{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260703",
  "trade_date": "20260706",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "enabled": true,
    "passed": true,
    "reason": "preopen_sector_flow_confirmed",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.7176,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.6364,
    "active_up_ratio_min": 0.5,
    "active_positive": 7,
    "active_positive_min": 1,
    "active_above_vwap": 7,
    "active_total": 11,
    "sample_total": 131,
    "strong_themes": [
      {
        "theme": "发电设备",
        "passed": true,
        "sample_count": 54,
        "active_count": 1,
        "up_count": 38,
        "active_up_count": 1,
        "up_ratio": 0.7037,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.8941,
        "amount_yi": 48.984,
        "samples": [
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.4483,
            "last": 62.32,
            "open": 58.88,
            "prev_close": 58.0,
            "amount_yi": 2.0353,
            "bid1": 62.32,
            "bid_qty1": 74,
            "ask1": 62.45,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "ret_pct": 7.0981,
            "last": 179.55,
            "open": 169.0,
            "prev_close": 167.65,
            "amount_yi": 3.4196,
            "bid1": 179.45,
            "bid_qty1": 13,
            "ask1": 179.51,
            "ask_qty1": 1,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600580",
            "name": "卧龙电驱",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.3548,
            "last": 39.35,
            "open": 38.0,
            "prev_close": 37.35,
            "amount_yi": 9.4834,
            "bid1": 39.3,
            "bid_qty1": 318,
            "ask1": 39.35,
            "ask_qty1": 32,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.1883,
            "last": 30.1,
            "open": 29.29,
            "prev_close": 28.89,
            "amount_yi": 2.0995,
            "bid1": 30.1,
            "bid_qty1": 248,
            "ask1": 30.13,
            "ask_qty1": 94,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300001",
            "name": "特锐德",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.8121,
            "last": 35.13,
            "open": 34.29,
            "prev_close": 33.84,
            "amount_yi": 0.6401,
            "bid1": 35.13,
            "bid_qty1": 1,
            "ask1": 35.18,
            "ask_qty1": 47,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000682",
            "name": "东方电子",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.6699,
            "last": 12.69,
            "open": 12.42,
            "prev_close": 12.36,
            "amount_yi": 0.3515,
            "bid1": 12.69,
            "bid_qty1": 371,
            "ask1": 12.7,
            "ask_qty1": 9,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "军民融合",
        "passed": true,
        "sample_count": 38,
        "active_count": 4,
        "up_count": 30,
        "active_up_count": 2,
        "up_ratio": 0.7895,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 1.6729,
        "amount_yi": 48.3494,
        "samples": [
          {
            "symbol": "SZSE.300600",
            "name": "国瑞科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 11.4488,
            "last": 11.0,
            "open": 10.29,
            "prev_close": 9.87,
            "amount_yi": 0.4721,
            "bid1": 10.97,
            "bid_qty1": 101,
            "ask1": 11.0,
            "ask_qty1": 55,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.5199,
            "last": 8.22,
            "open": 7.99,
            "prev_close": 7.79,
            "amount_yi": 0.7744,
            "bid1": 8.21,
            "bid_qty1": 559,
            "ask1": 8.22,
            "ask_qty1": 1312,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.329,
            "last": 35.38,
            "open": 33.6,
            "prev_close": 33.59,
            "amount_yi": 1.7512,
            "bid1": 35.3,
            "bid_qty1": 2,
            "ask1": 35.34,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.600562",
            "name": "国睿科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.9159,
            "last": 23.69,
            "open": 23.16,
            "prev_close": 22.58,
            "amount_yi": 1.0545,
            "bid1": 23.65,
            "bid_qty1": 2,
            "ask1": 23.69,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:14"
          },
          {
            "symbol": "SHSE.600353",
            "name": "旭光电子",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3791,
            "last": 46.48,
            "open": 45.46,
            "prev_close": 44.53,
            "amount_yi": 2.3935,
            "bid1": 46.48,
            "bid_qty1": 3,
            "ask1": 46.49,
            "ask_qty1": 18,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002465",
