_high": 2.33,
      "entry_risk_pct": null,
      "intraday_vwap": 2.2221,
      "price_vs_vwap_pct": -1.8946,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0184,
        "prev_amount_yi": 0.0088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0909,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:05",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0045
          },
          {
            "time": "11:06",
            "open": 2.2,
            "high": 2.2,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.001
          },
          {
            "time": "11:09",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0107
          },
          {
            "time": "11:10",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.002
          },
          {
            "time": "11:11",
            "open": 2.18,
            "high": 2.18,
            "low": 2.18,
            "close": 2.18,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.18,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 2.22,
        "open": 2.22,
        "high": 2.25,
        "low": 2.18,
        "bid1": 2.18,
        "ask1": 2.19,
        "bid_qty1": 5032,
        "ask_qty1": 143
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601599:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601599:VWAP_RECLAIM",
      "symbol": "SHSE.601599",
      "name": "浙文影业",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.02,
      "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": 2.8616,
      "price_vs_vwap_pct": -0.7548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0044,
        "prev_amount_yi": 0.0058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7586,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:02",
            "open": 2.84,
            "high": 2.84,
            "low": 2.84,
            "close": 2.84,
            "amount_yi": 0.0019
          },
          {
            "time": "11:03",
            "open": 2.84,
            "high": 2.84,
            "low": 2.83,
            "close": 2.83,
            "amount_yi": 0.001
          },
          {
            "time": "11:04",
            "open": 2.83,
            "high": 2.84,
            "low": 2.83,
            "close": 2.84,
            "amount_yi": 0.0003
          },
          {
            "time": "11:05",
            "open": 2.84,
            "high": 2.84,
            "low": 2.84,
            "close": 2.84,
            "amount_yi": 0.0004
          },
          {
            "time": "11:06",
            "open": 2.84,
            "high": 2.84,
            "low": 2.84,
            "close": 2.84,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.84,
        "ts": "2026-07-03T11:10:58",
        "prev_close": 2.85,
        "open": 2.85,
        "high": 2.89,
        "low": 2.83,
        "bid1": 2.83,
        "ask1": 2.84,
        "bid_qty1": 2033,
        "ask_qty1": 440
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T11:11:07",
      "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": 12.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.59,
      "entry_zone_high": 11.95,
      "entry_risk_pct": null,
      "intraday_vwap": 11.7953,
      "price_vs_vwap_pct": -0.8079,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0049,
        "prev_amount_yi": 0.0052,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9423,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 11.72,
            "high": 11.72,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.0007
          },
          {
            "time": "11:07",
            "open": 11.71,
            "high": 11.72,
            "low": 11.71,
            "close": 11.72,
            "amount_yi": 0.0004
          },
          {
            "time": "11:08",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0002
          },
          {
            "time": "11:09",
            "open": 11.71,
            "high": 11.71,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.0029
          },
          {
            "time": "11:10",
            "open": 11.7,
            "high": 11.71,
            "low": 11.7,
            "close": 11.71,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 11.7,
        "ts": "2026-07-03T11:10:57",
        "prev_close": 11.63,
        "open": 11.59,
        "high": 11.92,
        "low": 11.59,
        "bid1": 11.7,
        "ask1": 11.71,
        "bid_qty1": 95,
        "ask_qty1": 50
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002034:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002034:VWAP_RECLAIM",
      "symbol": "SZSE.002034",
      "name": "旺能环境",
      "side": "BUY",
      "priority": "W57",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.02,
      "exec_low": 16.26,
      "exec_high": 16.26,
      "invalid_price": 15.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.78,
      "entry_zone_high": 16.26,
      "entry_risk_pct": null,
      "intraday_vwap": 15.5475,
      "price_vs_vwap_pct": -0.2412,
      "energy_floor_hint_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": 0.0128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8906,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 15.51,
            "high": 15.51,
            "low": 15.5,
            "close": 15.5,
            "amount_yi": 0.0046
          },
          {
            "time": "11:08",
            "open": 15.47,
            "high": 15.47,
            "low": 15.47,
            "close": 15.47,
            "amount_yi": 0.0016
          },
          {
            "time": "11:09",
            "open": 15.46,
            "high": 15.46,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.0032
          },
          {
            "time": "11:10",
            "open": 15.46,
            "high": 15.48,
            "low": 15.46,
            "close": 15.48,
            "amount_yi": 0.0011
          },
          {
            "time": "11:11",
            "open": 15.51,
            "high": 15.51,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 15.51,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 15.31,
        "open": 15.35,
        "high": 15.7,
        "low": 15.3,
        "bid1": 15.49,
        "ask1": 15.51,
        "bid_qty1": 7,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002144:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002144:VWAP_RECLAIM",
      "symbol": "SZSE.002144",
      "name": "宏达高科",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.42,
      "exec_low": 10.58,
      "exec_high": 10.58,
      "invalid_price": 10.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.26,
      "entry_zone_high": 10.58,
      "entry_risk_pct": null,
      "intraday_vwap": 10.2756,
      "price_vs_vwap_pct": -1.4169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0033,
        "prev_amount_yi": 0.0032,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0312,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 10.16,
            "high": 10.16,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.0011
          },
          {
            "time": "11:07",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0001
          },
          {
            "time": "11:08",
            "open": 10.14,
            "high": 10.14,
            "low": 10.14,
            "close": 10.14,
            "amount_yi": 0.0007
          },
          {
            "time": "11:09",
            "open": 10.12,
            "high": 10.12,
            "low": 10.12,
            "close": 10.12,
            "amount_yi": 0.0007
          },
          {
            "time": "11:10",
            "open": 10.12,
            "high": 10.13,
            "low": 10.12,
            "close": 10.13,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 10.13,
        "ts": "2026-07-03T11:10:30",
        "prev_close": 10.15,
        "open": 10.25,
        "high": 10.41,
        "low": 10.1,
        "bid1": 10.12,
        "ask1": 10.13,
        "bid_qty1": 31,
        "ask_qty1": 142
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600626:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600626:VWAP_RECLAIM",
      "symbol": "SHSE.600626",
      "name": "申达股份",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 3.46,
      "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": 3.3143,
      "price_vs_vwap_pct": -1.0349,
      "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": 0.005,
        "prev_amount_yi": 0.0026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9231,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:03",
            "open": 3.29,
            "high": 3.29,
            "low": 3.28,
            "close": 3.28,
            "amount_yi": 0.0001
          },
          {
            "time": "11:04",
            "open": 3.28,
            "high": 3.29,
            "low": 3.28,
            "close": 3.29,
            "amount_yi": 0.0011
          },
          {
            "time": "11:07",
            "open": 3.29,
            "high": 3.29,
            "low": 3.28,
            "close": 3.28,
            "amount_yi": 0.0001
          },
          {
            "time": "11:08",
            "open": 3.28,
            "high": 3.28,
            "low": 3.28,
            "close": 3.28,
            "amount_yi": 0.0015
          },
          {
            "time": "11:09",
            "open": 3.28,
            "high": 3.28,
            "low": 3.28,
            "close": 3.28,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 3.28,
        "ts": "2026-07-03T11:10:50",
        "prev_close": 3.28,
        "open": 3.27,
        "high": 3.35,
        "low": 3.26,
        "bid1": 3.27,
        "ask1": 3.28,
        "bid_qty1": 1659,
        "ask_qty1": 335
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600448:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600448:VWAP_RECLAIM",
      "symbol": "SHSE.600448",
      "name": "华纺股份",
      "side": "BUY",
      "priority": "W60",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.71,
      "exec_low": 2.75,
      "exec_high": 2.75,
      "invalid_price": 2.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.67,
      "entry_zone_high": 2.75,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6176,
      "price_vs_vwap_pct": -1.4364,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0057,
        "prev_amount_yi": 0.0081,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7037,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:04",
            "open": 2.59,
            "high": 2.59,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0027
          },
          {
            "time": "11:05",
            "open": 2.58,
            "high": 2.59,
            "low": 2.58,
            "close": 2.59,
            "amount_yi": 0.0007
          },
          {
            "time": "11:08",
            "open": 2.59,
            "high": 2.59,
            "low": 2.59,
            "close": 2.59,
            "amount_yi": 0.0001
          },
          {
            "time": "11:09",
            "open": 2.58,
            "high": 2.58,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0021
          },
          {
            "time": "11:11",
            "open": 2.58,
            "high": 2.58,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.58,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 2.61,
        "open": 2.64,
        "high": 2.65,
        "low": 2.57,
        "bid1": 2.57,
        "ask1": 2.58,
        "bid_qty1": 1713,
        "ask_qty1": 522
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000803:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000803:VWAP_RECLAIM",
      "symbol": "SZSE.000803",
      "name": "山高环能",
      "side": "BUY",
      "priority": "W61",
      "status": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 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": 6.9955,
      "price_vs_vwap_pct": -1.5081,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0137,
