{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260702",
  "trade_date": "20260703",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "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": 0.5449,
      "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
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.045662100456632,
          "last": 9.64,
          "vwap": 9.443273540347704,
          "above_vwap": true,
          "amount": 263116042.0
        },
        {
          "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": 25.494255802001465,
          "above_vwap": true,
          "amount": 441491676.0
        },
        {
          "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": 30.904639638152464,
          "above_vwap": true,
          "amount": 1029677693.0
        },
        {
          "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": 19.749097775408977,
          "above_vwap": true,
          "amount": 1233901905.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.7336641852771,
          "last": 26.05,
          "vwap": 25.94781573020582,
          "above_vwap": true,
          "amount": 3020860276.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 7.2812991094814095,
          "last": 20.48,
          "vwap": 20.355476491088353,
          "above_vwap": true,
          "amount": 2515069751.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.778265642151471,
          "last": 38.91,
          "vwap": 38.19820546405549,
          "above_vwap": true,
          "amount": 1746865053.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.425855513307965,
          "last": 27.99,
          "vwap": 27.99712424559864,
          "above_vwap": false,
          "amount": 10869555922.0
        },
        {
          "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": 5.702917771883276,
          "last": 7.97,
          "vwap": 7.81591341063776,
          "above_vwap": true,
          "amount": 62011457.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.41530944625408,
          "last": 25.89,
          "vwap": 25.95384992920805,
          "above_vwap": false,
          "amount": 1913764223.0
        },
        {
          "symbol": "SZSE.002196",
          "name": "方正电机",
          "theme": "纺织制造 / 纺织机械",
          "paper_scope": "shadow_active",
          "priority": 2,
          "ret_pct": 5.291411042944794,
          "last": 13.73,
          "vwap": 13.62622902224166,
          "above_vwap": true,
          "amount": 813162931.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.192178017532023,
          "last": 15.6,
          "vwap": 15.557429087841165,
          "above_vwap": true,
          "amount": 1515766539.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "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": 0.5449,
        "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
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000975",
          "SHSE.601069",
          "SHSE.600547"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "EXTREME",
          "score": 100.0,
          "label": "外部科技冲击极高",
          "entry_policy": "risk_only_for_tech",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "13:10",
          "position_cap_pct": 35.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-9.43%",
            "korea_tech_negative_-10.38%",
            "asia_tech_circuit_breaker",
            "quant_panic_deep_water_risk"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260703.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-03T09:25:15+08:00"
        },
        "sample_rows": [
          {
            "symbol": "SZSE.002072",
            "name": "凯瑞德",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 10.045662100456632,
            "last": 9.64,
            "vwap": 9.443273540347704,
            "above_vwap": true,
            "amount": 263116042.0
          },
          {
            "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": 25.494255802001465,
            "above_vwap": true,
            "amount": 441491676.0
          },
          {
            "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": 30.904639638152464,
            "above_vwap": true,
            "amount": 1029677693.0
          },
          {
            "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": 19.749097775408977,
            "above_vwap": true,
            "amount": 1233901905.0
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 7,
            "ret_pct": 7.7336641852771,
            "last": 26.05,
            "vwap": 25.94781573020582,
            "above_vwap": true,
            "amount": 3020860276.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 10,
            "ret_pct": 7.2812991094814095,
            "last": 20.48,
            "vwap": 20.355476491088353,
            "above_vwap": true,
            "amount": 2515069751.0
          },
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 6.778265642151471,
            "last": 38.91,
            "vwap": 38.19820546405549,
            "above_vwap": true,
            "amount": 1746865053.0
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 11,
            "ret_pct": 6.425855513307965,
            "last": 27.99,
            "vwap": 27.99712424559864,
            "above_vwap": false,
            "amount": 10869555922.0
          },
          {
            "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": 5.702917771883276,
            "last": 7.97,
            "vwap": 7.81591341063776,
            "above_vwap": true,
            "amount": 62011457.0
          },
          {
            "symbol": "SZSE.002155",
            "name": "湖南黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.41530944625408,
            "last": 25.89,
            "vwap": 25.95384992920805,
            "above_vwap": false,
            "amount": 1913764223.0
          },
          {
            "symbol": "SZSE.002196",
            "name": "方正电机",
            "theme": "纺织制造 / 纺织机械",
            "paper_scope": "shadow_active",
            "priority": 2,
            "ret_pct": 5.291411042944794,
            "last": 13.73,
            "vwap": 13.62622902224166,
            "above_vwap": true,
            "amount": 813162931.0
          },
          {
            "symbol": "SHSE.600531",
            "name": "豫光金铅",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 5.192178017532023,
            "last": 15.6,
            "vwap": 15.557429087841165,
            "above_vwap": true,
            "amount": 1515766539.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait",
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "external_tech_shock_level": "EXTREME",
      "external_tech_entry_policy": "risk_only_for_tech"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "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": 0.5449,
      "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
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.045662100456632,
          "last": 9.64,
          "vwap": 9.443273540347704,
          "above_vwap": true,
          "amount": 263116042.0
        },
        {
          "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": 25.494255802001465,
          "above_vwap": true,
          "amount": 441491676.0
        },
        {
          "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": 30.904639638152464,
          "above_vwap": true,
          "amount": 1029677693.0
        },
        {
          "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": 19.749097775408977,
          "above_vwap": true,
          "amount": 1233901905.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.7336641852771,
          "last": 26.05,
          "vwap": 25.94781573020582,
          "above_vwap": true,
          "amount": 3020860276.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 7.2812991094814095,
          "last": 20.48,
          "vwap": 20.355476491088353,
          "above_vwap": true,
          "amount": 2515069751.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.778265642151471,
          "last": 38.91,
          "vwap": 38.19820546405549,
          "above_vwap": true,
          "amount": 1746865053.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.425855513307965,
          "last": 27.99,
          "vwap": 27.99712424559864,
          "above_vwap": false,
          "amount": 10869555922.0
        },
        {
          "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": 5.702917771883276,
          "last": 7.97,
          "vwap": 7.81591341063776,
          "above_vwap": true,
          "amount": 62011457.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.41530944625408,
          "last": 25.89,
          "vwap": 25.95384992920805,
          "above_vwap": false,
          "amount": 1913764223.0
        },
        {
          "symbol": "SZSE.002196",
          "name": "方正电机",
          "theme": "纺织制造 / 纺织机械",
          "paper_scope": "shadow_active",
          "priority": 2,
          "ret_pct": 5.291411042944794,
          "last": 13.73,
          "vwap": 13.62622902224166,
          "above_vwap": true,
          "amount": 813162931.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.192178017532023,
          "last": 15.6,
          "vwap": 15.557429087841165,
          "above_vwap": true,
          "amount": 1515766539.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "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": 0.5449,
      "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
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SHSE.601069",
        "SHSE.600547"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.002072",
          "name": "凯瑞德",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 10.045662100456632,
          "last": 9.64,
          "vwap": 9.443273540347704,
          "above_vwap": true,
          "amount": 263116042.0
        },
        {
          "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": 25.494255802001465,
          "above_vwap": true,
          "amount": 441491676.0
        },
        {
          "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": 30.904639638152464,
          "above_vwap": true,
          "amount": 1029677693.0
        },
        {
          "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": 19.749097775408977,
          "above_vwap": true,
          "amount": 1233901905.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 7.7336641852771,
          "last": 26.05,
          "vwap": 25.94781573020582,
          "above_vwap": true,
          "amount": 3020860276.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 7.2812991094814095,
          "last": 20.48,
          "vwap": 20.355476491088353,
          "above_vwap": true,
          "amount": 2515069751.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 6.778265642151471,
          "last": 38.91,
          "vwap": 38.19820546405549,
          "above_vwap": true,
          "amount": 1746865053.0
        },
        {
          "symbol": "SHSE.601899",
          "name": "紫金矿业",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 11,
          "ret_pct": 6.425855513307965,
          "last": 27.99,
          "vwap": 27.99712424559864,
          "above_vwap": false,
          "amount": 10869555922.0
        },
        {
          "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": 5.702917771883276,
          "last": 7.97,
          "vwap": 7.81591341063776,
          "above_vwap": true,
          "amount": 62011457.0
        },
        {
          "symbol": "SZSE.002155",
          "name": "湖南黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.41530944625408,
          "last": 25.89,
          "vwap": 25.95384992920805,
          "above_vwap": false,
          "amount": 1913764223.0
        },
        {
          "symbol": "SZSE.002196",
          "name": "方正电机",
          "theme": "纺织制造 / 纺织机械",
          "paper_scope": "shadow_active",
          "priority": 2,
          "ret_pct": 5.291411042944794,
          "last": 13.73,
          "vwap": 13.62622902224166,
          "above_vwap": true,
          "amount": 813162931.0
        },
        {
          "symbol": "SHSE.600531",
          "name": "豫光金铅",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 5.192178017532023,
          "last": 15.6,
          "vwap": 15.557429087841165,
          "above_vwap": true,
          "amount": 1515766539.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "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": "2026-07-03T11:18:31",
  "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": "2026-07-03T11:18:31",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 19.01,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.18,
      "entry_zone_high": 18.74,
      "entry_risk_pct": null,
      "intraday_vwap": 19.7491,
      "price_vs_vwap_pct": 0.4603,
      "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": 0.0148,
        "prev_amount_yi": 0.0433,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0062
          },
          {
            "time": "11:17",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0069
          },
          {
            "time": "11:18",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 18.04,
        "open": 19.25,
        "high": 19.84,
        "low": 19.25,
        "bid1": 19.84,
        "ask1": 0.0,
        "bid_qty1": 75697,
        "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": "2026-07-03T11:18:31",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 37.95,
      "max_chase_pct": 3.0,
      "base_exec_high": 37.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 36.29,
      "entry_zone_high": 37.39,
      "entry_risk_pct": null,
      "intraday_vwap": 38.1982,
      "price_vs_vwap_pct": 1.8634,
      "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": 0.0915,
        "prev_amount_yi": 0.3886,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 38.93,
            "high": 38.93,
            "low": 38.9,
            "close": 38.9,
            "amount_yi": 0.0476
          },
          {
            "time": "11:17",
            "open": 38.94,
            "high": 38.94,
            "low": 38.94,
            "close": 38.94,
            "amount_yi": 0.0311
          },
          {
            "time": "11:18",
            "open": 38.91,
            "high": 38.91,
            "low": 38.91,
            "close": 38.91,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.91,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 36.44,
        "open": 37.0,
        "high": 39.18,
        "low": 36.52,
        "bid1": 38.9,
        "ask1": 38.91,
        "bid_qty1": 16,
        "ask_qty1": 11
      },
      "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": "2026-07-03T11:18:31",
      "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": "shadow_active",
      "chase_ceiling": 13.89,
      "max_chase_pct": 3.0,
      "base_exec_high": 13.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.29,
      "entry_zone_high": 13.69,
      "entry_risk_pct": 4.6613,
      "intraday_vwap": 13.6262,
      "price_vs_vwap_pct": 0.7618,
      "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": 0.0159,
        "prev_amount_yi": 0.0518,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3069,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 13.74,
            "high": 13.74,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0065
          },
          {
            "time": "11:17",
            "open": 13.73,
            "high": 13.73,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0071
          },
          {
            "time": "11:18",
            "open": 13.73,
            "high": 13.73,
            "low": 13.73,
            "close": 13.73,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 65167.93,
      "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": 13.73,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 13.04,
        "open": 13.1,
        "high": 13.94,
        "low": 13.05,
        "bid1": 13.72,
        "ask1": 13.73,
        "bid_qty1": 69,
        "ask_qty1": 46
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 钢铁行业",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 9.37,
      "max_chase_pct": 3.0,
      "base_exec_high": 9.37,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.96,
      "entry_zone_high": 9.24,
      "entry_risk_pct": null,
      "intraday_vwap": 8.7351,
      "price_vs_vwap_pct": -1.6611,
      "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": 0.0094,
        "prev_amount_yi": 0.0074,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2703,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 8.6,
            "high": 8.61,
            "low": 8.6,
            "close": 8.61,
            "amount_yi": 0.0018
          },
          {
            "time": "11:17",
            "open": 8.6,
            "high": 8.6,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.0054
          },
          {
            "time": "11:18",
            "open": 8.59,
            "high": 8.59,
            "low": 8.59,
            "close": 8.59,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.59,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 8.71,
        "open": 8.83,
        "high": 8.97,
        "low": 8.59,
        "bid1": 8.59,
        "ask1": 8.6,
        "bid_qty1": 420,
        "ask_qty1": 154
      },
      "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": "CANCELLED",
      "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": "2026-07-03T11:18:31",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 7.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.35,
      "entry_zone_high": 7.57,
      "entry_risk_pct": null,
      "intraday_vwap": 7.3494,
      "price_vs_vwap_pct": -2.1689,
      "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": 0.0084,
        "prev_amount_yi": 0.0074,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1351,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 7.2,
            "high": 7.21,
            "low": 7.2,
            "close": 7.21,
            "amount_yi": 0.0031
          },
          {
            "time": "11:17",
            "open": 7.2,
            "high": 7.2,
            "low": 7.2,
            "close": 7.2,
            "amount_yi": 0.0032
          },
          {
            "time": "11:18",
            "open": 7.19,
            "high": 7.19,
            "low": 7.19,
            "close": 7.19,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.19,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 7.4,
        "open": 7.49,
        "high": 7.52,
        "low": 7.18,
        "bid1": 7.19,
        "ask1": 7.2,
        "bid_qty1": 49,
        "ask_qty1": 339
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-03T11:18:31",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 24.64,
      "max_chase_pct": 3.0,
      "base_exec_high": 24.64,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.56,
      "entry_zone_high": 24.28,
      "entry_risk_pct": null,
      "intraday_vwap": 25.4943,
      "price_vs_vwap_pct": 1.6306,
      "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": 0.009,
        "prev_amount_yi": 0.0096,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9375,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0066
          },
          {
            "time": "11:17",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0015
          },
          {
            "time": "11:18",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 23.55,
        "open": 24.55,
        "high": 25.91,
        "low": 24.25,
        "bid1": 25.91,
        "ask1": 0.0,
        "bid_qty1": 60992,
        "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": "2026-07-03T11:18:31",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 7.62,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.29,
      "entry_zone_high": 7.51,
      "entry_risk_pct": null,
      "intraday_vwap": 6.6766,
      "price_vs_vwap_pct": -2.4953,
      "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": 0.009,
        "prev_amount_yi": 0.0245,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3673,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 6.5,
            "high": 6.51,
            "low": 6.5,
            "close": 6.51,
            "amount_yi": 0.0039
          },
          {
            "time": "11:17",
            "open": 6.5,
            "high": 6.5,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.0047
          },
          {
            "time": "11:18",
            "open": 6.51,
            "high": 6.51,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.51,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 6.71,
        "open": 6.79,
        "high": 7.0,
        "low": 6.44,
        "bid1": 6.5,
        "ask1": 6.51,
        "bid_qty1": 159,
        "ask_qty1": 104
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 25.51,
      "max_chase_pct": 3.0,
      "base_exec_high": 25.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.4,
      "entry_zone_high": 25.14,
      "entry_risk_pct": null,
      "intraday_vwap": 25.9478,
      "price_vs_vwap_pct": 0.3939,
      "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": 0.1459,
        "prev_amount_yi": 0.1767,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 26.02,
            "high": 26.04,
            "low": 26.02,
            "close": 26.04,
            "amount_yi": 0.0494
          },
          {
            "time": "11:17",
            "open": 26.01,
            "high": 26.01,
            "low": 26.01,
            "close": 26.01,
            "amount_yi": 0.0699
          },
          {
            "time": "11:18",
            "open": 26.05,
            "high": 26.05,
            "low": 26.05,
            "close": 26.05,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.05,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 24.18,
        "open": 25.39,
        "high": 26.48,
        "low": 25.1,
        "bid1": 26.04,
        "ask1": 26.05,
        "bid_qty1": 6,
        "ask_qty1": 32
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 47.05,
      "max_chase_pct": 3.0,
      "base_exec_high": 47.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 44.99,
      "entry_zone_high": 46.37,
      "entry_risk_pct": null,
      "intraday_vwap": 44.4182,
      "price_vs_vwap_pct": -0.2661,
      "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": 0.0874,
        "prev_amount_yi": 0.2278,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3837,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 44.09,
            "high": 44.09,
            "low": 44.09,
            "close": 44.09,
            "amount_yi": 0.0267
          },
          {
            "time": "11:17",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.0391
          },
          {
            "time": "11:18",
            "open": 44.3,
            "high": 44.3,
            "low": 44.3,
