{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260702",
  "trade_date": "20260703",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.8,
      "active_up_ratio": 0.75,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5287,
      "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": 7,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "纺织制造 / 服装鞋类",
          "count": 4,
          "top_symbols": [
            "SHSE.603518",
            "SZSE.002674",
            "SZSE.002154",
            "SZSE.002397"
          ],
          "top_return_pct": 8.4881
        },
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SHSE.600493",
            "SZSE.000850"
          ],
          "top_return_pct": 10.0457
        },
        {
          "theme": "芬太尼 / 仿制药",
          "count": 2,
          "top_symbols": [
            "SZSE.000908",
            "SZSE.002294"
          ],
          "top_return_pct": 9.12
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SZSE.002294",
        "SHSE.601069",
        "SHSE.600547",
        "SZSE.002422"
      ],
      "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": 9.490090971736116,
          "above_vwap": true,
          "amount": 348425843.0
        },
        {
          "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": 25.51973303049686,
          "above_vwap": true,
          "amount": 470782931.0
        },
        {
          "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": 30.93142806768156,
          "above_vwap": true,
          "amount": 1122792280.0
        },
        {
          "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": 19.75287163784362,
          "above_vwap": true,
          "amount": 1287592913.0
        },
        {
          "symbol": "SZSE.000908",
          "name": "石药景峰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.119999999999994,
          "last": 6.82,
          "vwap": 6.648001189944966,
          "above_vwap": true,
          "amount": 469292376.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 8.560794044665009,
          "last": 26.25,
          "vwap": 25.96224836751259,
          "above_vwap": true,
          "amount": 3575899894.0
        },
        {
          "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": 8.48806366047745,
          "last": 8.18,
          "vwap": 7.937920401791369,
          "above_vwap": true,
          "amount": 106526098.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 8.177826564215152,
          "last": 39.42,
          "vwap": 38.388110288869825,
          "above_vwap": true,
          "amount": 2129971977.0
        },
        {
          "symbol": "SHSE.600493",
          "name": "凤竹纺织",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.8467153284671465,
          "last": 5.91,
          "vwap": 5.764461441984119,
          "above_vwap": true,
          "amount": 65264656.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 7.752750130958619,
          "last": 20.57,
          "vwap": 20.384014703474943,
          "above_vwap": true,
          "amount": 3137841841.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "纺织制造 / 服装鞋类",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.008849557522123,
          "last": 30.23,
          "vwap": 27.769491732503475,
          "above_vwap": true,
          "amount": 1013708634.0
        },
        {
          "symbol": "SZSE.002345",
          "name": "潮宏基",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 9,
          "ret_pct": 6.633165829145726,
          "last": 10.61,
          "vwap": 10.337590511198577,
          "above_vwap": true,
          "amount": 429156800.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "NORMAL_THREE_RESONANCE",
        "label": "常规三振共振",
        "entry_policy": "strict_gate",
        "official_buy_allowed": true,
        "reason": "market_sector_stock_resonance_confirmed",
        "pool_up_ratio": 0.8,
        "active_up_ratio": 0.75,
        "active_positive": 9,
        "active_positive_min": 1,
        "active_above_vwap": 9,
        "active_total": 12,
        "sample_total": 120,
        "dominant_theme": "贵金属 / 黄金概念",
        "dominant_theme_share": 0.5287,
        "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": 7,
            "top_symbols": [
              "SHSE.601069",
              "SHSE.600988",
              "SZSE.000975",
              "SHSE.600547",
              "SHSE.600489"
            ],
            "top_return_pct": 10.0212
          },
          {
            "theme": "纺织制造 / 服装鞋类",
            "count": 4,
            "top_symbols": [
              "SHSE.603518",
              "SZSE.002674",
              "SZSE.002154",
              "SZSE.002397"
            ],
            "top_return_pct": 8.4881
          },
          {
            "theme": "纺织制造 / 纺织行业",
            "count": 3,
            "top_symbols": [
              "SZSE.002072",
              "SHSE.600493",
              "SZSE.000850"
            ],
            "top_return_pct": 10.0457
          },
          {
            "theme": "芬太尼 / 仿制药",
            "count": 2,
            "top_symbols": [
              "SZSE.000908",
              "SZSE.002294"
            ],
            "top_return_pct": 9.12
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000975",
          "SZSE.002294",
          "SHSE.601069",
          "SHSE.600547",
          "SZSE.002422"
        ],
        "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": 9.490090971736116,
            "above_vwap": true,
            "amount": 348425843.0
          },
          {
            "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": 25.51973303049686,
            "above_vwap": true,
            "amount": 470782931.0
          },
          {
            "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": 30.93142806768156,
            "above_vwap": true,
            "amount": 1122792280.0
          },
          {
            "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": 19.75287163784362,
            "above_vwap": true,
            "amount": 1287592913.0
          },
          {
            "symbol": "SZSE.000908",
            "name": "石药景峰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 9.119999999999994,
            "last": 6.82,
            "vwap": 6.648001189944966,
            "above_vwap": true,
            "amount": 469292376.0
          },
          {
            "symbol": "SHSE.600547",
            "name": "山东黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 7,
            "ret_pct": 8.560794044665009,
            "last": 26.25,
            "vwap": 25.96224836751259,
            "above_vwap": true,
            "amount": 3575899894.0
          },
          {
            "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": 8.48806366047745,
            "last": 8.18,
            "vwap": 7.937920401791369,
            "above_vwap": true,
            "amount": 106526098.0
          },
          {
            "symbol": "SZSE.002294",
            "name": "信立泰",
            "theme": "芬太尼 / 仿制药",
            "paper_scope": "shadow_active",
            "priority": 1,
            "ret_pct": 8.177826564215152,
            "last": 39.42,
            "vwap": 38.388110288869825,
            "above_vwap": true,
            "amount": 2129971977.0
          },
          {
            "symbol": "SHSE.600493",
            "name": "凤竹纺织",
            "theme": "纺织制造 / 纺织行业",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.8467153284671465,
            "last": 5.91,
            "vwap": 5.764461441984119,
            "above_vwap": true,
            "amount": 65264656.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 10,
            "ret_pct": 7.752750130958619,
            "last": 20.57,
            "vwap": 20.384014703474943,
            "above_vwap": true,
            "amount": 3137841841.0
          },
          {
            "symbol": "SZSE.002674",
            "name": "兴业科技",
            "theme": "纺织制造 / 服装鞋类",
            "paper_scope": "shadow_watch",
            "priority": 999,
            "ret_pct": 7.008849557522123,
            "last": 30.23,
            "vwap": 27.769491732503475,
            "above_vwap": true,
            "amount": 1013708634.0
          },
          {
            "symbol": "SZSE.002345",
            "name": "潮宏基",
            "theme": "贵金属 / 黄金概念",
            "paper_scope": "shadow_active",
            "priority": 9,
            "ret_pct": 6.633165829145726,
            "last": 10.61,
            "vwap": 10.337590511198577,
            "above_vwap": true,
            "amount": 429156800.0
          }
        ]
      },
      "style_code": "NORMAL_THREE_RESONANCE",
      "style_label": "常规三振共振",
      "entry_policy": "strict_gate",
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "EXTREME",
        "score": 100.0,
        "label": "外部科技冲击极高",
        "entry_policy": "risk_only_for_tech",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "13:10",
        "position_cap_pct": 35.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-9.43%",
          "korea_tech_negative_-10.38%",
          "asia_tech_circuit_breaker",
          "quant_panic_deep_water_risk"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260703.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-03T09:25:15+08:00"
      },
      "external_tech_shock_level": "EXTREME",
      "external_tech_entry_policy": "risk_only_for_tech"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.8,
      "active_up_ratio": 0.75,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5287,
      "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": 7,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "纺织制造 / 服装鞋类",
          "count": 4,
          "top_symbols": [
            "SHSE.603518",
            "SZSE.002674",
            "SZSE.002154",
            "SZSE.002397"
          ],
          "top_return_pct": 8.4881
        },
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SHSE.600493",
            "SZSE.000850"
          ],
          "top_return_pct": 10.0457
        },
        {
          "theme": "芬太尼 / 仿制药",
          "count": 2,
          "top_symbols": [
            "SZSE.000908",
            "SZSE.002294"
          ],
          "top_return_pct": 9.12
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SZSE.002294",
        "SHSE.601069",
        "SHSE.600547",
        "SZSE.002422"
      ],
      "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": 9.490090971736116,
          "above_vwap": true,
          "amount": 348425843.0
        },
        {
          "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": 25.51973303049686,
          "above_vwap": true,
          "amount": 470782931.0
        },
        {
          "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": 30.93142806768156,
          "above_vwap": true,
          "amount": 1122792280.0
        },
        {
          "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": 19.75287163784362,
          "above_vwap": true,
          "amount": 1287592913.0
        },
        {
          "symbol": "SZSE.000908",
          "name": "石药景峰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.119999999999994,
          "last": 6.82,
          "vwap": 6.648001189944966,
          "above_vwap": true,
          "amount": 469292376.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 8.560794044665009,
          "last": 26.25,
          "vwap": 25.96224836751259,
          "above_vwap": true,
          "amount": 3575899894.0
        },
        {
          "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": 8.48806366047745,
          "last": 8.18,
          "vwap": 7.937920401791369,
          "above_vwap": true,
          "amount": 106526098.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 8.177826564215152,
          "last": 39.42,
          "vwap": 38.388110288869825,
          "above_vwap": true,
          "amount": 2129971977.0
        },
        {
          "symbol": "SHSE.600493",
          "name": "凤竹纺织",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.8467153284671465,
          "last": 5.91,
          "vwap": 5.764461441984119,
          "above_vwap": true,
          "amount": 65264656.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 7.752750130958619,
          "last": 20.57,
          "vwap": 20.384014703474943,
          "above_vwap": true,
          "amount": 3137841841.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "纺织制造 / 服装鞋类",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.008849557522123,
          "last": 30.23,
          "vwap": 27.769491732503475,
          "above_vwap": true,
          "amount": 1013708634.0
        },
        {
          "symbol": "SZSE.002345",
          "name": "潮宏基",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 9,
          "ret_pct": 6.633165829145726,
          "last": 10.61,
          "vwap": 10.337590511198577,
          "above_vwap": true,
          "amount": 429156800.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "NORMAL_THREE_RESONANCE",
      "label": "常规三振共振",
      "entry_policy": "strict_gate",
      "official_buy_allowed": true,
      "reason": "market_sector_stock_resonance_confirmed",
      "pool_up_ratio": 0.8,
      "active_up_ratio": 0.75,
      "active_positive": 9,
      "active_positive_min": 1,
      "active_above_vwap": 9,
      "active_total": 12,
      "sample_total": 120,
      "dominant_theme": "贵金属 / 黄金概念",
      "dominant_theme_share": 0.5287,
      "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": 7,
          "top_symbols": [
            "SHSE.601069",
            "SHSE.600988",
            "SZSE.000975",
            "SHSE.600547",
            "SHSE.600489"
          ],
          "top_return_pct": 10.0212
        },
        {
          "theme": "纺织制造 / 服装鞋类",
          "count": 4,
          "top_symbols": [
            "SHSE.603518",
            "SZSE.002674",
            "SZSE.002154",
            "SZSE.002397"
          ],
          "top_return_pct": 8.4881
        },
        {
          "theme": "纺织制造 / 纺织行业",
          "count": 3,
          "top_symbols": [
            "SZSE.002072",
            "SHSE.600493",
            "SZSE.000850"
          ],
          "top_return_pct": 10.0457
        },
        {
          "theme": "芬太尼 / 仿制药",
          "count": 2,
          "top_symbols": [
            "SZSE.000908",
            "SZSE.002294"
          ],
          "top_return_pct": 9.12
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.000975",
        "SZSE.002294",
        "SHSE.601069",
        "SHSE.600547",
        "SZSE.002422"
      ],
      "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": 9.490090971736116,
          "above_vwap": true,
          "amount": 348425843.0
        },
        {
          "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": 25.51973303049686,
          "above_vwap": true,
          "amount": 470782931.0
        },
        {
          "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": 30.93142806768156,
          "above_vwap": true,
          "amount": 1122792280.0
        },
        {
          "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": 19.75287163784362,
          "above_vwap": true,
          "amount": 1287592913.0
        },
        {
          "symbol": "SZSE.000908",
          "name": "石药景峰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 9.119999999999994,
          "last": 6.82,
          "vwap": 6.648001189944966,
          "above_vwap": true,
          "amount": 469292376.0
        },
        {
          "symbol": "SHSE.600547",
          "name": "山东黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 7,
          "ret_pct": 8.560794044665009,
          "last": 26.25,
          "vwap": 25.96224836751259,
          "above_vwap": true,
          "amount": 3575899894.0
        },
        {
          "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": 8.48806366047745,
          "last": 8.18,
          "vwap": 7.937920401791369,
          "above_vwap": true,
          "amount": 106526098.0
        },
        {
          "symbol": "SZSE.002294",
          "name": "信立泰",
          "theme": "芬太尼 / 仿制药",
          "paper_scope": "shadow_active",
          "priority": 1,
          "ret_pct": 8.177826564215152,
          "last": 39.42,
          "vwap": 38.388110288869825,
          "above_vwap": true,
          "amount": 2129971977.0
        },
        {
          "symbol": "SHSE.600493",
          "name": "凤竹纺织",
          "theme": "纺织制造 / 纺织行业",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.8467153284671465,
          "last": 5.91,
          "vwap": 5.764461441984119,
          "above_vwap": true,
          "amount": 65264656.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 10,
          "ret_pct": 7.752750130958619,
          "last": 20.57,
          "vwap": 20.384014703474943,
          "above_vwap": true,
          "amount": 3137841841.0
        },
        {
          "symbol": "SZSE.002674",
          "name": "兴业科技",
          "theme": "纺织制造 / 服装鞋类",
          "paper_scope": "shadow_watch",
          "priority": 999,
          "ret_pct": 7.008849557522123,
          "last": 30.23,
          "vwap": 27.769491732503475,
          "above_vwap": true,
          "amount": 1013708634.0
        },
        {
          "symbol": "SZSE.002345",
          "name": "潮宏基",
          "theme": "贵金属 / 黄金概念",
          "paper_scope": "shadow_active",
          "priority": 9,
          "ret_pct": 6.633165829145726,
          "last": 10.61,
          "vwap": 10.337590511198577,
          "above_vwap": true,
          "amount": 429156800.0
        }
      ]
    },
    "style_code": "NORMAL_THREE_RESONANCE",
    "style_label": "常规三振共振",
    "entry_policy": "strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "EXTREME",
      "score": 100.0,
      "label": "外部科技冲击极高",
      "entry_policy": "risk_only_for_tech",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "13:10",
      "position_cap_pct": 35.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-9.43%",
        "korea_tech_negative_-10.38%",
        "asia_tech_circuit_breaker",
        "quant_panic_deep_water_risk"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260703.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-03T09:25:15+08:00"
    },
    "external_tech_shock_level": "EXTREME",
    "external_tech_entry_policy": "risk_only_for_tech"
  },
  "quote_source": "public_http_tencent:126/126",
  "quote_stale_lock": false,
  "generated_at": "2026-07-03T14:08:48",
  "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": "2026-07-03T14:08:48",
      "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": 19.7529,
      "price_vs_vwap_pct": 0.4409,
      "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": 0.0123,
        "prev_amount_yi": 0.0069,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7826,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.001
          },
          {
            "time": "14:07",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0006
          },
          {
            "time": "14:08",
            "open": 19.84,
            "high": 19.84,
            "low": 19.84,
            "close": 19.84,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:45",
        "prev_close": 18.04,
        "open": 19.25,
        "high": 19.84,
        "low": 19.25,
        "bid1": 19.84,
        "ask1": 0.0,
        "bid_qty1": 47619,
        "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": "2026-07-03T14:08:48",
      "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": 38.3881,
      "price_vs_vwap_pct": 2.6881,
      "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": 0.0805,
        "prev_amount_yi": 0.159,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5063,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 39.44,
            "high": 39.46,
            "low": 39.44,
            "close": 39.46,
            "amount_yi": 0.0244
          },
          {
            "time": "14:07",
            "open": 39.44,
            "high": 39.44,
            "low": 39.41,
            "close": 39.41,
            "amount_yi": 0.0278
          },
          {
            "time": "14:08",
            "open": 39.4,
            "high": 39.42,
            "low": 39.4,
            "close": 39.42,
            "amount_yi": 0.0283
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.42,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 36.44,
        "open": 37.0,
        "high": 39.6,
        "low": 36.52,
        "bid1": 39.41,
        "ask1": 39.42,
        "bid_qty1": 42,
        "ask_qty1": 25
      },
      "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": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 13.7104,
      "price_vs_vwap_pct": 1.3829,
      "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": 0.0506,
        "prev_amount_yi": 0.0754,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6711,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 13.92,
            "high": 13.92,
            "low": 13.92,
            "close": 13.92,
            "amount_yi": 0.0145
          },
          {
            "time": "14:07",
            "open": 13.92,
            "high": 13.92,
            "low": 13.91,
            "close": 13.91,
            "amount_yi": 0.0146
          },
          {
            "time": "14:08",
            "open": 13.91,
            "high": 13.91,
            "low": 13.9,
            "close": 13.9,
            "amount_yi": 0.0215
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.9,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 13.04,
        "open": 13.1,
        "high": 14.2,
        "low": 13.05,
        "bid1": 13.9,
        "ask1": 13.91,
        "bid_qty1": 271,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 8.7236,
      "price_vs_vwap_pct": -0.1559,
      "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": 0.0182,
        "prev_amount_yi": 0.0286,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6364,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 8.72,
            "high": 8.72,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0087
          },
          {
            "time": "14:07",
            "open": 8.72,
            "high": 8.72,
            "low": 8.72,
            "close": 8.72,
            "amount_yi": 0.0022
          },
          {
            "time": "14:08",
            "open": 8.72,
            "high": 8.72,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.71,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 8.71,
        "open": 8.83,
        "high": 8.97,
        "low": 8.59,
        "bid1": 8.7,
        "ask1": 8.71,
        "bid_qty1": 614,
        "ask_qty1": 24
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601339:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601339:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601339",
      "name": "百隆东方",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 7.46,
      "exec_low": 7.46,
      "exec_high": 7.68,
      "invalid_price": 7.24,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 7.68,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.68,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.35,
      "entry_zone_high": 7.57,
      "entry_risk_pct": null,
      "intraday_vwap": 7.3083,
      "price_vs_vwap_pct": -0.7977,
      "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": 0.0091,
        "prev_amount_yi": 0.0104,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 7.24,
            "high": 7.24,
            "low": 7.24,
            "close": 7.24,
            "amount_yi": 0.0038
          },
          {
            "time": "14:07",
            "open": 7.24,
            "high": 7.24,
            "low": 7.23,
            "close": 7.23,
            "amount_yi": 0.0036
          },
          {
            "time": "14:08",
            "open": 7.24,
            "high": 7.25,
            "low": 7.24,
            "close": 7.25,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.25,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 7.4,
        "open": 7.49,
        "high": 7.52,
        "low": 7.18,
        "bid1": 7.23,
        "ask1": 7.25,
        "bid_qty1": 189,
        "ask_qty1": 56
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601069:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SHSE.601069:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.601069",
      "name": "西部黄金",
      "side": "BUY",
      "priority": "P5",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 23.92,
      "exec_low": 23.92,
      "exec_high": 24.64,
      "invalid_price": 23.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 25.5197,
      "price_vs_vwap_pct": 1.5294,
      "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": 0.0033,
        "prev_amount_yi": 0.0081,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4074,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0015
          },
          {
            "time": "14:07",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0011
          },
          {
            "time": "14:08",
            "open": 25.91,
            "high": 25.91,
            "low": 25.91,
            "close": 25.91,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:27",
        "prev_close": 23.55,
        "open": 24.55,
        "high": 25.91,
        "low": 24.25,
        "bid1": 25.91,
        "ask1": 0.0,
        "bid_qty1": 45785,
        "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": "2026-07-03T14:08:48",
      "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": 6.6699,
      "price_vs_vwap_pct": -0.2984,
      "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": 0.0062,
        "prev_amount_yi": 0.0156,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3974,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 6.64,
            "high": 6.64,
            "low": 6.64,
            "close": 6.64,
            "amount_yi": 0.0007
          },
          {
            "time": "14:07",
            "open": 6.65,
            "high": 6.66,
            "low": 6.65,
            "close": 6.66,
            "amount_yi": 0.0049
          },
          {
            "time": "14:08",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.65,
        "ts": "2026-07-03T14:08:42",
        "prev_close": 6.71,
        "open": 6.79,
        "high": 7.0,
        "low": 6.44,
        "bid1": 6.65,
        "ask1": 6.66,
        "bid_qty1": 443,
        "ask_qty1": 293
      },
      "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": "2026-07-03T14:08:48",
      "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": 25.9622,
      "price_vs_vwap_pct": 1.1085,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2784,
        "prev_amount_yi": 0.2614,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 26.22,
            "high": 26.22,