        "prev_amount_yi": 0.0109,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2569,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 6.92,
            "high": 6.92,
            "low": 6.91,
            "close": 6.91,
            "amount_yi": 0.0016
          },
          {
            "time": "11:08",
            "open": 6.91,
            "high": 6.91,
            "low": 6.91,
            "close": 6.91,
            "amount_yi": 0.0002
          },
          {
            "time": "11:09",
            "open": 6.9,
            "high": 6.9,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0052
          },
          {
            "time": "11:10",
            "open": 6.9,
            "high": 6.9,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0006
          },
          {
            "time": "11:11",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 6.89,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 6.96,
        "open": 6.97,
        "high": 7.12,
        "low": 6.89,
        "bid1": 6.89,
        "ask1": 6.91,
        "bid_qty1": 66,
        "ask_qty1": 209
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 3.69,
      "intraday_vwap": 5.4481,
      "price_vs_vwap_pct": -0.6993,
      "energy_floor_hint_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": 0.0121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.562,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 5.42,
            "high": 5.42,
            "low": 5.42,
            "close": 5.42,
            "amount_yi": 0.0027
          },
          {
            "time": "11:08",
            "open": 5.41,
            "high": 5.41,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0009
          },
          {
            "time": "11:09",
            "open": 5.43,
            "high": 5.43,
            "low": 5.42,
            "close": 5.42,
            "amount_yi": 0.0023
          },
          {
            "time": "11:10",
            "open": 5.42,
            "high": 5.42,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0003
          },
          {
            "time": "11:11",
            "open": 5.41,
            "high": 5.41,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 5.41,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 5.35,
        "open": 5.38,
        "high": 5.5,
        "low": 5.36,
        "bid1": 5.41,
        "ask1": 5.42,
        "bid_qty1": 107,
        "ask_qty1": 245
      },
      "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": "2026-07-03T11:11:07",
      "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": 3.0406,
      "price_vs_vwap_pct": -0.6775,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0081,
        "prev_amount_yi": 0.0239,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 3.02,
            "high": 3.02,
            "low": 3.02,
            "close": 3.02,
            "amount_yi": 0.0016
          },
          {
            "time": "11:08",
            "open": 3.01,
            "high": 3.01,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0005
          },
          {
            "time": "11:09",
            "open": 3.01,
            "high": 3.01,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0036
          },
          {
            "time": "11:10",
            "open": 3.01,
            "high": 3.02,
            "low": 3.01,
            "close": 3.02,
            "amount_yi": 0.0021
          },
          {
            "time": "11:11",
            "open": 3.02,
            "high": 3.02,
            "low": 3.02,
            "close": 3.02,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 3.02,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 3.04,
        "open": 3.05,
        "high": 3.08,
        "low": 3.0,
        "bid1": 3.01,
        "ask1": 3.02,
        "bid_qty1": 8456,
        "ask_qty1": 4300
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 4.93,
      "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": 4.6763,
      "price_vs_vwap_pct": -1.2039,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0043,
        "prev_amount_yi": 0.0122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 4.65,
            "high": 4.65,
            "low": 4.64,
            "close": 4.64,
            "amount_yi": 0.0014
          },
          {
            "time": "11:07",
            "open": 4.64,
            "high": 4.64,
            "low": 4.64,
            "close": 4.64,
            "amount_yi": 0.0001
          },
          {
            "time": "11:08",
            "open": 4.63,
            "high": 4.63,
            "low": 4.63,
            "close": 4.63,
            "amount_yi": 0.0014
          },
          {
            "time": "11:09",
            "open": 4.62,
            "high": 4.62,
            "low": 4.62,
            "close": 4.62,
            "amount_yi": 0.0013
          },
          {
            "time": "11:10",
            "open": 4.63,
            "high": 4.63,
            "low": 4.62,
            "close": 4.62,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.62,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 4.6,
        "open": 4.65,
        "high": 4.75,
        "low": 4.6,
        "bid1": 4.62,
        "ask1": 4.63,
        "bid_qty1": 307,
        "ask_qty1": 285
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002098:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002098:VWAP_RECLAIM",
      "symbol": "SZSE.002098",
      "name": "浔兴股份",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.77,
      "exec_low": 6.87,
      "exec_high": 6.87,
      "invalid_price": 6.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.67,
      "entry_zone_high": 6.87,
      "entry_risk_pct": null,
      "intraday_vwap": 6.7234,
      "price_vs_vwap_pct": -0.7942,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0023,
        "prev_amount_yi": 0.0026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:05",
            "open": 6.69,
            "high": 6.69,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0001
          },
          {
            "time": "11:06",
            "open": 6.7,
            "high": 6.7,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0005
          },
          {
            "time": "11:08",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0004
          },
          {
            "time": "11:09",
            "open": 6.68,
            "high": 6.68,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0009
          },
          {
            "time": "11:10",
            "open": 6.66,
            "high": 6.67,
            "low": 6.66,
            "close": 6.67,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:10:48",
        "prev_close": 6.6,
        "open": 6.66,
        "high": 6.81,
        "low": 6.61,
        "bid1": 6.66,
        "ask1": 6.68,
        "bid_qty1": 307,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000779:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000779:VWAP_RECLAIM",
      "symbol": "SZSE.000779",
      "name": "甘咨询",
      "side": "BUY",
      "priority": "W66",
      "status": "TOUCHED",
      "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": "2026-07-03T11:11:07",
      "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": 8.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.06,
      "entry_zone_high": 8.3,
      "entry_risk_pct": null,
      "intraday_vwap": 8.2301,
      "price_vs_vwap_pct": 1.6999,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0353,
        "prev_amount_yi": 0.034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0382,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 8.37,
            "high": 8.38,
            "low": 8.37,
            "close": 8.38,
            "amount_yi": 0.0084
          },
          {
            "time": "11:08",
            "open": 8.39,
            "high": 8.39,
            "low": 8.39,
            "close": 8.39,
            "amount_yi": 0.0021
          },
          {
            "time": "11:09",
            "open": 8.4,
            "high": 8.4,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0159
          },
          {
            "time": "11:10",
            "open": 8.37,
            "high": 8.37,
            "low": 8.37,
            "close": 8.37,
            "amount_yi": 0.0079
          },
          {
            "time": "11:11",
            "open": 8.37,
            "high": 8.37,
            "low": 8.37,
            "close": 8.37,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:03",
        "prev_close": 8.12,
        "open": 8.16,
        "high": 8.4,
        "low": 8.11,
        "bid1": 8.37,
        "ask1": 8.38,
        "bid_qty1": 208,
        "ask_qty1": 290
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002042:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002042:VWAP_RECLAIM",
      "symbol": "SZSE.002042",
      "name": "华孚时尚",
      "side": "BUY",
      "priority": "W67",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.67,
      "exec_low": 3.73,
      "exec_high": 3.73,
      "invalid_price": 3.56,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.78,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.61,
      "entry_zone_high": 3.73,
      "entry_risk_pct": null,
      "intraday_vwap": 3.5564,
      "price_vs_vwap_pct": -0.7423,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0071,
        "prev_amount_yi": 0.0131,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.542,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0012
          },
          {
            "time": "11:07",
            "open": 3.53,
            "high": 3.54,
            "low": 3.53,
            "close": 3.54,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0001
          },
          {
            "time": "11:09",
            "open": 3.52,
            "high": 3.52,
            "low": 3.52,
            "close": 3.52,
            "amount_yi": 0.0053
          },
          {
            "time": "11:10",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 3.53,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 3.54,
        "open": 3.55,
        "high": 3.6,
        "low": 3.52,
        "bid1": 3.52,
        "ask1": 3.53,
        "bid_qty1": 5846,
        "ask_qty1": 531
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000813:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000813:VWAP_RECLAIM",
      "symbol": "SZSE.000813",
      "name": "德展健康",
      "side": "BUY",
      "priority": "W68",
      "status": "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": "2026-07-03T11:11:07",
      "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": 3.1802,
      "price_vs_vwap_pct": -1.2641,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0115,
        "prev_amount_yi": 0.0079,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4557,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 3.13,
            "high": 3.13,
            "low": 3.12,
            "close": 3.12,
            "amount_yi": 0.0006
          },
          {
            "time": "11:07",
            "open": 3.12,
            "high": 3.13,
            "low": 3.12,
            "close": 3.13,
            "amount_yi": 0.0022
          },
          {
            "time": "11:08",
            "open": 3.12,
            "high": 3.12,
            "low": 3.12,
            "close": 3.12,
            "amount_yi": 0.0004
          },
          {
            "time": "11:09",
            "open": 3.12,
            "high": 3.13,
            "low": 3.12,
            "close": 3.13,
            "amount_yi": 0.0011
          },
          {
            "time": "11:10",
            "open": 3.13,
            "high": 3.13,
            "low": 3.13,
            "close": 3.13,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 3.14,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 3.15,