            "name": "海格通信",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.2308,
            "last": 13.55,
            "open": 13.36,
            "prev_close": 13.0,
            "amount_yi": 2.126,
            "bid1": 13.53,
            "bid_qty1": 185,
            "ask1": 13.55,
            "ask_qty1": 237,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "黄金概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 1,
        "up_count": 13,
        "active_up_count": 1,
        "up_ratio": 0.7222,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.3592,
        "amount_yi": 44.7905,
        "samples": [
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.1159,
            "last": 33.14,
            "open": 31.23,
            "prev_close": 31.23,
            "amount_yi": 7.6882,
            "bid1": 33.08,
            "bid_qty1": 55,
            "ask1": 33.14,
            "ask_qty1": 1895,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3347,
            "last": 20.7,
            "open": 19.7,
            "prev_close": 19.84,
            "amount_yi": 4.486,
            "bid1": 20.69,
            "bid_qty1": 6,
            "ask1": 20.7,
            "ask_qty1": 33,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601069",
            "name": "西部黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.1262,
            "last": 26.72,
            "open": 25.04,
            "prev_close": 25.91,
            "amount_yi": 2.1001,
            "bid1": 26.68,
            "bid_qty1": 139,
            "ask1": 26.72,
            "ask_qty1": 1187,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.0554,
            "last": 28.67,
            "open": 27.64,
            "prev_close": 27.82,
            "amount_yi": 13.5145,
            "bid1": 28.67,
            "bid_qty1": 158,
            "ask1": 28.68,
            "ask_qty1": 26,
            "quote_ts": "2026-07-06T09:34:11"
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8957,
            "last": 8.6,
            "open": 8.41,
            "prev_close": 8.44,
            "amount_yi": 2.1669,
            "bid1": 8.6,
            "bid_qty1": 77,
            "ask1": 8.61,
            "ask_qty1": 294,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8682,
            "last": 20.72,
            "open": 19.88,
            "prev_close": 20.34,
            "amount_yi": 4.0179,
            "bid1": 20.71,
            "bid_qty1": 71,
            "ask1": 20.72,
            "ask_qty1": 74,
            "quote_ts": "2026-07-06T09:34:14"
          }
        ]
      },
      {
        "theme": "汽车制造",
        "passed": true,
        "sample_count": 21,
        "active_count": 5,
        "up_count": 13,
        "active_up_count": 3,
        "up_ratio": 0.619,
        "active_up_ratio": 0.6,
        "avg_ret_pct": 0.2168,
        "amount_yi": 30.7692,
        "samples": [
          {
            "symbol": "SHSE.600166",
            "name": "福田汽车",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5641,
            "last": 3.2,
            "open": 3.12,
            "prev_close": 3.12,
            "amount_yi": 0.3204,
            "bid1": 3.19,
            "bid_qty1": 3787,
            "ask1": 3.2,
            "ask_qty1": 3797,
            "quote_ts": "2026-07-06T09:34:16"
          },
          {
            "symbol": "SZSE.002265",
            "name": "建设工业",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3797,
            "last": 18.93,
            "open": 18.49,
            "prev_close": 18.49,
            "amount_yi": 0.2122,
            "bid1": 18.93,
            "bid_qty1": 132,
            "ask1": 18.94,
            "ask_qty1": 8,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601689",
            "name": "拓普集团",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3066,
            "last": 63.87,
            "open": 62.92,
            "prev_close": 62.43,
            "amount_yi": 10.3367,
            "bid1": 63.72,
            "bid_qty1": 221,
            "ask1": 63.87,
            "ask_qty1": 391,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002715",
            "name": "登云股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.2403,
            "last": 15.06,
            "open": 14.7,
            "prev_close": 14.73,
            "amount_yi": 0.1695,
            "bid1": 15.06,
            "bid_qty1": 2,
            "ask1": 15.08,
            "ask_qty1": 6,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8476,
            "last": 52.92,
            "open": 51.82,
            "prev_close": 51.96,
            "amount_yi": 5.232,
            "bid1": 52.91,
            "bid_qty1": 6,
            "ask1": 52.92,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002434",
            "name": "万里扬",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.7991,
            "last": 6.79,
            "open": 6.72,
            "prev_close": 6.67,
            "amount_yi": 0.7467,
            "bid1": 6.79,
            "bid_qty1": 708,