            "low": 26.2,
            "close": 26.2,
            "amount_yi": 0.1239
          },
          {
            "time": "14:07",
            "open": 26.2,
            "high": 26.24,
            "low": 26.2,
            "close": 26.24,
            "amount_yi": 0.0826
          },
          {
            "time": "14:08",
            "open": 26.22,
            "high": 26.25,
            "low": 26.22,
            "close": 26.25,
            "amount_yi": 0.0719
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.25,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 24.18,
        "open": 25.39,
        "high": 26.48,
        "low": 25.1,
        "bid1": 26.25,
        "ask1": 26.26,
        "bid_qty1": 7,
        "ask_qty1": 252
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002422:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.002422:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002422",
      "name": "科伦药业",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 45.68,
      "exec_low": 45.68,
      "exec_high": 47.05,
      "invalid_price": 44.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "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": 44.4973,
      "price_vs_vwap_pct": 1.5792,
      "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": 0.1205,
        "prev_amount_yi": 0.1442,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8356,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 45.31,
            "high": 45.31,
            "low": 45.31,
            "close": 45.31,
            "amount_yi": 0.0594
          },
          {
            "time": "14:07",
            "open": 45.2,
            "high": 45.2,
            "low": 45.1,
            "close": 45.1,
            "amount_yi": 0.0351
          },
          {
            "time": "14:08",
            "open": 45.08,
            "high": 45.2,
            "low": 45.08,
            "close": 45.2,
            "amount_yi": 0.026
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.2,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 44.75,
        "open": 44.0,
        "high": 46.93,
        "low": 42.93,
        "bid1": 45.1,
        "ask1": 45.12,
        "bid_qty1": 9,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002345:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260702:SZSE.002345:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002345",
      "name": "潮宏基",
      "side": "BUY",
      "priority": "P9",
      "status": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 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": null,
      "intraday_vwap": 10.3376,
      "price_vs_vwap_pct": 2.635,
      "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": 0.0606,
        "prev_amount_yi": 0.053,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1434,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 10.6,
            "high": 10.6,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0116
          },
          {
            "time": "14:07",
            "open": 10.6,
            "high": 10.6,
            "low": 10.6,
            "close": 10.6,
            "amount_yi": 0.0305
          },
          {
            "time": "14:08",
            "open": 10.6,
            "high": 10.61,
            "low": 10.6,
            "close": 10.61,
            "amount_yi": 0.0185
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.61,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.65,
        "low": 9.85,
        "bid1": 10.6,
        "ask1": 10.61,
        "bid_qty1": 111,
        "ask_qty1": 23
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 20.384,
      "price_vs_vwap_pct": 0.9125,
      "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": 0.1817,
        "prev_amount_yi": 0.2066,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8795,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 20.5,
            "high": 20.5,
            "low": 20.5,
            "close": 20.5,
            "amount_yi": 0.0516
          },
          {
            "time": "14:07",
            "open": 20.51,
            "high": 20.55,
            "low": 20.51,
            "close": 20.55,
            "amount_yi": 0.0653
          },
          {
            "time": "14:08",
            "open": 20.55,
            "high": 20.57,
            "low": 20.55,
            "close": 20.57,
            "amount_yi": 0.0648
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.57,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 19.09,
        "open": 19.9,
        "high": 20.75,
        "low": 19.71,
        "bid1": 20.57,
        "ask1": 20.58,
        "bid_qty1": 157,
        "ask_qty1": 25
      },
      "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": "2026-07-03T14:08:48",
      "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": 27.9887,
      "price_vs_vwap_pct": 0.0046,
      "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": 0.7048,
        "prev_amount_yi": 0.7664,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9196,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "14:06",
            "open": 27.99,
            "high": 28.01,
            "low": 27.99,
            "close": 28.01,
            "amount_yi": 0.2043
          },
          {
            "time": "14:07",
            "open": 28.0,
            "high": 28.01,
            "low": 28.0,
            "close": 28.01,
            "amount_yi": 0.2574
          },
          {
            "time": "14:08",
            "open": 28.0,
            "high": 28.0,
            "low": 27.99,
            "close": 27.99,
            "amount_yi": 0.2431
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130555.45,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:45",
        "prev_close": 26.3,
        "open": 27.5,
        "high": 28.3,
        "low": 27.41,
        "bid1": 27.99,
        "ask1": 28.0,
        "bid_qty1": 219,
        "ask_qty1": 307
      },
      "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": "2026-07-03T14:08:48",
      "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": 30.9314,
      "price_vs_vwap_pct": 0.9654,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0183,
        "prev_amount_yi": 0.0146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2534,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.005
          },
          {
            "time": "14:05",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0052
          },
          {
            "time": "14:06",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0033
          },
          {
            "time": "14:07",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0016
          },
          {
            "time": "14:08",
            "open": 31.23,
            "high": 31.23,
            "low": 31.23,
            "close": 31.23,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:46",
        "prev_close": 28.39,
        "open": 30.37,
        "high": 31.23,
        "low": 29.86,
        "bid1": 31.23,
        "ask1": 0.0,
        "bid_qty1": 63494,
        "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": "2026-07-03T14:08:48",
      "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": 25.9525,
      "price_vs_vwap_pct": -0.4335,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1906,
        "prev_amount_yi": 0.1271,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4996,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 25.86,
            "high": 25.88,
            "low": 25.86,
            "close": 25.88,
            "amount_yi": 0.0409
          },
          {
            "time": "14:05",
            "open": 25.89,
            "high": 25.89,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.0326
          },
          {
            "time": "14:06",
            "open": 25.87,
            "high": 25.87,
            "low": 25.87,
            "close": 25.87,
            "amount_yi": 0.0355
          },
          {
            "time": "14:07",
            "open": 25.86,
            "high": 25.86,
            "low": 25.86,
            "close": 25.86,
            "amount_yi": 0.0196
          },
          {
            "time": "14:08",
            "open": 25.84,
            "high": 25.84,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.84,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 24.56,
        "open": 25.51,
        "high": 26.48,
        "low": 25.29,
        "bid1": 25.84,
        "ask1": 25.85,
        "bid_qty1": 230,
        "ask_qty1": 73
      },
      "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": "2026-07-03T14:08:48",
      "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": 2.4492,
      "price_vs_vwap_pct": 1.2576,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0046,
        "prev_amount_yi": 0.0066,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.697,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.47,
            "high": 2.47,
            "low": 2.47,
            "close": 2.47,
            "amount_yi": 0.0012
          },
          {
            "time": "14:05",
            "open": 2.48,
            "high": 2.48,
            "low": 2.48,
            "close": 2.48,
            "amount_yi": 0.0003
          },
          {
            "time": "14:06",
            "open": 2.48,
            "high": 2.48,
            "low": 2.47,
            "close": 2.47,
            "amount_yi": 0.0016
          },
          {
            "time": "14:07",
            "open": 2.47,
            "high": 2.48,
            "low": 2.47,
            "close": 2.48,
            "amount_yi": 0.0005
          },
          {
            "time": "14:08",
            "open": 2.48,
            "high": 2.48,
            "low": 2.48,
            "close": 2.48,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.48,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 2.41,
        "open": 2.43,
        "high": 2.48,
        "low": 2.4,
        "bid1": 2.47,
        "ask1": 2.48,
        "bid_qty1": 791,
        "ask_qty1": 4142
      },
      "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": "2026-07-03T14:08:48",
      "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": 3.5336,
      "intraday_vwap": 8.5357,
      "price_vs_vwap_pct": -0.5354,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0917,
        "prev_amount_yi": 0.0938,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9776,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0115
          },
          {
            "time": "14:05",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0194
          },
          {
            "time": "14:06",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0163
          },
          {
            "time": "14:07",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0086
          },
          {
            "time": "14:08",
            "open": 8.49,
            "high": 8.49,
            "low": 8.49,
            "close": 8.49,
            "amount_yi": 0.0359
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.49,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 8.2,
        "open": 8.5,
        "high": 8.69,
        "low": 8.35,
        "bid1": 8.48,
        "ask1": 8.49,
        "bid_qty1": 6297,
        "ask_qty1": 368
      },
      "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": "2026-07-03T14:08:48",
      "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": 13.9954,
      "price_vs_vwap_pct": -1.1818,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0404,
        "prev_amount_yi": 0.0578,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.699,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 13.82,
            "high": 13.82,
            "low": 13.82,
            "close": 13.82,
            "amount_yi": 0.0081
          },
          {
            "time": "14:05",
            "open": 13.83,
            "high": 13.84,
            "low": 13.83,
            "close": 13.84,
            "amount_yi": 0.0081
          },
          {
            "time": "14:06",
            "open": 13.85,
            "high": 13.85,
            "low": 13.85,
            "close": 13.85,
            "amount_yi": 0.012
          },
          {
            "time": "14:07",
            "open": 13.85,
            "high": 13.85,
            "low": 13.85,
            "close": 13.85,
            "amount_yi": 0.0056
          },
          {
            "time": "14:08",
            "open": 13.84,
            "high": 13.84,
            "low": 13.83,
            "close": 13.83,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.83,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 13.71,
        "open": 14.13,
        "high": 14.21,
        "low": 13.73,
        "bid1": 13.83,
        "ask1": 13.84,
        "bid_qty1": 247,
        "ask_qty1": 188
      },
      "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": 34.11,
      "exec_high": 34.26,
      "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": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.05,
      "dynamic_exec_high": 34.26,
      "entry_zone_low": 33.05,
      "entry_zone_high": 34.05,
      "entry_risk_pct": 4.6866,
      "intraday_vwap": 34.1089,
      "price_vs_vwap_pct": 0.0912,
      "energy_floor_hint_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": 0.0065,
        "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": "14:04",
            "open": 34.2,
            "high": 34.2,
            "low": 34.19,
            "close": 34.19,
            "amount_yi": 0.0002
          },
          {
            "time": "14:05",
            "open": 34.19,
            "high": 34.19,
            "low": 34.18,
            "close": 34.18,
            "amount_yi": 0.0004
          },
          {
            "time": "14:06",
            "open": 34.19,
            "high": 34.21,
            "low": 34.19,
            "close": 34.21,
            "amount_yi": 0.0037
          },
          {
            "time": "14:07",
            "open": 34.22,
            "high": 34.22,
            "low": 34.2,
            "close": 34.2,
            "amount_yi": 0.0004
          },
          {
            "time": "14:08",
            "open": 34.13,
            "high": 34.14,
            "low": 34.13,
            "close": 34.14,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.14,
        "ts": "2026-07-03T14:08:36",
        "prev_close": 33.35,
        "open": 33.67,
        "high": 34.4,
        "low": 33.55,
        "bid1": 34.09,
        "ask1": 34.14,
        "bid_qty1": 7,
        "ask_qty1": 1
      },
      "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": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.44,
      "entry_zone_high": 3.54,
      "entry_risk_pct": 2.8653,
      "intraday_vwap": 3.4711,
      "price_vs_vwap_pct": 0.5445,
      "energy_floor_hint_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": 0.0026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0007
          },
          {
            "time": "14:05",
            "open": 3.48,
            "high": 3.49,
            "low": 3.48,
            "close": 3.49,
            "amount_yi": 0.0013
          },
          {
            "time": "14:06",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.001
          },
          {
            "time": "14:07",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0041
          },
          {
            "time": "14:08",
            "open": 3.48,
            "high": 3.49,
            "low": 3.48,
            "close": 3.49,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.49,
        "ts": "2026-07-03T14:08:43",
        "prev_close": 3.42,
        "open": 3.44,
        "high": 3.5,
        "low": 3.43,
        "bid1": 3.48,
        "ask1": 3.49,
        "bid_qty1": 413,
        "ask_qty1": 1862
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.3,
      "exec_low": 4.36,
      "exec_high": 4.36,
      "invalid_price": 4.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.24,
      "entry_zone_high": 4.36,
      "entry_risk_pct": 4.3578,
      "intraday_vwap": 4.3082,
      "price_vs_vwap_pct": 1.2024,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0142,
        "prev_amount_yi": 0.0147,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.35,
            "high": 4.35,
            "low": 4.35,
            "close": 4.35,
            "amount_yi": 0.0014
          },
          {
            "time": "14:05",
            "open": 4.36,
            "high": 4.36,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0006
          },
          {
            "time": "14:06",
            "open": 4.35,
            "high": 4.36,
            "low": 4.35,
            "close": 4.36,
            "amount_yi": 0.0058
          },
          {
            "time": "14:07",
            "open": 4.37,
            "high": 4.37,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.0003
          },
          {
            "time": "14:08",
            "open": 4.36,
            "high": 4.36,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.36,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 4.19,
        "open": 4.23,
        "high": 4.38,
        "low": 4.23,
        "bid1": 4.35,
        "ask1": 4.36,
        "bid_qty1": 362,
        "ask_qty1": 271
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600711:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600711:VWAP_RECLAIM",
      "symbol": "SHSE.600711",
      "name": "盛屯矿业",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.43,
      "exec_low": 11.6,
      "exec_high": 11.6,
      "invalid_price": 11.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.26,
      "entry_zone_high": 11.6,
      "entry_risk_pct": 4.0657,
      "intraday_vwap": 11.5285,
      "price_vs_vwap_pct": 0.1865,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1308,
        "prev_amount_yi": 0.0841,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 11.53,
            "high": 11.53,
            "low": 11.53,
            "close": 11.53,
            "amount_yi": 0.0165
          },
          {
            "time": "14:05",
            "open": 11.52,
            "high": 11.54,
            "low": 11.52,
            "close": 11.54,
            "amount_yi": 0.014
          },
          {
            "time": "14:06",
            "open": 11.54,
            "high": 11.54,
            "low": 11.54,
            "close": 11.54,
            "amount_yi": 0.022
          },
          {
            "time": "14:07",
            "open": 11.55,
            "high": 11.55,
            "low": 11.55,
            "close": 11.55,
            "amount_yi": 0.0222
          },
          {
            "time": "14:08",
            "open": 11.54,
            "high": 11.55,
            "low": 11.54,
            "close": 11.55,
            "amount_yi": 0.0561
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.55,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 11.12,
        "open": 11.4,
        "high": 11.83,
        "low": 11.26,
        "bid1": 11.55,
        "ask1": 11.56,
        "bid_qty1": 316,
        "ask_qty1": 268
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600655:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600655:VWAP_RECLAIM",
      "symbol": "SHSE.600655",
      "name": "豫园股份",
      "side": "BUY",
      "priority": "W9",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.33,
      "exec_low": 4.39,
      "exec_high": 4.39,
      "invalid_price": 4.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.27,
      "entry_zone_high": 4.39,
      "entry_risk_pct": null,
      "intraday_vwap": 4.2934,
      "price_vs_vwap_pct": -0.0792,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.008,
        "prev_amount_yi": 0.0078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0256,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.29,
            "high": 4.29,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0027
          },
          {
            "time": "14:05",
            "open": 4.28,
            "high": 4.29,
            "low": 4.28,
            "close": 4.29,
            "amount_yi": 0.0005
          },
          {
            "time": "14:06",
            "open": 4.29,
            "high": 4.29,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0027
          },
          {
            "time": "14:07",
            "open": 4.29,
            "high": 4.29,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0009
          },
          {
            "time": "14:08",
            "open": 4.29,
            "high": 4.29,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.29,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 4.29,
        "open": 4.3,
        "high": 4.35,
        "low": 4.25,
        "bid1": 4.28,
        "ask1": 4.29,
        "bid_qty1": 573,
        "ask_qty1": 187
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002721:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002721:VWAP_RECLAIM",
      "symbol": "SZSE.002721",
      "name": "金一文化",
      "side": "BUY",
      "priority": "W10",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.34,
      "exec_low": 2.38,
      "exec_high": 2.38,
      "invalid_price": 2.27,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "贵金属 / 黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.3,
      "entry_zone_high": 2.38,
      "entry_risk_pct": null,
      "intraday_vwap": 2.3175,
      "price_vs_vwap_pct": 0.5394,
      "energy_floor_hint_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": 0.0428,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7173,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.34,
            "high": 2.34,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.0002
          },
          {
            "time": "14:05",
            "open": 2.34,
            "high": 2.34,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.0007
          },
          {
            "time": "14:06",
            "open": 2.34,
            "high": 2.35,
            "low": 2.34,
            "close": 2.35,
            "amount_yi": 0.019
          },
          {
            "time": "14:07",
            "open": 2.35,
            "high": 2.35,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.0082
          },
          {
            "time": "14:08",
            "open": 2.34,
            "high": 2.34,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.33,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 2.28,
        "open": 2.29,
        "high": 2.35,
        "low": 2.28,
        "bid1": 2.33,
        "ask1": 2.34,
        "bid_qty1": 7215,
        "ask_qty1": 4431
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600531:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600531:VWAP_RECLAIM",
      "symbol": "SHSE.600531",
      "name": "豫光金铅",
      "side": "BUY",
      "priority": "W11",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 15.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.27,
      "entry_zone_high": 15.73,
      "entry_risk_pct": null,
      "intraday_vwap": 15.5473,
      "price_vs_vwap_pct": -0.6258,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1117,
        "prev_amount_yi": 0.0896,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2467,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 15.43,
            "high": 15.44,
            "low": 15.43,
            "close": 15.44,
            "amount_yi": 0.0139
          },
          {
            "time": "14:05",
            "open": 15.44,
            "high": 15.46,
            "low": 15.44,
            "close": 15.46,
            "amount_yi": 0.0129
          },
          {
            "time": "14:06",
            "open": 15.46,
            "high": 15.46,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.0184
          },
          {
            "time": "14:07",
            "open": 15.46,
            "high": 15.47,
            "low": 15.46,
            "close": 15.47,
            "amount_yi": 0.0193
          },
          {
            "time": "14:08",
            "open": 15.45,
            "high": 15.45,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.0472
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.45,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 14.83,
        "open": 15.58,
        "high": 16.15,
        "low": 15.11,
        "bid1": 15.45,
        "ask1": 15.46,
        "bid_qty1": 729,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 3.1212,
      "price_vs_vwap_pct": -1.32,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0659,
        "prev_amount_yi": 0.0525,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 3.08,
            "high": 3.08,
            "low": 3.08,
            "close": 3.08,
            "amount_yi": 0.0161
          },
          {
            "time": "14:05",
            "open": 3.08,
            "high": 3.08,
            "low": 3.08,
            "close": 3.08,
            "amount_yi": 0.0108
          },
          {
            "time": "14:06",
            "open": 3.08,
            "high": 3.09,
            "low": 3.08,
            "close": 3.09,
            "amount_yi": 0.0166
          },
          {
            "time": "14:07",
            "open": 3.09,
            "high": 3.09,
            "low": 3.08,
            "close": 3.08,
            "amount_yi": 0.0114
          },
          {
            "time": "14:08",
            "open": 3.08,
            "high": 3.08,
            "low": 3.08,
            "close": 3.08,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.08,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.23,
        "open": 3.26,
        "high": 3.29,
        "low": 3.02,
        "bid1": 3.08,
        "ask1": 3.09,
        "bid_qty1": 2566,
        "ask_qty1": 1232
      },
      "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": "2026-07-03T14:08:48",
      "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": 6.112,
      "price_vs_vwap_pct": -1.3416,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1264,
        "prev_amount_yi": 0.1662,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 6.07,
            "high": 6.08,
            "low": 6.07,
            "close": 6.08,
            "amount_yi": 0.0293
          },
          {
            "time": "14:05",
            "open": 6.09,
            "high": 6.1,
            "low": 6.09,
            "close": 6.1,
            "amount_yi": 0.0286
          },
          {
            "time": "14:06",
            "open": 6.09,
            "high": 6.09,
            "low": 6.07,
            "close": 6.07,
            "amount_yi": 0.0227
          },
          {
            "time": "14:07",
            "open": 6.08,
            "high": 6.08,
            "low": 6.05,
            "close": 6.05,
            "amount_yi": 0.0289
          },
          {
            "time": "14:08",
            "open": 6.04,
            "high": 6.04,
            "low": 6.03,