        "open": 3.16,
        "high": 3.25,
        "low": 3.11,
        "bid1": 3.13,
        "ask1": 3.14,
        "bid_qty1": 540,
        "ask_qty1": 1598
      },
      "previous_state": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 3.6939,
      "intraday_vwap": 3.7579,
      "price_vs_vwap_pct": 0.5881,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0179,
        "prev_amount_yi": 0.0364,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4918,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 3.8,
            "high": 3.8,
            "low": 3.79,
            "close": 3.79,
            "amount_yi": 0.0067
          },
          {
            "time": "11:08",
            "open": 3.79,
            "high": 3.79,
            "low": 3.79,
            "close": 3.79,
            "amount_yi": 0.0006
          },
          {
            "time": "11:09",
            "open": 3.79,
            "high": 3.79,
            "low": 3.78,
            "close": 3.78,
            "amount_yi": 0.0063
          },
          {
            "time": "11:10",
            "open": 3.78,
            "high": 3.78,
            "low": 3.78,
            "close": 3.78,
            "amount_yi": 0.0029
          },
          {
            "time": "11:11",
            "open": 3.78,
            "high": 3.78,
            "low": 3.78,
            "close": 3.78,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": 3.78,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 3.67,
        "open": 3.69,
        "high": 3.8,
        "low": 3.67,
        "bid1": 3.77,
        "ask1": 3.79,
        "bid_qty1": 1241,
        "ask_qty1": 2334
      },
      "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": "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": "2026-07-03T11:11:07",
      "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": 5.8321,
      "price_vs_vwap_pct": -0.5504,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0157,
        "prev_amount_yi": 0.009,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 5.82,
            "high": 5.82,
            "low": 5.81,
            "close": 5.81,
            "amount_yi": 0.0038
          },
          {
            "time": "11:08",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0002
          },
          {
            "time": "11:09",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0002
          },
          {
            "time": "11:10",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.01
          },
          {
            "time": "11:11",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 5.8,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 5.79,
        "open": 5.79,
        "high": 5.88,
        "low": 5.78,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 97,
        "ask_qty1": 305
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 8.6842,
      "price_vs_vwap_pct": 0.7577,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0826,
        "prev_amount_yi": 0.0166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.9759,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 8.7,
            "high": 8.72,
            "low": 8.7,
            "close": 8.72,
            "amount_yi": 0.0113
          },
          {
            "time": "11:08",
            "open": 8.75,
            "high": 8.75,
            "low": 8.75,
            "close": 8.75,
            "amount_yi": 0.0083
          },
          {
            "time": "11:09",
            "open": 8.8,
            "high": 8.8,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.0394
          },
          {
            "time": "11:10",
            "open": 8.77,
            "high": 8.78,
            "low": 8.77,
            "close": 8.78,
            "amount_yi": 0.0201
          },
          {
            "time": "11:11",
            "open": 8.75,
            "high": 8.75,
            "low": 8.75,
            "close": 8.75,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 8.75,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 8.63,
        "open": 8.62,
        "high": 8.8,
        "low": 8.55,
        "bid1": 8.74,
        "ask1": 8.76,
        "bid_qty1": 358,
        "ask_qty1": 144
      },
      "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": "2026-07-03T11:11:07",
      "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": 7.4129,
      "price_vs_vwap_pct": 0.5005,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0193,
        "prev_amount_yi": 0.0286,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6748,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 7.46,
            "high": 7.47,
            "low": 7.46,
            "close": 7.47,
            "amount_yi": 0.0112
          },
          {
            "time": "11:08",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0027
          },
          {
            "time": "11:09",
            "open": 7.46,
            "high": 7.46,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0031
          },
          {
            "time": "11:10",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0017
          },
          {
            "time": "11:11",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 7.45,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 7.32,
        "open": 7.36,
        "high": 7.55,
        "low": 7.2,
        "bid1": 7.45,
        "ask1": 7.46,
        "bid_qty1": 191,
        "ask_qty1": 260
      },
      "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": "2026-07-03T11:11:07",
      "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": 9.0496,
      "price_vs_vwap_pct": 0.0044,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0185,
        "prev_amount_yi": 0.0605,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3058,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 9.05,
            "high": 9.06,
            "low": 9.05,
            "close": 9.06,
            "amount_yi": 0.0046
          },
          {
            "time": "11:08",
            "open": 9.06,
            "high": 9.06,
            "low": 9.06,
            "close": 9.06,
            "amount_yi": 0.0024
          },
          {
            "time": "11:09",
            "open": 9.07,
            "high": 9.07,
            "low": 9.06,
            "close": 9.06,
            "amount_yi": 0.0058
          },
          {
            "time": "11:10",
            "open": 9.06,
            "high": 9.06,
            "low": 9.06,
            "close": 9.06,
            "amount_yi": 0.0051
          },
          {
            "time": "11:11",
            "open": 9.05,
            "high": 9.05,
            "low": 9.05,
            "close": 9.05,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 9.05,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 9.18,
        "open": 9.14,
        "high": 9.39,
        "low": 8.87,
        "bid1": 9.05,
        "ask1": 9.06,
        "bid_qty1": 126,
        "ask_qty1": 73
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 10.7,
      "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": 10.1113,
      "price_vs_vwap_pct": -0.8041,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0093,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 10.08,
            "high": 10.08,
            "low": 10.08,
            "close": 10.08,
            "amount_yi": 0.0002
          },
          {
            "time": "11:08",
            "open": 10.07,
            "high": 10.07,
            "low": 10.07,
            "close": 10.07,
            "amount_yi": 0.0008
          },
          {
            "time": "11:09",
            "open": 10.06,
            "high": 10.06,
            "low": 10.06,
            "close": 10.06,
            "amount_yi": 0.0008
          },
          {
            "time": "11:10",
            "open": 10.04,
            "high": 10.04,
            "low": 10.04,
            "close": 10.04,
            "amount_yi": 0.0048
          },
          {
            "time": "11:11",
            "open": 10.03,
            "high": 10.03,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 10.03,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 10.08,
        "open": 10.13,
        "high": 10.25,
        "low": 9.93,
        "bid1": 10.03,
        "ask1": 10.04,
        "bid_qty1": 17,
        "ask_qty1": 106
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002021:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002021:VWAP_RECLAIM",
      "symbol": "SZSE.002021",
      "name": "中捷资源",
      "side": "BUY",
      "priority": "W75",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.65,
      "exec_low": 2.69,
      "exec_high": 2.69,
      "invalid_price": 2.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.61,
      "entry_zone_high": 2.69,
      "entry_risk_pct": null,
      "intraday_vwap": 2.5881,
      "price_vs_vwap_pct": -1.4721,
      "energy_floor_hint_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": 0.0034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.8824,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:05",
            "open": 2.57,
            "high": 2.57,
            "low": 2.56,
            "close": 2.56,
            "amount_yi": 0.0001
          },
          {
            "time": "11:06",
            "open": 2.56,
            "high": 2.57,
            "low": 2.56,
            "close": 2.57,
            "amount_yi": 0.0012
          },
          {
            "time": "11:07",
            "open": 2.57,
            "high": 2.57,
            "low": 2.57,
            "close": 2.57,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 2.56,
            "high": 2.56,
            "low": 2.56,
            "close": 2.56,
            "amount_yi": 0.0043
          },
          {
            "time": "11:09",
            "open": 2.55,
            "high": 2.56,
            "low": 2.55,
            "close": 2.56,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.55,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 2.5,
        "open": 2.51,
        "high": 2.67,
        "low": 2.49,
        "bid1": 2.55,
        "ask1": 2.56,
        "bid_qty1": 3297,
        "ask_qty1": 2557
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600884:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600884:VWAP_RECLAIM",
      "symbol": "SHSE.600884",
      "name": "杉杉股份",
      "side": "BUY",
      "priority": "W76",
      "status": "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": "2026-07-03T11:11:07",
      "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": 13.1771,
      "price_vs_vwap_pct": -0.5092,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1994,
        "prev_amount_yi": 0.0458,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.3537,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 13.14,
            "high": 13.14,
            "low": 13.14,
            "close": 13.14,
            "amount_yi": 0.0464
          },
          {
            "time": "11:08",
            "open": 13.13,
            "high": 13.13,
            "low": 13.13,
            "close": 13.13,
            "amount_yi": 0.0333
          },
          {
            "time": "11:09",
            "open": 13.12,
            "high": 13.12,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0311
          },
          {
            "time": "11:10",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.0667
          },
          {
            "time": "11:11",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.0219
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 13.11,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 13.21,
        "open": 13.22,
        "high": 13.35,
        "low": 13.07,
        "bid1": 13.1,
        "ask1": 13.11,
        "bid_qty1": 3553,
        "ask_qty1": 1005
      },
      "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": "2026-07-03T11:11:07",