            "ask1": 6.8,
            "ask_qty1": 1522,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "发电设备",
        "passed": true,
        "sample_count": 54,
        "active_count": 1,
        "up_count": 38,
        "active_up_count": 1,
        "up_ratio": 0.7037,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.8941,
        "amount_yi": 48.984,
        "samples": [
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.4483,
            "last": 62.32,
            "open": 58.88,
            "prev_close": 58.0,
            "amount_yi": 2.0353,
            "bid1": 62.32,
            "bid_qty1": 74,
            "ask1": 62.45,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "ret_pct": 7.0981,
            "last": 179.55,
            "open": 169.0,
            "prev_close": 167.65,
            "amount_yi": 3.4196,
            "bid1": 179.45,
            "bid_qty1": 13,
            "ask1": 179.51,
            "ask_qty1": 1,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600580",
            "name": "卧龙电驱",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.3548,
            "last": 39.35,
            "open": 38.0,
            "prev_close": 37.35,
            "amount_yi": 9.4834,
            "bid1": 39.3,
            "bid_qty1": 318,
            "ask1": 39.35,
            "ask_qty1": 32,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.1883,
            "last": 30.1,
            "open": 29.29,
            "prev_close": 28.89,
            "amount_yi": 2.0995,
            "bid1": 30.1,
            "bid_qty1": 248,
            "ask1": 30.13,
            "ask_qty1": 94,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300001",
            "name": "特锐德",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.8121,
            "last": 35.13,
            "open": 34.29,
            "prev_close": 33.84,
            "amount_yi": 0.6401,
            "bid1": 35.13,
            "bid_qty1": 1,
            "ask1": 35.18,
            "ask_qty1": 47,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000682",
            "name": "东方电子",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.6699,
            "last": 12.69,
            "open": 12.42,
            "prev_close": 12.36,
            "amount_yi": 0.3515,
            "bid1": 12.69,
            "bid_qty1": 371,
            "ask1": 12.7,
            "ask_qty1": 9,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "军民融合",
        "passed": true,
        "sample_count": 38,
        "active_count": 4,
        "up_count": 30,
        "active_up_count": 2,
        "up_ratio": 0.7895,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 1.6729,
        "amount_yi": 48.3494,
        "samples": [
          {
            "symbol": "SZSE.300600",
            "name": "国瑞科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 11.4488,
            "last": 11.0,
            "open": 10.29,
            "prev_close": 9.87,
            "amount_yi": 0.4721,
            "bid1": 10.97,
            "bid_qty1": 101,
            "ask1": 11.0,
            "ask_qty1": 55,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.5199,
            "last": 8.22,
            "open": 7.99,
            "prev_close": 7.79,
            "amount_yi": 0.7744,
            "bid1": 8.21,
            "bid_qty1": 559,
            "ask1": 8.22,
            "ask_qty1": 1312,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.329,
            "last": 35.38,
            "open": 33.6,
            "prev_close": 33.59,
            "amount_yi": 1.7512,
            "bid1": 35.3,
            "bid_qty1": 2,
            "ask1": 35.34,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.600562",
            "name": "国睿科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.9159,
            "last": 23.69,
            "open": 23.16,
            "prev_close": 22.58,
            "amount_yi": 1.0545,
            "bid1": 23.65,
            "bid_qty1": 2,
            "ask1": 23.69,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:14"
          },
          {
            "symbol": "SHSE.600353",
            "name": "旭光电子",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3791,
            "last": 46.48,
            "open": 45.46,
            "prev_close": 44.53,
            "amount_yi": 2.3935,
            "bid1": 46.48,
            "bid_qty1": 3,
            "ask1": 46.49,
            "ask_qty1": 18,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002465",
            "name": "海格通信",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.2308,
            "last": 13.55,
            "open": 13.36,
            "prev_close": 13.0,
            "amount_yi": 2.126,
            "bid1": 13.53,
            "bid_qty1": 185,
            "ask1": 13.55,
            "ask_qty1": 237,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "黄金概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 1,
        "up_count": 13,
        "active_up_count": 1,