            "close": 6.03,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.03,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 6.04,
        "open": 6.22,
        "high": 6.56,
        "low": 5.71,
        "bid1": 6.03,
        "ask1": 6.04,
        "bid_qty1": 211,
        "ask_qty1": 405
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000886:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000886:VWAP_RECLAIM",
      "symbol": "SZSE.000886",
      "name": "海南高速",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.3,
      "exec_low": 4.36,
      "exec_high": 4.36,
      "invalid_price": 4.17,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 三沙概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.24,
      "entry_zone_high": 4.36,
      "entry_risk_pct": null,
      "intraday_vwap": 4.1813,
      "price_vs_vwap_pct": 0.6864,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0214,
        "prev_amount_yi": 0.0079,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.22,
            "high": 4.23,
            "low": 4.22,
            "close": 4.23,
            "amount_yi": 0.0087
          },
          {
            "time": "14:05",
            "open": 4.22,
            "high": 4.22,
            "low": 4.22,
            "close": 4.22,
            "amount_yi": 0.0051
          },
          {
            "time": "14:06",
            "open": 4.22,
            "high": 4.23,
            "low": 4.22,
            "close": 4.23,
            "amount_yi": 0.0017
          },
          {
            "time": "14:07",
            "open": 4.23,
            "high": 4.23,
            "low": 4.23,
            "close": 4.23,
            "amount_yi": 0.0009
          },
          {
            "time": "14:08",
            "open": 4.23,
            "high": 4.23,
            "low": 4.21,
            "close": 4.21,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.21,
        "ts": "2026-07-03T14:08:39",
        "prev_close": 4.19,
        "open": 4.17,
        "high": 4.25,
        "low": 4.12,
        "bid1": 4.21,
        "ask1": 4.22,
        "bid_qty1": 974,
        "ask_qty1": 1040
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600515:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600515:VWAP_RECLAIM",
      "symbol": "SHSE.600515",
      "name": "海南机场",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.87,
      "exec_low": 2.91,
      "exec_high": 2.91,
      "invalid_price": 2.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "海南自贸区 / 三沙概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.83,
      "entry_zone_high": 2.91,
      "entry_risk_pct": null,
      "intraday_vwap": 2.8027,
      "price_vs_vwap_pct": -0.0963,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1147,
        "prev_amount_yi": 0.0119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 9.6387,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.81,
            "high": 2.82,
            "low": 2.81,
            "close": 2.82,
            "amount_yi": 0.0683
          },
          {
            "time": "14:05",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.0094
          },
          {
            "time": "14:06",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.0064
          },
          {
            "time": "14:07",
            "open": 2.81,
            "high": 2.81,
            "low": 2.81,
            "close": 2.81,
            "amount_yi": 0.0151
          },
          {
            "time": "14:08",
            "open": 2.81,
            "high": 2.81,
            "low": 2.8,
            "close": 2.8,
            "amount_yi": 0.0155
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.8,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 2.79,
        "open": 2.79,
        "high": 2.83,
        "low": 2.77,
        "bid1": 2.8,
        "ask1": 2.81,
        "bid_qty1": 21154,
        "ask_qty1": 1103
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601118:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601118:VWAP_RECLAIM",
      "symbol": "SHSE.601118",
      "name": "海南橡胶",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.1,
      "exec_low": 5.18,
      "exec_high": 5.18,
      "invalid_price": 4.95,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 4.9303,
      "price_vs_vwap_pct": -0.0061,
      "energy_floor_hint_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": 0.0132,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.3106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.93,
            "high": 4.94,
            "low": 4.93,
            "close": 4.94,
            "amount_yi": 0.0008
          },
          {
            "time": "14:05",
            "open": 4.93,
            "high": 4.93,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0005
          },
          {
            "time": "14:06",
            "open": 4.94,
            "high": 4.95,
            "low": 4.94,
            "close": 4.95,
            "amount_yi": 0.0298
          },
          {
            "time": "14:07",
            "open": 4.95,
            "high": 4.95,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0014
          },
          {
            "time": "14:08",
            "open": 4.93,
            "high": 4.93,
            "low": 4.93,
            "close": 4.93,
            "amount_yi": 0.0112
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.93,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 4.9,
        "open": 4.93,
        "high": 5.03,
        "low": 4.84,
        "bid1": 4.93,
        "ask1": 4.94,
        "bid_qty1": 1451,
        "ask_qty1": 2570
      },
      "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": "2026-07-03T14:08:48",
      "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": 8.8141,
      "price_vs_vwap_pct": -1.1811,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0246,
        "prev_amount_yi": 0.0317,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.776,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 8.68,
            "high": 8.69,
            "low": 8.68,
            "close": 8.69,
            "amount_yi": 0.008
          },
          {
            "time": "14:05",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.0028
          },
          {
            "time": "14:06",
            "open": 8.7,
            "high": 8.71,
            "low": 8.7,
            "close": 8.71,
            "amount_yi": 0.0035
          },
          {
            "time": "14:07",
            "open": 8.71,
            "high": 8.71,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0059
          },
          {
            "time": "14:08",
            "open": 8.71,
            "high": 8.71,
            "low": 8.71,
            "close": 8.71,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.71,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 8.59,
        "open": 8.47,
        "high": 9.08,
        "low": 8.41,
        "bid1": 8.71,
        "ask1": 8.72,
        "bid_qty1": 394,
        "ask_qty1": 414
      },
      "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": "2026-07-03T14:08:48",
      "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": 27.7695,
      "price_vs_vwap_pct": 8.8604,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5532,
        "prev_amount_yi": 0.2033,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7211,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 30.06,
            "high": 30.08,
            "low": 30.06,
            "close": 30.08,
            "amount_yi": 0.1831
          },
          {
            "time": "14:05",
            "open": 30.15,
            "high": 30.35,
            "low": 30.15,
            "close": 30.35,
            "amount_yi": 0.1032
          },
          {
            "time": "14:06",
            "open": 30.19,
            "high": 30.27,
            "low": 30.19,
            "close": 30.27,
            "amount_yi": 0.1258
          },
          {
            "time": "14:07",
            "open": 30.16,
            "high": 30.2,
            "low": 30.16,
            "close": 30.2,
            "amount_yi": 0.0851
          },
          {
            "time": "14:08",
            "open": 30.41,
            "high": 30.41,
            "low": 30.23,
            "close": 30.23,
            "amount_yi": 0.056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.23,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 28.25,
        "open": 27.2,
        "high": 30.55,
        "low": 25.5,
        "bid1": 30.2,
        "ask1": 30.35,
        "bid_qty1": 2,
        "ask_qty1": 26
      },
      "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": "2026-07-03T14:08:48",
      "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": 9.9165,
      "price_vs_vwap_pct": -2.99,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0065,
        "prev_amount_yi": 0.0043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5116,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0001
          },
          {
            "time": "14:05",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0003
          },
          {
            "time": "14:06",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0023
          },
          {
            "time": "14:07",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0019
          },
          {
            "time": "14:08",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:41",
        "prev_close": 10.69,
        "open": 10.52,
        "high": 10.56,
        "low": 9.62,
        "bid1": 0.0,
        "ask1": 9.62,
        "bid_qty1": 0,
        "ask_qty1": 63815
      },
      "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": "2026-07-03T14:08:48",
      "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": 17.5117,
      "price_vs_vwap_pct": -1.0947,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1444,
        "prev_amount_yi": 0.1175,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2289,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 17.35,
            "high": 17.38,
            "low": 17.35,
            "close": 17.38,
            "amount_yi": 0.0341
          },
          {
            "time": "14:05",
            "open": 17.37,
            "high": 17.37,
            "low": 17.37,
            "close": 17.37,
            "amount_yi": 0.0187
          },
          {
            "time": "14:06",
            "open": 17.35,
            "high": 17.35,
            "low": 17.35,
            "close": 17.35,
            "amount_yi": 0.0507
          },
          {
            "time": "14:07",
            "open": 17.34,
            "high": 17.34,
            "low": 17.33,
            "close": 17.33,
            "amount_yi": 0.0233
          },
          {
            "time": "14:08",
            "open": 17.34,
            "high": 17.34,
            "low": 17.32,
            "close": 17.32,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.32,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 17.93,
        "open": 18.0,
        "high": 18.35,
        "low": 17.23,
        "bid1": 17.32,
        "ask1": 17.33,
        "bid_qty1": 56,
        "ask_qty1": 139
      },
      "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": "2026-07-03T14:08:48",
      "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": 8.6366,
      "price_vs_vwap_pct": 0.2709,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0182,
        "prev_amount_yi": 0.0119,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.0042
          },
          {
            "time": "14:05",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.0022
          },
          {
            "time": "14:06",
            "open": 8.69,
            "high": 8.69,
            "low": 8.69,
            "close": 8.69,
            "amount_yi": 0.001
          },
          {
            "time": "14:07",
            "open": 8.7,
            "high": 8.7,
            "low": 8.67,
            "close": 8.67,
            "amount_yi": 0.0093
          },
          {
            "time": "14:08",
            "open": 8.67,
            "high": 8.67,
            "low": 8.66,
            "close": 8.66,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.66,
        "ts": "2026-07-03T14:08:41",
        "prev_close": 8.68,
        "open": 8.68,
        "high": 8.78,
        "low": 8.52,
        "bid1": 8.66,
        "ask1": 8.68,
        "bid_qty1": 93,
        "ask_qty1": 241
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002072:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260702:SZSE.002072:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002072",
      "name": "凯瑞德",
      "side": "BUY",
      "priority": "W22",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.01,
      "exec_low": 9.01,
      "exec_high": 9.15,
      "invalid_price": 8.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 9.4901,
      "price_vs_vwap_pct": 1.5795,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0243,
        "prev_amount_yi": 0.0304,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7993,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "14:03",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0065
          },
          {
            "time": "14:04",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.008
          },
          {
            "time": "14:05",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0062
          },
          {
            "time": "14:06",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0034
          },
          {
            "time": "14:08",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:45",
        "prev_close": 8.76,
        "open": 8.87,
        "high": 9.64,
        "low": 8.59,
        "bid1": 9.64,
        "ask1": 0.0,
        "bid_qty1": 6908,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600987:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600987:VWAP_RECLAIM",
      "symbol": "SHSE.600987",
      "name": "航民股份",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.49,
      "exec_low": 6.59,
      "exec_high": 6.59,
      "invalid_price": 6.3,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 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": 3.0769,
      "intraday_vwap": 6.4635,
      "price_vs_vwap_pct": 0.5647,
      "energy_floor_hint_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": 0.0142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5986,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 6.49,
            "high": 6.49,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0001
          },
          {
            "time": "14:05",
            "open": 6.49,
            "high": 6.5,
            "low": 6.49,
            "close": 6.5,
            "amount_yi": 0.0026
          },
          {
            "time": "14:06",
            "open": 6.5,
            "high": 6.5,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.0037
          },
          {
            "time": "14:07",
            "open": 6.5,
            "high": 6.5,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0012
          },
          {
            "time": "14:08",
            "open": 6.49,
            "high": 6.5,
            "low": 6.49,
            "close": 6.5,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 6.5,
        "ts": "2026-07-03T14:08:36",
        "prev_close": 6.45,
        "open": 6.48,
        "high": 6.53,
        "low": 6.41,
        "bid1": 6.49,
        "ask1": 6.5,
        "bid_qty1": 38,
        "ask_qty1": 279
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000850:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000850:VWAP_RECLAIM",
      "symbol": "SZSE.000850",
      "name": "华茂股份",
      "side": "BUY",
      "priority": "W24",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.85,
      "exec_low": 3.91,
      "exec_high": 3.91,
      "invalid_price": 3.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.91,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.79,
      "entry_zone_high": 3.91,
      "entry_risk_pct": null,
      "intraday_vwap": 3.9856,
      "price_vs_vwap_pct": 1.6158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0098,
        "prev_amount_yi": 0.0102,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9608,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.05,
            "high": 4.05,
            "low": 4.05,
            "close": 4.05,
            "amount_yi": 0.0014
          },
          {
            "time": "14:05",
            "open": 4.05,
            "high": 4.06,
            "low": 4.05,
            "close": 4.06,
            "amount_yi": 0.0029
          },
          {
            "time": "14:06",
            "open": 4.06,
            "high": 4.06,
            "low": 4.05,
            "close": 4.05,
            "amount_yi": 0.0023
          },
          {
            "time": "14:07",
            "open": 4.05,
            "high": 4.05,
            "low": 4.05,
            "close": 4.05,
            "amount_yi": 0.0021
          },
          {
            "time": "14:08",
            "open": 4.04,
            "high": 4.05,
            "low": 4.04,
            "close": 4.05,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.05,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.8,
        "open": 3.81,
        "high": 4.1,
        "low": 3.8,
        "bid1": 4.04,
        "ask1": 4.05,
        "bid_qty1": 278,
        "ask_qty1": 51
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002394:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002394:VWAP_RECLAIM",
      "symbol": "SZSE.002394",
      "name": "联发股份",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.45,
      "exec_low": 10.61,
      "exec_high": 10.61,
      "invalid_price": 10.14,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.29,
      "entry_zone_high": 10.61,
      "entry_risk_pct": 3.5205,
      "intraday_vwap": 10.3822,
      "price_vs_vwap_pct": 1.1346,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0113,
        "prev_amount_yi": 0.0084,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3452,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 10.5,
            "high": 10.5,
            "low": 10.5,
            "close": 10.5,
            "amount_yi": 0.005
          },
          {
            "time": "14:05",
            "open": 10.51,
            "high": 10.52,
            "low": 10.51,
            "close": 10.52,
            "amount_yi": 0.0019
          },
          {
            "time": "14:06",
            "open": 10.51,
            "high": 10.52,
            "low": 10.51,
            "close": 10.52,
            "amount_yi": 0.0022
          },
          {
            "time": "14:07",
            "open": 10.53,
            "high": 10.53,
            "low": 10.52,
            "close": 10.52,
            "amount_yi": 0.0014
          },
          {
            "time": "14:08",
            "open": 10.51,
            "high": 10.51,
            "low": 10.5,
            "close": 10.5,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 10.5,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 10.11,
        "open": 10.03,
        "high": 10.58,
        "low": 10.0,
        "bid1": 10.5,
        "ask1": 10.51,
        "bid_qty1": 60,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002003:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002003:VWAP_RECLAIM",
      "symbol": "SZSE.002003",
      "name": "伟星股份",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.97,
      "exec_low": 9.1,
      "exec_high": 9.1,
      "invalid_price": 8.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 8.8304,
      "price_vs_vwap_pct": -0.9105,
      "energy_floor_hint_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": 0.0214,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4112,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 8.75,
            "high": 8.76,
            "low": 8.75,
            "close": 8.76,
            "amount_yi": 0.0005
          },
          {
            "time": "14:05",
            "open": 8.75,
            "high": 8.76,
            "low": 8.75,
            "close": 8.76,
            "amount_yi": 0.0029
          },
          {
            "time": "14:06",
            "open": 8.75,
            "high": 8.76,
            "low": 8.75,
            "close": 8.76,
            "amount_yi": 0.001
          },
          {
            "time": "14:07",
            "open": 8.74,
            "high": 8.75,
            "low": 8.74,
            "close": 8.75,
            "amount_yi": 0.0023
          },
          {
            "time": "14:08",
            "open": 8.74,
            "high": 8.75,
            "low": 8.74,
            "close": 8.75,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.75,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 8.91,
        "open": 8.97,
        "high": 8.99,
        "low": 8.69,
        "bid1": 8.75,
        "ask1": 8.77,
        "bid_qty1": 205,
        "ask_qty1": 102
      },
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.02,
      "exec_low": 17.28,
      "exec_high": 17.28,
      "invalid_price": 16.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.76,
      "entry_zone_high": 17.28,
      "entry_risk_pct": null,
      "intraday_vwap": 16.603,
      "price_vs_vwap_pct": 0.8854,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3334,
        "prev_amount_yi": 0.2538,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 16.69,
            "high": 16.72,
            "low": 16.69,
            "close": 16.72,
            "amount_yi": 0.0487
          },
          {
            "time": "14:05",
            "open": 16.71,
            "high": 16.72,
            "low": 16.71,
            "close": 16.72,
            "amount_yi": 0.0781
          },
          {
            "time": "14:06",
            "open": 16.72,
            "high": 16.74,
            "low": 16.72,
            "close": 16.74,
            "amount_yi": 0.0622
          },
          {
            "time": "14:07",
            "open": 16.74,
            "high": 16.74,
            "low": 16.72,
            "close": 16.72,
            "amount_yi": 0.058
          },
          {
            "time": "14:08",
            "open": 16.74,
            "high": 16.75,
            "low": 16.74,
            "close": 16.75,
            "amount_yi": 0.0864
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.75,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 16.47,
        "open": 16.71,
        "high": 17.15,
        "low": 16.23,
        "bid1": 16.74,
        "ask1": 16.75,
        "bid_qty1": 123,
        "ask_qty1": 1007
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002327:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002327:VWAP_RECLAIM",
      "symbol": "SZSE.002327",
      "name": "富安娜",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.35,
      "exec_low": 6.45,
      "exec_high": 6.45,
      "invalid_price": 6.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.25,
      "entry_zone_high": 6.45,
      "entry_risk_pct": 4.3478,
      "intraday_vwap": 6.4026,
      "price_vs_vwap_pct": 0.5841,
      "energy_floor_hint_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": 0.0042,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0238,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0012
          },
          {
            "time": "14:05",
            "open": 6.4,
            "high": 6.43,
            "low": 6.4,
            "close": 6.43,
            "amount_yi": 0.0015
          },
          {
            "time": "14:06",
            "open": 6.42,
            "high": 6.43,
            "low": 6.42,
            "close": 6.43,
            "amount_yi": 0.0003
          },
          {
            "time": "14:07",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0005
          },
          {
            "time": "14:08",
            "open": 6.43,
            "high": 6.44,
            "low": 6.43,
            "close": 6.44,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 6.44,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 6.31,
        "open": 6.32,
        "high": 6.44,
        "low": 6.28,
        "bid1": 6.43,
        "ask1": 6.44,
        "bid_qty1": 3,
        "ask_qty1": 1017
      },
      "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": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 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": 11.8042,
      "price_vs_vwap_pct": 1.574,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0033,
        "prev_amount_yi": 0.0043,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7674,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 11.97,
            "high": 11.97,
            "low": 11.97,
            "close": 11.97,
            "amount_yi": 0.0008
          },
          {
            "time": "14:05",
            "open": 11.97,
            "high": 11.97,
            "low": 11.97,
            "close": 11.97,
            "amount_yi": 0.0004
          },
          {
            "time": "14:06",
            "open": 11.97,
            "high": 11.98,
            "low": 11.97,
            "close": 11.98,
            "amount_yi": 0.0011
          },
          {
            "time": "14:07",
            "open": 11.98,
            "high": 11.98,
            "low": 11.97,
            "close": 11.97,
            "amount_yi": 0.0003
          },
          {
            "time": "14:08",
            "open": 11.99,
            "high": 11.99,
            "low": 11.99,
            "close": 11.99,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.99,
        "ts": "2026-07-03T14:08:40",
        "prev_close": 11.6,
        "open": 11.65,
        "high": 12.0,
        "low": 11.55,
        "bid1": 11.98,
        "ask1": 11.99,
        "bid_qty1": 17,
        "ask_qty1": 95
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.25,
      "entry_zone_high": 5.41,
      "entry_risk_pct": 4.6125,
      "intraday_vwap": 5.4532,
      "price_vs_vwap_pct": -0.7922,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0073,
        "prev_amount_yi": 0.0054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3519,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 5.41,
            "high": 5.42,
            "low": 5.41,
            "close": 5.42,
            "amount_yi": 0.0022
          },
          {
            "time": "14:05",
            "open": 5.41,
            "high": 5.41,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0002
          },
          {
            "time": "14:06",
            "open": 5.42,
            "high": 5.42,
            "low": 5.42,
            "close": 5.42,
            "amount_yi": 0.002
          },
          {
            "time": "14:07",
            "open": 5.43,
            "high": 5.43,
            "low": 5.42,
            "close": 5.42,
            "amount_yi": 0.0006
          },
          {
            "time": "14:08",
            "open": 5.42,