      "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": 11.4947,
      "price_vs_vwap_pct": -0.8239,
      "energy_floor_hint_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": 0.0185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 11.44,
            "high": 11.44,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0042
          },
          {
            "time": "11:08",
            "open": 11.42,
            "high": 11.42,
            "low": 11.42,
            "close": 11.42,
            "amount_yi": 0.0019
          },
          {
            "time": "11:09",
            "open": 11.41,
            "high": 11.41,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.0113
          },
          {
            "time": "11:10",
            "open": 11.41,
            "high": 11.41,
            "low": 11.41,
            "close": 11.41,
            "amount_yi": 0.002
          },
          {
            "time": "11:11",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 11.4,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 11.51,
        "open": 11.57,
        "high": 11.73,
        "low": 11.35,
        "bid1": 11.4,
        "ask1": 11.42,
        "bid_qty1": 411,
        "ask_qty1": 39
      },
      "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": "2026-07-03T11:11:07",
      "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": 2.2099,
      "price_vs_vwap_pct": -0.9005,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0311,
        "prev_amount_yi": 0.0069,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.5072,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 2.21,
            "high": 2.22,
            "low": 2.21,
            "close": 2.22,
            "amount_yi": 0.0002
          },
          {
            "time": "11:07",
            "open": 2.21,
            "high": 2.21,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0159
          },
          {
            "time": "11:09",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0008
          },
          {
            "time": "11:10",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.014
          },
          {
            "time": "11:11",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.19,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 2.16,
        "open": 2.16,
        "high": 2.28,
        "low": 2.14,
        "bid1": 2.19,
        "ask1": 2.2,
        "bid_qty1": 2644,
        "ask_qty1": 1059
      },
      "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": "2026-07-03T11:11:07",
      "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": 9.4874,
      "price_vs_vwap_pct": -0.3942,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0194,
        "prev_amount_yi": 0.0199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9749,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 9.46,
            "high": 9.46,
            "low": 9.46,
            "close": 9.46,
            "amount_yi": 0.006
          },
          {
            "time": "11:08",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0009
          },
          {
            "time": "11:09",
            "open": 9.44,
            "high": 9.44,
            "low": 9.43,
            "close": 9.43,
            "amount_yi": 0.008
          },
          {
            "time": "11:10",
            "open": 9.44,
            "high": 9.44,
            "low": 9.44,
            "close": 9.44,
            "amount_yi": 0.0036
          },
          {
            "time": "11:11",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:06",
        "prev_close": 9.6,
        "open": 9.7,
        "high": 9.75,
        "low": 9.34,
        "bid1": 9.44,
        "ask1": 9.45,
        "bid_qty1": 2,
        "ask_qty1": 469
      },
      "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": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 4.2,
      "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": 3.9723,
      "price_vs_vwap_pct": 0.6973,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0048,
        "prev_amount_yi": 0.0122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3934,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 4.01,
            "high": 4.02,
            "low": 4.01,
            "close": 4.02,
            "amount_yi": 0.0008
          },
          {
            "time": "11:08",
            "open": 4.01,
            "high": 4.01,
            "low": 4.01,
            "close": 4.01,
            "amount_yi": 0.0002
          },
          {
            "time": "11:09",
            "open": 4.01,
            "high": 4.01,
            "low": 4.0,
            "close": 4.0,
            "amount_yi": 0.0004
          },
          {
            "time": "11:10",
            "open": 4.0,
            "high": 4.0,
            "low": 4.0,
            "close": 4.0,
            "amount_yi": 0.0031
          },
          {
            "time": "11:11",
            "open": 4.0,
            "high": 4.0,
            "low": 4.0,
            "close": 4.0,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.0,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 3.9,
        "open": 3.92,
        "high": 4.1,
        "low": 3.9,
        "bid1": 3.99,
        "ask1": 4.0,
        "bid_qty1": 944,
        "ask_qty1": 120
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 3.4278,
      "price_vs_vwap_pct": -1.1027,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.017,
        "prev_amount_yi": 0.0305,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 3.41,
            "high": 3.41,
            "low": 3.41,
            "close": 3.41,
            "amount_yi": 0.0012
          },
          {
            "time": "11:08",
            "open": 3.41,
            "high": 3.41,
            "low": 3.41,
            "close": 3.41,
            "amount_yi": 0.0011
          },
          {
            "time": "11:09",
            "open": 3.4,
            "high": 3.4,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.012
          },
          {
            "time": "11:10",
            "open": 3.4,
            "high": 3.4,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.0021
          },
          {
            "time": "11:11",
            "open": 3.39,
            "high": 3.39,
            "low": 3.39,
            "close": 3.39,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 3.39,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 3.39,
        "open": 3.39,
        "high": 3.55,
        "low": 3.34,
        "bid1": 3.39,
        "ask1": 3.4,
        "bid_qty1": 3883,
        "ask_qty1": 1681
      },
      "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": "2026-07-03T11:11:07",
      "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": 5.5074,
      "price_vs_vwap_pct": -0.3159,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0168,
        "prev_amount_yi": 0.0136,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2353,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 5.5,
            "high": 5.5,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0009
          },
          {
            "time": "11:08",
            "open": 5.5,
            "high": 5.5,
            "low": 5.5,
            "close": 5.5,
            "amount_yi": 0.0003
          },
          {
            "time": "11:09",
            "open": 5.49,
            "high": 5.5,
            "low": 5.49,
            "close": 5.5,
            "amount_yi": 0.0034
          },
          {
            "time": "11:10",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0119
          },
          {
            "time": "11:11",
            "open": 5.49,
            "high": 5.49,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": "2026-07-03T11:11:03",
        "prev_close": 5.54,
        "open": 5.49,
        "high": 5.65,
        "low": 5.43,
        "bid1": 5.49,
        "ask1": 5.5,
        "bid_qty1": 452,
        "ask_qty1": 178
      },
      "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": "2026-07-03T11:11:07",
      "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": 2.5247,
      "price_vs_vwap_pct": -0.5822,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0079,
        "prev_amount_yi": 0.0078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0128,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 2.5,
            "high": 2.5,
            "low": 2.5,
            "close": 2.5,
            "amount_yi": 0.0021
          },
          {
            "time": "11:08",
            "open": 2.5,
            "high": 2.5,
            "low": 2.5,
            "close": 2.5,
            "amount_yi": 0.0007
          },
          {
            "time": "11:09",
            "open": 2.51,
            "high": 2.51,
            "low": 2.5,
            "close": 2.5,
            "amount_yi": 0.0025
          },
          {
            "time": "11:10",
            "open": 2.5,
            "high": 2.5,
            "low": 2.5,
            "close": 2.5,
            "amount_yi": 0.0023
          },
          {
            "time": "11:11",
            "open": 2.51,
            "high": 2.51,
            "low": 2.51,
            "close": 2.51,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 2.51,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 2.51,
        "open": 2.52,
        "high": 2.55,
        "low": 2.5,
        "bid1": 2.5,
        "ask1": 2.51,
        "bid_qty1": 21140,
        "ask_qty1": 6914
      },
      "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": "2026-07-03T11:11:07",
      "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": 23.9306,
      "price_vs_vwap_pct": 1.6272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3683,
        "prev_amount_yi": 0.258,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4275,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 24.44,
            "high": 24.46,
            "low": 24.44,
            "close": 24.46,
            "amount_yi": 0.1532
          },
          {
            "time": "11:08",
            "open": 24.4,
            "high": 24.4,
            "low": 24.4,
            "close": 24.4,
            "amount_yi": 0.0503
          },
          {
            "time": "11:09",
            "open": 24.36,
            "high": 24.38,
            "low": 24.36,
            "close": 24.38,
            "amount_yi": 0.0739
          },
          {
            "time": "11:10",
            "open": 24.39,
            "high": 24.39,
            "low": 24.31,
            "close": 24.31,
            "amount_yi": 0.0851
          },
          {
            "time": "11:11",
            "open": 24.32,
            "high": 24.32,
            "low": 24.32,
            "close": 24.32,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 24.32,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 23.3,
        "open": 23.47,
        "high": 24.48,
        "low": 23.46,
        "bid1": 24.31,
        "ask1": 24.32,
        "bid_qty1": 10,
        "ask_qty1": 6
      },
      "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": "2026-07-03T11:11:07",
      "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": 0.0008,
        "prev_amount_yi": 0.0004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "10:28",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0002
          },
          {
            "time": "10:29",
            "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": 86957.21,
      "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": "2026-07-03T11:11:02",
        "prev_close": 12.73,
        "open": 11.46,
        "high": 11.46,
        "low": 11.46,
        "bid1": 0.0,
        "ask1": 11.46,
        "bid_qty1": 0,
        "ask_qty1": 646742
      },
      "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": "2026-07-03T11:11:07",