            "close": 44.3,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.3,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 44.75,
        "open": 44.0,
        "high": 46.93,
        "low": 42.93,
        "bid1": 44.2,
        "ask1": 44.3,
        "bid_qty1": 8,
        "ask_qty1": 24
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 10.38,
      "max_chase_pct": 3.0,
      "base_exec_high": 10.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.93,
      "entry_zone_high": 10.23,
      "entry_risk_pct": 5.0485,
      "intraday_vwap": 10.2456,
      "price_vs_vwap_pct": 0.531,
      "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": 0.026,
        "prev_amount_yi": 0.047,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5532,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 10.26,
            "high": 10.26,
            "low": 10.26,
            "close": 10.26,
            "amount_yi": 0.0067
          },
          {
            "time": "11:17",
            "open": 10.3,
            "high": 10.3,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0152
          },
          {
            "time": "11:18",
            "open": 10.3,
            "high": 10.3,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.3,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.42,
        "low": 9.85,
        "bid1": 10.29,
        "ask1": 10.3,
        "bid_qty1": 323,
        "ask_qty1": 321
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 19.86,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.99,
      "entry_zone_high": 19.57,
      "entry_risk_pct": null,
      "intraday_vwap": 20.3555,
      "price_vs_vwap_pct": 0.6116,
      "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": 0.1761,
        "prev_amount_yi": 0.2015,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8739,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "11:16",
            "open": 20.47,
            "high": 20.49,
            "low": 20.47,
            "close": 20.49,
            "amount_yi": 0.0794
          },
          {
            "time": "11:17",
            "open": 20.46,
            "high": 20.46,
            "low": 20.46,
            "close": 20.46,
            "amount_yi": 0.0539
          },
          {
            "time": "11:18",
            "open": 20.48,
            "high": 20.48,
            "low": 20.48,
            "close": 20.48,
            "amount_yi": 0.0428
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.48,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 19.09,
        "open": 19.9,
        "high": 20.69,
        "low": 19.71,
        "bid1": 20.47,
        "ask1": 20.48,
        "bid_qty1": 226,
        "ask_qty1": 415
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 27.77,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.56,
      "entry_zone_high": 27.36,
      "entry_risk_pct": null,
      "intraday_vwap": 27.9971,
      "price_vs_vwap_pct": -0.0254,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4939,
        "prev_amount_yi": 0.8266,
        "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": "11:16",
            "open": 28.01,
            "high": 28.02,
            "low": 28.01,
            "close": 28.02,
            "amount_yi": 0.2825
          },
          {
            "time": "11:17",
            "open": 27.98,
            "high": 27.98,
            "low": 27.98,
            "close": 27.98,
            "amount_yi": 0.1541
          },
          {
            "time": "11:18",
            "open": 27.99,
            "high": 27.99,
            "low": 27.99,
            "close": 27.99,
            "amount_yi": 0.0573
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130335.86,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.99,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 26.3,
        "open": 27.5,
        "high": 28.3,
        "low": 27.41,
        "bid1": 27.99,
        "ask1": 28.0,
        "bid_qty1": 25,
        "ask_qty1": 1133
      },
      "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": "2026-07-03T11:18:31",
      "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": 30.9046,
      "price_vs_vwap_pct": 1.0529,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.019,
        "prev_amount_yi": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8796,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0039
          },
          {
            "time": "11:15",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0025
          },
          {
            "time": "11:16",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0022
          },
          {
            "time": "11:17",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0052
          },
          {
            "time": "11:18",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:28",
        "prev_close": 28.39,
        "open": 30.37,
        "high": 31.23,
        "low": 29.86,
        "bid1": 31.23,
        "ask1": 0.0,
        "bid_qty1": 80362,
        "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": "2026-07-03T11:18:31",
      "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": 25.9538,
      "price_vs_vwap_pct": -0.2458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1186,
        "prev_amount_yi": 0.184,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6446,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 25.87,
            "high": 25.87,
            "low": 25.86,
            "close": 25.86,
            "amount_yi": 0.0271
          },
          {
            "time": "11:15",
            "open": 25.9,
            "high": 25.91,
            "low": 25.9,
            "close": 25.91,
            "amount_yi": 0.0263
          },
          {
            "time": "11:16",
            "open": 25.89,
            "high": 25.91,
            "low": 25.89,
            "close": 25.91,
            "amount_yi": 0.0292
          },
          {
            "time": "11:17",
            "open": 25.88,
            "high": 25.88,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.0292
          },
          {
            "time": "11:18",
            "open": 25.89,
            "high": 25.89,
            "low": 25.89,
            "close": 25.89,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.89,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 24.56,
        "open": 25.51,
        "high": 26.48,
        "low": 25.29,
        "bid1": 25.88,
        "ask1": 25.89,
        "bid_qty1": 42,
        "ask_qty1": 29
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.4475,
      "price_vs_vwap_pct": -1.5322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0061,
        "prev_amount_yi": 0.0024,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5417,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:10",
            "open": 2.41,
            "high": 2.41,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0023
          },
          {
            "time": "11:13",
            "open": 2.41,
            "high": 2.42,
            "low": 2.41,
            "close": 2.42,
            "amount_yi": 0.0023
          },
          {
            "time": "11:14",
            "open": 2.41,
            "high": 2.41,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0008
          },
          {
            "time": "11:15",
            "open": 2.41,
            "high": 2.41,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0001
          },
          {
            "time": "11:17",
            "open": 2.41,
            "high": 2.41,
            "low": 2.41,
            "close": 2.41,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:28",
        "prev_close": 2.41,
        "open": 2.43,
        "high": 2.48,
        "low": 2.4,
        "bid1": 2.41,
        "ask1": 2.42,
        "bid_qty1": 901,
        "ask_qty1": 1210
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.9859,
      "intraday_vwap": 8.5372,
      "price_vs_vwap_pct": -0.0843,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1214,
        "prev_amount_yi": 0.1624,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7475,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 8.51,
            "high": 8.52,
            "low": 8.51,
            "close": 8.52,
            "amount_yi": 0.0433
          },
          {
            "time": "11:15",
            "open": 8.52,
            "high": 8.53,
            "low": 8.52,
            "close": 8.53,
            "amount_yi": 0.0259
          },
          {
            "time": "11:16",
            "open": 8.53,
            "high": 8.53,
            "low": 8.53,
            "close": 8.53,
            "amount_yi": 0.0155
          },
          {
            "time": "11:17",
            "open": 8.53,
            "high": 8.53,
            "low": 8.53,
            "close": 8.53,
            "amount_yi": 0.0265
          },
          {
            "time": "11:18",
            "open": 8.53,
            "high": 8.53,
            "low": 8.53,
            "close": 8.53,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 8.53,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 8.2,
        "open": 8.5,
        "high": 8.69,
        "low": 8.35,
        "bid1": 8.52,
        "ask1": 8.53,
        "bid_qty1": 778,
        "ask_qty1": 477
      },
      "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": "2026-07-03T11:18:31",
      "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": 14.0366,
      "price_vs_vwap_pct": -0.9019,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1036,
        "prev_amount_yi": 0.1034,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 13.89,
            "high": 13.91,
            "low": 13.89,
            "close": 13.91,
            "amount_yi": 0.0206
          },
          {
            "time": "11:15",
            "open": 13.9,
            "high": 13.91,
            "low": 13.9,
            "close": 13.91,
            "amount_yi": 0.0115
          },
          {
            "time": "11:16",
            "open": 13.95,
            "high": 13.95,
            "low": 13.92,
            "close": 13.92,
            "amount_yi": 0.0228
          },
          {
            "time": "11:17",
            "open": 13.9,
            "high": 13.9,
            "low": 13.9,
            "close": 13.9,
            "amount_yi": 0.0398
          },
          {
            "time": "11:18",
            "open": 13.91,
            "high": 13.91,
            "low": 13.91,
            "close": 13.91,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.91,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 13.71,
        "open": 14.13,
        "high": 14.21,
        "low": 13.74,
        "bid1": 13.9,
        "ask1": 13.91,
        "bid_qty1": 578,
        "ask_qty1": 54
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.2941,
      "intraday_vwap": 34.1265,
      "price_vs_vwap_pct": -0.4879,
      "energy_floor_hint_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": 0.0109,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4495,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 33.95,
            "high": 34.03,
            "low": 33.95,
            "close": 34.03,
            "amount_yi": 0.0017
          },
          {
            "time": "11:15",
            "open": 33.99,
            "high": 33.99,
            "low": 33.95,
            "close": 33.95,
            "amount_yi": 0.0016
          },
          {
            "time": "11:16",
            "open": 33.96,
            "high": 33.96,
            "low": 33.95,
            "close": 33.95,
            "amount_yi": 0.0011
          },
          {
            "time": "11:17",
            "open": 33.95,
            "high": 33.95,
            "low": 33.95,
            "close": 33.95,
            "amount_yi": 0.0004
          },
          {
            "time": "11:18",
            "open": 33.96,
            "high": 33.96,
            "low": 33.96,
            "close": 33.96,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 33.96,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 33.35,
        "open": 33.67,
        "high": 34.4,
        "low": 33.55,
        "bid1": 33.96,
        "ask1": 34.0,
        "bid_qty1": 10,
        "ask_qty1": 9
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.4713,
      "price_vs_vwap_pct": -0.9017,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0011,
        "prev_amount_yi": 0.0038,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2895,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 3.44,
            "high": 3.44,
            "low": 3.44,
            "close": 3.44,
            "amount_yi": 0.0005
          },
          {
            "time": "11:15",
            "open": 3.44,
            "high": 3.44,
            "low": 3.43,
            "close": 3.43,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 3.43,
            "high": 3.44,
            "low": 3.43,
            "close": 3.44,
            "amount_yi": 0.0001
          },
          {
            "time": "11:17",
            "open": 3.44,
            "high": 3.44,
            "low": 3.44,
            "close": 3.44,
            "amount_yi": 0.0003
          },
          {
            "time": "11:18",
            "open": 3.44,
            "high": 3.44,
            "low": 3.44,
            "close": 3.44,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:28",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.5,
        "low": 3.43,
        "bid1": 3.43,
        "ask1": 3.44,
        "bid_qty1": 1510,
        "ask_qty1": 76
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.3029,
      "price_vs_vwap_pct": -0.7646,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.004,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 4.27,
            "high": 4.28,
            "low": 4.27,
            "close": 4.28,
            "amount_yi": 0.0007
          },
          {
            "time": "11:14",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.001
          },
          {
            "time": "11:15",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 4.26,
            "high": 4.27,
            "low": 4.26,
            "close": 4.27,
            "amount_yi": 0.002
          },
          {
            "time": "11:17",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 4.19,
        "open": 4.23,
        "high": 4.38,
        "low": 4.23,
        "bid1": 4.26,
        "ask1": 4.27,
        "bid_qty1": 1065,
        "ask_qty1": 285
      },
      "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": "TOUCHED",
      "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": "2026-07-03T11:18:31",
      "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": 11.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.26,
      "entry_zone_high": 11.6,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5098,
      "price_vs_vwap_pct": 0.8706,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.134,
        "prev_amount_yi": 0.1937,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6918,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 11.58,
            "high": 11.58,
            "low": 11.58,
            "close": 11.58,
            "amount_yi": 0.0282
          },
          {
            "time": "11:15",
            "open": 11.6,
            "high": 11.6,
            "low": 11.59,
            "close": 11.59,
            "amount_yi": 0.0306
          },
          {
            "time": "11:16",
            "open": 11.57,
            "high": 11.59,
            "low": 11.57,
            "close": 11.59,
            "amount_yi": 0.0346
          },
          {
            "time": "11:17",
            "open": 11.59,
            "high": 11.59,
            "low": 11.59,
            "close": 11.59,
            "amount_yi": 0.0288
          },
          {
            "time": "11:18",
            "open": 11.61,
            "high": 11.61,
            "low": 11.61,
            "close": 11.61,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.61,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 11.12,
        "open": 11.4,
        "high": 11.83,
        "low": 11.26,
        "bid1": 11.6,
        "ask1": 11.61,
        "bid_qty1": 55,
        "ask_qty1": 554
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-07-03T11:18:31",
      "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": 4.3001,
      "price_vs_vwap_pct": -0.9325,
      "energy_floor_hint_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": 0.0076,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 4.27,
            "high": 4.27,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0018
          },
          {
            "time": "11:15",
            "open": 4.27,
            "high": 4.27,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0063
          },
          {
            "time": "11:16",
            "open": 4.26,
            "high": 4.26,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0011
          },
          {
            "time": "11:17",
            "open": 4.26,
            "high": 4.26,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0022
          },
          {
            "time": "11:18",
            "open": 4.26,
            "high": 4.26,
            "low": 4.26,
            "close": 4.26,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.26,
        "ts": "2026-07-03T11:18:25",
        "prev_close": 4.29,
        "open": 4.3,
        "high": 4.35,
        "low": 4.25,
        "bid1": 4.25,
        "ask1": 4.26,
        "bid_qty1": 1906,
        "ask_qty1": 118
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.3169,
      "price_vs_vwap_pct": -1.161,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0043,
        "prev_amount_yi": 0.007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0036
          },
          {
            "time": "11:14",
            "open": 2.3,
            "high": 2.3,
            "low": 2.29,
            "close": 2.29,
            "amount_yi": 0.0002
          },
          {
            "time": "11:15",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 2.29,
            "high": 2.3,
            "low": 2.29,
            "close": 2.3,
            "amount_yi": 0.0003
          },
          {
            "time": "11:17",
            "open": 2.3,
            "high": 2.3,
            "low": 2.3,
            "close": 2.3,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.29,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 2.28,
        "open": 2.29,
        "high": 2.35,
        "low": 2.28,
        "bid1": 2.29,
        "ask1": 2.3,
        "bid_qty1": 15158,
        "ask_qty1": 1870
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.27,
      "entry_zone_high": 15.73,
      "entry_risk_pct": 3.5897,
      "intraday_vwap": 15.5574,
      "price_vs_vwap_pct": 0.2738,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2986,
        "prev_amount_yi": 0.2052,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 15.62,
            "high": 15.62,
            "low": 15.62,
            "close": 15.62,
            "amount_yi": 0.0786
          },
          {
            "time": "11:15",
            "open": 15.64,
            "high": 15.64,
            "low": 15.64,
            "close": 15.64,
            "amount_yi": 0.0268
          },
          {
            "time": "11:16",
            "open": 15.64,
            "high": 15.64,
            "low": 15.63,
            "close": 15.63,
            "amount_yi": 0.0201
          },
          {
            "time": "11:17",
            "open": 15.61,
            "high": 15.61,
            "low": 15.61,
            "close": 15.61,
            "amount_yi": 0.1694
          },
          {
            "time": "11:18",
            "open": 15.6,
            "high": 15.6,
            "low": 15.6,
            "close": 15.6,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 15.6,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 14.83,
        "open": 15.58,
        "high": 16.15,
        "low": 15.11,
        "bid1": 15.59,
        "ask1": 15.6,
        "bid_qty1": 684,
        "ask_qty1": 264
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.1371,
      "price_vs_vwap_pct": -3.0952,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0096,
        "prev_amount_yi": 0.0291,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3299,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 3.04,
            "high": 3.05,
            "low": 3.04,
            "close": 3.05,
            "amount_yi": 0.0062
          },
          {
            "time": "11:15",
            "open": 3.05,
            "high": 3.05,
            "low": 3.04,
            "close": 3.04,
            "amount_yi": 0.0005
          },
          {
            "time": "11:16",
            "open": 3.05,
            "high": 3.05,
            "low": 3.04,
            "close": 3.04,
            "amount_yi": 0.0004
          },
          {
            "time": "11:17",
            "open": 3.04,
            "high": 3.04,
            "low": 3.04,
            "close": 3.04,
            "amount_yi": 0.0024
          },
          {
            "time": "11:18",
            "open": 3.04,
            "high": 3.04,
            "low": 3.04,
            "close": 3.04,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.04,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 3.23,
        "open": 3.26,
        "high": 3.29,
        "low": 3.04,
        "bid1": 3.04,
        "ask1": 3.05,
        "bid_qty1": 1144,
        "ask_qty1": 2037
      },
      "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": "2026-07-03T11:18:31",
      "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": 6.0981,
      "price_vs_vwap_pct": -4.3965,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.134,
        "prev_amount_yi": 0.1076,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 5.93,
            "high": 5.93,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0577
          },
          {
            "time": "11:15",
            "open": 5.87,
            "high": 5.87,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.0377
          },
          {
            "time": "11:16",
            "open": 5.85,
            "high": 5.86,
            "low": 5.85,
            "close": 5.86,
            "amount_yi": 0.0239
          },
          {
            "time": "11:17",
            "open": 5.85,
            "high": 5.85,
            "low": 5.85,
            "close": 5.85,
            "amount_yi": 0.0085
          },
          {
            "time": "11:18",
            "open": 5.83,
            "high": 5.83,
            "low": 5.83,
            "close": 5.83,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 6.04,
        "open": 6.22,
        "high": 6.56,
        "low": 5.71,
        "bid1": 5.83,
        "ask1": 5.84,
        "bid_qty1": 557,
        "ask_qty1": 71
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.1804,
      "price_vs_vwap_pct": -1.4448,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0107,
        "prev_amount_yi": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9145,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 4.13,