            "high": 5.42,
            "low": 5.41,
            "close": 5.41,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": "2026-07-03T14:08:45",
        "prev_close": 5.26,
        "open": 5.22,
        "high": 5.6,
        "low": 5.22,
        "bid1": 5.41,
        "ask1": 5.42,
        "bid_qty1": 860,
        "ask_qty1": 95
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600156:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SHSE.600156:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600156",
      "name": "华升股份",
      "side": "BUY",
      "priority": "W31",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 9.462,
      "price_vs_vwap_pct": 1.1414,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0718,
        "prev_amount_yi": 0.1911,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3757,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 9.61,
            "high": 9.63,
            "low": 9.61,
            "close": 9.63,
            "amount_yi": 0.0191
          },
          {
            "time": "14:05",
            "open": 9.58,
            "high": 9.58,
            "low": 9.57,
            "close": 9.57,
            "amount_yi": 0.0157
          },
          {
            "time": "14:06",
            "open": 9.54,
            "high": 9.55,
            "low": 9.54,
            "close": 9.55,
            "amount_yi": 0.016
          },
          {
            "time": "14:07",
            "open": 9.55,
            "high": 9.56,
            "low": 9.55,
            "close": 9.56,
            "amount_yi": 0.0075
          },
          {
            "time": "14:08",
            "open": 9.57,
            "high": 9.57,
            "low": 9.57,
            "close": 9.57,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.57,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 9.53,
        "open": 9.63,
        "high": 9.91,
        "low": 9.1,
        "bid1": 9.56,
        "ask1": 9.57,
        "bid_qty1": 207,
        "ask_qty1": 106
      },
      "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": "2026-07-03T14:08:48",
      "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": 4.526,
      "price_vs_vwap_pct": -1.2373,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0271,
        "prev_amount_yi": 0.0185,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4649,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 4.46,
            "high": 4.46,
            "low": 4.46,
            "close": 4.46,
            "amount_yi": 0.0027
          },
          {
            "time": "14:05",
            "open": 4.45,
            "high": 4.46,
            "low": 4.45,
            "close": 4.46,
            "amount_yi": 0.0026
          },
          {
            "time": "14:06",
            "open": 4.46,
            "high": 4.48,
            "low": 4.46,
            "close": 4.48,
            "amount_yi": 0.0073
          },
          {
            "time": "14:07",
            "open": 4.48,
            "high": 4.48,
            "low": 4.48,
            "close": 4.48,
            "amount_yi": 0.0043
          },
          {
            "time": "14:08",
            "open": 4.48,
            "high": 4.48,
            "low": 4.47,
            "close": 4.47,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.47,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 4.91,
        "open": 4.8,
        "high": 4.87,
        "low": 4.42,
        "bid1": 4.47,
        "ask1": 4.48,
        "bid_qty1": 754,
        "ask_qty1": 322
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600177:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600177:VWAP_RECLAIM",
      "symbol": "SHSE.600177",
      "name": "雅戈尔",
      "side": "BUY",
      "priority": "W33",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.92,
      "exec_low": 8.04,
      "exec_high": 8.04,
      "invalid_price": 7.68,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.16,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.8,
      "entry_zone_high": 8.04,
      "entry_risk_pct": null,
      "intraday_vwap": 7.8326,
      "price_vs_vwap_pct": 0.3498,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0184,
        "prev_amount_yi": 0.0641,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2871,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 7.87,
            "high": 7.87,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0013
          },
          {
            "time": "14:05",
            "open": 7.86,
            "high": 7.86,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.003
          },
          {
            "time": "14:06",
            "open": 7.86,
            "high": 7.87,
            "low": 7.86,
            "close": 7.87,
            "amount_yi": 0.0056
          },
          {
            "time": "14:07",
            "open": 7.87,
            "high": 7.87,
            "low": 7.87,
            "close": 7.87,
            "amount_yi": 0.0036
          },
          {
            "time": "14:08",
            "open": 7.86,
            "high": 7.86,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.86,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 7.83,
        "open": 7.83,
        "high": 7.91,
        "low": 7.76,
        "bid1": 7.85,
        "ask1": 7.86,
        "bid_qty1": 1124,
        "ask_qty1": 77
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002293:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002293:VWAP_RECLAIM",
      "symbol": "SZSE.002293",
      "name": "罗莱生活",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.0,
      "exec_low": 11.16,
      "exec_high": 11.16,
      "invalid_price": 10.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.16,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.83,
      "entry_zone_high": 11.16,
      "entry_risk_pct": 4.219,
      "intraday_vwap": 11.0492,
      "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": 0.0139,
        "prev_amount_yi": 0.0142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9789,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 11.08,
            "high": 11.09,
            "low": 11.08,
            "close": 11.09,
            "amount_yi": 0.002
          },
          {
            "time": "14:05",
            "open": 11.07,
            "high": 11.08,
            "low": 11.07,
            "close": 11.08,
            "amount_yi": 0.0005
          },
          {
            "time": "14:06",
            "open": 11.08,
            "high": 11.1,
            "low": 11.08,
            "close": 11.1,
            "amount_yi": 0.006
          },
          {
            "time": "14:07",
            "open": 11.1,
            "high": 11.1,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.0004
          },
          {
            "time": "14:08",
            "open": 11.1,
            "high": 11.14,
            "low": 11.1,
            "close": 11.14,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.14,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 10.85,
        "open": 10.87,
        "high": 11.17,
        "low": 10.73,
        "bid1": 11.11,
        "ask1": 11.14,
        "bid_qty1": 5,
        "ask_qty1": 40
      },
      "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": "2026-07-03T14:08:48",
      "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": 2.7488,
      "price_vs_vwap_pct": 0.4075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0156,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5918,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.76,
            "high": 2.77,
            "low": 2.76,
            "close": 2.77,
            "amount_yi": 0.001
          },
          {
            "time": "14:05",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.001
          },
          {
            "time": "14:06",
            "open": 2.77,
            "high": 2.78,
            "low": 2.77,
            "close": 2.78,
            "amount_yi": 0.0082
          },
          {
            "time": "14:07",
            "open": 2.78,
            "high": 2.78,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.003
          },
          {
            "time": "14:08",
            "open": 2.77,
            "high": 2.77,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.76,
        "ts": "2026-07-03T14:08:42",
        "prev_close": 2.73,
        "open": 2.71,
        "high": 2.82,
        "low": 2.69,
        "bid1": 2.76,
        "ask1": 2.77,
        "bid_qty1": 1024,
        "ask_qty1": 262
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 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": 1.368,
      "price_vs_vwap_pct": 1.6082,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0005,
        "prev_amount_yi": 0.0053,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.0943,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 1.39,
            "high": 1.39,
            "low": 1.38,
            "close": 1.38,
            "amount_yi": 0.0001
          },
          {
            "time": "14:05",
            "open": 1.39,
            "high": 1.39,
            "low": 1.39,
            "close": 1.39,
            "amount_yi": 0.0001
          },
          {
            "time": "14:06",
            "open": 1.39,
            "high": 1.39,
            "low": 1.39,
            "close": 1.39,
            "amount_yi": 0.0001
          },
          {
            "time": "14:07",
            "open": 1.38,
            "high": 1.39,
            "low": 1.38,
            "close": 1.39,
            "amount_yi": 0.0001
          },
          {
            "time": "14:08",
            "open": 1.39,
            "high": 1.39,
            "low": 1.39,
            "close": 1.39,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1.39,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 1.36,
        "open": 1.36,
        "high": 1.39,
        "low": 1.35,
        "bid1": 1.38,
        "ask1": 1.39,
        "bid_qty1": 14596,
        "ask_qty1": 32861
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 5.7051,
      "price_vs_vwap_pct": -0.2647,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.015,
        "prev_amount_yi": 0.0098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5306,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:03",
            "open": 5.7,
            "high": 5.7,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0006
          },
          {
            "time": "14:04",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0038
          },
          {
            "time": "14:05",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0095
          },
          {
            "time": "14:07",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0001
          },
          {
            "time": "14:08",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:27",
        "prev_close": 5.69,
        "open": 5.71,
        "high": 5.77,
        "low": 5.65,
        "bid1": 5.69,
        "ask1": 5.7,
        "bid_qty1": 310,
        "ask_qty1": 132
      },
      "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": "2026-07-03T14:08:48",
      "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": 12.9706,
      "price_vs_vwap_pct": 0.1496,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0421,
        "prev_amount_yi": 0.0334,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 12.97,
            "high": 12.97,
            "low": 12.97,
            "close": 12.97,
            "amount_yi": 0.0044
          },
          {
            "time": "14:05",
            "open": 12.98,
            "high": 12.99,
            "low": 12.98,
            "close": 12.99,
            "amount_yi": 0.0035
          },
          {
            "time": "14:06",
            "open": 13.01,
            "high": 13.01,
            "low": 13.01,
            "close": 13.01,
            "amount_yi": 0.0151
          },
          {
            "time": "14:07",
            "open": 13.0,
            "high": 13.01,
            "low": 13.0,
            "close": 13.01,
            "amount_yi": 0.0054
          },
          {
            "time": "14:08",
            "open": 12.99,
            "high": 12.99,
            "low": 12.99,
            "close": 12.99,
            "amount_yi": 0.0137
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.99,
        "ts": "2026-07-03T14:08:48",
        "prev_close": 13.04,
        "open": 13.01,
        "high": 13.15,
        "low": 12.85,
        "bid1": 12.98,
        "ask1": 12.99,
        "bid_qty1": 95,
        "ask_qty1": 56
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.66,
      "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": 12.2566,
      "price_vs_vwap_pct": -0.1354,
      "energy_floor_hint_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": 0.0106,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5755,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 12.24,
            "high": 12.25,
            "low": 12.24,
            "close": 12.25,
            "amount_yi": 0.0006
          },
          {
            "time": "14:05",
            "open": 12.24,
            "high": 12.26,
            "low": 12.24,
            "close": 12.26,
            "amount_yi": 0.0026
          },
          {
            "time": "14:06",
            "open": 12.26,
            "high": 12.26,
            "low": 12.26,
            "close": 12.26,
            "amount_yi": 0.0015
          },
          {
            "time": "14:07",
            "open": 12.26,
            "high": 12.26,
            "low": 12.24,
            "close": 12.24,
            "amount_yi": 0.0008
          },
          {
            "time": "14:08",
            "open": 12.24,
            "high": 12.24,
            "low": 12.24,
            "close": 12.24,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.24,
        "ts": "2026-07-03T14:08:39",
        "prev_close": 11.96,
        "open": 12.04,
        "high": 12.42,
        "low": 11.97,
        "bid1": 12.23,
        "ask1": 12.24,
        "bid_qty1": 572,
        "ask_qty1": 4
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 10.5136,
      "price_vs_vwap_pct": -1.461,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0492,
        "prev_amount_yi": 0.0506,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9723,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 10.34,
            "high": 10.35,
            "low": 10.34,
            "close": 10.35,
            "amount_yi": 0.0161
          },
          {
            "time": "14:05",
            "open": 10.34,
            "high": 10.34,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.0052
          },
          {
            "time": "14:06",
            "open": 10.36,
            "high": 10.37,
            "low": 10.36,
            "close": 10.37,
            "amount_yi": 0.0109
          },
          {
            "time": "14:07",
            "open": 10.37,
            "high": 10.37,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0121
          },
          {
            "time": "14:08",
            "open": 10.36,
            "high": 10.36,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0049
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:45",
        "prev_close": 11.16,
        "open": 11.0,
        "high": 11.14,
        "low": 10.21,
        "bid1": 10.36,
        "ask1": 10.37,
        "bid_qty1": 512,
        "ask_qty1": 533
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603808:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603808:VWAP_RECLAIM",
      "symbol": "SHSE.603808",
      "name": "歌力思",
      "side": "BUY",
      "priority": "W41",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.97,
      "exec_low": 8.09,
      "exec_high": 8.09,
      "invalid_price": 7.73,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 8.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.85,
      "entry_zone_high": 8.09,
      "entry_risk_pct": 4.3317,
      "intraday_vwap": 7.9726,
      "price_vs_vwap_pct": 1.2217,
      "energy_floor_hint_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": 0.005,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.98,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 8.07,
            "high": 8.07,
            "low": 8.06,
            "close": 8.06,
            "amount_yi": 0.0001
          },
          {
            "time": "14:05",
            "open": 8.07,
            "high": 8.08,
            "low": 8.07,
            "close": 8.08,
            "amount_yi": 0.0005
          },
          {
            "time": "14:06",
            "open": 8.08,
            "high": 8.08,
            "low": 8.08,
            "close": 8.08,
            "amount_yi": 0.0033
          },
          {
            "time": "14:07",
            "open": 8.08,
            "high": 8.08,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 0.0007
          },
          {
            "time": "14:08",
            "open": 8.07,
            "high": 8.07,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 8.07,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 7.85,
        "open": 7.87,
        "high": 8.08,
        "low": 7.8,
        "bid1": 8.07,
        "ask1": 8.08,
        "bid_qty1": 196,
        "ask_qty1": 117
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002516:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002516:VWAP_RECLAIM",
      "symbol": "SZSE.002516",
      "name": "旷达科技",
      "side": "BUY",
      "priority": "W42",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.87,
      "exec_low": 5.96,
      "exec_high": 5.96,
      "invalid_price": 5.69,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 5.6903,
      "price_vs_vwap_pct": 0.3462,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0114,
        "prev_amount_yi": 0.0099,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1515,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 5.71,
            "high": 5.71,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.0009
          },
          {
            "time": "14:05",
            "open": 5.72,
            "high": 5.73,
            "low": 5.72,
            "close": 5.73,
            "amount_yi": 0.002
          },
          {
            "time": "14:06",
            "open": 5.73,
            "high": 5.73,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.003
          },
          {
            "time": "14:07",
            "open": 5.73,
            "high": 5.73,
            "low": 5.73,
            "close": 5.73,
            "amount_yi": 0.0005
          },
          {
            "time": "14:08",
            "open": 5.73,
            "high": 5.73,
            "low": 5.71,
            "close": 5.71,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.71,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 5.61,
        "open": 5.58,
        "high": 5.75,
        "low": 5.57,
        "bid1": 5.71,
        "ask1": 5.72,
        "bid_qty1": 1234,
        "ask_qty1": 276
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002291:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002291:VWAP_RECLAIM",
      "symbol": "SZSE.002291",
      "name": "遥望科技",
      "side": "BUY",
      "priority": "W43",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.07,
      "exec_low": 5.15,
      "exec_high": 5.15,
      "invalid_price": 4.92,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 4.8894,
      "price_vs_vwap_pct": 0.4213,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0137,
        "prev_amount_yi": 0.0116,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.181,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.9,
            "high": 4.9,
            "low": 4.9,
            "close": 4.9,
            "amount_yi": 0.0011
          },
          {
            "time": "14:05",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0035
          },
          {
            "time": "14:06",
            "open": 4.92,
            "high": 4.92,
            "low": 4.92,
            "close": 4.92,
            "amount_yi": 0.0027
          },
          {
            "time": "14:07",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.003
          },
          {
            "time": "14:08",
            "open": 4.91,
            "high": 4.91,
            "low": 4.91,
            "close": 4.91,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.91,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 4.9,
        "open": 4.89,
        "high": 4.96,
        "low": 4.82,
        "bid1": 4.9,
        "ask1": 4.91,
        "bid_qty1": 1760,
        "ask_qty1": 809
      },
      "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": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 11.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.7,
      "entry_zone_high": 11.02,
      "entry_risk_pct": null,
      "intraday_vwap": 10.919,
      "price_vs_vwap_pct": 1.4745,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0166,
        "prev_amount_yi": 0.0107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5514,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 11.1,
            "high": 11.1,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.0027
          },
          {
            "time": "14:05",
            "open": 11.1,
            "high": 11.1,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.0017
          },
          {
            "time": "14:06",
            "open": 11.1,
            "high": 11.11,
            "low": 11.1,
            "close": 11.11,
            "amount_yi": 0.0082
          },
          {
            "time": "14:07",
            "open": 11.11,
            "high": 11.11,
            "low": 11.09,
            "close": 11.09,
            "amount_yi": 0.0021
          },
          {
            "time": "14:08",
            "open": 11.09,
            "high": 11.09,
            "low": 11.08,
            "close": 11.08,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.08,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 10.63,
        "open": 10.7,
        "high": 11.12,
        "low": 10.67,
        "bid1": 11.07,
        "ask1": 11.08,
        "bid_qty1": 86,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 2.7616,
      "price_vs_vwap_pct": -0.0579,
      "energy_floor_hint_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": 0.0089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7865,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0001
          },
          {
            "time": "14:05",
            "open": 2.76,
            "high": 2.76,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.001
          },
          {
            "time": "14:06",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0054
          },
          {
            "time": "14:07",
            "open": 2.77,
            "high": 2.77,
            "low": 2.77,
            "close": 2.77,
            "amount_yi": 0.0004
          },
          {
            "time": "14:08",
            "open": 2.76,
            "high": 2.76,
            "low": 2.76,
            "close": 2.76,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.76,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 2.78,
        "open": 2.8,
        "high": 2.8,
        "low": 2.73,
        "bid1": 2.76,
        "ask1": 2.77,
        "bid_qty1": 5393,
        "ask_qty1": 656
      },
      "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": "2026-07-03T14:08:48",
      "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": 6.6659,
      "price_vs_vwap_pct": 0.5116,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0146,
        "prev_amount_yi": 0.0245,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5959,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 6.69,
            "high": 6.7,
            "low": 6.69,
            "close": 6.7,
            "amount_yi": 0.0066
          },
          {
            "time": "14:05",
            "open": 6.7,
            "high": 6.7,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0016
          },
          {
            "time": "14:06",
            "open": 6.71,
            "high": 6.71,
            "low": 6.71,
            "close": 6.71,
            "amount_yi": 0.0015
          },
          {
            "time": "14:07",
            "open": 6.71,
            "high": 6.71,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0005
          },
          {
            "time": "14:08",
            "open": 6.69,
            "high": 6.7,
            "low": 6.69,
            "close": 6.7,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.7,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 6.76,
        "open": 6.75,
        "high": 6.81,
        "low": 6.57,
        "bid1": 6.69,
        "ask1": 6.7,
        "bid_qty1": 406,
        "ask_qty1": 123
      },
      "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": "2026-07-03T14:08:48",
      "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": 7.9379,
      "price_vs_vwap_pct": 3.0499,
      "energy_floor_hint_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": 0.0428,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6776,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 8.24,
            "high": 8.24,
            "low": 8.24,
            "close": 8.24,
            "amount_yi": 0.0075
          },
          {
            "time": "14:05",
            "open": 8.25,
            "high": 8.25,
            "low": 8.21,
            "close": 8.21,
            "amount_yi": 0.0075
          },
          {
            "time": "14:06",
            "open": 8.24,
            "high": 8.24,
            "low": 8.24,
            "close": 8.24,
            "amount_yi": 0.0041
          },
          {
            "time": "14:07",
            "open": 8.24,
            "high": 8.24,
            "low": 8.21,
            "close": 8.21,
            "amount_yi": 0.0056
          },
          {
            "time": "14:08",
            "open": 8.2,
            "high": 8.2,
            "low": 8.18,
            "close": 8.18,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.18,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 7.54,
        "open": 7.52,
        "high": 8.27,
        "low": 7.52,
        "bid1": 8.17,
        "ask1": 8.18,
        "bid_qty1": 19,
        "ask_qty1": 82
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 6.75,
      "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": 6.4281,
      "price_vs_vwap_pct": 1.4297,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0133,
        "prev_amount_yi": 0.0344,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3866,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 6.49,
            "high": 6.51,
            "low": 6.49,
            "close": 6.51,
            "amount_yi": 0.0023
          },
          {
            "time": "14:05",
            "open": 6.5,