      "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": 18.068,
      "price_vs_vwap_pct": -1.2066,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0415,
        "prev_amount_yi": 0.0594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6987,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 17.88,
            "high": 17.88,
            "low": 17.88,
            "close": 17.88,
            "amount_yi": 0.0116
          },
          {
            "time": "11:08",
            "open": 17.88,
            "high": 17.88,
            "low": 17.88,
            "close": 17.88,
            "amount_yi": 0.0078
          },
          {
            "time": "11:09",
            "open": 17.86,
            "high": 17.86,
            "low": 17.86,
            "close": 17.86,
            "amount_yi": 0.0075
          },
          {
            "time": "11:10",
            "open": 17.85,
            "high": 17.86,
            "low": 17.85,
            "close": 17.86,
            "amount_yi": 0.0139
          },
          {
            "time": "11:11",
            "open": 17.85,
            "high": 17.85,
            "low": 17.85,
            "close": 17.85,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 17.85,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 18.19,
        "open": 18.31,
        "high": 18.5,
        "low": 17.7,
        "bid1": 17.85,
        "ask1": 17.86,
        "bid_qty1": 194,
        "ask_qty1": 146
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "sim_reason": "invalid_price_broken",
      "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": 12.5833,
      "price_vs_vwap_pct": -1.6156,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0312,
        "prev_amount_yi": 0.0447,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.698,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 12.4,
            "high": 12.4,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0081
          },
          {
            "time": "11:08",
            "open": 12.4,
            "high": 12.4,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0034
          },
          {
            "time": "11:09",
            "open": 12.4,
            "high": 12.4,
            "low": 12.39,
            "close": 12.39,
            "amount_yi": 0.0059
          },
          {
            "time": "11:10",
            "open": 12.39,
            "high": 12.39,
            "low": 12.39,
            "close": 12.39,
            "amount_yi": 0.0061
          },
          {
            "time": "11:11",
            "open": 12.38,
            "high": 12.38,
            "low": 12.38,
            "close": 12.38,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 12.38,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 12.5,
        "open": 12.59,
        "high": 12.87,
        "low": 12.36,
        "bid1": 12.38,
        "ask1": 12.39,
        "bid_qty1": 804,
        "ask_qty1": 62
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 35.5462,
      "price_vs_vwap_pct": -0.8614,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.03,
        "prev_amount_yi": 0.0184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6304,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 35.29,
            "high": 35.29,
            "low": 35.28,
            "close": 35.28,
            "amount_yi": 0.0046
          },
          {
            "time": "11:08",
            "open": 35.3,
            "high": 35.3,
            "low": 35.3,
            "close": 35.3,
            "amount_yi": 0.0014
          },
          {
            "time": "11:09",
            "open": 35.28,
            "high": 35.28,
            "low": 35.24,
            "close": 35.24,
            "amount_yi": 0.0144
          },
          {
            "time": "11:10",
            "open": 35.22,
            "high": 35.26,
            "low": 35.22,
            "close": 35.26,
            "amount_yi": 0.0088
          },
          {
            "time": "11:11",
            "open": 35.24,
            "high": 35.24,
            "low": 35.24,
            "close": 35.24,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 35.24,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 35.38,
        "open": 35.66,
        "high": 36.04,
        "low": 35.2,
        "bid1": 35.23,
        "ask1": 35.24,
        "bid_qty1": 14,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300314:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300314:VWAP_RECLAIM",
      "symbol": "SZSE.300314",
      "name": "戴维医疗",
      "side": "BUY",
      "priority": "W89",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.93,
      "exec_low": 10.08,
      "exec_high": 10.08,
      "invalid_price": 9.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 婴童概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.78,
      "entry_zone_high": 10.08,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8435,
      "price_vs_vwap_pct": -0.8483,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0043,
        "prev_amount_yi": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2632,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 9.77,
            "high": 9.77,
            "low": 9.77,
            "close": 9.77,
            "amount_yi": 0.0006
          },
          {
            "time": "11:08",
            "open": 9.77,
            "high": 9.77,
            "low": 9.77,
            "close": 9.77,
            "amount_yi": 0.0004
          },
          {
            "time": "11:09",
            "open": 9.76,
            "high": 9.76,
            "low": 9.76,
            "close": 9.76,
            "amount_yi": 0.0024
          },
          {
            "time": "11:10",
            "open": 9.75,
            "high": 9.75,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.0008
          },
          {
            "time": "11:11",
            "open": 9.76,
            "high": 9.76,
            "low": 9.76,
            "close": 9.76,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 9.76,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 9.69,
        "open": 9.78,
        "high": 9.95,
        "low": 9.7,
        "bid1": 9.75,
        "ask1": 9.76,
        "bid_qty1": 63,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002693:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.002693:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002693",
      "name": "双成药业",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 10.5217,
      "price_vs_vwap_pct": -4.1029,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0268,
        "prev_amount_yi": 0.0453,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5916,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 10.1,
            "high": 10.1,
            "low": 10.09,
            "close": 10.09,
            "amount_yi": 0.0091
          },
          {
            "time": "11:08",
            "open": 10.09,
            "high": 10.09,
            "low": 10.09,
            "close": 10.09,
            "amount_yi": 0.0029
          },
          {
            "time": "11:09",
            "open": 10.08,
            "high": 10.09,
            "low": 10.08,
            "close": 10.09,
            "amount_yi": 0.0068
          },
          {
            "time": "11:10",
            "open": 10.08,
            "high": 10.08,
            "low": 10.08,
            "close": 10.08,
            "amount_yi": 0.0063
          },
          {
            "time": "11:11",
            "open": 10.09,
            "high": 10.09,
            "low": 10.09,
            "close": 10.09,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 10.09,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 10.67,
        "open": 10.51,
        "high": 11.27,
        "low": 9.92,
        "bid1": 10.09,
        "ask1": 10.1,
        "bid_qty1": 24,
        "ask_qty1": 140
      },
      "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": "2026-07-03T11:11:07",
      "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": 14.8461,
      "price_vs_vwap_pct": -2.0618,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0396,
        "prev_amount_yi": 0.0372,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 14.56,
            "high": 14.56,
            "low": 14.54,
            "close": 14.54,
            "amount_yi": 0.007
          },
          {
            "time": "11:08",
            "open": 14.54,
            "high": 14.54,
            "low": 14.54,
            "close": 14.54,
            "amount_yi": 0.0014
          },
          {
            "time": "11:09",
            "open": 14.54,
            "high": 14.54,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.014
          },
          {
            "time": "11:10",
            "open": 14.58,
            "high": 14.58,
            "low": 14.58,
            "close": 14.58,
            "amount_yi": 0.013
          },
          {
            "time": "11:11",
            "open": 14.54,
            "high": 14.54,
            "low": 14.54,
            "close": 14.54,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 14.54,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 14.66,
        "open": 15.46,
        "high": 15.47,
        "low": 14.28,
        "bid1": 14.53,
        "ask1": 14.57,
        "bid_qty1": 24,
        "ask_qty1": 39
      },
      "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": "2026-07-03T11:11:07",
      "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": 6.6184,
      "price_vs_vwap_pct": -2.8466,
      "energy_floor_hint_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": 0.0254,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5118,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 6.46,
            "high": 6.46,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.0042
          },
          {
            "time": "11:08",
            "open": 6.44,
            "high": 6.44,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.0007
          },
          {
            "time": "11:09",
            "open": 6.44,
            "high": 6.44,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0056
          },
          {
            "time": "11:10",
            "open": 6.44,
            "high": 6.44,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.0013
          },
          {
            "time": "11:11",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.43,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 6.25,
        "open": 6.43,
        "high": 6.88,
        "low": 6.39,
        "bid1": 6.43,
        "ask1": 6.44,
        "bid_qty1": 250,
        "ask_qty1": 414
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000028:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000028:VWAP_RECLAIM",
      "symbol": "SZSE.000028",
      "name": "国药一致",
      "side": "BUY",
      "priority": "W93",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.92,
      "exec_low": 20.22,
      "exec_high": 20.22,
      "invalid_price": 19.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.62,
      "entry_zone_high": 20.22,
      "entry_risk_pct": null,
      "intraday_vwap": 19.8968,
      "price_vs_vwap_pct": -0.1347,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0033,
        "prev_amount_yi": 0.0044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.75,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 19.89,
            "high": 19.89,
            "low": 19.88,
            "close": 19.88,
            "amount_yi": 0.0008
          },
          {
            "time": "11:08",
            "open": 19.88,
            "high": 19.88,
            "low": 19.88,
            "close": 19.88,
            "amount_yi": 0.0009
          },
          {
            "time": "11:09",
            "open": 19.88,
            "high": 19.88,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0007
          },
          {