            "high": 4.13,
            "low": 4.12,
            "close": 4.12,
            "amount_yi": 0.0058
          },
          {
            "time": "11:15",
            "open": 4.13,
            "high": 4.13,
            "low": 4.12,
            "close": 4.12,
            "amount_yi": 0.0004
          },
          {
            "time": "11:16",
            "open": 4.13,
            "high": 4.13,
            "low": 4.13,
            "close": 4.13,
            "amount_yi": 0.0016
          },
          {
            "time": "11:17",
            "open": 4.12,
            "high": 4.12,
            "low": 4.12,
            "close": 4.12,
            "amount_yi": 0.0025
          },
          {
            "time": "11:18",
            "open": 4.12,
            "high": 4.12,
            "low": 4.12,
            "close": 4.12,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:24",
        "prev_close": 4.19,
        "open": 4.17,
        "high": 4.25,
        "low": 4.12,
        "bid1": 4.12,
        "ask1": 4.13,
        "bid_qty1": 1227,
        "ask_qty1": 1093
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.8069,
      "price_vs_vwap_pct": -1.3146,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0361,
        "prev_amount_yi": 0.0443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8149,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 2.78,
            "high": 2.78,
            "low": 2.78,
            "close": 2.78,
            "amount_yi": 0.0023
          },
          {
            "time": "11:15",
            "open": 2.78,
            "high": 2.78,
            "low": 2.78,
            "close": 2.78,
            "amount_yi": 0.0016
          },
          {
            "time": "11:16",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0279
          },
          {
            "time": "11:17",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0029
          },
          {
            "time": "11:18",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:27",
        "prev_close": 2.79,
        "open": 2.79,
        "high": 2.83,
        "low": 2.77,
        "bid1": 2.77,
        "ask1": 2.78,
        "bid_qty1": 27042,
        "ask_qty1": 2697
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.9442,
      "price_vs_vwap_pct": -1.9053,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0289,
        "prev_amount_yi": 0.0631,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 4.87,
            "high": 4.87,
            "low": 4.86,
            "close": 4.86,
            "amount_yi": 0.003
          },
          {
            "time": "11:15",
            "open": 4.87,
            "high": 4.87,
            "low": 4.86,
            "close": 4.86,
            "amount_yi": 0.0013
          },
          {
            "time": "11:16",
            "open": 4.85,
            "high": 4.86,
            "low": 4.85,
            "close": 4.86,
            "amount_yi": 0.0127
          },
          {
            "time": "11:17",
            "open": 4.86,
            "high": 4.86,
            "low": 4.86,
            "close": 4.86,
            "amount_yi": 0.0088
          },
          {
            "time": "11:18",
            "open": 4.85,
            "high": 4.85,
            "low": 4.85,
            "close": 4.85,
            "amount_yi": 0.0031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.85,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 4.9,
        "open": 4.93,
        "high": 5.03,
        "low": 4.85,
        "bid1": 4.85,
        "ask1": 4.86,
        "bid_qty1": 2923,
        "ask_qty1": 1113
      },
      "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": "2026-07-03T11:18:31",
      "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": 8.8337,
      "price_vs_vwap_pct": -0.2683,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0307,
        "prev_amount_yi": 0.05,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.614,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 8.81,
            "high": 8.81,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.006
          },
          {
            "time": "11:15",
            "open": 8.8,
            "high": 8.8,
            "low": 8.79,
            "close": 8.79,
            "amount_yi": 0.0083
          },
          {
            "time": "11:16",
            "open": 8.79,
            "high": 8.79,
            "low": 8.78,
            "close": 8.78,
            "amount_yi": 0.0034
          },
          {
            "time": "11:17",
            "open": 8.79,
            "high": 8.79,
            "low": 8.79,
            "close": 8.79,
            "amount_yi": 0.0052
          },
          {
            "time": "11:18",
            "open": 8.81,
            "high": 8.81,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 8.59,
        "open": 8.47,
        "high": 9.08,
        "low": 8.41,
        "bid1": 8.8,
        "ask1": 8.81,
        "bid_qty1": 284,
        "ask_qty1": 611
      },
      "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": "2026-07-03T11:18:31",
      "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": 27.4218,
      "price_vs_vwap_pct": 2.8744,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0437,
        "prev_amount_yi": 0.1323,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 27.56,
            "high": 27.7,
            "low": 27.56,
            "close": 27.7,
            "amount_yi": 0.0162
          },
          {
            "time": "11:15",
            "open": 27.9,
            "high": 27.96,
            "low": 27.9,
            "close": 27.96,
            "amount_yi": 0.0053
          },
          {
            "time": "11:16",
            "open": 28.01,
            "high": 28.01,
            "low": 27.88,
            "close": 27.88,
            "amount_yi": 0.0092
          },
          {
            "time": "11:17",
            "open": 28.2,
            "high": 28.2,
            "low": 28.2,
            "close": 28.2,
            "amount_yi": 0.0066
          },
          {
            "time": "11:18",
            "open": 28.21,
            "high": 28.21,
            "low": 28.21,
            "close": 28.21,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.21,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 28.25,
        "open": 27.2,
        "high": 29.32,
        "low": 25.5,
        "bid1": 28.21,
        "ask1": 28.28,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "2026-07-03T11:18:31",
      "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": 9.9232,
      "price_vs_vwap_pct": -3.0555,
      "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": 0.0013,
        "prev_amount_yi": 0.0026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0002
          },
          {
            "time": "11:15",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0002
          },
          {
            "time": "11:16",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0001
          },
          {
            "time": "11:17",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0003
          },
          {
            "time": "11:18",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:29",
        "prev_close": 10.69,
        "open": 10.52,
        "high": 10.56,
        "low": 9.62,
        "bid1": 0.0,
        "ask1": 9.62,
        "bid_qty1": 0,
        "ask_qty1": 59211
      },
      "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": "2026-07-03T11:18:31",
      "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": 17.5832,
      "price_vs_vwap_pct": -1.5538,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.23,
        "prev_amount_yi": 0.2229,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0319,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 17.35,
            "high": 17.35,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.075
          },
          {
            "time": "11:15",
            "open": 17.33,
            "high": 17.33,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.033
          },
          {
            "time": "11:16",
            "open": 17.31,
            "high": 17.31,
            "low": 17.28,
            "close": 17.28,
            "amount_yi": 0.0527
          },
          {
            "time": "11:17",
            "open": 17.31,
            "high": 17.31,
            "low": 17.31,
            "close": 17.31,
            "amount_yi": 0.0557
          },
          {
            "time": "11:18",
            "open": 17.31,
            "high": 17.31,
            "low": 17.31,
            "close": 17.31,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.31,
        "ts": "2026-07-03T11:18:28",
        "prev_close": 17.93,
        "open": 18.0,
        "high": 18.35,
        "low": 17.25,
        "bid1": 17.31,
        "ask1": 17.32,
        "bid_qty1": 31,
        "ask_qty1": 32
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601566:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601566:VWAP_RECLAIM",
      "symbol": "SHSE.601566",
      "name": "九牧王",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.8,
      "exec_low": 8.93,
      "exec_high": 8.93,
      "invalid_price": 8.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 9.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.67,
      "entry_zone_high": 8.93,
      "entry_risk_pct": null,
      "intraday_vwap": 8.6356,
      "price_vs_vwap_pct": -0.9912,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0041,
        "prev_amount_yi": 0.0183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 8.57,
            "high": 8.57,
            "low": 8.56,
            "close": 8.56,
            "amount_yi": 0.002
          },
          {
            "time": "11:15",
            "open": 8.56,
            "high": 8.56,
            "low": 8.55,
            "close": 8.55,
            "amount_yi": 0.0008
          },
          {
            "time": "11:16",
            "open": 8.55,
            "high": 8.55,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 0.0004
          },
          {
            "time": "11:17",
            "open": 8.54,
            "high": 8.54,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 0.0002
          },
          {
            "time": "11:18",
            "open": 8.55,
            "high": 8.55,
            "low": 8.55,
            "close": 8.55,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.55,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 8.68,
        "open": 8.68,
        "high": 8.78,
        "low": 8.52,
        "bid1": 8.54,
        "ask1": 8.55,
        "bid_qty1": 240,
        "ask_qty1": 221
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002072:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260702:SZSE.002072:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002072",
      "name": "凯瑞德",
      "side": "BUY",
      "priority": "W22",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.01,
      "exec_low": 9.01,
      "exec_high": 9.15,
      "invalid_price": 8.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "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": 9.4433,
      "price_vs_vwap_pct": 2.083,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.004,
        "prev_amount_yi": 0.0029,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3793,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "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": 0.0006
          },
          {
            "time": "11:13",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0017
          },
          {
            "time": "11:18",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:21",
        "prev_close": 8.76,
        "open": 8.87,
        "high": 9.64,
        "low": 8.59,
        "bid1": 9.64,
        "ask1": 0.0,
        "bid_qty1": 55305,
        "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": "2026-07-03T11:18:31",
      "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": 6.4621,
      "price_vs_vwap_pct": -0.4967,
      "energy_floor_hint_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": 0.0127,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.378,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0007
          },
          {
            "time": "11:15",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0006
          },
          {
            "time": "11:16",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0003
          },
          {
            "time": "11:17",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0031
          },
          {
            "time": "11:18",
            "open": 6.43,
            "high": 6.43,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 6.45,
        "open": 6.48,
        "high": 6.53,
        "low": 6.41,
        "bid1": 6.43,
        "ask1": 6.44,
        "bid_qty1": 252,
        "ask_qty1": 201
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.6036,
      "intraday_vwap": 3.9714,
      "price_vs_vwap_pct": -1.5461,
      "energy_floor_hint_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": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 3.92,
            "high": 3.92,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.0006
          },
          {
            "time": "11:15",
            "open": 3.91,
            "high": 3.91,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.0014
          },
          {
            "time": "11:16",
            "open": 3.9,
            "high": 3.91,
            "low": 3.9,
            "close": 3.91,
            "amount_yi": 0.0011
          },
          {
            "time": "11:17",
            "open": 3.91,
            "high": 3.91,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.001
          },
          {
            "time": "11:18",
            "open": 3.91,
            "high": 3.91,
            "low": 3.91,
            "close": 3.91,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": "2026-07-03T11:18:24",
        "prev_close": 3.8,
        "open": 3.81,
        "high": 4.1,
        "low": 3.8,
        "bid1": 3.9,
        "ask1": 3.91,
        "bid_qty1": 631,
        "ask_qty1": 34
      },
      "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": "2026-07-03T11:18:31",
      "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": 0.1828,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.004,
        "prev_amount_yi": 0.0064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0011
          },
          {
            "time": "11:15",
            "open": 10.35,
            "high": 10.35,
            "low": 10.35,
            "close": 10.35,
            "amount_yi": 0.0002
          },
          {
            "time": "11:16",
            "open": 10.34,
            "high": 10.34,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0009
          },
          {
            "time": "11:17",
            "open": 10.34,
            "high": 10.34,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.0011
          },
          {
            "time": "11:18",
            "open": 10.36,
            "high": 10.36,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 10.11,
        "open": 10.03,
        "high": 10.55,
        "low": 10.0,
        "bid1": 10.36,
        "ask1": 10.37,
        "bid_qty1": 52,
        "ask_qty1": 27
      },
      "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": "2026-07-03T11:18:31",
      "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": 8.8803,
      "price_vs_vwap_pct": -1.0169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0082,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8367,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 8.82,
            "high": 8.82,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.0036
          },
          {
            "time": "11:14",
            "open": 8.81,
            "high": 8.81,
            "low": 8.8,
            "close": 8.8,
            "amount_yi": 0.0007
          },
          {
            "time": "11:15",
            "open": 8.8,
            "high": 8.8,
            "low": 8.79,
            "close": 8.79,
            "amount_yi": 0.0022
          },
          {
            "time": "11:16",
            "open": 8.79,
            "high": 8.79,
            "low": 8.79,
            "close": 8.79,
            "amount_yi": 0.0007
          },
          {
            "time": "11:17",
            "open": 8.79,
            "high": 8.79,
            "low": 8.79,
            "close": 8.79,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:27",
        "prev_close": 8.91,
        "open": 8.97,
        "high": 8.99,
        "low": 8.79,
        "bid1": 8.79,
        "ask1": 8.8,
        "bid_qty1": 304,
        "ask_qty1": 308
      },
      "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": "2026-07-03T11:18:31",
      "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": 16.624,
      "price_vs_vwap_pct": -1.4076,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1063,
        "prev_amount_yi": 0.1004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 16.43,
            "high": 16.43,
            "low": 16.4,
            "close": 16.4,
            "amount_yi": 0.0356
          },
          {
            "time": "11:15",
            "open": 16.4,
            "high": 16.4,
            "low": 16.38,
            "close": 16.38,
            "amount_yi": 0.035
          },
          {
            "time": "11:16",
            "open": 16.39,
            "high": 16.41,
            "low": 16.39,
            "close": 16.41,
            "amount_yi": 0.0104
          },
          {
            "time": "11:17",
            "open": 16.38,
            "high": 16.38,
            "low": 16.38,
            "close": 16.38,
            "amount_yi": 0.0226
          },
          {
            "time": "11:18",
            "open": 16.39,
            "high": 16.39,
            "low": 16.39,
            "close": 16.39,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.39,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 16.47,
        "open": 16.71,
        "high": 17.15,
        "low": 16.23,
        "bid1": 16.39,
        "ask1": 16.4,
        "bid_qty1": 173,
        "ask_qty1": 92
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.4483,
      "intraday_vwap": 6.3954,
      "price_vs_vwap_pct": -0.5535,
      "energy_floor_hint_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": 0.0105,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4095,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 6.38,
            "high": 6.38,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0019
          },
          {
            "time": "11:15",
            "open": 6.37,
            "high": 6.38,
            "low": 6.37,
            "close": 6.38,
            "amount_yi": 0.0009
          },
          {
            "time": "11:16",
            "open": 6.37,
            "high": 6.38,
            "low": 6.37,
            "close": 6.38,
            "amount_yi": 0.0007
          },
          {
            "time": "11:17",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0001
          },
          {
            "time": "11:18",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 6.36,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 6.31,
        "open": 6.32,
        "high": 6.44,
        "low": 6.28,
        "bid1": 6.36,
        "ask1": 6.38,
        "bid_qty1": 95,
        "ask_qty1": 95
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.3023,
      "intraday_vwap": 11.7486,
      "price_vs_vwap_pct": 0.4375,
      "energy_floor_hint_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": 0.0077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2078,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 11.82,
            "high": 11.82,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0003
          },
          {
            "time": "11:15",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 11.81,
            "high": 11.82,
            "low": 11.81,
            "close": 11.82,
            "amount_yi": 0.0003
          },
          {
            "time": "11:17",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0006
          },
          {
            "time": "11:18",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": "2026-07-03T11:18:25",
        "prev_close": 11.6,
        "open": 11.65,
        "high": 11.9,
        "low": 11.55,
        "bid1": 11.8,
        "ask1": 11.81,
        "bid_qty1": 28,
        "ask_qty1": 21
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.9033,
      "intraday_vwap": 5.4654,
      "price_vs_vwap_pct": -1.5626,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0075,
        "prev_amount_yi": 0.0111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6757,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 5.38,
            "high": 5.38,
            "low": 5.38,
            "close": 5.38,
            "amount_yi": 0.002
          },
          {
            "time": "11:14",
            "open": 5.37,
            "high": 5.37,
            "low": 5.37,
            "close": 5.37,
            "amount_yi": 0.0021
          },
          {
            "time": "11:15",
            "open": 5.39,
            "high": 5.39,
            "low": 5.38,
            "close": 5.38,
            "amount_yi": 0.0011
          },
          {
            "time": "11:16",
            "open": 5.38,
            "high": 5.38,
            "low": 5.37,
            "close": 5.37,
            "amount_yi": 0.0016
          },
          {
            "time": "11:18",
            "open": 5.38,
            "high": 5.38,
            "low": 5.38,
            "close": 5.38,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 5.38,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 5.26,
        "open": 5.22,
        "high": 5.6,
        "low": 5.22,
        "bid1": 5.37,
        "ask1": 5.38,
        "bid_qty1": 633,
        "ask_qty1": 271
      },
      "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": "2026-07-03T11:18:31",
      "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": 9.4517,
      "price_vs_vwap_pct": -2.2398,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0317,
        "prev_amount_yi": 0.0299,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 9.2,
            "high": 9.21,
            "low": 9.2,
            "close": 9.21,
            "amount_yi": 0.003
          },
          {
            "time": "11:15",
            "open": 9.22,
            "high": 9.22,
            "low": 9.2,
            "close": 9.2,
            "amount_yi": 0.0116
          },
          {
            "time": "11:16",
            "open": 9.19,
            "high": 9.21,
            "low": 9.19,
            "close": 9.21,
            "amount_yi": 0.0033
          },
          {
            "time": "11:17",
            "open": 9.23,
            "high": 9.23,
            "low": 9.23,
            "close": 9.23,
            "amount_yi": 0.0132
          },
          {
            "time": "11:18",
            "open": 9.24,
            "high": 9.24,