            "high": 6.5,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.0018
          },
          {
            "time": "14:06",
            "open": 6.5,
            "high": 6.52,
            "low": 6.5,
            "close": 6.52,
            "amount_yi": 0.003
          },
          {
            "time": "14:07",
            "open": 6.52,
            "high": 6.52,
            "low": 6.51,
            "close": 6.51,
            "amount_yi": 0.0047
          },
          {
            "time": "14:08",
            "open": 6.52,
            "high": 6.52,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.52,
        "ts": "2026-07-03T14:08:42",
        "prev_close": 6.3,
        "open": 6.33,
        "high": 6.52,
        "low": 6.28,
        "bid1": 6.51,
        "ask1": 6.52,
        "bid_qty1": 86,
        "ask_qty1": 209
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 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": 3.4325,
      "intraday_vwap": 17.1944,
      "price_vs_vwap_pct": 1.661,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0188,
        "prev_amount_yi": 0.0068,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 17.34,
            "high": 17.34,
            "low": 17.34,
            "close": 17.34,
            "amount_yi": 0.0005
          },
          {
            "time": "14:05",
            "open": 17.35,
            "high": 17.41,
            "low": 17.35,
            "close": 17.41,
            "amount_yi": 0.0143
          },
          {
            "time": "14:06",
            "open": 17.44,
            "high": 17.47,
            "low": 17.44,
            "close": 17.47,
            "amount_yi": 0.0017
          },
          {
            "time": "14:07",
            "open": 17.48,
            "high": 17.48,
            "low": 17.47,
            "close": 17.47,
            "amount_yi": 0.0006
          },
          {
            "time": "14:08",
            "open": 17.47,
            "high": 17.48,
            "low": 17.47,
            "close": 17.48,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 17.48,
        "ts": "2026-07-03T14:08:44",
        "prev_close": 16.9,
        "open": 17.04,
        "high": 17.48,
        "low": 16.87,
        "bid1": 17.45,
        "ask1": 17.48,
        "bid_qty1": 5,
        "ask_qty1": 27
      },
      "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": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.24,
      "entry_zone_high": 12.62,
      "entry_risk_pct": 3.2879,
      "intraday_vwap": 12.4045,
      "price_vs_vwap_pct": 0.528,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0111,
        "prev_amount_yi": 0.0075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.48,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 12.43,
            "high": 12.45,
            "low": 12.43,
            "close": 12.45,
            "amount_yi": 0.0022
          },
          {
            "time": "14:05",
            "open": 12.45,
            "high": 12.47,
            "low": 12.45,
            "close": 12.47,
            "amount_yi": 0.0035
          },
          {
            "time": "14:06",
            "open": 12.46,
            "high": 12.48,
            "low": 12.46,
            "close": 12.48,
            "amount_yi": 0.0013
          },
          {
            "time": "14:07",
            "open": 12.48,
            "high": 12.48,
            "low": 12.46,
            "close": 12.46,
            "amount_yi": 0.0032
          },
          {
            "time": "14:08",
            "open": 12.48,
            "high": 12.48,
            "low": 12.47,
            "close": 12.47,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.47,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 12.14,
        "open": 12.19,
        "high": 12.53,
        "low": 12.16,
        "bid1": 12.46,
        "ask1": 12.47,
        "bid_qty1": 27,
        "ask_qty1": 57
      },
      "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": "2026-07-03T14:08:48",
      "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": 4.934,
      "price_vs_vwap_pct": 0.1216,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0943,
        "prev_amount_yi": 0.0645,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0083
          },
          {
            "time": "14:05",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.003
          },
          {
            "time": "14:06",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0322
          },
          {
            "time": "14:07",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0145
          },
          {
            "time": "14:08",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.94,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 5.05,
        "open": 5.1,
        "high": 5.11,
        "low": 4.84,
        "bid1": 4.93,
        "ask1": 4.94,
        "bid_qty1": 6364,
        "ask_qty1": 2307
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600493:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600493:VWAP_RECLAIM",
      "symbol": "SHSE.600493",
      "name": "凤竹纺织",
      "side": "BUY",
      "priority": "W52",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.69,
      "exec_low": 5.78,
      "exec_high": 5.78,
      "invalid_price": 5.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.6,
      "entry_zone_high": 5.78,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7645,
      "price_vs_vwap_pct": 2.5241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.009,
        "prev_amount_yi": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 5.89,
            "high": 5.9,
            "low": 5.89,
            "close": 5.9,
            "amount_yi": 0.001
          },
          {
            "time": "14:05",
            "open": 5.9,
            "high": 5.9,
            "low": 5.9,
            "close": 5.9,
            "amount_yi": 0.003
          },
          {
            "time": "14:06",
            "open": 5.9,
            "high": 5.92,
            "low": 5.9,
            "close": 5.92,
            "amount_yi": 0.0017
          },
          {
            "time": "14:07",
            "open": 5.91,
            "high": 5.93,
            "low": 5.91,
            "close": 5.93,
            "amount_yi": 0.0028
          },
          {
            "time": "14:08",
            "open": 5.92,
            "high": 5.92,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.91,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 5.48,
        "open": 5.49,
        "high": 5.96,
        "low": 5.47,
        "bid1": 5.91,
        "ask1": 5.92,
        "bid_qty1": 5,
        "ask_qty1": 96
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600689:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600689:VWAP_RECLAIM",
      "symbol": "SHSE.600689",
      "name": "上海三毛",
      "side": "BUY",
      "priority": "W53",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.4,
      "exec_low": 10.56,
      "exec_high": 10.56,
      "invalid_price": 10.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.24,
      "entry_zone_high": 10.56,
      "entry_risk_pct": null,
      "intraday_vwap": 10.3008,
      "price_vs_vwap_pct": 0.6718,
      "energy_floor_hint_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": 0.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 10.37,
            "high": 10.37,
            "low": 10.36,
            "close": 10.36,
            "amount_yi": 0.0008
          },
          {
            "time": "14:05",
            "open": 10.35,
            "high": 10.37,
            "low": 10.35,
            "close": 10.37,
            "amount_yi": 0.0025
          },
          {
            "time": "14:06",
            "open": 10.37,
            "high": 10.39,
            "low": 10.37,
            "close": 10.39,
            "amount_yi": 0.0034
          },
          {
            "time": "14:07",
            "open": 10.38,
            "high": 10.38,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0011
          },
          {
            "time": "14:08",
            "open": 10.37,
            "high": 10.37,
            "low": 10.37,
            "close": 10.37,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:41",
        "prev_close": 10.15,
        "open": 10.29,
        "high": 10.46,
        "low": 10.15,
        "bid1": 10.37,
        "ask1": 10.38,
        "bid_qty1": 2,
        "ask_qty1": 39
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002486:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002486:VWAP_RECLAIM",
      "symbol": "SZSE.002486",
      "name": "嘉麟杰",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.3,
      "exec_low": 2.33,
      "exec_high": 2.33,
      "invalid_price": 2.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.27,
      "entry_zone_high": 2.33,
      "entry_risk_pct": null,
      "intraday_vwap": 2.2269,
      "price_vs_vwap_pct": 1.9354,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0094,
        "prev_amount_yi": 0.0194,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.27,
            "high": 2.27,
            "low": 2.27,
            "close": 2.27,
            "amount_yi": 0.0003
          },
          {
            "time": "14:05",
            "open": 2.26,
            "high": 2.27,
            "low": 2.26,
            "close": 2.27,
            "amount_yi": 0.0041
          },
          {
            "time": "14:06",
            "open": 2.28,
            "high": 2.28,
            "low": 2.27,
            "close": 2.27,
            "amount_yi": 0.0008
          },
          {
            "time": "14:07",
            "open": 2.28,
            "high": 2.28,
            "low": 2.28,
            "close": 2.28,
            "amount_yi": 0.0012
          },
          {
            "time": "14:08",
            "open": 2.27,
            "high": 2.27,
            "low": 2.27,
            "close": 2.27,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.27,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 2.22,
        "open": 2.22,
        "high": 2.28,
        "low": 2.18,
        "bid1": 2.27,
        "ask1": 2.28,
        "bid_qty1": 1666,
        "ask_qty1": 5120
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601599:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601599:VWAP_RECLAIM",
      "symbol": "SHSE.601599",
      "name": "浙文影业",
      "side": "BUY",
      "priority": "W55",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.93,
      "exec_low": 2.97,
      "exec_high": 2.97,
      "invalid_price": 2.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.89,
      "entry_zone_high": 2.97,
      "entry_risk_pct": null,
      "intraday_vwap": 2.8641,
      "price_vs_vwap_pct": 0.9043,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0201,
        "prev_amount_yi": 0.013,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0024
          },
          {
            "time": "14:05",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0005
          },
          {
            "time": "14:06",
            "open": 2.89,
            "high": 2.9,
            "low": 2.89,
            "close": 2.9,
            "amount_yi": 0.0146
          },
          {
            "time": "14:07",
            "open": 2.9,
            "high": 2.9,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.002
          },
          {
            "time": "14:08",
            "open": 2.89,
            "high": 2.89,
            "low": 2.89,
            "close": 2.89,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.89,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 2.85,
        "open": 2.85,
        "high": 2.9,
        "low": 2.83,
        "bid1": 2.88,
        "ask1": 2.89,
        "bid_qty1": 3198,
        "ask_qty1": 470
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002612:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002612:VWAP_RECLAIM",
      "symbol": "SZSE.002612",
      "name": "朗姿股份",
      "side": "BUY",
      "priority": "W56",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.77,
      "exec_low": 11.95,
      "exec_high": 11.95,
      "invalid_price": 11.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.59,
      "entry_zone_high": 11.95,
      "entry_risk_pct": 4.0336,
      "intraday_vwap": 11.7996,
      "price_vs_vwap_pct": 0.7661,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0098,
        "prev_amount_yi": 0.0067,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4627,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 11.88,
            "high": 11.89,
            "low": 11.88,
            "close": 11.89,
            "amount_yi": 0.0001
          },
          {
            "time": "14:05",
            "open": 11.9,
            "high": 11.91,
            "low": 11.9,
            "close": 11.91,
            "amount_yi": 0.0042
          },
          {
            "time": "14:06",
            "open": 11.9,
            "high": 11.92,
            "low": 11.9,
            "close": 11.92,
            "amount_yi": 0.0029
          },
          {
            "time": "14:07",
            "open": 11.92,
            "high": 11.92,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.0021
          },
          {
            "time": "14:08",
            "open": 11.9,
            "high": 11.9,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 11.89,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 11.63,
        "open": 11.59,
        "high": 11.92,
        "low": 11.59,
        "bid1": 11.89,
        "ask1": 11.9,
        "bid_qty1": 29,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002034:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002034:VWAP_RECLAIM",
      "symbol": "SZSE.002034",
      "name": "旺能环境",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.02,
      "exec_low": 16.26,
      "exec_high": 16.26,
      "invalid_price": 15.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 15.5634,
      "price_vs_vwap_pct": 0.2994,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0253,
        "prev_amount_yi": 0.0191,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3246,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 15.64,
            "high": 15.64,
            "low": 15.64,
            "close": 15.64,
            "amount_yi": 0.0023
          },
          {
            "time": "14:05",
            "open": 15.65,
            "high": 15.65,
            "low": 15.63,
            "close": 15.63,
            "amount_yi": 0.0111
          },
          {
            "time": "14:06",
            "open": 15.63,
            "high": 15.63,
            "low": 15.63,
            "close": 15.63,
            "amount_yi": 0.0026
          },
          {
            "time": "14:07",
            "open": 15.64,
            "high": 15.64,
            "low": 15.62,
            "close": 15.62,
            "amount_yi": 0.0041
          },
          {
            "time": "14:08",
            "open": 15.61,
            "high": 15.61,
            "low": 15.61,
            "close": 15.61,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.61,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 15.31,
        "open": 15.35,
        "high": 15.72,
        "low": 15.3,
        "bid1": 15.61,
        "ask1": 15.62,
        "bid_qty1": 81,
        "ask_qty1": 79
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002144:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002144:VWAP_RECLAIM",
      "symbol": "SZSE.002144",
      "name": "宏达高科",
      "side": "BUY",
      "priority": "W58",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.42,
      "exec_low": 10.58,
      "exec_high": 10.58,
      "invalid_price": 10.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.26,
      "entry_zone_high": 10.58,
      "entry_risk_pct": null,
      "intraday_vwap": 10.2832,
      "price_vs_vwap_pct": 1.1358,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0118,
        "prev_amount_yi": 0.0124,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9516,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 10.39,
            "high": 10.39,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.0005
          },
          {
            "time": "14:05",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.002
          },
          {
            "time": "14:06",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0035
          },
          {
            "time": "14:07",
            "open": 10.41,
            "high": 10.41,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0032
          },
          {
            "time": "14:08",
            "open": 10.4,
            "high": 10.4,
            "low": 10.4,
            "close": 10.4,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.4,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 10.15,
        "open": 10.25,
        "high": 10.41,
        "low": 10.1,
        "bid1": 10.39,
        "ask1": 10.4,
        "bid_qty1": 254,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600626:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600626:VWAP_RECLAIM",
      "symbol": "SHSE.600626",
      "name": "申达股份",
      "side": "BUY",
      "priority": "W59",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.36,
      "exec_low": 3.41,
      "exec_high": 3.41,
      "invalid_price": 3.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 3.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.31,
      "entry_zone_high": 3.41,
      "entry_risk_pct": null,
      "intraday_vwap": 3.3125,
      "price_vs_vwap_pct": 0.8302,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0121,
        "prev_amount_yi": 0.0025,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.84,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.34,
            "high": 3.34,
            "low": 3.33,
            "close": 3.33,
            "amount_yi": 0.0009
          },
          {
            "time": "14:05",
            "open": 3.33,
            "high": 3.34,
            "low": 3.33,
            "close": 3.34,
            "amount_yi": 0.0007
          },
          {
            "time": "14:06",
            "open": 3.34,
            "high": 3.34,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0008
          },
          {
            "time": "14:07",
            "open": 3.34,
            "high": 3.34,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0079
          },
          {
            "time": "14:08",
            "open": 3.34,
            "high": 3.34,
            "low": 3.34,
            "close": 3.34,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.34,
        "ts": "2026-07-03T14:08:44",
        "prev_close": 3.28,
        "open": 3.27,
        "high": 3.35,
        "low": 3.26,
        "bid1": 3.33,
        "ask1": 3.34,
        "bid_qty1": 622,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600448:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600448:VWAP_RECLAIM",
      "symbol": "SHSE.600448",
      "name": "华纺股份",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.71,
      "exec_low": 2.75,
      "exec_high": 2.75,
      "invalid_price": 2.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.67,
      "entry_zone_high": 2.75,
      "entry_risk_pct": null,
      "intraday_vwap": 2.6221,
      "price_vs_vwap_pct": 1.8268,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0175,
        "prev_amount_yi": 0.0048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.65,
            "high": 2.65,
            "low": 2.65,
            "close": 2.65,
            "amount_yi": 0.0066
          },
          {
            "time": "14:05",
            "open": 2.66,
            "high": 2.66,
            "low": 2.66,
            "close": 2.66,
            "amount_yi": 0.0022
          },
          {
            "time": "14:06",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0026
          },
          {
            "time": "14:07",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0053
          },
          {
            "time": "14:08",
            "open": 2.67,
            "high": 2.67,
            "low": 2.67,
            "close": 2.67,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.67,
        "ts": "2026-07-03T14:08:39",
        "prev_close": 2.61,
        "open": 2.64,
        "high": 2.68,
        "low": 2.57,
        "bid1": 2.66,
        "ask1": 2.67,
        "bid_qty1": 1465,
        "ask_qty1": 481
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000803:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000803:VWAP_RECLAIM",
      "symbol": "SZSE.000803",
      "name": "山高环能",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.14,
      "exec_low": 7.25,
      "exec_high": 7.25,
      "invalid_price": 6.93,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.03,
      "entry_zone_high": 7.25,
      "entry_risk_pct": null,
      "intraday_vwap": 6.9828,
      "price_vs_vwap_pct": 0.3895,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0076,
        "prev_amount_yi": 0.0073,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0411,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:03",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0009
          },
          {
            "time": "14:04",
            "open": 6.98,
            "high": 6.99,
            "low": 6.98,
            "close": 6.99,
            "amount_yi": 0.0008
          },
          {
            "time": "14:05",
            "open": 7.0,
            "high": 7.01,
            "low": 7.0,
            "close": 7.01,
            "amount_yi": 0.0002
          },
          {
            "time": "14:06",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0045
          },
          {
            "time": "14:07",
            "open": 7.01,
            "high": 7.01,
            "low": 7.01,
            "close": 7.01,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.01,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 6.96,
        "open": 6.97,
        "high": 7.12,
        "low": 6.89,
        "bid1": 7.0,
        "ask1": 7.01,
        "bid_qty1": 122,
        "ask_qty1": 85
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002563:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002563:VWAP_RECLAIM",
      "symbol": "SZSE.002563",
      "name": "森马服饰",
      "side": "BUY",
      "priority": "W62",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.38,
      "exec_low": 5.46,
      "exec_high": 5.46,
      "invalid_price": 5.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.3,
      "entry_zone_high": 5.46,
      "entry_risk_pct": null,
      "intraday_vwap": 5.4604,
      "price_vs_vwap_pct": 0.9084,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0137,
        "prev_amount_yi": 0.01,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.37,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 5.52,
            "high": 5.52,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0007
          },
          {
            "time": "14:05",
            "open": 5.51,
            "high": 5.52,
            "low": 5.51,
            "close": 5.52,
            "amount_yi": 0.0037
          },
          {
            "time": "14:06",
            "open": 5.51,
            "high": 5.52,
            "low": 5.51,
            "close": 5.52,
            "amount_yi": 0.002
          },
          {
            "time": "14:07",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.003
          },
          {
            "time": "14:08",
            "open": 5.51,
            "high": 5.51,
            "low": 5.51,
            "close": 5.51,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.51,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 5.35,
        "open": 5.38,
        "high": 5.52,
        "low": 5.36,
        "bid1": 5.51,
        "ask1": 5.52,
        "bid_qty1": 112,
        "ask_qty1": 1202
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002640:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002640:VWAP_RECLAIM",
      "symbol": "SZSE.002640",
      "name": "跨境通",
      "side": "BUY",
      "priority": "W63",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.16,
      "exec_low": 3.21,
      "exec_high": 3.21,
      "invalid_price": 3.07,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 3.0428,
      "price_vs_vwap_pct": 0.5653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.05,
        "prev_amount_yi": 0.0181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.7624,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.05,
            "high": 3.05,
            "low": 3.05,
            "close": 3.05,
            "amount_yi": 0.0122
          },
          {
            "time": "14:05",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0007
          },
          {
            "time": "14:06",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0135
          },
          {
            "time": "14:07",
            "open": 3.06,
            "high": 3.07,
            "low": 3.06,
            "close": 3.07,
            "amount_yi": 0.0134
          },
          {
            "time": "14:08",
            "open": 3.06,
            "high": 3.06,
            "low": 3.06,
            "close": 3.06,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.06,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.04,
        "open": 3.05,
        "high": 3.08,
        "low": 3.0,
        "bid1": 3.05,
        "ask1": 3.06,
        "bid_qty1": 8650,
        "ask_qty1": 49
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 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": 4.689,
      "price_vs_vwap_pct": 1.7274,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0116,
        "prev_amount_yi": 0.0176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.75,
            "high": 4.76,
            "low": 4.75,
            "close": 4.76,
            "amount_yi": 0.0014
          },
          {
            "time": "14:05",
            "open": 4.76,
            "high": 4.77,
            "low": 4.76,
            "close": 4.77,
            "amount_yi": 0.0008
          },
          {
            "time": "14:06",
            "open": 4.77,
            "high": 4.78,
            "low": 4.77,
            "close": 4.78,
            "amount_yi": 0.0064
          },
          {
            "time": "14:07",
            "open": 4.77,
            "high": 4.77,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0027
          },
          {
            "time": "14:08",
            "open": 4.76,
            "high": 4.77,
            "low": 4.76,
            "close": 4.77,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.77,
        "ts": "2026-07-03T14:08:42",
        "prev_close": 4.6,
        "open": 4.65,
        "high": 4.78,
        "low": 4.6,
        "bid1": 4.76,
        "ask1": 4.77,
        "bid_qty1": 351,
        "ask_qty1": 453
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 6.97,