            "time": "11:10",
            "open": 19.87,
            "high": 19.87,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0007
          },
          {
            "time": "11:11",
            "open": 19.87,
            "high": 19.87,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 19.87,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 19.75,
        "open": 19.72,
        "high": 20.07,
        "low": 19.69,
        "bid1": 19.87,
        "ask1": 19.88,
        "bid_qty1": 94,
        "ask_qty1": 0
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W94",
      "status": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 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": 3.6067,
      "price_vs_vwap_pct": -0.7403,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0093,
        "prev_amount_yi": 0.0039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3846,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:05",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0029
          },
          {
            "time": "11:06",
            "open": 3.57,
            "high": 3.57,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0013
          },
          {
            "time": "11:08",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0021
          },
          {
            "time": "11:09",
            "open": 3.58,
            "high": 3.58,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0005
          },
          {
            "time": "11:10",
            "open": 3.58,
            "high": 3.58,
            "low": 3.58,
            "close": 3.58,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 3.58,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 3.58,
        "open": 3.61,
        "high": 3.65,
        "low": 3.56,
        "bid1": 3.57,
        "ask1": 3.58,
        "bid_qty1": 1710,
        "ask_qty1": 559
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 19.9066,
      "price_vs_vwap_pct": -0.2341,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0159,
        "prev_amount_yi": 0.0208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7644,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 19.87,
            "high": 19.87,
            "low": 19.86,
            "close": 19.86,
            "amount_yi": 0.0045
          },
          {
            "time": "11:08",
            "open": 19.85,
            "high": 19.85,
            "low": 19.85,
            "close": 19.85,
            "amount_yi": 0.0049
          },
          {
            "time": "11:09",
            "open": 19.87,
            "high": 19.87,
            "low": 19.85,
            "close": 19.85,
            "amount_yi": 0.0024
          },
          {
            "time": "11:10",
            "open": 19.86,
            "high": 19.87,
            "low": 19.86,
            "close": 19.87,
            "amount_yi": 0.0021
          },
          {
            "time": "11:11",
            "open": 19.86,
            "high": 19.86,
            "low": 19.86,
            "close": 19.86,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 19.86,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 19.75,
        "open": 19.8,
        "high": 20.12,
        "low": 19.73,
        "bid1": 19.85,
        "ask1": 19.86,
        "bid_qty1": 65,
        "ask_qty1": 32
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:11:07",
      "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": 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": 10.4715,
      "price_vs_vwap_pct": -1.0648,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0152,
        "prev_amount_yi": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 10.37,
            "high": 10.37,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0013
          },
          {
            "time": "11:08",
            "open": 10.36,
            "high": 10.36,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.001
          },
          {
            "time": "11:09",
            "open": 10.36,
            "high": 10.36,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0079
          },
          {
            "time": "11:10",
            "open": 10.35,
            "high": 10.36,
            "low": 10.35,
            "close": 10.36,
            "amount_yi": 0.0045
          },
          {
            "time": "11:11",
            "open": 10.36,
            "high": 10.36,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 10.36,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 10.51,
        "open": 10.57,
        "high": 10.74,
        "low": 10.29,
        "bid1": 10.36,
        "ask1": 10.37,
        "bid_qty1": 26,
        "ask_qty1": 192
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T11:11:07",
      "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": 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": null,
      "intraday_vwap": 16.0839,
      "price_vs_vwap_pct": -0.8947,
      "energy_floor_hint_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": 0.0383,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6031,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 15.96,
            "high": 15.96,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.003
          },
          {
            "time": "11:08",
            "open": 15.96,
            "high": 15.96,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.0087
          },
          {
            "time": "11:09",
            "open": 15.96,
            "high": 15.96,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.0045
          },
          {
            "time": "11:10",
            "open": 15.95,
            "high": 15.95,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.0057
          },
          {
            "time": "11:11",
            "open": 15.94,
            "high": 15.94,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 15.94,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 15.92,
        "open": 15.96,
        "high": 16.21,
        "low": 15.94,
        "bid1": 15.94,
        "ask1": 15.95,
        "bid_qty1": 233,
        "ask_qty1": 303
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T11:11:07",
      "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": 69.2249,
      "price_vs_vwap_pct": -1.2061,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0412,
        "prev_amount_yi": 0.078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5282,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 68.45,
            "high": 68.45,
            "low": 68.45,
            "close": 68.45,
            "amount_yi": 0.0068
          },
          {
            "time": "11:08",
            "open": 68.48,
            "high": 68.48,
            "low": 68.48,
            "close": 68.48,
            "amount_yi": 0.0044
          },
          {
            "time": "11:09",
            "open": 68.46,
            "high": 68.46,
            "low": 68.4,
            "close": 68.4,
            "amount_yi": 0.0196
          },
          {
            "time": "11:10",
            "open": 68.4,
            "high": 68.42,
            "low": 68.4,
            "close": 68.42,
            "amount_yi": 0.0066
          },
          {
            "time": "11:11",
            "open": 68.39,
            "high": 68.39,
            "low": 68.39,
            "close": 68.39,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 68.39,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 69.11,
        "open": 69.93,
        "high": 70.38,
        "low": 68.12,
        "bid1": 68.39,
        "ask1": 68.4,
        "bid_qty1": 58,
        "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": "2026-07-03T11:11:07",
      "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": 3.2951,
      "intraday_vwap": 20.9585,
      "price_vs_vwap_pct": -0.0883,
      "energy_floor_hint_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": 0.0432,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.169,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 20.94,
            "high": 20.94,
            "low": 20.94,
            "close": 20.94,
            "amount_yi": 0.0021
          },
          {
            "time": "11:08",
            "open": 20.95,
            "high": 20.95,
            "low": 20.95,
            "close": 20.95,
            "amount_yi": 0.0011
          },
          {
            "time": "11:09",
            "open": 20.94,
            "high": 20.94,
            "low": 20.94,
            "close": 20.94,
            "amount_yi": 0.0015
          },
          {
            "time": "11:10",
            "open": 20.93,
            "high": 20.94,
            "low": 20.93,
            "close": 20.94,
            "amount_yi": 0.0017
          },
          {
            "time": "11:11",
            "open": 20.94,
            "high": 20.94,
            "low": 20.94,
            "close": 20.94,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43478.6,
      "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": "2026-07-03T11:11:05",
        "prev_close": 20.79,
        "open": 20.84,
        "high": 21.12,
        "low": 20.81,
        "bid1": 20.93,
        "ask1": 20.94,
        "bid_qty1": 27,
        "ask_qty1": 144
      },
      "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": "2026-07-03T11:11:07",
      "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": 23.1816,
      "price_vs_vwap_pct": -0.6108,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0428,
        "prev_amount_yi": 0.0714,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5994,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 23.06,
            "high": 23.06,
            "low": 23.04,
            "close": 23.04,
            "amount_yi": 0.0112
          },
          {
            "time": "11:08",
            "open": 23.05,
            "high": 23.05,
            "low": 23.05,
            "close": 23.05,
            "amount_yi": 0.0034
          },
          {
            "time": "11:09",
            "open": 23.05,
            "high": 23.05,
            "low": 23.03,
            "close": 23.03,
            "amount_yi": 0.0114
          },
          {
            "time": "11:10",
            "open": 23.04,
            "high": 23.04,
            "low": 23.04,
            "close": 23.04,
            "amount_yi": 0.0103
          },
          {
            "time": "11:11",
            "open": 23.04,
            "high": 23.04,
            "low": 23.04,
            "close": 23.04,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 23.04,
        "ts": "2026-07-03T11:11:06",
        "prev_close": 23.03,
        "open": 23.2,
        "high": 23.53,
        "low": 22.92,
        "bid1": 23.03,
        "ask1": 23.04,
        "bid_qty1": 114,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600521:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600521:VWAP_RECLAIM",
      "symbol": "SHSE.600521",
      "name": "华海药业",
      "side": "BUY",
      "priority": "W101",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.19,
      "exec_low": 15.42,
      "exec_high": 15.42,
      "invalid_price": 14.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.96,
      "entry_zone_high": 15.42,
      "entry_risk_pct": null,
      "intraday_vwap": 15.0835,
      "price_vs_vwap_pct": -0.2221,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0499,
        "prev_amount_yi": 0.1479,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 15.09,
            "high": 15.1,
            "low": 15.09,
            "close": 15.1,
            "amount_yi": 0.0125
          },
          {
            "time": "11:08",
            "open": 15.09,
            "high": 15.09,
            "low": 15.09,
            "close": 15.09,
            "amount_yi": 0.0154
          },
          {
            "time": "11:09",
            "open": 15.06,