            "low": 9.24,
            "close": 9.24,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.24,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 9.53,
        "open": 9.63,
        "high": 9.91,
        "low": 9.1,
        "bid1": 9.23,
        "ask1": 9.24,
        "bid_qty1": 32,
        "ask_qty1": 69
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.5564,
      "price_vs_vwap_pct": -2.9936,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0085,
        "prev_amount_yi": 0.0128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6641,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 4.43,
            "high": 4.43,
            "low": 4.42,
            "close": 4.42,
            "amount_yi": 0.0013
          },
          {
            "time": "11:15",
            "open": 4.42,
            "high": 4.42,
            "low": 4.42,
            "close": 4.42,
            "amount_yi": 0.0005
          },
          {
            "time": "11:16",
            "open": 4.43,
            "high": 4.43,
            "low": 4.42,
            "close": 4.42,
            "amount_yi": 0.0017
          },
          {
            "time": "11:17",
            "open": 4.43,
            "high": 4.43,
            "low": 4.43,
            "close": 4.43,
            "amount_yi": 0.0047
          },
          {
            "time": "11:18",
            "open": 4.42,
            "high": 4.42,
            "low": 4.42,
            "close": 4.42,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 4.91,
        "open": 4.8,
        "high": 4.87,
        "low": 4.42,
        "bid1": 4.42,
        "ask1": 4.43,
        "bid_qty1": 5540,
        "ask_qty1": 2298
      },
      "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": "2026-07-03T11:18:31",
      "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": 7.8232,
      "price_vs_vwap_pct": -0.1687,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0278,
        "prev_amount_yi": 0.0462,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6017,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 7.84,
            "high": 7.85,
            "low": 7.84,
            "close": 7.85,
            "amount_yi": 0.0076
          },
          {
            "time": "11:15",
            "open": 7.83,
            "high": 7.83,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0122
          },
          {
            "time": "11:16",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0049
          },
          {
            "time": "11:17",
            "open": 7.82,
            "high": 7.82,
            "low": 7.82,
            "close": 7.82,
            "amount_yi": 0.0028
          },
          {
            "time": "11:18",
            "open": 7.81,
            "high": 7.81,
            "low": 7.81,
            "close": 7.81,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.81,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 7.83,
        "open": 7.83,
        "high": 7.91,
        "low": 7.76,
        "bid1": 7.81,
        "ask1": 7.82,
        "bid_qty1": 1039,
        "ask_qty1": 148
      },
      "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": "2026-07-03T11:18:31",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.83,
      "entry_zone_high": 11.16,
      "entry_risk_pct": 3.7872,
      "intraday_vwap": 11.0449,
      "price_vs_vwap_pct": 0.4083,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0045,
        "prev_amount_yi": 0.0214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2103,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 11.09,
            "high": 11.09,
            "low": 11.09,
            "close": 11.09,
            "amount_yi": 0.0018
          },
          {
            "time": "11:15",
            "open": 11.07,
            "high": 11.08,
            "low": 11.07,
            "close": 11.08,
            "amount_yi": 0.001
          },
          {
            "time": "11:16",
            "open": 11.08,
            "high": 11.09,
            "low": 11.08,
            "close": 11.09,
            "amount_yi": 0.0008
          },
          {
            "time": "11:17",
            "open": 11.08,
            "high": 11.08,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0008
          },
          {
            "time": "11:18",
            "open": 11.09,
            "high": 11.09,
            "low": 11.09,
            "close": 11.09,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": "2026-07-03T11:18:30",
        "prev_close": 10.85,
        "open": 10.87,
        "high": 11.16,
        "low": 10.73,
        "bid1": 11.08,
        "ask1": 11.09,
        "bid_qty1": 150,
        "ask_qty1": 93
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.7506,
      "price_vs_vwap_pct": -1.8396,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.002,
        "prev_amount_yi": 0.0065,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3077,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 2.71,
            "high": 2.71,
            "low": 2.71,
            "close": 2.71,
            "amount_yi": 0.001
          },
          {
            "time": "11:14",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0001
          },
          {
            "time": "11:15",
            "open": 2.71,
            "high": 2.71,
            "low": 2.71,
            "close": 2.71,
            "amount_yi": 0.0002
          },
          {
            "time": "11:16",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0004
          },
          {
            "time": "11:18",
            "open": 2.7,
            "high": 2.7,
            "low": 2.7,
            "close": 2.7,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:27",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.82,
        "low": 2.69,
        "bid1": 2.7,
        "ask1": 2.71,
        "bid_qty1": 2275,
        "ask_qty1": 1246
      },
      "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": "2026-07-03T11:18:31",
      "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": 1.3662,
      "price_vs_vwap_pct": -0.4538,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.001,
        "prev_amount_yi": 0.0016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.625,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 1.36,
            "high": 1.36,
            "low": 1.36,
            "close": 1.36,
            "amount_yi": 0.0002
          },
          {
            "time": "11:15",
            "open": 1.35,
            "high": 1.35,
            "low": 1.35,
            "close": 1.35,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 1.35,
            "high": 1.36,
            "low": 1.35,
            "close": 1.36,
            "amount_yi": 0.0003
          },
          {
            "time": "11:17",
            "open": 1.36,
            "high": 1.36,
            "low": 1.36,
            "close": 1.36,
            "amount_yi": 0.0001
          },
          {
            "time": "11:18",
            "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": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 1.36,
        "open": 1.36,
        "high": 1.38,
        "low": 1.35,
        "bid1": 1.35,
        "ask1": 1.36,
        "bid_qty1": 32791,
        "ask_qty1": 14549
      },
      "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": "2026-07-03T11:18:31",
      "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": 5.7144,
      "price_vs_vwap_pct": -0.952,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0045,
        "prev_amount_yi": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3684,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 5.67,
            "high": 5.67,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0006
          },
          {
            "time": "11:14",
            "open": 5.67,
            "high": 5.67,
            "low": 5.65,
            "close": 5.65,
            "amount_yi": 0.0028
          },
          {
            "time": "11:16",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0004
          },
          {
            "time": "11:17",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0004
          },
          {
            "time": "11:18",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.66,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 5.69,
        "open": 5.71,
        "high": 5.77,
        "low": 5.65,
        "bid1": 5.65,
        "ask1": 5.66,
        "bid_qty1": 649,
        "ask_qty1": 10
      },
      "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": "2026-07-03T11:18:31",
      "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": 12.9699,
      "price_vs_vwap_pct": -0.616,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0208,
        "prev_amount_yi": 0.0244,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 12.91,
            "high": 12.91,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0053
          },
          {
            "time": "11:15",
            "open": 12.89,
            "high": 12.89,
            "low": 12.89,
            "close": 12.89,
            "amount_yi": 0.0049
          },
          {
            "time": "11:16",
            "open": 12.89,
            "high": 12.89,
            "low": 12.89,
            "close": 12.89,
            "amount_yi": 0.0061
          },
          {
            "time": "11:17",
            "open": 12.89,
            "high": 12.89,
            "low": 12.89,
            "close": 12.89,
            "amount_yi": 0.0026
          },
          {
            "time": "11:18",
            "open": 12.89,
            "high": 12.89,
            "low": 12.89,
            "close": 12.89,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.89,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 13.04,
        "open": 13.01,
        "high": 13.15,
        "low": 12.85,
        "bid1": 12.88,
        "ask1": 12.89,
        "bid_qty1": 674,
        "ask_qty1": 9
      },
      "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": "2026-07-03T11:18:31",
      "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": 12.2594,
      "price_vs_vwap_pct": -1.1371,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0072,
        "prev_amount_yi": 0.0036,
        "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": "11:13",
            "open": 12.12,
            "high": 12.12,
            "low": 12.12,
            "close": 12.12,
            "amount_yi": 0.0044
          },
          {
            "time": "11:14",
            "open": 12.12,
            "high": 12.12,
            "low": 12.11,
            "close": 12.11,
            "amount_yi": 0.0001
          },
          {
            "time": "11:15",
            "open": 12.13,
            "high": 12.13,
            "low": 12.13,
            "close": 12.13,
            "amount_yi": 0.001
          },
          {
            "time": "11:16",
            "open": 12.12,
            "high": 12.12,
            "low": 12.12,
            "close": 12.12,
            "amount_yi": 0.0003
          },
          {
            "time": "11:17",
            "open": 12.14,
            "high": 12.14,
            "low": 12.14,
            "close": 12.14,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.12,
        "ts": "2026-07-03T11:18:21",
        "prev_close": 11.96,
        "open": 12.04,
        "high": 12.42,
        "low": 11.97,
        "bid1": 12.11,
        "ask1": 12.12,
        "bid_qty1": 13,
        "ask_qty1": 10
      },
      "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": "2026-07-03T11:18:31",
      "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": 10.5373,
      "price_vs_vwap_pct": -1.2081,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0375,
        "prev_amount_yi": 0.0453,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8278,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 10.42,
            "high": 10.42,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0055
          },
          {
            "time": "11:15",
            "open": 10.41,
            "high": 10.41,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0067
          },
          {
            "time": "11:16",
            "open": 10.43,
            "high": 10.43,
            "low": 10.43,
            "close": 10.43,
            "amount_yi": 0.0112
          },
          {
            "time": "11:17",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0122
          },
          {
            "time": "11:18",
            "open": 10.41,
            "high": 10.41,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.41,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 11.16,
        "open": 11.0,
        "high": 11.14,
        "low": 10.21,
        "bid1": 10.4,
        "ask1": 10.41,
        "bid_qty1": 37,
        "ask_qty1": 210
      },
      "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": "2026-07-03T11:18:31",
      "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": 7.9515,
      "price_vs_vwap_pct": -0.5219,
      "energy_floor_hint_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": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 7.9,
            "high": 7.91,
            "low": 7.9,
            "close": 7.91,
            "amount_yi": 0.0005
          },
          {
            "time": "11:15",
            "open": 7.91,
            "high": 7.91,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.0003
          },
          {
            "time": "11:16",
            "open": 7.91,
            "high": 7.91,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.0001
          },
          {
            "time": "11:17",
            "open": 7.91,
            "high": 7.91,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.0016
          },
          {
            "time": "11:18",
            "open": 7.91,
            "high": 7.91,
            "low": 7.91,
            "close": 7.91,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.91,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 7.85,
        "open": 7.87,
        "high": 8.07,
        "low": 7.8,
        "bid1": 7.9,
        "ask1": 7.92,
        "bid_qty1": 46,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002516:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002516:VWAP_RECLAIM",
      "symbol": "SZSE.002516",
      "name": "旷达科技",
      "side": "BUY",
      "priority": "W42",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.87,
      "exec_low": 5.96,
      "exec_high": 5.96,
      "invalid_price": 5.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.78,
      "entry_zone_high": 5.96,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6786,
      "price_vs_vwap_pct": 0.2008,
      "energy_floor_hint_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": 0.0083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5181,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0015
          },
          {
            "time": "11:15",
            "open": 5.7,
            "high": 5.7,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0009
          },
          {
            "time": "11:16",
            "open": 5.69,
            "high": 5.7,
            "low": 5.69,
            "close": 5.7,
            "amount_yi": 0.0005
          },
          {
            "time": "11:17",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0013
          },
          {
            "time": "11:18",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.69,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 5.61,
        "open": 5.58,
        "high": 5.74,
        "low": 5.57,
        "bid1": 5.69,
        "ask1": 5.7,
        "bid_qty1": 910,
        "ask_qty1": 434
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002291:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002291:VWAP_RECLAIM",
      "symbol": "SZSE.002291",
      "name": "遥望科技",
      "side": "BUY",
      "priority": "W43",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.07,
      "exec_low": 5.15,
      "exec_high": 5.15,
      "invalid_price": 4.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "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": 4.8924,
      "price_vs_vwap_pct": -1.2754,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0078,
        "prev_amount_yi": 0.0312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.25,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 4.84,
            "high": 4.84,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0003
          },
          {
            "time": "11:15",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0006
          },
          {
            "time": "11:16",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0053
          },
          {
            "time": "11:17",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0011
          },
          {
            "time": "11:18",
            "open": 4.83,
            "high": 4.83,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 4.9,
        "open": 4.89,
        "high": 4.96,
        "low": 4.82,
        "bid1": 4.83,
        "ask1": 4.84,
        "bid_qty1": 1090,
        "ask_qty1": 1176
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600272:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600272:VWAP_RECLAIM",
      "symbol": "SHSE.600272",
      "name": "开开实业",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.86,
      "exec_low": 11.02,
      "exec_high": 11.02,
      "invalid_price": 10.53,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.7,
      "entry_zone_high": 11.02,
      "entry_risk_pct": 3.0387,
      "intraday_vwap": 10.8605,
      "price_vs_vwap_pct": -0.0046,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0041,
        "prev_amount_yi": 0.0025,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.64,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 10.85,
            "high": 10.85,
            "low": 10.85,
            "close": 10.85,
            "amount_yi": 0.0002
          },
          {
            "time": "11:15",
            "open": 10.83,
            "high": 10.83,
            "low": 10.83,
            "close": 10.83,
            "amount_yi": 0.0009
          },
          {
            "time": "11:16",
            "open": 10.84,
            "high": 10.85,
            "low": 10.84,
            "close": 10.85,
            "amount_yi": 0.0015
          },
          {
            "time": "11:17",
            "open": 10.86,
            "high": 10.86,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.0011
          },
          {
            "time": "11:18",
            "open": 10.86,
            "high": 10.86,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.86,
        "ts": "2026-07-03T11:18:24",
        "prev_close": 10.63,
        "open": 10.7,
        "high": 10.98,
        "low": 10.67,
        "bid1": 10.85,
        "ask1": 10.86,
        "bid_qty1": 14,
        "ask_qty1": 217
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002127:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002127:VWAP_RECLAIM",
      "symbol": "SZSE.002127",
      "name": "南极电商",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.81,
      "exec_low": 2.85,
      "exec_high": 2.85,
      "invalid_price": 2.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "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": 2.7654,
      "price_vs_vwap_pct": -0.9185,
      "energy_floor_hint_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": 0.0089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.573,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 2.75,
            "high": 2.75,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0001
          },
          {
            "time": "11:15",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0011
          },
          {
            "time": "11:16",
            "open": 2.74,
            "high": 2.75,
            "low": 2.74,
            "close": 2.75,
            "amount_yi": 0.0034
          },
          {
            "time": "11:17",
            "open": 2.75,
            "high": 2.75,
            "low": 2.75,
            "close": 2.75,
            "amount_yi": 0.0002
          },
          {
            "time": "11:18",
            "open": 2.74,
            "high": 2.74,
            "low": 2.74,
            "close": 2.74,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.74,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 2.78,
        "open": 2.8,
        "high": 2.8,
        "low": 2.73,
        "bid1": 2.74,
        "ask1": 2.75,
        "bid_qty1": 7718,
        "ask_qty1": 3942
      },
      "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": "2026-07-03T11:18:31",
      "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": 6.6691,
      "price_vs_vwap_pct": -1.1861,
      "energy_floor_hint_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": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6752,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 6.6,
            "high": 6.6,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0011
          },
          {
            "time": "11:15",
            "open": 6.6,
            "high": 6.6,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0045
          },
          {
            "time": "11:16",
            "open": 6.59,
            "high": 6.6,
            "low": 6.59,
            "close": 6.6,
            "amount_yi": 0.0015
          },
          {
            "time": "11:17",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0003
          },
          {
            "time": "11:18",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:27",
        "prev_close": 6.76,
        "open": 6.75,
        "high": 6.81,
        "low": 6.57,
        "bid1": 6.59,
        "ask1": 6.6,
        "bid_qty1": 409,
        "ask_qty1": 747
      },
      "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": "2026-07-03T11:18:31",
      "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": 7.8159,
      "price_vs_vwap_pct": 1.9716,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0217,
        "prev_amount_yi": 0.0218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9954,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 7.98,
            "high": 7.98,
            "low": 7.98,
            "close": 7.98,
            "amount_yi": 0.0068
          },
          {
            "time": "11:15",
            "open": 7.96,
            "high": 7.96,
            "low": 7.95,
            "close": 7.95,
            "amount_yi": 0.0045
          },
          {
            "time": "11:16",
            "open": 7.95,
            "high": 7.97,
            "low": 7.95,
            "close": 7.97,
            "amount_yi": 0.0059
          },
          {
            "time": "11:17",
            "open": 7.98,
            "high": 7.98,
            "low": 7.98,
            "close": 7.98,
            "amount_yi": 0.0033
          },
          {
            "time": "11:18",
            "open": 7.97,
            "high": 7.97,
            "low": 7.97,