        "up_ratio": 0.7222,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.3592,
        "amount_yi": 44.7905,
        "samples": [
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.1159,
            "last": 33.14,
            "open": 31.23,
            "prev_close": 31.23,
            "amount_yi": 7.6882,
            "bid1": 33.08,
            "bid_qty1": 55,
            "ask1": 33.14,
            "ask_qty1": 1895,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3347,
            "last": 20.7,
            "open": 19.7,
            "prev_close": 19.84,
            "amount_yi": 4.486,
            "bid1": 20.69,
            "bid_qty1": 6,
            "ask1": 20.7,
            "ask_qty1": 33,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601069",
            "name": "西部黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.1262,
            "last": 26.72,
            "open": 25.04,
            "prev_close": 25.91,
            "amount_yi": 2.1001,
            "bid1": 26.68,
            "bid_qty1": 139,
            "ask1": 26.72,
            "ask_qty1": 1187,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.0554,
            "last": 28.67,
            "open": 27.64,
            "prev_close": 27.82,
            "amount_yi": 13.5145,
            "bid1": 28.67,
            "bid_qty1": 158,
            "ask1": 28.68,
            "ask_qty1": 26,
            "quote_ts": "2026-07-06T09:34:11"
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8957,
            "last": 8.6,
            "open": 8.41,
            "prev_close": 8.44,
            "amount_yi": 2.1669,
            "bid1": 8.6,
            "bid_qty1": 77,
            "ask1": 8.61,
            "ask_qty1": 294,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8682,
            "last": 20.72,
            "open": 19.88,
            "prev_close": 20.34,
            "amount_yi": 4.0179,
            "bid1": 20.71,
            "bid_qty1": 71,
            "ask1": 20.72,
            "ask_qty1": 74,
            "quote_ts": "2026-07-06T09:34:14"
          }
        ]
      },
      {
        "theme": "汽车制造",
        "passed": true,
        "sample_count": 21,
        "active_count": 5,
        "up_count": 13,
        "active_up_count": 3,
        "up_ratio": 0.619,
        "active_up_ratio": 0.6,
        "avg_ret_pct": 0.2168,
        "amount_yi": 30.7692,
        "samples": [
          {
            "symbol": "SHSE.600166",
            "name": "福田汽车",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5641,
            "last": 3.2,
            "open": 3.12,
            "prev_close": 3.12,
            "amount_yi": 0.3204,
            "bid1": 3.19,
            "bid_qty1": 3787,
            "ask1": 3.2,
            "ask_qty1": 3797,
            "quote_ts": "2026-07-06T09:34:16"
          },
          {
            "symbol": "SZSE.002265",
            "name": "建设工业",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3797,
            "last": 18.93,
            "open": 18.49,
            "prev_close": 18.49,
            "amount_yi": 0.2122,
            "bid1": 18.93,
            "bid_qty1": 132,
            "ask1": 18.94,
            "ask_qty1": 8,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601689",
            "name": "拓普集团",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3066,
            "last": 63.87,
            "open": 62.92,
            "prev_close": 62.43,
            "amount_yi": 10.3367,
            "bid1": 63.72,
            "bid_qty1": 221,
            "ask1": 63.87,
            "ask_qty1": 391,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002715",
            "name": "登云股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.2403,
            "last": 15.06,
            "open": 14.7,
            "prev_close": 14.73,
            "amount_yi": 0.1695,
            "bid1": 15.06,
            "bid_qty1": 2,
            "ask1": 15.08,
            "ask_qty1": 6,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8476,
            "last": 52.92,
            "open": 51.82,
            "prev_close": 51.96,
            "amount_yi": 5.232,
            "bid1": 52.91,
            "bid_qty1": 6,
            "ask1": 52.92,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002434",
            "name": "万里扬",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.7991,
            "last": 6.79,
            "open": 6.72,
            "prev_close": 6.67,
            "amount_yi": 0.7467,
            "bid1": 6.79,
            "bid_qty1": 708,
            "ask1": 6.8,
            "ask_qty1": 1522,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      }
    ],
    "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": 0.7176,
      "active_up_ratio": 0.6364,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 8,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2833,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002028"
      ],
      "structural_hot_themes": [
        {