      "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": 3.5242,
      "intraday_vwap": 6.7363,
      "price_vs_vwap_pct": 1.0941,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0131,
        "prev_amount_yi": 0.004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.275,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 6.78,
            "high": 6.79,
            "low": 6.78,
            "close": 6.79,
            "amount_yi": 0.0015
          },
          {
            "time": "14:05",
            "open": 6.79,
            "high": 6.8,
            "low": 6.79,
            "close": 6.8,
            "amount_yi": 0.0015
          },
          {
            "time": "14:06",
            "open": 6.8,
            "high": 6.81,
            "low": 6.8,
            "close": 6.81,
            "amount_yi": 0.0085
          },
          {
            "time": "14:07",
            "open": 6.81,
            "high": 6.81,
            "low": 6.8,
            "close": 6.8,
            "amount_yi": 0.0008
          },
          {
            "time": "14:08",
            "open": 6.8,
            "high": 6.81,
            "low": 6.8,
            "close": 6.81,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 6.81,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 6.6,
        "open": 6.66,
        "high": 6.82,
        "low": 6.61,
        "bid1": 6.8,
        "ask1": 6.81,
        "bid_qty1": 29,
        "ask_qty1": 31
      },
      "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": "2026-07-03T14:08:48",
      "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": 8.2953,
      "price_vs_vwap_pct": 2.106,
      "energy_floor_hint_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": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2535,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 8.43,
            "high": 8.45,
            "low": 8.43,
            "close": 8.45,
            "amount_yi": 0.0052
          },
          {
            "time": "14:05",
            "open": 8.46,
            "high": 8.47,
            "low": 8.46,
            "close": 8.47,
            "amount_yi": 0.0075
          },
          {
            "time": "14:06",
            "open": 8.48,
            "high": 8.48,
            "low": 8.48,
            "close": 8.48,
            "amount_yi": 0.0033
          },
          {
            "time": "14:07",
            "open": 8.47,
            "high": 8.47,
            "low": 8.47,
            "close": 8.47,
            "amount_yi": 0.0047
          },
          {
            "time": "14:08",
            "open": 8.47,
            "high": 8.47,
            "low": 8.47,
            "close": 8.47,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.47,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 8.12,
        "open": 8.16,
        "high": 8.48,
        "low": 8.11,
        "bid1": 8.46,
        "ask1": 8.47,
        "bid_qty1": 471,
        "ask_qty1": 642
      },
      "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": "2026-07-03T14:08:48",
      "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": 3.5503,
      "price_vs_vwap_pct": -0.2901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0098,
        "prev_amount_yi": 0.0175,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.56,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.53,
            "high": 3.54,
            "low": 3.53,
            "close": 3.54,
            "amount_yi": 0.0043
          },
          {
            "time": "14:05",
            "open": 3.54,
            "high": 3.55,
            "low": 3.54,
            "close": 3.55,
            "amount_yi": 0.0035
          },
          {
            "time": "14:06",
            "open": 3.55,
            "high": 3.55,
            "low": 3.55,
            "close": 3.55,
            "amount_yi": 0.0012
          },
          {
            "time": "14:07",
            "open": 3.55,
            "high": 3.55,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0002
          },
          {
            "time": "14:08",
            "open": 3.54,
            "high": 3.54,
            "low": 3.54,
            "close": 3.54,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.54,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.54,
        "open": 3.55,
        "high": 3.6,
        "low": 3.51,
        "bid1": 3.54,
        "ask1": 3.55,
        "bid_qty1": 4535,
        "ask_qty1": 4434
      },
      "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": "2026-07-03T14:08:48",
      "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": 3.1754,
      "price_vs_vwap_pct": 0.1449,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0158,
        "prev_amount_yi": 0.0196,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8061,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.18,
            "high": 3.18,
            "low": 3.17,
            "close": 3.17,
            "amount_yi": 0.0022
          },
          {
            "time": "14:05",
            "open": 3.17,
            "high": 3.18,
            "low": 3.17,
            "close": 3.18,
            "amount_yi": 0.0003
          },
          {
            "time": "14:06",
            "open": 3.18,
            "high": 3.18,
            "low": 3.18,
            "close": 3.18,
            "amount_yi": 0.0007
          },
          {
            "time": "14:07",
            "open": 3.17,
            "high": 3.18,
            "low": 3.17,
            "close": 3.18,
            "amount_yi": 0.0047
          },
          {
            "time": "14:08",
            "open": 3.18,
            "high": 3.18,
            "low": 3.18,
            "close": 3.18,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.18,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.15,
        "open": 3.16,
        "high": 3.25,
        "low": 3.11,
        "bid1": 3.17,
        "ask1": 3.18,
        "bid_qty1": 2453,
        "ask_qty1": 255
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002154:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002154:VWAP_RECLAIM",
      "symbol": "SZSE.002154",
      "name": "报 喜 鸟",
      "side": "BUY",
      "priority": "W69",
      "status": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 3.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.7,
      "entry_zone_high": 3.82,
      "entry_risk_pct": null,
      "intraday_vwap": 3.7888,
      "price_vs_vwap_pct": 2.4071,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0411,
        "prev_amount_yi": 0.0418,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.87,
            "high": 3.88,
            "low": 3.87,
            "close": 3.88,
            "amount_yi": 0.0043
          },
          {
            "time": "14:05",
            "open": 3.88,
            "high": 3.88,
            "low": 3.88,
            "close": 3.88,
            "amount_yi": 0.0194
          },
          {
            "time": "14:06",
            "open": 3.88,
            "high": 3.89,
            "low": 3.88,
            "close": 3.89,
            "amount_yi": 0.0074
          },
          {
            "time": "14:07",
            "open": 3.88,
            "high": 3.88,
            "low": 3.88,
            "close": 3.88,
            "amount_yi": 0.0061
          },
          {
            "time": "14:08",
            "open": 3.88,
            "high": 3.88,
            "low": 3.88,
            "close": 3.88,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.88,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.67,
        "open": 3.69,
        "high": 3.89,
        "low": 3.67,
        "bid1": 3.88,
        "ask1": 3.89,
        "bid_qty1": 998,
        "ask_qty1": 1706
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-03T14:08:48",
      "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": 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": 3.8851,
      "intraday_vwap": 5.8542,
      "price_vs_vwap_pct": 1.124,
      "energy_floor_hint_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": 0.004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.525,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0004
          },
          {
            "time": "14:05",
            "open": 5.91,
            "high": 5.91,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.002
          },
          {
            "time": "14:06",
            "open": 5.92,
            "high": 5.92,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0007
          },
          {
            "time": "14:07",
            "open": 5.92,
            "high": 5.92,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.0015
          },
          {
            "time": "14:08",
            "open": 5.92,
            "high": 5.92,
            "low": 5.92,
            "close": 5.92,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 5.92,
        "ts": "2026-07-03T14:08:42",
        "prev_close": 5.79,
        "open": 5.79,
        "high": 5.94,
        "low": 5.78,
        "bid1": 5.91,
        "ask1": 5.92,
        "bid_qty1": 158,
        "ask_qty1": 218
      },
      "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": "2026-07-03T14:08:48",
      "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": 8.6987,
      "price_vs_vwap_pct": 0.7047,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0163,
        "prev_amount_yi": 0.0089,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8315,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 8.77,
            "high": 8.77,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.0021
          },
          {
            "time": "14:05",
            "open": 8.76,
            "high": 8.77,
            "low": 8.76,
            "close": 8.77,
            "amount_yi": 0.0032
          },
          {
            "time": "14:06",
            "open": 8.76,
            "high": 8.77,
            "low": 8.76,
            "close": 8.77,
            "amount_yi": 0.0027
          },
          {
            "time": "14:07",
            "open": 8.77,
            "high": 8.77,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.0023
          },
          {
            "time": "14:08",
            "open": 8.77,
            "high": 8.77,
            "low": 8.76,
            "close": 8.76,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.76,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 8.63,
        "open": 8.62,
        "high": 8.8,
        "low": 8.55,
        "bid1": 8.76,
        "ask1": 8.77,
        "bid_qty1": 535,
        "ask_qty1": 900
      },
      "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": "2026-07-03T14:08:48",
      "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": 7.4469,
      "price_vs_vwap_pct": 1.2502,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0418,
        "prev_amount_yi": 0.022,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 7.53,
            "high": 7.53,
            "low": 7.53,
            "close": 7.53,
            "amount_yi": 0.0025
          },
          {
            "time": "14:05",
            "open": 7.55,
            "high": 7.55,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0078
          },
          {
            "time": "14:06",
            "open": 7.55,
            "high": 7.56,
            "low": 7.55,
            "close": 7.56,
            "amount_yi": 0.0167
          },
          {
            "time": "14:07",
            "open": 7.56,
            "high": 7.56,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0087
          },
          {
            "time": "14:08",
            "open": 7.55,
            "high": 7.55,
            "low": 7.54,
            "close": 7.54,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.54,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 7.32,
        "open": 7.36,
        "high": 7.59,
        "low": 7.2,
        "bid1": 7.54,
        "ask1": 7.55,
        "bid_qty1": 314,
        "ask_qty1": 526
      },
      "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": "2026-07-03T14:08:48",
      "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": 9.0607,
      "price_vs_vwap_pct": 1.427,
      "energy_floor_hint_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": 0.0216,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4213,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 9.19,
            "high": 9.19,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0087
          },
          {
            "time": "14:05",
            "open": 9.19,
            "high": 9.19,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0069
          },
          {
            "time": "14:06",
            "open": 9.2,
            "high": 9.2,
            "low": 9.19,
            "close": 9.19,
            "amount_yi": 0.0055
          },
          {
            "time": "14:07",
            "open": 9.19,
            "high": 9.19,
            "low": 9.18,
            "close": 9.18,
            "amount_yi": 0.0062
          },
          {
            "time": "14:08",
            "open": 9.18,
            "high": 9.19,
            "low": 9.18,
            "close": 9.19,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.19,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 9.18,
        "open": 9.14,
        "high": 9.39,
        "low": 8.87,
        "bid1": 9.18,
        "ask1": 9.19,
        "bid_qty1": 225,
        "ask_qty1": 349
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000045:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000045:VWAP_RECLAIM",
      "symbol": "SZSE.000045",
      "name": "深纺织Ａ",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.39,
      "exec_low": 10.55,
      "exec_high": 10.55,
      "invalid_price": 10.08,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织行业",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.23,
      "entry_zone_high": 10.55,
      "entry_risk_pct": null,
      "intraday_vwap": 10.1089,
      "price_vs_vwap_pct": 0.4066,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0218,
        "prev_amount_yi": 0.0088,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4773,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 10.14,
            "high": 10.18,
            "low": 10.14,
            "close": 10.18,
            "amount_yi": 0.0057
          },
          {
            "time": "14:05",
            "open": 10.18,
            "high": 10.18,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.005
          },
          {
            "time": "14:06",
            "open": 10.19,
            "high": 10.19,
            "low": 10.19,
            "close": 10.19,
            "amount_yi": 0.0093
          },
          {
            "time": "14:07",
            "open": 10.18,
            "high": 10.18,
            "low": 10.17,
            "close": 10.17,
            "amount_yi": 0.0009
          },
          {
            "time": "14:08",
            "open": 10.16,
            "high": 10.16,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.15,
        "ts": "2026-07-03T14:08:48",
        "prev_close": 10.08,
        "open": 10.13,
        "high": 10.25,
        "low": 9.93,
        "bid1": 10.14,
        "ask1": 10.16,
        "bid_qty1": 19,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002021:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002021:VWAP_RECLAIM",
      "symbol": "SZSE.002021",
      "name": "中捷资源",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.65,
      "exec_low": 2.69,
      "exec_high": 2.69,
      "invalid_price": 2.57,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 纺织机械",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.61,
      "entry_zone_high": 2.69,
      "entry_risk_pct": null,
      "intraday_vwap": 2.5863,
      "price_vs_vwap_pct": 0.1431,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0056,
        "prev_amount_yi": 0.0071,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7887,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.59,
            "high": 2.59,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0003
          },
          {
            "time": "14:05",
            "open": 2.59,
            "high": 2.59,
            "low": 2.59,
            "close": 2.59,
            "amount_yi": 0.0007
          },
          {
            "time": "14:06",
            "open": 2.59,
            "high": 2.59,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.002
          },
          {
            "time": "14:07",
            "open": 2.58,
            "high": 2.58,
            "low": 2.58,
            "close": 2.58,
            "amount_yi": 0.0016
          },
          {
            "time": "14:08",
            "open": 2.59,
            "high": 2.59,
            "low": 2.59,
            "close": 2.59,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.59,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 2.5,
        "open": 2.51,
        "high": 2.67,
        "low": 2.49,
        "bid1": 2.58,
        "ask1": 2.59,
        "bid_qty1": 2893,
        "ask_qty1": 3988
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600884:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600884:VWAP_RECLAIM",
      "symbol": "SHSE.600884",
      "name": "杉杉股份",
      "side": "BUY",
      "priority": "W76",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.64,
      "exec_low": 13.84,
      "exec_high": 13.84,
      "invalid_price": 13.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 13.157,
      "price_vs_vwap_pct": -0.4332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0838,
        "prev_amount_yi": 0.0949,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 13.11,
            "high": 13.11,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.012
          },
          {
            "time": "14:05",
            "open": 13.12,
            "high": 13.12,
            "low": 13.11,
            "close": 13.11,
            "amount_yi": 0.0056
          },
          {
            "time": "14:06",
            "open": 13.12,
            "high": 13.12,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0145
          },
          {
            "time": "14:07",
            "open": 13.12,
            "high": 13.12,
            "low": 13.12,
            "close": 13.12,
            "amount_yi": 0.0427
          },
          {
            "time": "14:08",
            "open": 13.11,
            "high": 13.11,
            "low": 13.1,
            "close": 13.1,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.1,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 13.21,
        "open": 13.22,
        "high": 13.35,
        "low": 13.07,
        "bid1": 13.1,
        "ask1": 13.11,
        "bid_qty1": 4496,
        "ask_qty1": 33
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600295:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600295:VWAP_RECLAIM",
      "symbol": "SHSE.600295",
      "name": "鄂尔多斯",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.88,
      "exec_low": 12.06,
      "exec_high": 12.06,
      "invalid_price": 11.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.7,
      "entry_zone_high": 12.06,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5072,
      "price_vs_vwap_pct": 1.241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0141,
        "prev_amount_yi": 0.0094,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 11.63,
            "high": 11.63,
            "low": 11.63,
            "close": 11.63,
            "amount_yi": 0.0022
          },
          {
            "time": "14:05",
            "open": 11.63,
            "high": 11.64,
            "low": 11.63,
            "close": 11.64,
            "amount_yi": 0.0023
          },
          {
            "time": "14:06",
            "open": 11.65,
            "high": 11.65,
            "low": 11.65,
            "close": 11.65,
            "amount_yi": 0.0043
          },
          {
            "time": "14:07",
            "open": 11.67,
            "high": 11.67,
            "low": 11.66,
            "close": 11.66,
            "amount_yi": 0.0027
          },
          {
            "time": "14:08",
            "open": 11.65,
            "high": 11.65,
            "low": 11.65,
            "close": 11.65,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.65,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 11.51,
        "open": 11.57,
        "high": 11.73,
        "low": 11.35,
        "bid1": 11.65,
        "ask1": 11.67,
        "bid_qty1": 11,
        "ask_qty1": 93
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600439:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600439:VWAP_RECLAIM",
      "symbol": "SHSE.600439",
      "name": "瑞贝卡",
      "side": "BUY",
      "priority": "W78",
      "status": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 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": 0.4616,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0044,
        "prev_amount_yi": 0.0018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.4444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:59",
            "open": 2.22,
            "high": 2.23,
            "low": 2.22,
            "close": 2.23,
            "amount_yi": 0.0011
          },
          {
            "time": "14:00",
            "open": 2.22,
            "high": 2.23,
            "low": 2.22,
            "close": 2.23,
            "amount_yi": 0.0003
          },
          {
            "time": "14:01",
            "open": 2.22,
            "high": 2.22,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0017
          },
          {
            "time": "14:06",
            "open": 2.22,
            "high": 2.22,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0009
          },
          {
            "time": "14:07",
            "open": 2.22,
            "high": 2.22,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.22,
        "ts": "2026-07-03T14:08:43",
        "prev_close": 2.16,
        "open": 2.16,
        "high": 2.28,
        "low": 2.14,
        "bid1": 2.21,
        "ask1": 2.22,
        "bid_qty1": 6976,
        "ask_qty1": 1032
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 9.4778,
      "price_vs_vwap_pct": -0.2933,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0343,
        "prev_amount_yi": 0.0318,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0786,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 9.46,
            "high": 9.47,
            "low": 9.46,
            "close": 9.47,
            "amount_yi": 0.0022
          },
          {
            "time": "14:05",
            "open": 9.47,
            "high": 9.48,
            "low": 9.47,
            "close": 9.48,
            "amount_yi": 0.0124
          },
          {
            "time": "14:06",
            "open": 9.48,
            "high": 9.48,
            "low": 9.47,
            "close": 9.47,
            "amount_yi": 0.004
          },
          {
            "time": "14:07",
            "open": 9.48,
            "high": 9.48,
            "low": 9.48,
            "close": 9.48,
            "amount_yi": 0.005
          },
          {
            "time": "14:08",
            "open": 9.46,
            "high": 9.46,
            "low": 9.45,
            "close": 9.45,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.45,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 9.6,
        "open": 9.7,
        "high": 9.75,
        "low": 9.34,
        "bid1": 9.45,
        "ask1": 9.46,
        "bid_qty1": 1037,
        "ask_qty1": 148
      },
      "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": "2026-07-03T14:08:48",
      "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": 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": 3.6496,
      "intraday_vwap": 4.0003,
      "price_vs_vwap_pct": 2.7423,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0328,
        "prev_amount_yi": 0.0091,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.6044,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.08,
            "high": 4.08,
            "low": 4.08,
            "close": 4.08,
            "amount_yi": 0.0051
          },
          {
            "time": "14:05",
            "open": 4.09,
            "high": 4.09,
            "low": 4.09,
            "close": 4.09,
            "amount_yi": 0.0013
          },
          {
            "time": "14:06",
            "open": 4.11,
            "high": 4.11,
            "low": 4.11,
            "close": 4.11,
            "amount_yi": 0.0204
          },
          {
            "time": "14:07",
            "open": 4.12,
            "high": 4.12,
            "low": 4.11,
            "close": 4.11,
            "amount_yi": 0.0048
          },
          {
            "time": "14:08",
            "open": 4.1,
            "high": 4.11,
            "low": 4.1,
            "close": 4.11,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.11,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.9,
        "open": 3.92,
        "high": 4.12,
        "low": 3.9,
        "bid1": 4.1,
        "ask1": 4.11,
        "bid_qty1": 1313,
        "ask_qty1": 494
      },
      "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": "OBSERVE",
      "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": "2026-07-03T14:08:48",
      "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": 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": 3.4436,
      "price_vs_vwap_pct": 1.057,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0668,
        "prev_amount_yi": 0.0208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.48,
            "high": 3.48,
            "low": 3.47,
            "close": 3.47,
            "amount_yi": 0.0131
          },
          {
            "time": "14:05",
            "open": 3.48,
            "high": 3.49,
            "low": 3.48,
            "close": 3.49,
            "amount_yi": 0.0086
          },
          {
            "time": "14:06",
            "open": 3.49,
            "high": 3.5,
            "low": 3.49,
            "close": 3.5,
            "amount_yi": 0.0305
          },
          {
            "time": "14:07",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.004
          },
          {
            "time": "14:08",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.48,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 3.39,
        "open": 3.39,
        "high": 3.55,
        "low": 3.34,
        "bid1": 3.48,
        "ask1": 3.49,
        "bid_qty1": 1183,
        "ask_qty1": 699
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.91,
      "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": 5.5208,
      "price_vs_vwap_pct": 1.978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0288,
        "prev_amount_yi": 0.0192,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 5.61,
            "high": 5.62,
            "low": 5.61,
            "close": 5.62,