            "close": 7.97,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.97,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 7.54,
        "open": 7.52,
        "high": 8.0,
        "low": 7.52,
        "bid1": 7.97,
        "ask1": 7.98,
        "bid_qty1": 265,
        "ask_qty1": 88
      },
      "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": "2026-07-03T11:18:31",
      "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": 6.4127,
      "price_vs_vwap_pct": -0.8218,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0047,
        "prev_amount_yi": 0.0056,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8393,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 6.37,
            "high": 6.37,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0015
          },
          {
            "time": "11:15",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0003
          },
          {
            "time": "11:16",
            "open": 6.36,
            "high": 6.37,
            "low": 6.36,
            "close": 6.37,
            "amount_yi": 0.0006
          },
          {
            "time": "11:17",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0018
          },
          {
            "time": "11:18",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:21",
        "prev_close": 6.3,
        "open": 6.33,
        "high": 6.48,
        "low": 6.28,
        "bid1": 6.36,
        "ask1": 6.37,
        "bid_qty1": 118,
        "ask_qty1": 124
      },
      "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": "2026-07-03T11:18:31",
      "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": 17.1728,
      "price_vs_vwap_pct": -0.8898,
      "energy_floor_hint_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": 0.0122,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6475,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 16.91,
            "high": 16.97,
            "low": 16.91,
            "close": 16.97,
            "amount_yi": 0.0036
          },
          {
            "time": "11:14",
            "open": 16.97,
            "high": 16.97,
            "low": 16.97,
            "close": 16.97,
            "amount_yi": 0.0018
          },
          {
            "time": "11:15",
            "open": 17.01,
            "high": 17.01,
            "low": 17.01,
            "close": 17.01,
            "amount_yi": 0.0009
          },
          {
            "time": "11:16",
            "open": 17.02,
            "high": 17.02,
            "low": 17.02,
            "close": 17.02,
            "amount_yi": 0.0015
          },
          {
            "time": "11:18",
            "open": 17.02,
            "high": 17.02,
            "low": 17.02,
            "close": 17.02,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.02,
        "ts": "2026-07-03T11:18:20",
        "prev_close": 16.9,
        "open": 17.04,
        "high": 17.39,
        "low": 16.87,
        "bid1": 17.01,
        "ask1": 17.02,
        "bid_qty1": 33,
        "ask_qty1": 6
      },
      "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": "2026-07-03T11:18:31",
      "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": 12.3814,
      "price_vs_vwap_pct": -0.7382,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0025,
        "prev_amount_yi": 0.0019,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3158,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 12.28,
            "high": 12.28,
            "low": 12.28,
            "close": 12.28,
            "amount_yi": 0.0008
          },
          {
            "time": "11:15",
            "open": 12.28,
            "high": 12.29,
            "low": 12.28,
            "close": 12.29,
            "amount_yi": 0.0002
          },
          {
            "time": "11:16",
            "open": 12.28,
            "high": 12.31,
            "low": 12.28,
            "close": 12.31,
            "amount_yi": 0.0008
          },
          {
            "time": "11:17",
            "open": 12.28,
            "high": 12.28,
            "low": 12.28,
            "close": 12.28,
            "amount_yi": 0.0006
          },
          {
            "time": "11:18",
            "open": 12.29,
            "high": 12.29,
            "low": 12.29,
            "close": 12.29,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.29,
        "ts": "2026-07-03T11:18:18",
        "prev_close": 12.14,
        "open": 12.19,
        "high": 12.5,
        "low": 12.16,
        "bid1": 12.28,
        "ask1": 12.3,
        "bid_qty1": 63,
        "ask_qty1": 24
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.9366,
      "price_vs_vwap_pct": -1.1465,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0569,
        "prev_amount_yi": 0.0596,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 4.9,
            "high": 4.9,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0143
          },
          {
            "time": "11:15",
            "open": 4.88,
            "high": 4.89,
            "low": 4.88,
            "close": 4.89,
            "amount_yi": 0.0042
          },
          {
            "time": "11:16",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0245
          },
          {
            "time": "11:17",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0086
          },
          {
            "time": "11:18",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 5.05,
        "open": 5.1,
        "high": 5.11,
        "low": 4.84,
        "bid1": 4.88,
        "ask1": 4.89,
        "bid_qty1": 56,
        "ask_qty1": 2342
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.0,
      "intraday_vwap": 5.7069,
      "price_vs_vwap_pct": 0.7552,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0062,
        "prev_amount_yi": 0.0041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5122,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:12",
            "open": 5.75,
            "high": 5.75,
            "low": 5.75,
            "close": 5.75,
            "amount_yi": 0.0038
          },
          {
            "time": "11:13",
            "open": 5.75,
            "high": 5.75,
            "low": 5.75,
            "close": 5.75,
            "amount_yi": 0.0005
          },
          {
            "time": "11:14",
            "open": 5.75,
            "high": 5.76,
            "low": 5.75,
            "close": 5.76,
            "amount_yi": 0.0011
          },
          {
            "time": "11:15",
            "open": 5.75,
            "high": 5.76,
            "low": 5.75,
            "close": 5.76,
            "amount_yi": 0.0006
          },
          {
            "time": "11:16",
            "open": 5.74,
            "high": 5.75,
            "low": 5.74,
            "close": 5.75,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 5.75,
        "ts": "2026-07-03T11:18:07",
        "prev_close": 5.48,
        "open": 5.49,
        "high": 5.82,
        "low": 5.47,
        "bid1": 5.74,
        "ask1": 5.75,
        "bid_qty1": 157,
        "ask_qty1": 287
      },
      "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": "2026-07-03T11:18:31",
      "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": 10.2969,
      "price_vs_vwap_pct": -1.3295,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.002,
        "prev_amount_yi": 0.0016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.25,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:12",
            "open": 10.16,
            "high": 10.16,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.0005
          },
          {
            "time": "11:13",
            "open": 10.17,
            "high": 10.18,
            "low": 10.17,
            "close": 10.18,
            "amount_yi": 0.0002
          },
          {
            "time": "11:14",
            "open": 10.16,
            "high": 10.16,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.0002
          },
          {
            "time": "11:15",
            "open": 10.16,
            "high": 10.16,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.0009
          },
          {
            "time": "11:16",
            "open": 10.16,
            "high": 10.16,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.16,
        "ts": "2026-07-03T11:18:26",
        "prev_close": 10.15,
        "open": 10.29,
        "high": 10.46,
        "low": 10.15,
        "bid1": 10.16,
        "ask1": 10.17,
        "bid_qty1": 35,
        "ask_qty1": 27
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.2209,
      "price_vs_vwap_pct": -1.3913,
      "energy_floor_hint_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": 0.017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5353,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0041
          },
          {
            "time": "11:15",
            "open": 2.2,
            "high": 2.2,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0024
          },
          {
            "time": "11:16",
            "open": 2.18,
            "high": 2.19,
            "low": 2.18,
            "close": 2.19,
            "amount_yi": 0.0006
          },
          {
            "time": "11:17",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0009
          },
          {
            "time": "11:18",
            "open": 2.19,
            "high": 2.19,
            "low": 2.19,
            "close": 2.19,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 2.22,
        "open": 2.22,
        "high": 2.25,
        "low": 2.18,
        "bid1": 2.18,
        "ask1": 2.2,
        "bid_qty1": 6436,
        "ask_qty1": 2789
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.8614,
      "price_vs_vwap_pct": -0.7479,
      "energy_floor_hint_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": 0.0044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4091,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 2.84,
            "high": 2.84,
            "low": 2.84,
            "close": 2.84,
            "amount_yi": 0.001
          },
          {
            "time": "11:14",
            "open": 2.84,
            "high": 2.84,
            "low": 2.84,
            "close": 2.84,
            "amount_yi": 0.0003
          },
          {
            "time": "11:15",
            "open": 2.84,
            "high": 2.84,
            "low": 2.84,
            "close": 2.84,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 2.83,
            "high": 2.84,
            "low": 2.83,
            "close": 2.84,
            "amount_yi": 0.0002
          },
          {
            "time": "11:17",
            "open": 2.84,
            "high": 2.84,
            "low": 2.84,
            "close": 2.84,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:19",
        "prev_close": 2.85,
        "open": 2.85,
        "high": 2.89,
        "low": 2.83,
        "bid1": 2.83,
        "ask1": 2.84,
        "bid_qty1": 2570,
        "ask_qty1": 392
      },
      "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": "2026-07-03T11:18:31",
      "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": 11.7937,
      "price_vs_vwap_pct": -0.7097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0025,
        "prev_amount_yi": 0.0064,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3906,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 11.73,
            "high": 11.73,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0003
          },
          {
            "time": "11:15",
            "open": 11.71,
            "high": 11.71,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.0012
          },
          {
            "time": "11:16",
            "open": 11.7,
            "high": 11.7,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.0006
          },
          {
            "time": "11:17",
            "open": 11.7,
            "high": 11.7,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.0003
          },
          {
            "time": "11:18",
            "open": 11.71,
            "high": 11.71,
            "low": 11.71,
            "close": 11.71,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.71,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 11.63,
        "open": 11.59,
        "high": 11.92,
        "low": 11.59,
        "bid1": 11.7,
        "ask1": 11.71,
        "bid_qty1": 55,
        "ask_qty1": 51
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.02,
      "exec_low": 16.26,
      "exec_high": 16.26,
      "invalid_price": 15.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.78,
      "entry_zone_high": 16.26,
      "entry_risk_pct": null,
      "intraday_vwap": 15.5473,
      "price_vs_vwap_pct": 0.146,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0095,
        "prev_amount_yi": 0.0083,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1446,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 15.53,
            "high": 15.54,
            "low": 15.53,
            "close": 15.54,
            "amount_yi": 0.0033
          },
          {
            "time": "11:15",
            "open": 15.55,
            "high": 15.55,
            "low": 15.54,
            "close": 15.54,
            "amount_yi": 0.0014
          },
          {
            "time": "11:16",
            "open": 15.55,
            "high": 15.57,
            "low": 15.55,
            "close": 15.57,
            "amount_yi": 0.0014
          },
          {
            "time": "11:17",
            "open": 15.57,
            "high": 15.57,
            "low": 15.57,
            "close": 15.57,
            "amount_yi": 0.0024
          },
          {
            "time": "11:18",
            "open": 15.57,
            "high": 15.57,
            "low": 15.57,
            "close": 15.57,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.57,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 15.31,
        "open": 15.35,
        "high": 15.7,
        "low": 15.3,
        "bid1": 15.56,
        "ask1": 15.58,
        "bid_qty1": 6,
        "ask_qty1": 24
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002144:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002144:VWAP_RECLAIM",
      "symbol": "SZSE.002144",
      "name": "宏达高科",
      "side": "BUY",
      "priority": "W58",
      "status": "CANCELLED",
      "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": "2026-07-03T11:18:31",
      "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": 10.73,
      "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": 10.2717,
      "price_vs_vwap_pct": -1.5742,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0017,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3208,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 10.13,
            "high": 10.13,
            "low": 10.12,
            "close": 10.12,
            "amount_yi": 0.0007
          },
          {
            "time": "11:15",
            "open": 10.12,
            "high": 10.12,
            "low": 10.12,
            "close": 10.12,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 10.11,
            "high": 10.12,
            "low": 10.11,
            "close": 10.12,
            "amount_yi": 0.0004
          },
          {
            "time": "11:17",
            "open": 10.12,
            "high": 10.12,
            "low": 10.12,
            "close": 10.12,
            "amount_yi": 0.0002
          },
          {
            "time": "11:18",
            "open": 10.11,
            "high": 10.11,
            "low": 10.11,
            "close": 10.11,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.11,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 10.15,
        "open": 10.25,
        "high": 10.41,
        "low": 10.1,
        "bid1": 10.11,
        "ask1": 10.12,
        "bid_qty1": 30,
        "ask_qty1": 164
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-07-03T11:18:31",
      "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": 3.3135,
      "price_vs_vwap_pct": -1.3128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0066,
        "prev_amount_yi": 0.0033,
        "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": "11:09",
            "open": 3.28,
            "high": 3.28,
            "low": 3.28,
            "close": 3.28,
            "amount_yi": 0.0022
          },
          {
            "time": "11:12",
            "open": 3.27,
            "high": 3.27,
            "low": 3.27,
            "close": 3.27,
            "amount_yi": 0.0033
          },
          {
            "time": "11:14",
            "open": 3.28,
            "high": 3.28,
            "low": 3.28,
            "close": 3.28,
            "amount_yi": 0.0002
          },
          {
            "time": "11:15",
            "open": 3.28,
            "high": 3.28,
            "low": 3.27,
            "close": 3.27,
            "amount_yi": 0.0004
          },
          {
            "time": "11:16",
            "open": 3.27,
            "high": 3.28,
            "low": 3.27,
            "close": 3.28,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.27,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 3.28,
        "open": 3.27,
        "high": 3.35,
        "low": 3.26,
        "bid1": 3.27,
        "ask1": 3.28,
        "bid_qty1": 1151,
        "ask_qty1": 594
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.6171,
      "price_vs_vwap_pct": -1.4176,
      "energy_floor_hint_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": 0.0057,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4737,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 2.58,
            "high": 2.58,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.001
          },
          {
            "time": "11:14",
            "open": 2.58,
            "high": 2.58,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0003
          },
          {
            "time": "11:15",
            "open": 2.58,
            "high": 2.58,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0004
          },
          {
            "time": "11:16",
            "open": 2.57,
            "high": 2.57,
            "low": 2.57,
            "close": 2.57,
            "amount_yi": 0.0004
          },
          {
            "time": "11:17",
            "open": 2.58,
            "high": 2.58,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 2.61,
        "open": 2.64,
        "high": 2.65,
        "low": 2.57,
        "bid1": 2.57,
        "ask1": 2.58,
        "bid_qty1": 1473,
        "ask_qty1": 890
      },
      "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": "2026-07-03T11:18:31",
      "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": 6.9894,
      "price_vs_vwap_pct": -1.2791,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0054,
        "prev_amount_yi": 0.0303,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.1782,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 6.9,
            "high": 6.91,
            "low": 6.9,
            "close": 6.91,
            "amount_yi": 0.0014
          },
          {
            "time": "11:15",
            "open": 6.9,
            "high": 6.9,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0016
          },
          {
            "time": "11:16",
            "open": 6.91,
            "high": 6.91,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0014
          },
          {
            "time": "11:17",
            "open": 6.9,
            "high": 6.9,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0001
          },
          {
            "time": "11:18",
            "open": 6.9,
            "high": 6.9,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.9,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 6.96,
        "open": 6.97,
        "high": 7.12,
        "low": 6.89,
        "bid1": 6.9,
        "ask1": 6.91,
        "bid_qty1": 968,
        "ask_qty1": 40
      },
      "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": "2026-07-03T11:18:31",
      "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": 5.4472,
      "price_vs_vwap_pct": -0.6829,
      "energy_floor_hint_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": 0.0092,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9891,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 5.42,
            "high": 5.42,
            "low": 5.42,
            "close": 5.42,
            "amount_yi": 0.0009
          },
          {
            "time": "11:15",
            "open": 5.43,
            "high": 5.43,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0042
          },
          {
            "time": "11:16",
            "open": 5.41,
            "high": 5.41,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0007
          },
          {
            "time": "11:17",
            "open": 5.41,
            "high": 5.41,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0031
          },
          {
            "time": "11:18",
            "open": 5.41,
            "high": 5.41,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": "2026-07-03T11:18:30",
        "prev_close": 5.35,
        "open": 5.38,
        "high": 5.5,
        "low": 5.36,
        "bid1": 5.41,
        "ask1": 5.42,
        "bid_qty1": 264,
        "ask_qty1": 268
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.0402,
      "price_vs_vwap_pct": -0.9934,
      "energy_floor_hint_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": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9634,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 3.02,
            "high": 3.02,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0002
          },
          {
            "time": "11:15",
            "open": 3.01,
            "high": 3.02,
            "low": 3.01,
            "close": 3.02,
            "amount_yi": 0.0005
          },
          {
            "time": "11:16",
            "open": 3.02,
            "high": 3.02,
            "low": 3.02,
            "close": 3.02,
            "amount_yi": 0.0009
          },
          {
            "time": "11:17",
            "open": 3.01,
            "high": 3.01,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0025
          },
          {
            "time": "11:18",
            "open": 3.01,
            "high": 3.01,
            "low": 3.01,
            "close": 3.01,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.01,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 3.04,
        "open": 3.05,
        "high": 3.08,
        "low": 3.0,
        "bid1": 3.01,
        "ask1": 3.02,
        "bid_qty1": 10815,
        "ask_qty1": 4525
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.6755,
      "price_vs_vwap_pct": -1.4009,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0041,
        "prev_amount_yi": 0.0024,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 4.62,
            "high": 4.63,
            "low": 4.62,
            "close": 4.63,
            "amount_yi": 0.0024
          },
          {
            "time": "11:15",
            "open": 4.62,
            "high": 4.62,
            "low": 4.62,
            "close": 4.62,