          "theme": "军民融合",
          "count": 3,
          "top_symbols": [
            "SZSE.300600",
            "SZSE.300345",
            "SHSE.600482"
          ],
          "top_return_pct": 11.4488
        },
        {
          "theme": "发电设备",
          "count": 3,
          "top_symbols": [
            "SHSE.601126",
            "SZSE.002028",
            "SHSE.600580"
          ],
          "top_return_pct": 7.4483
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.002028",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.06%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.448834853090183,
          "last": 11.0,
          "vwap": 10.9633422348133,
          "above_vwap": true,
          "amount": 47212537.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.448275862068976,
          "last": 62.32,
          "vwap": 61.185049603174605,
          "above_vwap": true,
          "amount": 203525949.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 7.098121085594999,
          "last": 179.55,
          "vwap": 176.1581300226664,
          "above_vwap": true,
          "amount": 341958162.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.1159141850784415,
          "last": 33.14,
          "vwap": 32.50849482870891,
          "above_vwap": true,
          "amount": 768819401.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.51989730423621,
          "last": 8.22,
          "vwap": 8.121427492763958,
          "above_vwap": true,
          "amount": 77442684.0
        },
        {
          "symbol": "SHSE.600580",
          "name": "卧龙电驱",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.35475234270415,
          "last": 39.35,
          "vwap": 38.47138630610456,
          "above_vwap": true,
          "amount": 948335061.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.328966954450731,
          "last": 35.38,
          "vwap": 35.337612148118254,
          "above_vwap": true,
          "amount": 175115537.0
        },
        {
          "symbol": "SHSE.600562",
          "name": "国睿科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.915854738706837,
          "last": 23.69,
          "vwap": 23.452088466841612,
          "above_vwap": true,
          "amount": 105454661.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.379070289692333,
          "last": 46.48,
          "vwap": 46.12874689228516,
          "above_vwap": true,
          "amount": 239348229.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.3346774193548265,
          "last": 20.7,
          "vwap": 20.107969618460213,
          "above_vwap": true,
          "amount": 448600759.0
        },
        {
          "symbol": "SZSE.002465",
          "name": "海格通信",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.230769230769238,
          "last": 13.55,
          "vwap": 13.517366828164143,
          "above_vwap": true,
          "amount": 212598442.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.188300449982685,
          "last": 30.1,
          "vwap": 29.632547035327654,
          "above_vwap": true,
          "amount": 209949559.0
        }
      ]
    },
    "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": "HIGH",
      "score": 58.0,
      "label": "外部科技冲击高",
      "entry_policy": "tech_requires_1030_repair",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "10:30",
      "position_cap_pct": 50.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-5.44%",
        "korea_tech_negative_-2.06%"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260706.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-06T09:25:15+08:00"
    },
    "external_tech_shock_level": "HIGH",
    "external_tech_entry_policy": "tech_requires_1030_repair",
    "gate_source": "preopen_sector_flow",
    "intraday_market_gate": {
      "passed": false,
      "reason": "wait_until_09:35,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": 0.7176,
        "active_up_ratio": 0.6364,
        "active_positive": 7,
        "active_positive_min": 1,
        "active_above_vwap": 8,
        "active_total": 11,
        "sample_total": 131,
        "dominant_theme": "发电设备",
        "dominant_theme_share": 0.2833,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.002028"
        ],
        "structural_hot_themes": [
          {
            "theme": "军民融合",
            "count": 3,
            "top_symbols": [
              "SZSE.300600",
              "SZSE.300345",
              "SHSE.600482"
            ],
            "top_return_pct": 11.4488
          },
          {
            "theme": "发电设备",
            "count": 3,
            "top_symbols": [
              "SHSE.601126",
              "SZSE.002028",
              "SHSE.600580"
            ],
            "top_return_pct": 7.4483
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.002028",
          "SHSE.600150"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "HIGH",
          "score": 58.0,