            "high": 15.06,
            "low": 15.05,
            "close": 15.05,
            "amount_yi": 0.0098
          },
          {
            "time": "11:10",
            "open": 15.08,
            "high": 15.08,
            "low": 15.08,
            "close": 15.08,
            "amount_yi": 0.0111
          },
          {
            "time": "11:11",
            "open": 15.05,
            "high": 15.05,
            "low": 15.05,
            "close": 15.05,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 15.05,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 14.91,
        "open": 15.12,
        "high": 15.3,
        "low": 14.9,
        "bid1": 15.05,
        "ask1": 15.06,
        "bid_qty1": 289,
        "ask_qty1": 240
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300452:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300452:VWAP_RECLAIM",
      "symbol": "SZSE.300452",
      "name": "山河药辅",
      "side": "BUY",
      "priority": "W102",
      "status": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 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": 12.305,
      "price_vs_vwap_pct": -1.0971,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0016,
        "prev_amount_yi": 0.0025,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.64,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:06",
            "open": 12.19,
            "high": 12.19,
            "low": 12.19,
            "close": 12.19,
            "amount_yi": 0.0004
          },
          {
            "time": "11:07",
            "open": 12.2,
            "high": 12.2,
            "low": 12.18,
            "close": 12.18,
            "amount_yi": 0.0004
          },
          {
            "time": "11:08",
            "open": 12.17,
            "high": 12.17,
            "low": 12.17,
            "close": 12.17,
            "amount_yi": 0.0001
          },
          {
            "time": "11:09",
            "open": 12.17,
            "high": 12.17,
            "low": 12.17,
            "close": 12.17,
            "amount_yi": 0.0006
          },
          {
            "time": "11:10",
            "open": 12.17,
            "high": 12.18,
            "low": 12.17,
            "close": 12.18,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 12.17,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 12.2,
        "open": 12.33,
        "high": 12.45,
        "low": 12.13,
        "bid1": 12.17,
        "ask1": 12.18,
        "bid_qty1": 87,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 29.715,
      "price_vs_vwap_pct": -0.7572,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0492,
        "prev_amount_yi": 0.1092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4505,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 29.49,
            "high": 29.49,
            "low": 29.49,
            "close": 29.49,
            "amount_yi": 0.016
          },
          {
            "time": "11:08",
            "open": 29.5,
            "high": 29.5,
            "low": 29.5,
            "close": 29.5,
            "amount_yi": 0.004
          },
          {
            "time": "11:09",
            "open": 29.49,
            "high": 29.49,
            "low": 29.48,
            "close": 29.48,
            "amount_yi": 0.0112
          },
          {
            "time": "11:10",
            "open": 29.46,
            "high": 29.49,
            "low": 29.46,
            "close": 29.49,
            "amount_yi": 0.0144
          },
          {
            "time": "11:11",
            "open": 29.49,
            "high": 29.49,
            "low": 29.49,
            "close": 29.49,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 29.49,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 29.49,
        "open": 29.99,
        "high": 30.3,
        "low": 29.24,
        "bid1": 29.48,
        "ask1": 29.49,
        "bid_qty1": 18,
        "ask_qty1": 66
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T11:11:07",
      "sim_reason": "near_trigger",
      "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": null,
      "intraday_vwap": 4.4858,
      "price_vs_vwap_pct": -0.5751,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0122,
        "prev_amount_yi": 0.0075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:04",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0009
          },
          {
            "time": "11:05",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0006
          },
          {
            "time": "11:07",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0001
          },
          {
            "time": "11:09",
            "open": 4.45,
            "high": 4.46,
            "low": 4.45,
            "close": 4.46,
            "amount_yi": 0.0091
          },
          {
            "time": "11:10",
            "open": 4.45,
            "high": 4.46,
            "low": 4.45,
            "close": 4.46,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 4.46,
        "ts": "2026-07-03T11:11:00",
        "prev_close": 4.45,
        "open": 4.46,
        "high": 4.54,
        "low": 4.44,
        "bid1": 4.45,
        "ask1": 4.46,
        "bid_qty1": 102,
        "ask_qty1": 1396
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600062:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600062:VWAP_RECLAIM",
      "symbol": "SHSE.600062",
      "name": "华润双鹤",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.96,
      "exec_low": 17.21,
      "exec_high": 17.21,
      "invalid_price": 16.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:11:07",
      "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": 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": 16.8675,
      "price_vs_vwap_pct": -0.5187,
      "energy_floor_hint_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": 0.0199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6633,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 16.78,
            "high": 16.78,
            "low": 16.77,
            "close": 16.77,
            "amount_yi": 0.0008
          },
          {
            "time": "11:08",
            "open": 16.78,
            "high": 16.78,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.001
          },
          {
            "time": "11:09",
            "open": 16.77,
            "high": 16.77,
            "low": 16.76,
            "close": 16.76,
            "amount_yi": 0.0034
          },
          {
            "time": "11:10",
            "open": 16.76,
            "high": 16.77,
            "low": 16.76,
            "close": 16.77,
            "amount_yi": 0.0079
          },
          {
            "time": "11:11",
            "open": 16.78,
            "high": 16.78,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 16.78,
        "ts": "2026-07-03T11:11:05",
        "prev_close": 16.75,
        "open": 16.76,
        "high": 17.1,
        "low": 16.71,
        "bid1": 16.77,
        "ask1": 16.78,
        "bid_qty1": 55,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600085:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600085:VWAP_RECLAIM",
      "symbol": "SHSE.600085",
      "name": "同仁堂",
      "side": "BUY",
      "priority": "W106",
      "status": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 24.38,
      "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": 23.461,
      "price_vs_vwap_pct": -0.9846,
      "energy_floor_hint_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": 0.0323,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4427,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:07",
            "open": 23.26,
            "high": 23.26,
            "low": 23.25,
            "close": 23.25,
            "amount_yi": 0.002
          },
          {
            "time": "11:08",
            "open": 23.25,
            "high": 23.25,
            "low": 23.25,
            "close": 23.25,
            "amount_yi": 0.0037
          },
          {
            "time": "11:09",
            "open": 23.25,
            "high": 23.25,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0046
          },
          {
            "time": "11:10",
            "open": 23.23,
            "high": 23.23,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0029
          },
          {
            "time": "11:11",
            "open": 23.23,
            "high": 23.23,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 23.23,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 23.28,
        "open": 23.44,
        "high": 23.73,
        "low": 23.22,
        "bid1": 23.23,
        "ask1": 23.24,
        "bid_qty1": 44,
        "ask_qty1": 85
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-03T11:11:07",
      "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": 7.1062,
      "price_vs_vwap_pct": -1.7759,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.113,
        "prev_amount_yi": 0.2504,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4513,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:07",
            "open": 6.98,
            "high": 6.99,
            "low": 6.98,
            "close": 6.99,
            "amount_yi": 0.0402
          },
          {
            "time": "11:08",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0127
          },
          {
            "time": "11:09",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0209
          },
          {
            "time": "11:10",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0309
          },
          {
            "time": "11:11",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86957.21,
      "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": 6.98,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 7.76,
        "open": 7.56,
        "high": 7.67,
        "low": 6.98,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 11387,
        "ask_qty1": 12172
      },
      "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": 138.7,
      "exec_low": 135.74,
      "exec_high": 139.81,
      "invalid_price": 135.23,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:11:07",
      "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": 139.81,
      "dynamic_exec_high": 139.81,
      "entry_zone_low": 135.74,
      "entry_zone_high": 139.81,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 135.737,
      "price_vs_vwap_pct": 2.1829,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217392.22,
      "current_position_value": 139116.1,
      "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": 138.7,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 146.99,
        "low": 127.0,
        "bid1": 138.69,
        "ask1": 138.7,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600353:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SHSE.600353:POSITION_TREND_ADD",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 45.33,
      "exec_low": 44.14,
      "exec_high": 45.71,
      "invalid_price": 44.2,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 42.3,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 45.71,
      "dynamic_exec_high": 45.71,
      "entry_zone_low": 44.14,
      "entry_zone_high": 45.71,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 44.1379,
      "price_vs_vwap_pct": 2.7009,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217392.22,
      "current_position_value": 9066.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 200,
      "t0_protection_qty_cap": 200,
      "ma5": null,
      "quote": {
        "last": 45.33,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 46.44,
        "low": 42.26,
        "bid1": 45.33,
        "ask1": 45.35,
        "bid_qty1": 81,
        "ask_qty1": 15
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 580734.0,
    "market_value": 506227.1,
    "total_value": 1086961.1,