            "amount_yi": 0.0005
          },
          {
            "time": "11:16",
            "open": 4.62,
            "high": 4.63,
            "low": 4.62,
            "close": 4.63,
            "amount_yi": 0.0001
          },
          {
            "time": "11:17",
            "open": 4.62,
            "high": 4.62,
            "low": 4.62,
            "close": 4.62,
            "amount_yi": 0.001
          },
          {
            "time": "11:18",
            "open": 4.61,
            "high": 4.61,
            "low": 4.61,
            "close": 4.61,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.61,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 4.6,
        "open": 4.65,
        "high": 4.75,
        "low": 4.6,
        "bid1": 4.61,
        "ask1": 4.62,
        "bid_qty1": 802,
        "ask_qty1": 235
      },
      "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": "2026-07-03T11:18:31",
      "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": 6.7226,
      "price_vs_vwap_pct": -0.6337,
      "energy_floor_hint_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": 0.0027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.037,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "11:13",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0002
          },
          {
            "time": "11:14",
            "open": 6.66,
            "high": 6.68,
            "low": 6.66,
            "close": 6.68,
            "amount_yi": 0.0012
          },
          {
            "time": "11:17",
            "open": 6.68,
            "high": 6.68,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.68,
        "ts": "2026-07-03T11:18:21",
        "prev_close": 6.6,
        "open": 6.66,
        "high": 6.81,
        "low": 6.61,
        "bid1": 6.66,
        "ask1": 6.68,
        "bid_qty1": 315,
        "ask_qty1": 105
      },
      "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": "2026-07-03T11:18:31",
      "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": 8.237,
      "price_vs_vwap_pct": 1.8575,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0235,
        "prev_amount_yi": 0.0327,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7187,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 8.37,
            "high": 8.38,
            "low": 8.37,
            "close": 8.38,
            "amount_yi": 0.0046
          },
          {
            "time": "11:15",
            "open": 8.38,
            "high": 8.39,
            "low": 8.38,
            "close": 8.39,
            "amount_yi": 0.0029
          },
          {
            "time": "11:16",
            "open": 8.38,
            "high": 8.39,
            "low": 8.38,
            "close": 8.39,
            "amount_yi": 0.0063
          },
          {
            "time": "11:17",
            "open": 8.39,
            "high": 8.39,
            "low": 8.39,
            "close": 8.39,
            "amount_yi": 0.0076
          },
          {
            "time": "11:18",
            "open": 8.39,
            "high": 8.39,
            "low": 8.39,
            "close": 8.39,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.39,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 8.12,
        "open": 8.16,
        "high": 8.4,
        "low": 8.11,
        "bid1": 8.39,
        "ask1": 8.4,
        "bid_qty1": 7,
        "ask_qty1": 99
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.5552,
      "price_vs_vwap_pct": -0.9901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0167,
        "prev_amount_yi": 0.0089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8764,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 3.53,
            "high": 3.53,
            "low": 3.52,
            "close": 3.52,
            "amount_yi": 0.0019
          },
          {
            "time": "11:15",
            "open": 3.53,
            "high": 3.53,
            "low": 3.53,
            "close": 3.53,
            "amount_yi": 0.0003
          },
          {
            "time": "11:16",
            "open": 3.52,
            "high": 3.53,
            "low": 3.52,
            "close": 3.53,
            "amount_yi": 0.0017
          },
          {
            "time": "11:17",
            "open": 3.52,
            "high": 3.52,
            "low": 3.52,
            "close": 3.52,
            "amount_yi": 0.0127
          },
          {
            "time": "11:18",
            "open": 3.52,
            "high": 3.52,
            "low": 3.52,
            "close": 3.52,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.52,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 3.54,
        "open": 3.55,
        "high": 3.6,
        "low": 3.52,
        "bid1": 3.52,
        "ask1": 3.53,
        "bid_qty1": 1975,
        "ask_qty1": 796
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.1793,
      "price_vs_vwap_pct": -1.2361,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0095,
        "prev_amount_yi": 0.0126,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.754,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 3.14,
            "high": 3.14,
            "low": 3.14,
            "close": 3.14,
            "amount_yi": 0.0006
          },
          {
            "time": "11:15",
            "open": 3.13,
            "high": 3.13,
            "low": 3.13,
            "close": 3.13,
            "amount_yi": 0.0004
          },
          {
            "time": "11:16",
            "open": 3.12,
            "high": 3.13,
            "low": 3.12,
            "close": 3.13,
            "amount_yi": 0.0051
          },
          {
            "time": "11:17",
            "open": 3.13,
            "high": 3.13,
            "low": 3.13,
            "close": 3.13,
            "amount_yi": 0.0031
          },
          {
            "time": "11:18",
            "open": 3.14,
            "high": 3.14,
            "low": 3.14,
            "close": 3.14,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:27",
        "prev_close": 3.15,
        "open": 3.16,
        "high": 3.25,
        "low": 3.11,
        "bid1": 3.13,
        "ask1": 3.14,
        "bid_qty1": 827,
        "ask_qty1": 1221
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.7596,
      "price_vs_vwap_pct": 0.8086,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0263,
        "prev_amount_yi": 0.0233,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1288,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 3.79,
            "high": 3.79,
            "low": 3.79,
            "close": 3.79,
            "amount_yi": 0.0061
          },
          {
            "time": "11:15",
            "open": 3.79,
            "high": 3.79,
            "low": 3.78,
            "close": 3.78,
            "amount_yi": 0.0033
          },
          {
            "time": "11:16",
            "open": 3.79,
            "high": 3.79,
            "low": 3.79,
            "close": 3.79,
            "amount_yi": 0.0089
          },
          {
            "time": "11:17",
            "open": 3.79,
            "high": 3.79,
            "low": 3.79,
            "close": 3.79,
            "amount_yi": 0.0046
          },
          {
            "time": "11:18",
            "open": 3.79,
            "high": 3.79,
            "low": 3.79,
            "close": 3.79,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 3.79,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 3.67,
        "open": 3.69,
        "high": 3.8,
        "low": 3.67,
        "bid1": 3.78,
        "ask1": 3.79,
        "bid_qty1": 1078,
        "ask_qty1": 352
      },
      "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": "2026-07-03T11:18:31",
      "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": 5.8313,
      "price_vs_vwap_pct": -0.5368,
      "energy_floor_hint_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": 0.0166,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 5.81,
            "high": 5.81,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0009
          },
          {
            "time": "11:15",
            "open": 5.81,
            "high": 5.81,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0017
          },
          {
            "time": "11:16",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0014
          },
          {
            "time": "11:17",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0007
          },
          {
            "time": "11:18",
            "open": 5.8,
            "high": 5.8,
            "low": 5.8,
            "close": 5.8,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 5.79,
        "open": 5.79,
        "high": 5.88,
        "low": 5.78,
        "bid1": 5.8,
        "ask1": 5.81,
        "bid_qty1": 32,
        "ask_qty1": 472
      },
      "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": "2026-07-03T11:18:31",
      "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": 8.6873,
      "price_vs_vwap_pct": 0.6066,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0236,
        "prev_amount_yi": 0.081,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2914,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 8.74,
            "high": 8.76,
            "low": 8.74,
            "close": 8.76,
            "amount_yi": 0.0099
          },
          {
            "time": "11:15",
            "open": 8.76,
            "high": 8.76,
            "low": 8.74,
            "close": 8.74,
            "amount_yi": 0.0076
          },
          {
            "time": "11:16",
            "open": 8.74,
            "high": 8.74,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0016
          },
          {
            "time": "11:17",
            "open": 8.73,
            "high": 8.73,
            "low": 8.73,
            "close": 8.73,
            "amount_yi": 0.0042
          },
          {
            "time": "11:18",
            "open": 8.74,
            "high": 8.74,
            "low": 8.74,
            "close": 8.74,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.74,
        "ts": "2026-07-03T11:18:28",
        "prev_close": 8.63,
        "open": 8.62,
        "high": 8.8,
        "low": 8.55,
        "bid1": 8.73,
        "ask1": 8.74,
        "bid_qty1": 210,
        "ask_qty1": 13
      },
      "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": "2026-07-03T11:18:31",
      "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": 7.4133,
      "price_vs_vwap_pct": 0.3602,
      "energy_floor_hint_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": 0.0373,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3834,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 7.42,
            "high": 7.43,
            "low": 7.42,
            "close": 7.43,
            "amount_yi": 0.0075
          },
          {
            "time": "11:15",
            "open": 7.43,
            "high": 7.43,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0013
          },
          {
            "time": "11:16",
            "open": 7.43,
            "high": 7.43,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0021
          },
          {
            "time": "11:17",
            "open": 7.43,
            "high": 7.43,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0027
          },
          {
            "time": "11:18",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.44,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 7.32,
        "open": 7.36,
        "high": 7.55,
        "low": 7.2,
        "bid1": 7.43,
        "ask1": 7.44,
        "bid_qty1": 169,
        "ask_qty1": 1588
      },
      "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": "2026-07-03T11:18:31",
      "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": 9.0499,
      "price_vs_vwap_pct": -0.2199,
      "energy_floor_hint_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": 0.0285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9404,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 9.1,
            "high": 9.1,
            "low": 9.08,
            "close": 9.08,
            "amount_yi": 0.01
          },
          {
            "time": "11:15",
            "open": 9.06,
            "high": 9.06,
            "low": 9.06,
            "close": 9.06,
            "amount_yi": 0.0013
          },
          {
            "time": "11:16",
            "open": 9.05,
            "high": 9.05,
            "low": 9.04,
            "close": 9.04,
            "amount_yi": 0.0108
          },
          {
            "time": "11:17",
            "open": 9.02,
            "high": 9.02,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0034
          },
          {
            "time": "11:18",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.03,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 9.18,
        "open": 9.14,
        "high": 9.39,
        "low": 8.87,
        "bid1": 9.02,
        "ask1": 9.03,
        "bid_qty1": 150,
        "ask_qty1": 190
      },
      "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": "2026-07-03T11:18:31",
      "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": 10.1091,
      "price_vs_vwap_pct": -0.5846,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0088,
        "prev_amount_yi": 0.01,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.88,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 10.03,
            "high": 10.03,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.0053
          },
          {
            "time": "11:14",
            "open": 10.04,
            "high": 10.06,
            "low": 10.04,
            "close": 10.06,
            "amount_yi": 0.0014
          },
          {
            "time": "11:15",
            "open": 10.06,
            "high": 10.06,
            "low": 10.06,
            "close": 10.06,
            "amount_yi": 0.0011
          },
          {
            "time": "11:16",
            "open": 10.05,
            "high": 10.06,
            "low": 10.05,
            "close": 10.06,
            "amount_yi": 0.0006
          },
          {
            "time": "11:17",
            "open": 10.05,
            "high": 10.05,
            "low": 10.05,
            "close": 10.05,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.05,
        "ts": "2026-07-03T11:18:18",
        "prev_close": 10.08,
        "open": 10.13,
        "high": 10.25,
        "low": 9.93,
        "bid1": 10.05,
        "ask1": 10.06,
        "bid_qty1": 9,
        "ask_qty1": 7
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.5873,
      "price_vs_vwap_pct": -1.0552,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.007,
        "prev_amount_yi": 0.0201,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3483,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 2.54,
            "high": 2.54,
            "low": 2.54,
            "close": 2.54,
            "amount_yi": 0.0003
          },
          {
            "time": "11:15",
            "open": 2.55,
            "high": 2.56,
            "low": 2.55,
            "close": 2.56,
            "amount_yi": 0.0045
          },
          {
            "time": "11:16",
            "open": 2.55,
            "high": 2.56,
            "low": 2.55,
            "close": 2.56,
            "amount_yi": 0.0006
          },
          {
            "time": "11:17",
            "open": 2.55,
            "high": 2.55,
            "low": 2.55,
            "close": 2.55,
            "amount_yi": 0.0014
          },
          {
            "time": "11:18",
            "open": 2.56,
            "high": 2.56,
            "low": 2.56,
            "close": 2.56,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.56,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 2.5,
        "open": 2.51,
        "high": 2.67,
        "low": 2.49,
        "bid1": 2.55,
        "ask1": 2.56,
        "bid_qty1": 1296,
        "ask_qty1": 4343
      },
      "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": "2026-07-03T11:18:31",
      "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": 13.1722,
      "price_vs_vwap_pct": -0.624,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1132,
        "prev_amount_yi": 0.2569,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4406,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0144
          },
          {
            "time": "11:15",
            "open": 13.11,
            "high": 13.11,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.015
          },
          {
            "time": "11:16",
            "open": 13.1,
            "high": 13.1,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.0184
          },
          {
            "time": "11:17",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0575
          },
          {
            "time": "11:18",
            "open": 13.09,
            "high": 13.09,
            "low": 13.09,
            "close": 13.09,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.09,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 13.21,
        "open": 13.22,
        "high": 13.35,
        "low": 13.07,
        "bid1": 13.08,
        "ask1": 13.09,
        "bid_qty1": 4308,
        "ask_qty1": 68
      },
      "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": "2026-07-03T11:18:31",
      "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": 11.4928,
      "price_vs_vwap_pct": -0.4594,
      "energy_floor_hint_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": 0.0249,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5221,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 11.44,
            "high": 11.44,
            "low": 11.43,
            "close": 11.43,
            "amount_yi": 0.0049
          },
          {
            "time": "11:15",
            "open": 11.43,
            "high": 11.44,
            "low": 11.43,
            "close": 11.44,
            "amount_yi": 0.0019
          },
          {
            "time": "11:16",
            "open": 11.43,
            "high": 11.44,
            "low": 11.43,
            "close": 11.44,
            "amount_yi": 0.002
          },
          {
            "time": "11:17",
            "open": 11.44,
            "high": 11.44,
            "low": 11.44,
            "close": 11.44,
            "amount_yi": 0.0029
          },
          {
            "time": "11:18",
            "open": 11.44,
            "high": 11.44,
            "low": 11.44,
            "close": 11.44,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.44,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 11.51,
        "open": 11.57,
        "high": 11.73,
        "low": 11.35,
        "bid1": 11.44,
        "ask1": 11.45,
        "bid_qty1": 109,
        "ask_qty1": 16
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.2098,
      "price_vs_vwap_pct": -0.4435,
      "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": 0.0085,
        "prev_amount_yi": 0.0312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2724,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0001
          },
          {
            "time": "11:14",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0064
          },
          {
            "time": "11:15",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0008
          },
          {
            "time": "11:17",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0011
          },
          {
            "time": "11:18",
            "open": 2.2,
            "high": 2.2,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.2,
        "ts": "2026-07-03T11:18:25",
        "prev_close": 2.16,
        "open": 2.16,
        "high": 2.28,
        "low": 2.14,
        "bid1": 2.19,
        "ask1": 2.2,
        "bid_qty1": 4636,
        "ask_qty1": 646
      },
      "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": "2026-07-03T11:18:31",
      "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": 9.4863,
      "price_vs_vwap_pct": -0.4881,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.0288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9028,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 9.44,
            "high": 9.45,
            "low": 9.44,
            "close": 9.45,
            "amount_yi": 0.0029
          },
          {
            "time": "11:15",
            "open": 9.48,
            "high": 9.48,
            "low": 9.47,
            "close": 9.47,
            "amount_yi": 0.0166
          },
          {
            "time": "11:16",
            "open": 9.46,
            "high": 9.46,
            "low": 9.46,
            "close": 9.46,
            "amount_yi": 0.0035
          },
          {
            "time": "11:17",
            "open": 9.45,
            "high": 9.45,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0021
          },
          {
            "time": "11:18",
            "open": 9.44,
            "high": 9.44,
            "low": 9.44,
            "close": 9.44,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.44,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 9.6,
        "open": 9.7,
        "high": 9.75,
        "low": 9.34,
        "bid1": 9.44,
        "ask1": 9.45,
        "bid_qty1": 73,
        "ask_qty1": 166
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.9726,
      "price_vs_vwap_pct": 0.438,
      "energy_floor_hint_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": 0.0051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3922,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 4.0,
            "high": 4.0,
            "low": 3.99,
            "close": 3.99,
            "amount_yi": 0.0012
          },
          {
            "time": "11:15",
            "open": 3.99,
            "high": 3.99,
            "low": 3.99,
            "close": 3.99,
            "amount_yi": 0.0007
          },
          {
            "time": "11:16",
            "open": 3.99,
            "high": 4.0,
            "low": 3.99,
            "close": 4.0,
            "amount_yi": 0.0009
          },
          {
            "time": "11:17",
            "open": 3.99,
            "high": 3.99,
            "low": 3.99,
            "close": 3.99,
            "amount_yi": 0.0036
          },
          {
            "time": "11:18",
            "open": 3.99,
            "high": 3.99,
            "low": 3.99,
            "close": 3.99,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.99,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 3.9,
        "open": 3.92,
        "high": 4.1,
        "low": 3.9,
        "bid1": 3.99,
        "ask1": 4.0,
        "bid_qty1": 34,
        "ask_qty1": 228
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.4274,
      "price_vs_vwap_pct": -0.5077,
      "energy_floor_hint_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": 0.0278,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3597,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 3.4,
            "high": 3.41,
            "low": 3.4,
            "close": 3.41,
            "amount_yi": 0.005
          },
          {
            "time": "11:15",