            "amount_yi": 0.0038
          },
          {
            "time": "14:05",
            "open": 5.61,
            "high": 5.62,
            "low": 5.61,
            "close": 5.62,
            "amount_yi": 0.0028
          },
          {
            "time": "14:06",
            "open": 5.61,
            "high": 5.63,
            "low": 5.61,
            "close": 5.63,
            "amount_yi": 0.0066
          },
          {
            "time": "14:07",
            "open": 5.63,
            "high": 5.64,
            "low": 5.63,
            "close": 5.64,
            "amount_yi": 0.006
          },
          {
            "time": "14:08",
            "open": 5.64,
            "high": 5.64,
            "low": 5.63,
            "close": 5.63,
            "amount_yi": 0.0096
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.63,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 5.54,
        "open": 5.49,
        "high": 5.65,
        "low": 5.43,
        "bid1": 5.63,
        "ask1": 5.64,
        "bid_qty1": 117,
        "ask_qty1": 291
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-03T14:08:48",
      "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": 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": 2.5231,
      "price_vs_vwap_pct": 0.6698,
      "energy_floor_hint_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": 0.004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.25,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 2.53,
            "high": 2.54,
            "low": 2.53,
            "close": 2.54,
            "amount_yi": 0.0002
          },
          {
            "time": "14:05",
            "open": 2.54,
            "high": 2.54,
            "low": 2.53,
            "close": 2.53,
            "amount_yi": 0.0057
          },
          {
            "time": "14:06",
            "open": 2.54,
            "high": 2.54,
            "low": 2.54,
            "close": 2.54,
            "amount_yi": 0.0041
          },
          {
            "time": "14:07",
            "open": 2.53,
            "high": 2.54,
            "low": 2.53,
            "close": 2.54,
            "amount_yi": 0.0012
          },
          {
            "time": "14:08",
            "open": 2.54,
            "high": 2.54,
            "low": 2.54,
            "close": 2.54,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.54,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 2.51,
        "open": 2.52,
        "high": 2.55,
        "low": 2.5,
        "bid1": 2.53,
        "ask1": 2.54,
        "bid_qty1": 28374,
        "ask_qty1": 20271
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300005:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300005:VWAP_RECLAIM",
      "symbol": "SZSE.300005",
      "name": "探路者",
      "side": "BUY",
      "priority": "W84",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.67,
      "exec_low": 25.04,
      "exec_high": 25.04,
      "invalid_price": 23.93,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 25.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.3,
      "entry_zone_high": 25.04,
      "entry_risk_pct": null,
      "intraday_vwap": 23.9559,
      "price_vs_vwap_pct": -0.2751,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0681,
        "prev_amount_yi": 0.0854,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7974,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 23.85,
            "high": 23.88,
            "low": 23.85,
            "close": 23.88,
            "amount_yi": 0.0216
          },
          {
            "time": "14:05",
            "open": 23.89,
            "high": 23.9,
            "low": 23.89,
            "close": 23.9,
            "amount_yi": 0.008
          },
          {
            "time": "14:06",
            "open": 23.9,
            "high": 23.91,
            "low": 23.9,
            "close": 23.91,
            "amount_yi": 0.0151
          },
          {
            "time": "14:07",
            "open": 23.87,
            "high": 23.91,
            "low": 23.87,
            "close": 23.91,
            "amount_yi": 0.0206
          },
          {
            "time": "14:08",
            "open": 23.89,
            "high": 23.89,
            "low": 23.89,
            "close": 23.89,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.89,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 23.3,
        "open": 23.47,
        "high": 24.48,
        "low": 23.46,
        "bid1": 23.88,
        "ask1": 23.89,
        "bid_qty1": 119,
        "ask_qty1": 43
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.603001:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.603001:VWAP_RECLAIM",
      "symbol": "SHSE.603001",
      "name": "奥康国际",
      "side": "BUY",
      "priority": "W85",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.73,
      "exec_low": 12.92,
      "exec_high": 12.92,
      "invalid_price": 12.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "纺织制造 / 服装鞋类",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.54,
      "entry_zone_high": 12.92,
      "entry_risk_pct": null,
      "intraday_vwap": 11.46,
      "price_vs_vwap_pct": 0.0,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.001,
        "prev_amount_yi": 0.0005,
        "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": "13:10",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0004
          },
          {
            "time": "13:49",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0001
          },
          {
            "time": "13:54",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0002
          },
          {
            "time": "13:55",
            "open": 11.46,
            "high": 11.46,
            "low": 11.46,
            "close": 11.46,
            "amount_yi": 0.0002
          },
          {
            "time": "13:57",
            "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": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:47",
        "prev_close": 12.73,
        "open": 11.46,
        "high": 11.46,
        "low": 11.46,
        "bid1": 0.0,
        "ask1": 11.46,
        "bid_qty1": 0,
        "ask_qty1": 653518
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002173:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.002173:VWAP_RECLAIM",
      "symbol": "SZSE.002173",
      "name": "创新医疗",
      "side": "BUY",
      "priority": "W86",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.75,
      "exec_low": 19.03,
      "exec_high": 19.03,
      "invalid_price": 18.19,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 水域改革",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 19.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.47,
      "entry_zone_high": 19.03,
      "entry_risk_pct": null,
      "intraday_vwap": 18.0944,
      "price_vs_vwap_pct": 1.8547,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1461,
        "prev_amount_yi": 0.181,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8072,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 18.42,
            "high": 18.42,
            "low": 18.41,
            "close": 18.41,
            "amount_yi": 0.0367
          },
          {
            "time": "14:05",
            "open": 18.39,
            "high": 18.43,
            "low": 18.39,
            "close": 18.43,
            "amount_yi": 0.0323
          },
          {
            "time": "14:06",
            "open": 18.44,
            "high": 18.45,
            "low": 18.44,
            "close": 18.45,
            "amount_yi": 0.0332
          },
          {
            "time": "14:07",
            "open": 18.43,
            "high": 18.43,
            "low": 18.42,
            "close": 18.42,
            "amount_yi": 0.0304
          },
          {
            "time": "14:08",
            "open": 18.43,
            "high": 18.43,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.43,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 18.19,
        "open": 18.31,
        "high": 18.5,
        "low": 17.7,
        "bid1": 18.43,
        "ask1": 18.44,
        "bid_qty1": 64,
        "ask_qty1": 167
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300003:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300003:VWAP_RECLAIM",
      "symbol": "SZSE.300003",
      "name": "乐普医疗",
      "side": "BUY",
      "priority": "W87",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.84,
      "exec_low": 13.03,
      "exec_high": 13.03,
      "invalid_price": 12.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 13.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.65,
      "entry_zone_high": 13.03,
      "entry_risk_pct": null,
      "intraday_vwap": 12.5667,
      "price_vs_vwap_pct": 0.1854,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0884,
        "prev_amount_yi": 0.0791,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1176,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 12.58,
            "high": 12.58,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0119
          },
          {
            "time": "14:05",
            "open": 12.58,
            "high": 12.6,
            "low": 12.58,
            "close": 12.6,
            "amount_yi": 0.0119
          },
          {
            "time": "14:06",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.034
          },
          {
            "time": "14:07",
            "open": 12.61,
            "high": 12.61,
            "low": 12.59,
            "close": 12.59,
            "amount_yi": 0.0217
          },
          {
            "time": "14:08",
            "open": 12.58,
            "high": 12.59,
            "low": 12.58,
            "close": 12.59,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.59,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 12.5,
        "open": 12.59,
        "high": 12.87,
        "low": 12.36,
        "bid1": 12.58,
        "ask1": 12.59,
        "bid_qty1": 112,
        "ask_qty1": 259
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600763:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600763:VWAP_RECLAIM",
      "symbol": "SHSE.600763",
      "name": "通策医疗",
      "side": "BUY",
      "priority": "W88",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 36.3,
      "exec_low": 36.84,
      "exec_high": 36.84,
      "invalid_price": 35.21,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 35.5411,
      "price_vs_vwap_pct": 0.5596,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0539,
        "prev_amount_yi": 0.0615,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8764,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 35.74,
            "high": 35.74,
            "low": 35.72,
            "close": 35.72,
            "amount_yi": 0.0109
          },
          {
            "time": "14:05",
            "open": 35.74,
            "high": 35.75,
            "low": 35.74,
            "close": 35.75,
            "amount_yi": 0.013
          },
          {
            "time": "14:06",
            "open": 35.76,
            "high": 35.78,
            "low": 35.76,
            "close": 35.78,
            "amount_yi": 0.0116
          },
          {
            "time": "14:07",
            "open": 35.76,
            "high": 35.76,
            "low": 35.74,
            "close": 35.74,
            "amount_yi": 0.0103
          },
          {
            "time": "14:08",
            "open": 35.73,
            "high": 35.74,
            "low": 35.73,
            "close": 35.74,
            "amount_yi": 0.0081
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.74,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 35.38,
        "open": 35.66,
        "high": 36.04,
        "low": 35.2,
        "bid1": 35.73,
        "ask1": 35.74,
        "bid_qty1": 2,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300314:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300314:VWAP_RECLAIM",
      "symbol": "SZSE.300314",
      "name": "戴维医疗",
      "side": "BUY",
      "priority": "W89",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.93,
      "exec_low": 10.08,
      "exec_high": 10.08,
      "invalid_price": 9.63,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "毛发医疗 / 婴童概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.78,
      "entry_zone_high": 10.08,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8485,
      "price_vs_vwap_pct": 0.6245,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0031,
        "prev_amount_yi": 0.0086,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 9.91,
            "high": 9.92,
            "low": 9.91,
            "close": 9.92,
            "amount_yi": 0.0004
          },
          {
            "time": "14:05",
            "open": 9.91,
            "high": 9.92,
            "low": 9.91,
            "close": 9.92,
            "amount_yi": 0.0005
          },
          {
            "time": "14:06",
            "open": 9.91,
            "high": 9.92,
            "low": 9.91,
            "close": 9.92,
            "amount_yi": 0.0009
          },
          {
            "time": "14:07",
            "open": 9.92,
            "high": 9.92,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0006
          },
          {
            "time": "14:08",
            "open": 9.92,
            "high": 9.92,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.91,
        "ts": "2026-07-03T14:08:42",
        "prev_close": 9.69,
        "open": 9.78,
        "high": 9.95,
        "low": 9.7,
        "bid1": 9.91,
        "ask1": 9.92,
        "bid_qty1": 43,
        "ask_qty1": 238
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.002693:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260702:SZSE.002693:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002693",
      "name": "双成药业",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "LIMIT_ANCHOR_NO_CHASE",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": null,
      "invalid_price": null,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 10.5016,
      "price_vs_vwap_pct": -1.0627,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0226,
        "prev_amount_yi": 0.0218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0367,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 10.36,
            "high": 10.41,
            "low": 10.36,
            "close": 10.41,
            "amount_yi": 0.0088
          },
          {
            "time": "14:05",
            "open": 10.37,
            "high": 10.4,
            "low": 10.37,
            "close": 10.4,
            "amount_yi": 0.0045
          },
          {
            "time": "14:06",
            "open": 10.38,
            "high": 10.38,
            "low": 10.38,
            "close": 10.38,
            "amount_yi": 0.0039
          },
          {
            "time": "14:07",
            "open": 10.38,
            "high": 10.39,
            "low": 10.38,
            "close": 10.39,
            "amount_yi": 0.0044
          },
          {
            "time": "14:08",
            "open": 10.4,
            "high": 10.4,
            "low": 10.39,
            "close": 10.39,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.39,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 10.67,
        "open": 10.51,
        "high": 11.27,
        "low": 9.92,
        "bid1": 10.39,
        "ask1": 10.4,
        "bid_qty1": 416,
        "ask_qty1": 400
      },
      "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": "2026-07-03T14:08:48",
      "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": 14.8038,
      "price_vs_vwap_pct": -1.8495,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0377,
        "prev_amount_yi": 0.0425,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8871,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 14.52,
            "high": 14.52,
            "low": 14.51,
            "close": 14.51,
            "amount_yi": 0.0084
          },
          {
            "time": "14:05",
            "open": 14.49,
            "high": 14.5,
            "low": 14.49,
            "close": 14.5,
            "amount_yi": 0.0063
          },
          {
            "time": "14:06",
            "open": 14.5,
            "high": 14.51,
            "low": 14.5,
            "close": 14.51,
            "amount_yi": 0.0071
          },
          {
            "time": "14:07",
            "open": 14.51,
            "high": 14.51,
            "low": 14.5,
            "close": 14.5,
            "amount_yi": 0.0072
          },
          {
            "time": "14:08",
            "open": 14.51,
            "high": 14.53,
            "low": 14.51,
            "close": 14.53,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.53,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 14.66,
        "open": 15.46,
        "high": 15.47,
        "low": 14.28,
        "bid1": 14.52,
        "ask1": 14.53,
        "bid_qty1": 129,
        "ask_qty1": 10
      },
      "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": "2026-07-03T14:08:48",
      "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": 6.648,
      "price_vs_vwap_pct": 2.5872,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.053,
        "prev_amount_yi": 0.0586,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9044,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 6.81,
            "high": 6.81,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0083
          },
          {
            "time": "14:05",
            "open": 6.81,
            "high": 6.81,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0087
          },
          {
            "time": "14:06",
            "open": 6.82,
            "high": 6.82,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0123
          },
          {
            "time": "14:07",
            "open": 6.81,
            "high": 6.82,
            "low": 6.81,
            "close": 6.82,
            "amount_yi": 0.0056
          },
          {
            "time": "14:08",
            "open": 6.82,
            "high": 6.82,
            "low": 6.82,
            "close": 6.82,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.82,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 6.25,
        "open": 6.43,
        "high": 6.88,
        "low": 6.39,
        "bid1": 6.81,
        "ask1": 6.82,
        "bid_qty1": 536,
        "ask_qty1": 1255
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000028:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000028:VWAP_RECLAIM",
      "symbol": "SZSE.000028",
      "name": "国药一致",
      "side": "BUY",
      "priority": "W93",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.92,
      "exec_low": 20.22,
      "exec_high": 20.22,
      "invalid_price": 19.32,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 20.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.62,
      "entry_zone_high": 20.22,
      "entry_risk_pct": 4.3564,
      "intraday_vwap": 19.9513,
      "price_vs_vwap_pct": 1.2465,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0201,
        "prev_amount_yi": 0.0235,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8553,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 20.16,
            "high": 20.16,
            "low": 20.16,
            "close": 20.16,
            "amount_yi": 0.0018
          },
          {
            "time": "14:05",
            "open": 20.15,
            "high": 20.17,
            "low": 20.15,
            "close": 20.17,
            "amount_yi": 0.0037
          },
          {
            "time": "14:06",
            "open": 20.17,
            "high": 20.17,
            "low": 20.17,
            "close": 20.17,
            "amount_yi": 0.0038
          },
          {
            "time": "14:07",
            "open": 20.17,
            "high": 20.18,
            "low": 20.17,
            "close": 20.18,
            "amount_yi": 0.0039
          },
          {
            "time": "14:08",
            "open": 20.17,
            "high": 20.2,
            "low": 20.17,
            "close": 20.2,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 20.2,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 19.75,
        "open": 19.72,
        "high": 20.2,
        "low": 19.69,
        "bid1": 20.19,
        "ask1": 20.2,
        "bid_qty1": 5,
        "ask_qty1": 95
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300194:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300194:VWAP_RECLAIM",
      "symbol": "SZSE.300194",
      "name": "福安药业",
      "side": "BUY",
      "priority": "W94",
      "status": "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": "2026-07-03T14:08:48",
      "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": 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": 3.0303,
      "intraday_vwap": 3.6068,
      "price_vs_vwap_pct": 0.6432,
      "energy_floor_hint_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": 0.0172,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0003
          },
          {
            "time": "14:05",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0015
          },
          {
            "time": "14:06",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0014
          },
          {
            "time": "14:07",
            "open": 3.63,
            "high": 3.63,
            "low": 3.62,
            "close": 3.62,
            "amount_yi": 0.0025
          },
          {
            "time": "14:08",
            "open": 3.63,
            "high": 3.63,
            "low": 3.63,
            "close": 3.63,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 3.63,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 3.58,
        "open": 3.61,
        "high": 3.65,
        "low": 3.56,
        "bid1": 3.62,
        "ask1": 3.63,
        "bid_qty1": 831,
        "ask_qty1": 508
      },
      "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": "2026-07-03T14:08:48",
      "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": 19.8932,
      "price_vs_vwap_pct": 0.1347,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0221,
        "prev_amount_yi": 0.0242,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 19.91,
            "high": 19.91,
            "low": 19.91,
            "close": 19.91,
            "amount_yi": 0.0042
          },
          {
            "time": "14:05",
            "open": 19.89,
            "high": 19.89,
            "low": 19.88,
            "close": 19.88,
            "amount_yi": 0.0037
          },
          {
            "time": "14:06",
            "open": 19.89,
            "high": 19.89,
            "low": 19.89,
            "close": 19.89,
            "amount_yi": 0.0046
          },
          {
            "time": "14:07",
            "open": 19.89,
            "high": 19.89,
            "low": 19.89,
            "close": 19.89,
            "amount_yi": 0.0028
          },
          {
            "time": "14:08",
            "open": 19.89,
            "high": 19.92,
            "low": 19.89,
            "close": 19.92,
            "amount_yi": 0.0068
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.92,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 19.75,
        "open": 19.8,
        "high": 20.12,
        "low": 19.73,
        "bid1": 19.89,
        "ask1": 19.92,
        "bid_qty1": 14,
        "ask_qty1": 41
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600267:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600267:VWAP_RECLAIM",
      "symbol": "SHSE.600267",
      "name": "海正药业",
      "side": "BUY",
      "priority": "W96",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.74,
      "exec_low": 10.9,
      "exec_high": 10.9,
      "invalid_price": 10.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.58,
      "entry_zone_high": 10.9,
      "entry_risk_pct": null,
      "intraday_vwap": 10.4673,
      "price_vs_vwap_pct": 0.5035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0648,
        "prev_amount_yi": 0.0169,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.8343,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 10.52,
            "high": 10.52,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0135
          },
          {
            "time": "14:05",
            "open": 10.51,
            "high": 10.52,
            "low": 10.51,
            "close": 10.52,
            "amount_yi": 0.0079
          },
          {
            "time": "14:06",
            "open": 10.52,
            "high": 10.52,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0047
          },
          {
            "time": "14:07",
            "open": 10.52,
            "high": 10.52,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0208
          },
          {
            "time": "14:08",
            "open": 10.5,
            "high": 10.52,
            "low": 10.5,
            "close": 10.52,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.52,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 10.51,
        "open": 10.57,
        "high": 10.74,
        "low": 10.29,
        "bid1": 10.51,
        "ask1": 10.52,
        "bid_qty1": 121,
        "ask_qty1": 489
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.601607:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.601607:VWAP_RECLAIM",
      "symbol": "SHSE.601607",
      "name": "上海医药",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.0,
      "exec_low": 16.24,
      "exec_high": 16.24,
      "invalid_price": 15.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.76,
      "entry_zone_high": 16.24,
      "entry_risk_pct": 3.5426,
      "intraday_vwap": 16.0467,
      "price_vs_vwap_pct": 0.2075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0272,
        "prev_amount_yi": 0.0396,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6869,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 16.09,
            "high": 16.09,
            "low": 16.07,
            "close": 16.07,
            "amount_yi": 0.007
          },
          {
            "time": "14:05",
            "open": 16.07,
            "high": 16.07,
            "low": 16.07,
            "close": 16.07,
            "amount_yi": 0.0041
          },
          {
            "time": "14:06",
            "open": 16.08,
            "high": 16.08,
            "low": 16.08,
            "close": 16.08,
            "amount_yi": 0.0035
          },
          {
            "time": "14:07",
            "open": 16.08,
            "high": 16.08,
            "low": 16.08,
            "close": 16.08,
            "amount_yi": 0.0092
          },
          {
            "time": "14:08",
            "open": 16.08,
            "high": 16.08,
            "low": 16.08,
            "close": 16.08,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.08,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 15.92,
        "open": 15.96,
        "high": 16.21,
        "low": 15.86,