    "unrealized_pnl": 51884.9816382968,
    "unrealized_pnl_pct_of_initial": 5.18849816382968,
    "realized_pnl": 35076.118361703295,
    "realized_pnl_pct_of_initial": 3.5076118361703297,
    "total_pnl": 86961.1000000001,
    "total_pnl_pct": 8.696110000000012
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 38400,
      "avg_cost": 3.565,
      "last_price": 3.99,
      "market_value": 153216.0,
      "unrealized_pnl": 16320.000000000011,
      "unrealized_pnl_pct": 11.921458625525961,
      "updated_at": "2026-07-03T11:11:07",
      "prev_close": 4.06,
      "holding_days": 2,
      "position_pct_of_total": 14.095812628437207
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 1001,
      "avg_cost": 124.28448712255774,
      "last_price": 138.7,
      "market_value": 139116.09999999998,
      "unrealized_pnl": 14458.759416074581,
      "unrealized_pnl_pct": 11.598803045489525,
      "updated_at": "2026-07-03T11:11:07",
      "prev_close": 135.05,
      "holding_days": 2,
      "position_pct_of_total": 12.798627292181841
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 110.65,
      "last_price": 113.46,
      "market_value": 90768.0,
      "unrealized_pnl": 2247.9999999999905,
      "unrealized_pnl_pct": 2.5395390872119172,
      "updated_at": "2026-07-03T11:11:07",
      "prev_close": 117.31,
      "holding_days": 10,
      "position_pct_of_total": 8.350620827185075
    },
    {
      "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": "2026-07-03T11:11:07",
      "prev_close": 63.23,
      "holding_days": 2,
      "position_pct_of_total": 7.038430354131347
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 400,
      "sellable_qty": 400,
      "avg_cost": 83.20444444444445,
      "last_price": 93.89,
      "market_value": 37556.0,
      "unrealized_pnl": 4274.222222222221,
      "unrealized_pnl_pct": 12.84252977939213,
      "updated_at": "2026-07-03T11:11:07",
      "prev_close": 95.98,
      "holding_days": 6,
      "position_pct_of_total": 3.4551374469610727
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 45.33,
      "market_value": 9066.0,
      "unrealized_pnl": 1075.999999999999,
      "unrealized_pnl_pct": 13.466833541927393,
      "updated_at": "2026-07-03T11:11:07",
      "prev_close": 42.3,
      "holding_days": 9,
      "position_pct_of_total": 0.8340684869035331
    }
  ],
  "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": 113.46,
      "avg_cost": 110.65,
      "pnl_pct": 2.5395,
      "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": 93.89,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 12.8425,
      "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": 138.7,
      "exec_low": 135.74,
      "exec_high": 139.81,
      "invalid_price": 135.23,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:11:07",
      "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": 139.81,
      "dynamic_exec_high": 139.81,
      "entry_zone_low": 135.74,
      "entry_zone_high": 139.81,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 135.737,
      "price_vs_vwap_pct": 2.1829,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217392.22,
      "current_position_value": 139116.1,
      "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": 138.7,
        "ts": "2026-07-03T11:11:03",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 146.99,
        "low": 127.0,
        "bid1": 138.69,
        "ask1": 138.7,
        "bid_qty1": 6,
        "ask_qty1": 2
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600353:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SHSE.600353:POSITION_TREND_ADD",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 45.33,
      "exec_low": 44.14,
      "exec_high": 45.71,
      "invalid_price": 44.2,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:11:07",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 42.3,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 45.71,
      "dynamic_exec_high": 45.71,
      "entry_zone_low": 44.14,
      "entry_zone_high": 45.71,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 44.1379,
      "price_vs_vwap_pct": 2.7009,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217392.22,
      "current_position_value": 9066.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 200,
      "t0_protection_qty_cap": 200,
      "ma5": null,
      "quote": {
        "last": 45.33,
        "ts": "2026-07-03T11:11:04",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 46.44,
        "low": 42.26,
        "bid1": 45.33,
        "ask1": 45.35,
        "bid_qty1": 81,
        "ask_qty1": 15
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 35.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "STRUCTURAL_HOTSPOT",
    "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "STRUCTURAL_HOTSPOT",
      "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 35.0,
      "effective_shadow_total_position_pct": 35.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": true,
        "market_gate_reason": "structural_hotspot_hot_theme_entry_only",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "STRUCTURAL_HOTSPOT",
          "label": "结构性热点确认：热点内 Strict Gate",
          "entry_policy": "hot_theme_strict_gate",
          "official_buy_allowed": true,
          "reason": "structural_hotspot_confirmed_hot_theme_only",
          "pool_up_ratio": 0.5,
          "active_up_ratio": 0.6667,
          "active_positive": 8,
          "active_positive_min": 1,
          "active_above_vwap": 7,
          "active_total": 12,
          "sample_total": 120,
          "dominant_theme": "贵金属 / 黄金概念",
          "dominant_theme_share": 0.5472,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SZSE.000975",
            "SHSE.601069",
            "SHSE.600547"
          ],
          "structural_hot_themes": [
            {
              "theme": "贵金属 / 黄金概念",
              "count": 6,
              "top_symbols": [
                "SHSE.601069",
                "SHSE.600988",
                "SZSE.000975",
                "SHSE.600547",
                "SHSE.600489"
              ],
              "top_return_pct": 10.0212
            },
            {
              "theme": "纺织制造 / 纺织行业",
              "count": 2,
              "top_symbols": [
                "SZSE.002072",
                "SHSE.600493"
              ],
              "top_return_pct": 10.0457
            }
          ],
          "structural_symbol_whitelist": [
            "SZSE.000975",
            "SHSE.601069",
            "SHSE.600547"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "external_tech_shock_gate": {
            "schema_version": "external_tech_shock_gate_v1",
            "enabled": true,
            "level": "EXTREME",
            "score": 100.0,
            "label": "外部科技冲击极高",
            "entry_policy": "risk_only_for_tech",
            "tech_new_buy_allowed": false,
            "earliest_entry_time": "13:10",
            "position_cap_pct": 35.0,
            "risk_priority_boost": true,
            "reasons": [
              "sox_negative_-9.43%",
              "korea_tech_negative_-10.38%",
              "asia_tech_circuit_breaker",
              "quant_panic_deep_water_risk"
            ],
            "source_file": "reports/external_checks/external_tech_shock_20260703.json",
            "source_status": "ok",
            "source_generated_at": "2026-07-03T09:25:15+08:00"
          },
          "sample_rows": [
            {
              "symbol": "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": 9.443041681638519,
              "above_vwap": true,
              "amount": 262799850.0
            },
            {
              "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": 25.49241834917726,
              "above_vwap": true,
              "amount": 439517334.0
            },
            {
              "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": 30.903784885015618,
              "above_vwap": true,
              "amount": 1026951314.0
            },
            {
              "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": 19.74863332974053,
              "above_vwap": true,
              "amount": 1227600721.0
            },
            {
              "symbol": "SHSE.600547",
              "name": "山东黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 7,
              "ret_pct": 7.48552522746071,
              "last": 25.99,
              "vwap": 25.94685444147259,
              "above_vwap": true,
              "amount": 2983044988.0
            },
            {
              "symbol": "SHSE.600489",
              "name": "中金黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 10,
              "ret_pct": 6.862231534834984,
              "last": 20.4,
              "vwap": 20.353851338336902,
              "above_vwap": true,
              "amount": 2472720196.0
            },
            {
              "symbol": "SZSE.002294",
              "name": "信立泰",
              "theme": "芬太尼 / 仿制药",
              "paper_scope": "shadow_active",
              "priority": 1,
              "ret_pct": 6.750823271130635,
              "last": 38.9,
              "vwap": 38.16691794564512,
              "above_vwap": true,
              "amount": 1681580971.0
            },
            {
              "symbol": "SHSE.601899",
              "name": "紫金矿业",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_active",
              "priority": 11,
              "ret_pct": 6.235741444866916,
              "last": 27.94,
              "vwap": 27.99712665065901,
              "above_vwap": false,
              "amount": 10708441791.0
            },
            {
              "symbol": "SHSE.600531",
              "name": "豫光金铅",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 5.2596089008766,
              "last": 15.61,
              "vwap": 15.555768931222328,
              "above_vwap": true,
              "amount": 1476038691.0
            },
            {
              "symbol": "SZSE.002155",
              "name": "湖南黄金",
              "theme": "贵金属 / 黄金概念",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 5.211726384364823,
              "last": 25.84,
              "vwap": 25.95473173137518,
              "above_vwap": false,
              "amount": 1894539688.0
            },
            {
              "symbol": "SHSE.603518",
              "name": "锦泓集团",
              "theme": "纺织制造 / 服装鞋类",
              "paper_scope": "shadow_watch",
              "priority": 999,
              "ret_pct": 5.1724137931034475,
              "last": 7.93,
              "vwap": 7.806499973243432,
              "above_vwap": true,
              "amount": 58352026.0
            },
            {
              "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": 5.109489051094873,
              "last": 5.76,
              "vwap": 5.706171369300054,
              "above_vwap": true,
              "amount": 43459913.0
            }
          ]
        },
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "EXTREME",
          "score": 100.0,
          "label": "外部科技冲击极高",
          "entry_policy": "risk_only_for_tech",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "13:10",
          "position_cap_pct": 35.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-9.43%",
            "korea_tech_negative_-10.38%",
            "asia_tech_circuit_breaker",
            "quant_panic_deep_water_risk"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260703.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-03T09:25:15+08:00"
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 122,
    "active_plan_contracts": 12,
    "watch_candidate_contracts": 108,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 4,
    "filled_official_orders": 0,
    "position_add_signals": 2,
    "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
  }
}