            "open": 3.41,
            "high": 3.41,
            "low": 3.41,
            "close": 3.41,
            "amount_yi": 0.0012
          },
          {
            "time": "11:16",
            "open": 3.41,
            "high": 3.41,
            "low": 3.4,
            "close": 3.4,
            "amount_yi": 0.0027
          },
          {
            "time": "11:17",
            "open": 3.41,
            "high": 3.41,
            "low": 3.41,
            "close": 3.41,
            "amount_yi": 0.0003
          },
          {
            "time": "11:18",
            "open": 3.41,
            "high": 3.41,
            "low": 3.41,
            "close": 3.41,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.41,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 3.39,
        "open": 3.39,
        "high": 3.55,
        "low": 3.34,
        "bid1": 3.4,
        "ask1": 3.41,
        "bid_qty1": 1464,
        "ask_qty1": 1551
      },
      "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": "2026-07-03T11:18:31",
      "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": 0.2288,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0171,
        "prev_amount_yi": 0.0212,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8066,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 5.5,
            "high": 5.51,
            "low": 5.5,
            "close": 5.51,
            "amount_yi": 0.0009
          },
          {
            "time": "11:15",
            "open": 5.5,
            "high": 5.5,
            "low": 5.49,
            "close": 5.49,
            "amount_yi": 0.0032
          },
          {
            "time": "11:16",
            "open": 5.5,
            "high": 5.51,
            "low": 5.5,
            "close": 5.51,
            "amount_yi": 0.0092
          },
          {
            "time": "11:17",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0036
          },
          {
            "time": "11:18",
            "open": 5.52,
            "high": 5.52,
            "low": 5.52,
            "close": 5.52,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.52,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 5.54,
        "open": 5.49,
        "high": 5.65,
        "low": 5.43,
        "bid1": 5.51,
        "ask1": 5.52,
        "bid_qty1": 223,
        "ask_qty1": 146
      },
      "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": "2026-07-03T11:18:31",
      "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": 2.5242,
      "price_vs_vwap_pct": -0.5626,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0074,
        "prev_amount_yi": 0.0138,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5362,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 2.51,
            "high": 2.51,
            "low": 2.5,
            "close": 2.5,
            "amount_yi": 0.0013
          },
          {
            "time": "11:15",
            "open": 2.51,
            "high": 2.51,
            "low": 2.5,
            "close": 2.5,
            "amount_yi": 0.0017
          },
          {
            "time": "11:16",
            "open": 2.5,
            "high": 2.5,
            "low": 2.5,
            "close": 2.5,
            "amount_yi": 0.0009
          },
          {
            "time": "11:17",
            "open": 2.51,
            "high": 2.51,
            "low": 2.51,
            "close": 2.51,
            "amount_yi": 0.0026
          },
          {
            "time": "11:18",
            "open": 2.51,
            "high": 2.51,
            "low": 2.51,
            "close": 2.51,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:21",
        "prev_close": 2.51,
        "open": 2.52,
        "high": 2.55,
        "low": 2.5,
        "bid1": 2.5,
        "ask1": 2.51,
        "bid_qty1": 18452,
        "ask_qty1": 15046
      },
      "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": "2026-07-03T11:18:31",
      "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": 23.9385,
      "price_vs_vwap_pct": 1.1342,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1048,
        "prev_amount_yi": 0.2322,
        "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": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 24.31,
            "high": 24.35,
            "low": 24.31,
            "close": 24.35,
            "amount_yi": 0.0103
          },
          {
            "time": "11:15",
            "open": 24.31,
            "high": 24.31,
            "low": 24.29,
            "close": 24.29,
            "amount_yi": 0.0299
          },
          {
            "time": "11:16",
            "open": 24.23,
            "high": 24.25,
            "low": 24.23,
            "close": 24.25,
            "amount_yi": 0.0414
          },
          {
            "time": "11:17",
            "open": 24.18,
            "high": 24.18,
            "low": 24.18,
            "close": 24.18,
            "amount_yi": 0.0132
          },
          {
            "time": "11:18",
            "open": 24.21,
            "high": 24.21,
            "low": 24.21,
            "close": 24.21,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.21,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 23.3,
        "open": 23.47,
        "high": 24.48,
        "low": 23.46,
        "bid1": 24.18,
        "ask1": 24.21,
        "bid_qty1": 31,
        "ask_qty1": 178
      },
      "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": "2026-07-03T11:18:31",
      "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": 0.0006,
        "prev_amount_yi": 0.0007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8571,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "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
          },
          {
            "time": "11:13",
            "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": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:29",
        "prev_close": 12.73,
        "open": 11.46,
        "high": 11.46,
        "low": 11.46,
        "bid1": 0.0,
        "ask1": 11.46,
        "bid_qty1": 0,
        "ask_qty1": 645083
      },
      "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": "2026-07-03T11:18:31",
      "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": 18.0636,
      "price_vs_vwap_pct": -1.2378,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0572,
        "prev_amount_yi": 0.0523,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 17.9,
            "high": 17.9,
            "low": 17.9,
            "close": 17.9,
            "amount_yi": 0.011
          },
          {
            "time": "11:15",
            "open": 17.85,
            "high": 17.85,
            "low": 17.83,
            "close": 17.83,
            "amount_yi": 0.0123
          },
          {
            "time": "11:16",
            "open": 17.85,
            "high": 17.87,
            "low": 17.85,
            "close": 17.87,
            "amount_yi": 0.02
          },
          {
            "time": "11:17",
            "open": 17.83,
            "high": 17.83,
            "low": 17.83,
            "close": 17.83,
            "amount_yi": 0.0106
          },
          {
            "time": "11:18",
            "open": 17.84,
            "high": 17.84,
            "low": 17.84,
            "close": 17.84,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.84,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 18.19,
        "open": 18.31,
        "high": 18.5,
        "low": 17.7,
        "bid1": 17.83,
        "ask1": 17.84,
        "bid_qty1": 667,
        "ask_qty1": 63
      },
      "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": "2026-07-03T11:18:31",
      "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": 12.5772,
      "price_vs_vwap_pct": -1.6474,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0735,
        "prev_amount_yi": 0.0564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 12.45,
            "high": 12.45,
            "low": 12.43,
            "close": 12.43,
            "amount_yi": 0.0122
          },
          {
            "time": "11:15",
            "open": 12.41,
            "high": 12.41,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0226
          },
          {
            "time": "11:16",
            "open": 12.4,
            "high": 12.4,
            "low": 12.4,
            "close": 12.4,
            "amount_yi": 0.0135
          },
          {
            "time": "11:17",
            "open": 12.38,
            "high": 12.38,
            "low": 12.38,
            "close": 12.38,
            "amount_yi": 0.0163
          },
          {
            "time": "11:18",
            "open": 12.37,
            "high": 12.37,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.37,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 12.5,
        "open": 12.59,
        "high": 12.87,
        "low": 12.36,
        "bid1": 12.37,
        "ask1": 12.38,
        "bid_qty1": 477,
        "ask_qty1": 201
      },
      "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": "2026-07-03T11:18:31",
      "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": 35.5385,
      "price_vs_vwap_pct": -0.8962,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0348,
        "prev_amount_yi": 0.0335,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0388,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 35.39,
            "high": 35.39,
            "low": 35.34,
            "close": 35.34,
            "amount_yi": 0.0187
          },
          {
            "time": "11:15",
            "open": 35.27,
            "high": 35.27,
            "low": 35.25,
            "close": 35.25,
            "amount_yi": 0.0025
          },
          {
            "time": "11:16",
            "open": 35.22,
            "high": 35.23,
            "low": 35.22,
            "close": 35.23,
            "amount_yi": 0.0059
          },
          {
            "time": "11:17",
            "open": 35.22,
            "high": 35.22,
            "low": 35.22,
            "close": 35.22,
            "amount_yi": 0.007
          },
          {
            "time": "11:18",
            "open": 35.22,
            "high": 35.22,
            "low": 35.22,
            "close": 35.22,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.22,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 35.38,
        "open": 35.66,
        "high": 36.04,
        "low": 35.2,
        "bid1": 35.22,
        "ask1": 35.23,
        "bid_qty1": 208,
        "ask_qty1": 10
      },
      "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": "2026-07-03T11:18:31",
      "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": 9.8414,
      "price_vs_vwap_pct": -0.8271,
      "energy_floor_hint_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": 0.0041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 9.78,
            "high": 9.79,
            "low": 9.78,
            "close": 9.79,
            "amount_yi": 0.0011
          },
          {
            "time": "11:14",
            "open": 9.77,
            "high": 9.77,
            "low": 9.77,
            "close": 9.77,
            "amount_yi": 0.0006
          },
          {
            "time": "11:15",
            "open": 9.78,
            "high": 9.78,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.002
          },
          {
            "time": "11:16",
            "open": 9.75,
            "high": 9.77,
            "low": 9.75,
            "close": 9.77,
            "amount_yi": 0.0002
          },
          {
            "time": "11:17",
            "open": 9.75,
            "high": 9.75,
            "low": 9.75,
            "close": 9.75,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:09",
        "prev_close": 9.69,
        "open": 9.78,
        "high": 9.95,
        "low": 9.7,
        "bid1": 9.75,
        "ask1": 9.76,
        "bid_qty1": 86,
        "ask_qty1": 6
      },
      "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": "2026-07-03T11:18:31",
      "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": 10.516,
      "price_vs_vwap_pct": -2.7197,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0554,
        "prev_amount_yi": 0.0252,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1984,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 10.27,
            "high": 10.29,
            "low": 10.27,
            "close": 10.29,
            "amount_yi": 0.02
          },
          {
            "time": "11:15",
            "open": 10.28,
            "high": 10.28,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.0125
          },
          {
            "time": "11:16",
            "open": 10.21,
            "high": 10.22,
            "low": 10.21,
            "close": 10.22,
            "amount_yi": 0.0052
          },
          {
            "time": "11:17",
            "open": 10.23,
            "high": 10.23,
            "low": 10.23,
            "close": 10.23,
            "amount_yi": 0.0142
          },
          {
            "time": "11:18",
            "open": 10.23,
            "high": 10.23,
            "low": 10.23,
            "close": 10.23,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.23,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 10.67,
        "open": 10.51,
        "high": 11.27,
        "low": 9.92,
        "bid1": 10.22,
        "ask1": 10.24,
        "bid_qty1": 23,
        "ask_qty1": 809
      },
      "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": "2026-07-03T11:18:31",
      "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": 14.8422,
      "price_vs_vwap_pct": -2.4403,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0561,
        "prev_amount_yi": 0.0621,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 14.59,
            "high": 14.59,
            "low": 14.57,
            "close": 14.57,
            "amount_yi": 0.0076
          },
          {
            "time": "11:15",
            "open": 14.54,
            "high": 14.56,
            "low": 14.54,
            "close": 14.56,
            "amount_yi": 0.0182
          },
          {
            "time": "11:16",
            "open": 14.51,
            "high": 14.51,
            "low": 14.51,
            "close": 14.51,
            "amount_yi": 0.011
          },
          {
            "time": "11:17",
            "open": 14.46,
            "high": 14.46,
            "low": 14.46,
            "close": 14.46,
            "amount_yi": 0.0121
          },
          {
            "time": "11:18",
            "open": 14.48,
            "high": 14.48,
            "low": 14.48,
            "close": 14.48,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.48,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 14.66,
        "open": 15.46,
        "high": 15.47,
        "low": 14.28,
        "bid1": 14.48,
        "ask1": 14.49,
        "bid_qty1": 35,
        "ask_qty1": 54
      },
      "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": "2026-07-03T11:18:31",
      "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": 6.6162,
      "price_vs_vwap_pct": -2.512,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0368,
        "prev_amount_yi": 0.0214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 6.5,
            "high": 6.51,
            "low": 6.5,
            "close": 6.51,
            "amount_yi": 0.0212
          },
          {
            "time": "11:15",
            "open": 6.48,
            "high": 6.48,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.0073
          },
          {
            "time": "11:16",
            "open": 6.47,
            "high": 6.47,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.0045
          },
          {
            "time": "11:17",
            "open": 6.45,
            "high": 6.45,
            "low": 6.45,
            "close": 6.45,
            "amount_yi": 0.0026
          },
          {
            "time": "11:18",
            "open": 6.45,
            "high": 6.45,
            "low": 6.45,
            "close": 6.45,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.45,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 6.25,
        "open": 6.43,
        "high": 6.88,
        "low": 6.39,
        "bid1": 6.44,
        "ask1": 6.45,
        "bid_qty1": 98,
        "ask_qty1": 1
      },
      "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": "2026-07-03T11:18:31",
      "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": 19.896,
      "price_vs_vwap_pct": -0.1307,
      "energy_floor_hint_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": 0.0075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2133,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 19.92,
            "high": 19.92,
            "low": 19.92,
            "close": 19.92,
            "amount_yi": 0.0018
          },
          {
            "time": "11:15",
            "open": 19.88,
            "high": 19.88,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0008
          },
          {
            "time": "11:16",
            "open": 19.87,
            "high": 19.87,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0039
          },
          {
            "time": "11:17",
            "open": 19.86,
            "high": 19.86,
            "low": 19.86,
            "close": 19.86,
            "amount_yi": 0.0025
          },
          {
            "time": "11:18",
            "open": 19.87,
            "high": 19.87,
            "low": 19.87,
            "close": 19.87,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 19.75,
        "open": 19.72,
        "high": 20.07,
        "low": 19.69,
        "bid1": 19.86,
        "ask1": 19.88,
        "bid_qty1": 94,
        "ask_qty1": 3
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.6062,
      "price_vs_vwap_pct": -1.0038,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0087,
        "prev_amount_yi": 0.0093,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:11",
            "open": 3.58,
            "high": 3.58,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0001
          },
          {
            "time": "11:13",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0047
          },
          {
            "time": "11:14",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0011
          },
          {
            "time": "11:15",
            "open": 3.59,
            "high": 3.59,
            "low": 3.59,
            "close": 3.59,
            "amount_yi": 0.0001
          },
          {
            "time": "11:16",
            "open": 3.58,
            "high": 3.58,
            "low": 3.57,
            "close": 3.57,
            "amount_yi": 0.0027
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.57,
        "ts": "2026-07-03T11:18:24",
        "prev_close": 3.58,
        "open": 3.61,
        "high": 3.65,
        "low": 3.56,
        "bid1": 3.57,
        "ask1": 3.58,
        "bid_qty1": 2585,
        "ask_qty1": 679
      },
      "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": "2026-07-03T11:18:31",
      "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": 19.9048,
      "price_vs_vwap_pct": -0.2753,
      "energy_floor_hint_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": 0.0587,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3305,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 19.91,
            "high": 19.91,
            "low": 19.9,
            "close": 19.9,
            "amount_yi": 0.0043
          },
          {
            "time": "11:15",
            "open": 19.86,
            "high": 19.87,
            "low": 19.86,
            "close": 19.87,
            "amount_yi": 0.0059
          },
          {
            "time": "11:16",
            "open": 19.84,
            "high": 19.85,
            "low": 19.84,
            "close": 19.85,
            "amount_yi": 0.0032
          },
          {
            "time": "11:17",
            "open": 19.85,
            "high": 19.85,
            "low": 19.85,
            "close": 19.85,
            "amount_yi": 0.0031
          },
          {
            "time": "11:18",
            "open": 19.85,
            "high": 19.85,
            "low": 19.85,
            "close": 19.85,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.85,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 19.75,
        "open": 19.8,
        "high": 20.12,
        "low": 19.73,
        "bid1": 19.83,
        "ask1": 19.85,
        "bid_qty1": 205,
        "ask_qty1": 9
      },
      "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": "2026-07-03T11:18:31",
      "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": 10.4694,
      "price_vs_vwap_pct": -0.9494,
      "energy_floor_hint_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": 0.0297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7778,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 10.42,
            "high": 10.42,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0078
          },
          {
            "time": "11:15",
            "open": 10.38,
            "high": 10.38,
            "low": 10.38,
            "close": 10.38,
            "amount_yi": 0.0073
          },
          {
            "time": "11:16",
            "open": 10.36,
            "high": 10.37,
            "low": 10.36,
            "close": 10.37,
            "amount_yi": 0.0036
          },
          {
            "time": "11:17",
            "open": 10.37,
            "high": 10.37,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0042
          },
          {
            "time": "11:18",
            "open": 10.37,
            "high": 10.37,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.37,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 10.51,
        "open": 10.57,
        "high": 10.74,
        "low": 10.29,
        "bid1": 10.36,
        "ask1": 10.37,
        "bid_qty1": 113,
        "ask_qty1": 201
      },
      "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": "2026-07-03T11:18:31",
      "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": 16.0793,
      "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": 0.029,
        "prev_amount_yi": 0.0315,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9206,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 16.01,
            "high": 16.01,
            "low": 15.99,
            "close": 15.99,
            "amount_yi": 0.0051
          },
          {
            "time": "11:15",
            "open": 15.98,
            "high": 15.98,
            "low": 15.96,
            "close": 15.96,
            "amount_yi": 0.0046
          },
          {
            "time": "11:16",
            "open": 15.95,
            "high": 15.95,
            "low": 15.95,
            "close": 15.95,
            "amount_yi": 0.0086
          },
          {
            "time": "11:17",
            "open": 15.94,
            "high": 15.94,
            "low": 15.94,
            "close": 15.94,
            "amount_yi": 0.0094
          },
          {
            "time": "11:18",
            "open": 15.95,