        "bid1": 16.08,
        "ask1": 16.09,
        "bid_qty1": 463,
        "ask_qty1": 144
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000661:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000661:VWAP_RECLAIM",
      "symbol": "SZSE.000661",
      "name": "长春高新",
      "side": "BUY",
      "priority": "W98",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 71.61,
      "exec_low": 72.68,
      "exec_high": 72.68,
      "invalid_price": 69.46,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 69.1337,
      "price_vs_vwap_pct": 0.1104,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1016,
        "prev_amount_yi": 0.0519,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9576,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 69.16,
            "high": 69.2,
            "low": 69.16,
            "close": 69.2,
            "amount_yi": 0.0393
          },
          {
            "time": "14:05",
            "open": 69.15,
            "high": 69.15,
            "low": 69.08,
            "close": 69.08,
            "amount_yi": 0.0278
          },
          {
            "time": "14:06",
            "open": 69.1,
            "high": 69.14,
            "low": 69.1,
            "close": 69.14,
            "amount_yi": 0.0053
          },
          {
            "time": "14:07",
            "open": 69.16,
            "high": 69.16,
            "low": 69.13,
            "close": 69.13,
            "amount_yi": 0.0148
          },
          {
            "time": "14:08",
            "open": 69.14,
            "high": 69.21,
            "low": 69.14,
            "close": 69.21,
            "amount_yi": 0.0144
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.21,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 69.11,
        "open": 69.93,
        "high": 70.38,
        "low": 68.12,
        "bid1": 69.2,
        "ask1": 69.23,
        "bid_qty1": 38,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600332:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600332:VWAP_RECLAIM",
      "symbol": "SHSE.600332",
      "name": "白云山",
      "side": "BUY",
      "priority": "W99",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 20.88,
      "exec_low": 21.19,
      "exec_high": 21.19,
      "invalid_price": 20.25,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 4.0284,
      "intraday_vwap": 20.9682,
      "price_vs_vwap_pct": 0.6286,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0435,
        "prev_amount_yi": 0.0628,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6927,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 21.09,
            "high": 21.09,
            "low": 21.08,
            "close": 21.08,
            "amount_yi": 0.0025
          },
          {
            "time": "14:05",
            "open": 21.06,
            "high": 21.07,
            "low": 21.06,
            "close": 21.07,
            "amount_yi": 0.0075
          },
          {
            "time": "14:06",
            "open": 21.06,
            "high": 21.06,
            "low": 21.06,
            "close": 21.06,
            "amount_yi": 0.0038
          },
          {
            "time": "14:07",
            "open": 21.07,
            "high": 21.07,
            "low": 21.06,
            "close": 21.06,
            "amount_yi": 0.0033
          },
          {
            "time": "14:08",
            "open": 21.08,
            "high": 21.1,
            "low": 21.08,
            "close": 21.1,
            "amount_yi": 0.0264
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.1,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 20.79,
        "open": 20.84,
        "high": 21.12,
        "low": 20.81,
        "bid1": 21.09,
        "ask1": 21.1,
        "bid_qty1": 47,
        "ask_qty1": 570
      },
      "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": "2026-07-03T14:08:48",
      "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": 23.1734,
      "price_vs_vwap_pct": 0.3737,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1253,
        "prev_amount_yi": 0.0773,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.621,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 23.26,
            "high": 23.26,
            "low": 23.26,
            "close": 23.26,
            "amount_yi": 0.0369
          },
          {
            "time": "14:05",
            "open": 23.24,
            "high": 23.24,
            "low": 23.24,
            "close": 23.24,
            "amount_yi": 0.0323
          },
          {
            "time": "14:06",
            "open": 23.23,
            "high": 23.24,
            "low": 23.23,
            "close": 23.24,
            "amount_yi": 0.0115
          },
          {
            "time": "14:07",
            "open": 23.24,
            "high": 23.24,
            "low": 23.23,
            "close": 23.23,
            "amount_yi": 0.0272
          },
          {
            "time": "14:08",
            "open": 23.26,
            "high": 23.26,
            "low": 23.26,
            "close": 23.26,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.26,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 23.03,
        "open": 23.2,
        "high": 23.53,
        "low": 22.92,
        "bid1": 23.25,
        "ask1": 23.26,
        "bid_qty1": 47,
        "ask_qty1": 173
      },
      "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": "2026-07-03T14:08:48",
      "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": 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": 3.7255,
      "intraday_vwap": 15.1086,
      "price_vs_vwap_pct": 1.2668,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0918,
        "prev_amount_yi": 0.128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 15.28,
            "high": 15.28,
            "low": 15.28,
            "close": 15.28,
            "amount_yi": 0.0214
          },
          {
            "time": "14:05",
            "open": 15.27,
            "high": 15.27,
            "low": 15.27,
            "close": 15.27,
            "amount_yi": 0.0225
          },
          {
            "time": "14:06",
            "open": 15.27,
            "high": 15.28,
            "low": 15.27,
            "close": 15.28,
            "amount_yi": 0.005
          },
          {
            "time": "14:07",
            "open": 15.27,
            "high": 15.27,
            "low": 15.26,
            "close": 15.26,
            "amount_yi": 0.0108
          },
          {
            "time": "14:08",
            "open": 15.27,
            "high": 15.3,
            "low": 15.27,
            "close": 15.3,
            "amount_yi": 0.0321
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "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": 15.3,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 14.91,
        "open": 15.12,
        "high": 15.3,
        "low": 14.9,
        "bid1": 15.29,
        "ask1": 15.3,
        "bid_qty1": 5,
        "ask_qty1": 3486
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.300452:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.300452:VWAP_RECLAIM",
      "symbol": "SZSE.300452",
      "name": "山河药辅",
      "side": "BUY",
      "priority": "W102",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.4,
      "exec_low": 12.59,
      "exec_high": 12.59,
      "invalid_price": 12.03,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.21,
      "entry_zone_high": 12.59,
      "entry_risk_pct": null,
      "intraday_vwap": 12.3018,
      "price_vs_vwap_pct": 0.5544,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0076,
        "prev_amount_yi": 0.006,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 12.38,
            "high": 12.38,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0028
          },
          {
            "time": "14:05",
            "open": 12.37,
            "high": 12.38,
            "low": 12.37,
            "close": 12.38,
            "amount_yi": 0.0008
          },
          {
            "time": "14:06",
            "open": 12.37,
            "high": 12.38,
            "low": 12.37,
            "close": 12.38,
            "amount_yi": 0.002
          },
          {
            "time": "14:07",
            "open": 12.38,
            "high": 12.38,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0016
          },
          {
            "time": "14:08",
            "open": 12.37,
            "high": 12.37,
            "low": 12.37,
            "close": 12.37,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:42",
        "prev_close": 12.2,
        "open": 12.33,
        "high": 12.45,
        "low": 12.13,
        "bid1": 12.37,
        "ask1": 12.38,
        "bid_qty1": 65,
        "ask_qty1": 99
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000963:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000963:VWAP_RECLAIM",
      "symbol": "SZSE.000963",
      "name": "华东医药",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 30.26,
      "exec_low": 30.71,
      "exec_high": 30.71,
      "invalid_price": 29.35,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "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": 29.697,
      "price_vs_vwap_pct": 0.5152,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0978,
        "prev_amount_yi": 0.1381,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 29.84,
            "high": 29.85,
            "low": 29.84,
            "close": 29.85,
            "amount_yi": 0.0195
          },
          {
            "time": "14:05",
            "open": 29.8,
            "high": 29.8,
            "low": 29.8,
            "close": 29.8,
            "amount_yi": 0.0411
          },
          {
            "time": "14:06",
            "open": 29.83,
            "high": 29.83,
            "low": 29.83,
            "close": 29.83,
            "amount_yi": 0.0086
          },
          {
            "time": "14:07",
            "open": 29.82,
            "high": 29.83,
            "low": 29.82,
            "close": 29.83,
            "amount_yi": 0.0139
          },
          {
            "time": "14:08",
            "open": 29.82,
            "high": 29.85,
            "low": 29.82,
            "close": 29.85,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.85,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 29.49,
        "open": 29.99,
        "high": 30.3,
        "low": 29.24,
        "bid1": 29.84,
        "ask1": 29.85,
        "bid_qty1": 155,
        "ask_qty1": 102
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SZSE.000597:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SZSE.000597:VWAP_RECLAIM",
      "symbol": "SZSE.000597",
      "name": "东北制药",
      "side": "BUY",
      "priority": "W104",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.49,
      "exec_low": 4.56,
      "exec_high": 4.56,
      "invalid_price": 4.36,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 甲型流感",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.42,
      "entry_zone_high": 4.56,
      "entry_risk_pct": 3.3259,
      "intraday_vwap": 4.4835,
      "price_vs_vwap_pct": 0.368,
      "energy_floor_hint_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": 0.008,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 4.51,
            "high": 4.51,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0008
          },
          {
            "time": "14:05",
            "open": 4.5,
            "high": 4.51,
            "low": 4.5,
            "close": 4.51,
            "amount_yi": 0.0002
          },
          {
            "time": "14:06",
            "open": 4.51,
            "high": 4.51,
            "low": 4.51,
            "close": 4.51,
            "amount_yi": 0.0014
          },
          {
            "time": "14:07",
            "open": 4.51,
            "high": 4.51,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0021
          },
          {
            "time": "14:08",
            "open": 4.5,
            "high": 4.5,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.5,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 4.45,
        "open": 4.46,
        "high": 4.54,
        "low": 4.44,
        "bid1": 4.5,
        "ask1": 4.51,
        "bid_qty1": 249,
        "ask_qty1": 1274
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260702:20260703:SHSE.600062:VWAP_RECLAIM:BUY",
      "plan_id": "20260702:SHSE.600062:VWAP_RECLAIM",
      "symbol": "SHSE.600062",
      "name": "华润双鹤",
      "side": "BUY",
      "priority": "W105",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.96,
      "exec_low": 17.21,
      "exec_high": 17.21,
      "invalid_price": 16.45,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-03T14:08:48",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "芬太尼 / 仿制药",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.71,
      "entry_zone_high": 17.21,
      "entry_risk_pct": 3.0642,
      "intraday_vwap": 16.8612,
      "price_vs_vwap_pct": 0.586,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0309,
        "prev_amount_yi": 0.027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 16.96,
            "high": 16.96,
            "low": 16.95,
            "close": 16.95,
            "amount_yi": 0.0031
          },
          {
            "time": "14:05",
            "open": 16.94,
            "high": 16.95,
            "low": 16.94,
            "close": 16.95,
            "amount_yi": 0.0027
          },
          {
            "time": "14:06",
            "open": 16.94,
            "high": 16.95,
            "low": 16.94,
            "close": 16.95,
            "amount_yi": 0.0023
          },
          {
            "time": "14:07",
            "open": 16.96,
            "high": 16.96,
            "low": 16.96,
            "close": 16.96,
            "amount_yi": 0.0207
          },
          {
            "time": "14:08",
            "open": 16.96,
            "high": 16.96,
            "low": 16.96,
            "close": 16.96,
            "amount_yi": 0.0021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43518.48,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.96,
        "ts": "2026-07-03T14:08:47",
        "prev_close": 16.75,
        "open": 16.76,
        "high": 17.1,
        "low": 16.71,
        "bid1": 16.96,
        "ask1": 16.97,
        "bid_qty1": 108,
        "ask_qty1": 160
      },
      "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": "2026-07-03T14:08:48",
      "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": 23.4011,
      "price_vs_vwap_pct": -0.0474,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0298,
        "prev_amount_yi": 0.0491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6069,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:04",
            "open": 23.38,
            "high": 23.39,
            "low": 23.38,
            "close": 23.39,
            "amount_yi": 0.0019
          },
          {
            "time": "14:05",
            "open": 23.37,
            "high": 23.37,
            "low": 23.37,
            "close": 23.37,
            "amount_yi": 0.0095
          },
          {
            "time": "14:06",
            "open": 23.38,
            "high": 23.38,
            "low": 23.35,
            "close": 23.35,
            "amount_yi": 0.0083
          },
          {
            "time": "14:07",
            "open": 23.39,
            "high": 23.39,
            "low": 23.35,
            "close": 23.35,
            "amount_yi": 0.0068
          },
          {
            "time": "14:08",
            "open": 23.38,
            "high": 23.39,
            "low": 23.38,
            "close": 23.39,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 580734.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.39,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 23.28,
        "open": 23.44,
        "high": 23.73,
        "low": 23.19,
        "bid1": 23.39,
        "ask1": 23.4,
        "bid_qty1": 1,
        "ask_qty1": 100
      },
      "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": "2026-07-03T14:08:48",
      "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": 7.087,
      "price_vs_vwap_pct": -1.5098,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.121,
        "prev_amount_yi": 0.2433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "14:04",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0141
          },
          {
            "time": "14:05",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0148
          },
          {
            "time": "14:06",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0409
          },
          {
            "time": "14:07",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0211
          },
          {
            "time": "14:08",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0301
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 87036.96,
      "current_position_value": 0.0,
      "cash_before_order": 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": "2026-07-03T14:08:45",
        "prev_close": 7.76,
        "open": 7.56,
        "high": 7.67,
        "low": 6.98,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 630,
        "ask_qty1": 8879
      },
      "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": 143.1,
      "exec_low": 136.97,
      "exec_high": 144.26,
      "invalid_price": 139.52,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T14:08:48",
      "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": 144.26,
      "dynamic_exec_high": 144.26,
      "entry_zone_low": 136.97,
      "entry_zone_high": 144.26,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 136.968,
      "price_vs_vwap_pct": 4.477,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217684.46,
      "current_position_value": 143529.3,
      "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": 143.1,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 146.99,
        "low": 127.0,
        "bid1": 143.1,
        "ask1": 143.12,
        "bid_qty1": 3,
        "ask_qty1": 25
      },
      "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": 44.71,
      "exec_low": 44.35,
      "exec_high": 45.08,
      "invalid_price": 43.59,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T14:08:48",
      "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": 45.08,
      "dynamic_exec_high": 45.08,
      "entry_zone_low": 44.35,
      "entry_zone_high": 45.08,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 44.35,
      "price_vs_vwap_pct": 0.8117,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217684.46,
      "current_position_value": 8942.0,
      "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": 44.71,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 46.44,
        "low": 42.26,
        "bid1": 44.71,
        "ask1": 44.72,
        "bid_qty1": 12,
        "ask_qty1": 6
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 580734.0,
    "market_value": 507688.3,
    "total_value": 1088422.3,
    "unrealized_pnl": 53346.18163829681,
    "unrealized_pnl_pct_of_initial": 5.334618163829681,
    "realized_pnl": 35076.11836170324,
    "realized_pnl_pct_of_initial": 3.5076118361703235,
    "total_pnl": 88422.30000000005,
    "total_pnl_pct": 8.842229999999995
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 38400,
      "avg_cost": 3.565,
      "last_price": 3.95,
      "market_value": 151680.0,
      "unrealized_pnl": 14784.00000000001,
      "unrealized_pnl_pct": 10.799438990182342,
      "updated_at": "2026-07-03T14:08:48",
      "prev_close": 4.06,
      "holding_days": 2,
      "position_pct_of_total": 13.935767394695976
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 1001,
      "avg_cost": 124.28448712255774,
      "last_price": 143.1,
      "market_value": 143529.3,
      "unrealized_pnl": 18871.959416074587,
      "unrealized_pnl_pct": 15.139067886153935,
      "updated_at": "2026-07-03T14:08:48",
      "prev_close": 135.05,
      "holding_days": 2,
      "position_pct_of_total": 13.186912837048634
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 110.65,
      "last_price": 111.8,
      "market_value": 89440.0,
      "unrealized_pnl": 919.9999999999932,
      "unrealized_pnl_pct": 1.0393131495707086,
      "updated_at": "2026-07-03T14:08:48",
      "prev_close": 117.31,
      "holding_days": 10,
      "position_pct_of_total": 8.217398706366087
    },
    {
      "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": "2026-07-03T14:08:48",
      "prev_close": 63.23,
      "holding_days": 2,
      "position_pct_of_total": 7.028981306244828
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 400,
      "sellable_qty": 400,
      "avg_cost": 83.20444444444445,
      "last_price": 93.98,
      "market_value": 37592.0,
      "unrealized_pnl": 4310.222222222223,
      "unrealized_pnl_pct": 12.950697078147533,
      "updated_at": "2026-07-03T14:08:48",
      "prev_close": 95.98,
      "holding_days": 6,
      "position_pct_of_total": 3.453806486691792
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 44.71,
      "market_value": 8942.0,
      "unrealized_pnl": 951.9999999999995,
      "unrealized_pnl_pct": 11.91489361702127,
      "updated_at": "2026-07-03T14:08:48",
      "prev_close": 42.3,
      "holding_days": 9,
      "position_pct_of_total": 0.8215561184294
    }
  ],
  "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
    },
    {
      "adjusted_avg_cost": null,
      "amount": 0.0,
      "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": 1.5364,
      "price": null,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 0,
      "quote_ask1": 112.35,
      "quote_ask_qty1": 13,
      "quote_bid1": 112.23,
      "quote_bid_qty1": 26,
      "quote_high": 118.73,
      "quote_last": 112.35,
      "quote_low": 109.03,
      "quote_open": 116.0,
      "quote_prev_close": 117.31,
      "quote_ts": "2026-07-03T11:29:57",
      "raw_avg_cost": 129.64,
      "raw_position_pnl_pct": 1.5363759602349703,
      "reason": "sell_not_allowed_in_LUNCH",
      "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": "REJECTED",
      "symbol": "SZSE.300236",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260703",
      "trigger_price": 126.4,
      "ts": "2026-07-03T11:30:02",
      "id": 41,
      "realized_pnl_delta": 517.9999999999978,
      "cost_basis": 22130.0,
      "realized_pnl_source": "position_avg_cost_fallback"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 0.0,
      "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": 11.4123,
      "price": null,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 0,
      "quote_ask1": 92.71,
      "quote_ask_qty1": 7,
      "quote_bid1": 92.7,
      "quote_bid_qty1": 66,
      "quote_high": 94.9,
      "quote_last": 92.7,
      "quote_low": 88.35,
      "quote_open": 93.4,
      "quote_prev_close": 95.98,
      "quote_ts": "2026-07-03T11:29:59",
      "raw_avg_cost": 106.44,
      "raw_position_pnl_pct": 11.412317718070607,
      "reason": "sell_not_allowed_in_LUNCH",
      "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": "REJECTED",
      "symbol": "SHSE.600584",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260703",
      "trigger_price": 103.51,
      "ts": "2026-07-03T11:30:02",
      "id": 42,
      "realized_pnl_delta": 1639.1111111111115,
      "cost_basis": 16640.88888888889,
      "realized_pnl_source": "position_avg_cost_fallback"
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 800,
      "last_price": 111.8,
      "avg_cost": 110.65,
      "pnl_pct": 1.0393,
      "threshold": 126.4,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 10,
      "source_event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 129.64,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 400,
      "last_price": 93.98,
      "avg_cost": 83.20444444444445,
      "pnl_pct": 12.9507,
      "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": 143.1,
      "exec_low": 136.97,
      "exec_high": 144.26,
      "invalid_price": 139.52,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T14:08:48",
      "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": 144.26,
      "dynamic_exec_high": 144.26,
      "entry_zone_low": 136.97,
      "entry_zone_high": 144.26,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 136.968,
      "price_vs_vwap_pct": 4.477,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217684.46,
      "current_position_value": 143529.3,
      "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": 143.1,
        "ts": "2026-07-03T14:08:45",
        "prev_close": 135.05,
        "open": 127.0,
        "high": 146.99,
        "low": 127.0,
        "bid1": 143.1,
        "ask1": 143.12,
        "bid_qty1": 3,
        "ask_qty1": 25
      },
      "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": 44.71,
      "exec_low": 44.35,
      "exec_high": 45.08,
      "invalid_price": 43.59,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-03T14:08:48",
      "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": 45.08,
      "dynamic_exec_high": 45.08,
      "entry_zone_low": 44.35,
      "entry_zone_high": 45.08,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 44.35,
      "price_vs_vwap_pct": 0.8117,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217684.46,
      "current_position_value": 8942.0,
      "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": 44.71,
        "ts": "2026-07-03T14:08:46",
        "prev_close": 42.3,
        "open": 42.3,
        "high": 46.44,
        "low": 42.26,
        "bid1": 44.71,
        "ask1": 44.72,
        "bid_qty1": 12,
        "ask_qty1": 6
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 35.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧",
      "base_total_position_pct": 90.0,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 35.0,
      "effective_shadow_total_position_pct": 35.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "EXTREME",
          "score": 100.0,
          "label": "外部科技冲击极高",
          "entry_policy": "risk_only_for_tech",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "13:10",
          "position_cap_pct": 35.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-9.43%",
            "korea_tech_negative_-10.38%",
            "asia_tech_circuit_breaker",
            "quant_panic_deep_water_risk"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260703.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-03T09:25:15+08:00"
        }
      }
    },
    "cash_buffer_pct": 0.02
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true,
    "qfq_cost_adjustment": true
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 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": 2,
    "unfilled_orders": 0,
    "risk_exit_signals": 2,
    "risk_exit_orders": 6,
    "risk_exit_filled": 4,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}