            "high": 15.95,
            "low": 15.95,
            "close": 15.95,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.95,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 15.92,
        "open": 15.96,
        "high": 16.21,
        "low": 15.93,
        "bid1": 15.95,
        "ask1": 15.96,
        "bid_qty1": 31,
        "ask_qty1": 114
      },
      "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": "2026-07-03T11:18:31",
      "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": 69.2089,
      "price_vs_vwap_pct": -1.0821,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0521,
        "prev_amount_yi": 0.0674,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.773,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 68.73,
            "high": 68.73,
            "low": 68.62,
            "close": 68.62,
            "amount_yi": 0.0172
          },
          {
            "time": "11:15",
            "open": 68.53,
            "high": 68.53,
            "low": 68.5,
            "close": 68.5,
            "amount_yi": 0.016
          },
          {
            "time": "11:16",
            "open": 68.44,
            "high": 68.44,
            "low": 68.42,
            "close": 68.42,
            "amount_yi": 0.0061
          },
          {
            "time": "11:17",
            "open": 68.42,
            "high": 68.42,
            "low": 68.42,
            "close": 68.42,
            "amount_yi": 0.0071
          },
          {
            "time": "11:18",
            "open": 68.46,
            "high": 68.46,
            "low": 68.46,
            "close": 68.46,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 68.46,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 69.11,
        "open": 69.93,
        "high": 70.38,
        "low": 68.12,
        "bid1": 68.42,
        "ask1": 68.48,
        "bid_qty1": 2,
        "ask_qty1": 40
      },
      "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": "2026-07-03T11:18:31",
      "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": 3.2489,
      "intraday_vwap": 20.9592,
      "price_vs_vwap_pct": -0.187,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0323,
        "prev_amount_yi": 0.0307,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0521,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 21.0,
            "high": 21.0,
            "low": 20.98,
            "close": 20.98,
            "amount_yi": 0.0236
          },
          {
            "time": "11:15",
            "open": 20.94,
            "high": 20.94,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.0017
          },
          {
            "time": "11:16",
            "open": 20.93,
            "high": 20.93,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.004
          },
          {
            "time": "11:17",
            "open": 20.93,
            "high": 20.93,
            "low": 20.93,
            "close": 20.93,
            "amount_yi": 0.0018
          },
          {
            "time": "11:18",
            "open": 20.92,
            "high": 20.92,
            "low": 20.92,
            "close": 20.92,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43445.29,
      "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": 20.92,
        "ts": "2026-07-03T11:18:29",
        "prev_close": 20.79,
        "open": 20.84,
        "high": 21.12,
        "low": 20.81,
        "bid1": 20.92,
        "ask1": 20.93,
        "bid_qty1": 29,
        "ask_qty1": 45
      },
      "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": "2026-07-03T11:18:31",
      "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": 23.1795,
      "price_vs_vwap_pct": -0.645,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0642,
        "prev_amount_yi": 0.0747,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8594,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 23.14,
            "high": 23.14,
            "low": 23.12,
            "close": 23.12,
            "amount_yi": 0.0285
          },
          {
            "time": "11:15",
            "open": 23.11,
            "high": 23.11,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 0.0167
          },
          {
            "time": "11:16",
            "open": 23.06,
            "high": 23.07,
            "low": 23.06,
            "close": 23.07,
            "amount_yi": 0.0105
          },
          {
            "time": "11:17",
            "open": 23.03,
            "high": 23.03,
            "low": 23.03,
            "close": 23.03,
            "amount_yi": 0.0062
          },
          {
            "time": "11:18",
            "open": 23.03,
            "high": 23.03,
            "low": 23.03,
            "close": 23.03,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.03,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 23.03,
        "open": 23.2,
        "high": 23.53,
        "low": 22.92,
        "bid1": 23.03,
        "ask1": 23.04,
        "bid_qty1": 34,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600521:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600521:VWAP_RECLAIM",
      "symbol": "SHSE.600521",
      "name": "华海药业",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.19,
      "exec_low": 15.42,
      "exec_high": 15.42,
      "invalid_price": 14.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T11:18:31",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.65,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.96,
      "entry_zone_high": 15.42,
      "entry_risk_pct": null,
      "intraday_vwap": 15.0835,
      "price_vs_vwap_pct": -0.3547,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0379,
        "prev_amount_yi": 0.0679,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5582,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 15.1,
            "high": 15.1,
            "low": 15.08,
            "close": 15.08,
            "amount_yi": 0.0117
          },
          {
            "time": "11:15",
            "open": 15.06,
            "high": 15.06,
            "low": 15.04,
            "close": 15.04,
            "amount_yi": 0.0167
          },
          {
            "time": "11:16",
            "open": 15.03,
            "high": 15.03,
            "low": 15.03,
            "close": 15.03,
            "amount_yi": 0.0045
          },
          {
            "time": "11:17",
            "open": 15.04,
            "high": 15.04,
            "low": 15.04,
            "close": 15.04,
            "amount_yi": 0.0049
          },
          {
            "time": "11:18",
            "open": 15.03,
            "high": 15.03,
            "low": 15.03,
            "close": 15.03,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.03,
        "ts": "2026-07-03T11:18:28",
        "prev_close": 14.91,
        "open": 15.12,
        "high": 15.3,
        "low": 14.9,
        "bid1": 15.03,
        "ask1": 15.04,
        "bid_qty1": 172,
        "ask_qty1": 137
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300452:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300452:VWAP_RECLAIM",
      "symbol": "SZSE.300452",
      "name": "山河药辅",
      "side": "BUY",
      "priority": "W102",
      "status": "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": "2026-07-03T11:18:31",
      "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": 12.3003,
      "price_vs_vwap_pct": -1.0593,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0091,
        "prev_amount_yi": 0.0015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 6.0667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 12.22,
            "high": 12.22,
            "low": 12.2,
            "close": 12.2,
            "amount_yi": 0.0008
          },
          {
            "time": "11:14",
            "open": 12.22,
            "high": 12.22,
            "low": 12.2,
            "close": 12.2,
            "amount_yi": 0.0012
          },
          {
            "time": "11:15",
            "open": 12.19,
            "high": 12.19,
            "low": 12.18,
            "close": 12.18,
            "amount_yi": 0.0017
          },
          {
            "time": "11:16",
            "open": 12.17,
            "high": 12.17,
            "low": 12.17,
            "close": 12.17,
            "amount_yi": 0.0038
          },
          {
            "time": "11:17",
            "open": 12.17,
            "high": 12.17,
            "low": 12.17,
            "close": 12.17,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:27",
        "prev_close": 12.2,
        "open": 12.33,
        "high": 12.45,
        "low": 12.13,
        "bid1": 12.16,
        "ask1": 12.18,
        "bid_qty1": 46,
        "ask_qty1": 25
      },
      "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": "2026-07-03T11:18:31",
      "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": 29.7093,
      "price_vs_vwap_pct": -0.9738,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0714,
        "prev_amount_yi": 0.089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 29.57,
            "high": 29.57,
            "low": 29.55,
            "close": 29.55,
            "amount_yi": 0.0199
          },
          {
            "time": "11:15",
            "open": 29.47,
            "high": 29.47,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.0182
          },
          {
            "time": "11:16",
            "open": 29.46,
            "high": 29.48,
            "low": 29.46,
            "close": 29.48,
            "amount_yi": 0.0169
          },
          {
            "time": "11:17",
            "open": 29.43,
            "high": 29.43,
            "low": 29.43,
            "close": 29.43,
            "amount_yi": 0.0123
          },
          {
            "time": "11:18",
            "open": 29.42,
            "high": 29.42,
            "low": 29.42,
            "close": 29.42,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.42,
        "ts": "2026-07-03T11:18:30",
        "prev_close": 29.49,
        "open": 29.99,
        "high": 30.3,
        "low": 29.24,
        "bid1": 29.41,
        "ask1": 29.42,
        "bid_qty1": 26,
        "ask_qty1": 28
      },
      "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": "2026-07-03T11:18:31",
      "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": 4.4847,
      "price_vs_vwap_pct": -0.5508,
      "energy_floor_hint_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": 0.0117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2222,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:12",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0004
          },
          {
            "time": "11:13",
            "open": 4.47,
            "high": 4.47,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0106
          },
          {
            "time": "11:14",
            "open": 4.48,
            "high": 4.48,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.001
          },
          {
            "time": "11:15",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.002
          },
          {
            "time": "11:18",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 4.45,
        "open": 4.46,
        "high": 4.54,
        "low": 4.44,
        "bid1": 4.45,
        "ask1": 4.46,
        "bid_qty1": 274,
        "ask_qty1": 508
      },
      "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": "2026-07-03T11:18:31",
      "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": 16.8659,
      "price_vs_vwap_pct": -0.5686,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0203,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3013,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:13",
            "open": 16.84,
            "high": 16.84,
            "low": 16.84,
            "close": 16.84,
            "amount_yi": 0.01
          },
          {
            "time": "11:14",
            "open": 16.83,
            "high": 16.83,
            "low": 16.81,
            "close": 16.81,
            "amount_yi": 0.0028
          },
          {
            "time": "11:15",
            "open": 16.78,
            "high": 16.78,
            "low": 16.78,
            "close": 16.78,
            "amount_yi": 0.003
          },
          {
            "time": "11:16",
            "open": 16.75,
            "high": 16.76,
            "low": 16.75,
            "close": 16.76,
            "amount_yi": 0.0012
          },
          {
            "time": "11:17",
            "open": 16.77,
            "high": 16.77,
            "low": 16.77,
            "close": 16.77,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.77,
        "ts": "2026-07-03T11:18:20",
        "prev_close": 16.75,
        "open": 16.76,
        "high": 17.1,
        "low": 16.71,
        "bid1": 16.75,
        "ask1": 16.76,
        "bid_qty1": 43,
        "ask_qty1": 3
      },
      "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": "2026-07-03T11:18:31",
      "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": 23.4511,
      "price_vs_vwap_pct": -1.0707,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0379,
        "prev_amount_yi": 0.0173,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1908,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:14",
            "open": 23.3,
            "high": 23.3,
            "low": 23.29,
            "close": 23.29,
            "amount_yi": 0.004
          },
          {
            "time": "11:15",
            "open": 23.23,
            "high": 23.23,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0079
          },
          {
            "time": "11:16",
            "open": 23.22,
            "high": 23.22,
            "low": 23.22,
            "close": 23.22,
            "amount_yi": 0.0114
          },
          {
            "time": "11:17",
            "open": 23.21,
            "high": 23.21,
            "low": 23.21,
            "close": 23.21,
            "amount_yi": 0.0127
          },
          {
            "time": "11:18",
            "open": 23.2,
            "high": 23.2,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.2,
        "ts": "2026-07-03T11:18:28",
        "prev_close": 23.28,
        "open": 23.44,
        "high": 23.73,
        "low": 23.2,
        "bid1": 23.2,
        "ask1": 23.21,
        "bid_qty1": 114,
        "ask_qty1": 23
      },
      "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": "2026-07-03T11:18:31",
      "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": 7.1041,
      "price_vs_vwap_pct": -1.7469,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1802,
        "prev_amount_yi": 0.1341,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3438,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "11:14",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0212
          },
          {
            "time": "11:15",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0314
          },
          {
            "time": "11:16",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0603
          },
          {
            "time": "11:17",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0598
          },
          {
            "time": "11:18",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86890.57,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T11:18:30",
        "prev_close": 7.76,
        "open": 7.56,
        "high": 7.67,
        "low": 6.98,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 9267,
        "ask_qty1": 4154
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.301696:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SZSE.301696:POSITION_TREND_ADD",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 139.06,
      "exec_low": 135.75,
      "exec_high": 140.45,
      "invalid_price": 135.58,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:18:31",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 135.05,
      "theme": "机器人链 / 减速器",
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 140.45,
      "dynamic_exec_high": 140.45,
      "entry_zone_low": 135.75,
      "entry_zone_high": 140.45,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 135.754,
      "price_vs_vwap_pct": 2.4353,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217312.44,
      "current_position_value": 139477.18,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 1001,
      "t0_protection_qty_cap": 1000,
      "ma5": null,
      "quote": {
        "last": 139.06,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 146.99,
        "low": 127.0,
        "bid1": 139.06,
        "ask1": 139.34,
        "bid_qty1": 4,
        "ask_qty1": 11
      },
      "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": 45.35,
      "exec_low": 44.18,
      "exec_high": 45.72,
      "invalid_price": 44.22,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:18:31",
      "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": 45.72,
      "dynamic_exec_high": 45.72,
      "entry_zone_low": 44.18,
      "entry_zone_high": 45.72,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 44.1827,
      "price_vs_vwap_pct": 2.642,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217312.44,
      "current_position_value": 9070.0,
      "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": 45.35,
        "ts": "2026-07-03T11:18:28",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 46.44,
        "low": 42.26,
        "bid1": 45.35,
        "ask1": 45.36,
        "bid_qty1": 367,
        "ask_qty1": 467
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 580734.0,
    "market_value": 505828.18,
    "total_value": 1086562.18,
    "unrealized_pnl": 51486.061638296815,
    "unrealized_pnl_pct_of_initial": 5.148606163829681,
    "realized_pnl": 35076.11836170312,
    "realized_pnl_pct_of_initial": 3.5076118361703124,
    "total_pnl": 86562.17999999993,
    "total_pnl_pct": 8.656218000000004
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 38400,
      "avg_cost": 3.565,
      "last_price": 3.98,
      "market_value": 152832.0,
      "unrealized_pnl": 15936.000000000002,
      "unrealized_pnl_pct": 11.64095371669005,
      "updated_at": "2026-07-03T11:18:31",
      "prev_close": 4.06,
      "holding_days": 2,
      "position_pct_of_total": 14.065646937941464
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 1001,
      "avg_cost": 124.28448712255774,
      "last_price": 139.06,
      "market_value": 139477.18,
      "unrealized_pnl": 14819.839416074594,
      "unrealized_pnl_pct": 11.88846107790753,
      "updated_at": "2026-07-03T11:18:31",
      "prev_close": 135.05,
      "holding_days": 2,
      "position_pct_of_total": 12.836557591209369
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 110.65,
      "last_price": 113.48,
      "market_value": 90784.0,
      "unrealized_pnl": 2263.9999999999986,
      "unrealized_pnl_pct": 2.557614098508809,
      "updated_at": "2026-07-03T11:18:31",
      "prev_close": 117.31,
      "holding_days": 10,
      "position_pct_of_total": 8.355159204970672
    },
    {
      "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": "2026-07-03T11:18:31",
      "prev_close": 63.23,
      "holding_days": 2,
      "position_pct_of_total": 7.041014440609372
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 400,
      "sellable_qty": 400,
      "avg_cost": 83.20444444444445,
      "last_price": 92.9,
      "market_value": 37160.0,
      "unrealized_pnl": 3878.222222222223,
      "unrealized_pnl_pct": 11.652689493082647,
      "updated_at": "2026-07-03T11:18:31",
      "prev_close": 95.98,
      "holding_days": 6,
      "position_pct_of_total": 3.419960742605637
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 45.35,
      "market_value": 9070.0,
      "unrealized_pnl": 1079.9999999999998,
      "unrealized_pnl_pct": 13.51689612015019,
      "updated_at": "2026-07-03T11:18:31",
      "prev_close": 42.3,
      "holding_days": 9,
      "position_pct_of_total": 0.8347428400278023
    }
  ],
  "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": 113.48,
      "avg_cost": 110.65,
      "pnl_pct": 2.5576,
      "threshold": 126.4,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 10,
      "source_event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 129.64,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 400,
      "last_price": 92.9,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 11.6527,
      "threshold": 103.51,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 11,
      "source_event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 106.44,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [
    {
      "event_id": "20260702:20260703:SZSE.301696:POSITION_TREND_ADD:BUY",
      "plan_id": "20260702:SZSE.301696:POSITION_TREND_ADD",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "BUY",
      "priority": "ADD",
      "status": "OBSERVE",
      "template_key": "POSITION_TREND_ADD",
      "trigger_price": 139.06,
      "exec_low": 135.75,
      "exec_high": 140.45,
      "invalid_price": 135.58,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:18:31",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 135.05,
      "theme": "机器人链 / 减速器",
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 140.45,
      "dynamic_exec_high": 140.45,
      "entry_zone_low": 135.75,
      "entry_zone_high": 140.45,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 135.754,
      "price_vs_vwap_pct": 2.4353,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217312.44,
      "current_position_value": 139477.18,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 1001,
      "t0_protection_qty_cap": 1000,
      "ma5": null,
      "quote": {
        "last": 139.06,
        "ts": "2026-07-03T11:18:27",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 146.99,
        "low": 127.0,
        "bid1": 139.06,
        "ask1": 139.34,
        "bid_qty1": 4,
        "ask_qty1": 11
      },
      "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": 45.35,
      "exec_low": 44.18,
      "exec_high": 45.72,
      "invalid_price": 44.22,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T11:18:31",
      "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": 45.72,
      "dynamic_exec_high": 45.72,
      "entry_zone_low": 44.18,
      "entry_zone_high": 45.72,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 44.1827,
      "price_vs_vwap_pct": 2.642,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217312.44,
      "current_position_value": 9070.0,
      "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": 45.35,
        "ts": "2026-07-03T11:18:28",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 46.44,
        "low": 42.26,
        "bid1": 45.35,
        "ask1": 45.36,
        "bid_qty1": 367,
        "ask_qty1": 467
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 35.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 35.0,
      "effective_shadow_total_position_pct": 35.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation",
        "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
  }
}