          "label": "外部科技冲击高",
          "entry_policy": "tech_requires_1030_repair",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "10:30",
          "position_cap_pct": 50.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-5.44%",
            "korea_tech_negative_-2.06%"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260706.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-06T09:25:15+08:00"
        },
        "sample_rows": [
          {
            "symbol": "SZSE.300600",
            "name": "国瑞科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 11.448834853090183,
            "last": 11.0,
            "vwap": 10.9633422348133,
            "above_vwap": true,
            "amount": 47212537.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 7.448275862068976,
            "last": 62.32,
            "vwap": 61.185049603174605,
            "above_vwap": true,
            "amount": 203525949.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 7.098121085594999,
            "last": 179.55,
            "vwap": 176.1581300226664,
            "above_vwap": true,
            "amount": 341958162.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.1159141850784415,
            "last": 33.14,
            "vwap": 32.50849482870891,
            "above_vwap": true,
            "amount": 768819401.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.51989730423621,
            "last": 8.22,
            "vwap": 8.121427492763958,
            "above_vwap": true,
            "amount": 77442684.0
          },
          {
            "symbol": "SHSE.600580",
            "name": "卧龙电驱",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.35475234270415,
            "last": 39.35,
            "vwap": 38.47138630610456,
            "above_vwap": true,
            "amount": 948335061.0
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.328966954450731,
            "last": 35.38,
            "vwap": 35.337612148118254,
            "above_vwap": true,
            "amount": 175115537.0
          },
          {
            "symbol": "SHSE.600562",
            "name": "国睿科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.915854738706837,
            "last": 23.69,
            "vwap": 23.452088466841612,
            "above_vwap": true,
            "amount": 105454661.0
          },
          {
            "symbol": "SHSE.600353",
            "name": "旭光电子",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.379070289692333,
            "last": 46.48,
            "vwap": 46.12874689228516,
            "above_vwap": true,
            "amount": 239348229.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.3346774193548265,
            "last": 20.7,
            "vwap": 20.107969618460213,
            "above_vwap": true,
            "amount": 448600759.0
          },
          {
            "symbol": "SZSE.002465",
            "name": "海格通信",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.230769230769238,
            "last": 13.55,
            "vwap": 13.517366828164143,
            "above_vwap": true,
            "amount": 212598442.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.188300449982685,
            "last": 30.1,
            "vwap": 29.632547035327654,
            "above_vwap": true,
            "amount": 209949559.0
          }
        ]
      },
      "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": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.06%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T09:25:15+08:00"
      },
      "external_tech_shock_level": "HIGH",
      "external_tech_entry_policy": "tech_requires_1030_repair"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "wait_until_09:35,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": 0.7176,
      "active_up_ratio": 0.6364,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 8,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2833,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002028"
      ],
      "structural_hot_themes": [
        {
          "theme": "军民融合",
          "count": 3,
          "top_symbols": [
            "SZSE.300600",
            "SZSE.300345",
            "SHSE.600482"
          ],
          "top_return_pct": 11.4488
        },
        {
          "theme": "发电设备",
          "count": 3,
          "top_symbols": [
            "SHSE.601126",
            "SZSE.002028",
            "SHSE.600580"
          ],
          "top_return_pct": 7.4483
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.002028",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.06%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.448834853090183,
          "last": 11.0,
          "vwap": 10.9633422348133,
          "above_vwap": true,
          "amount": 47212537.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.448275862068976,
          "last": 62.32,
          "vwap": 61.185049603174605,
          "above_vwap": true,
          "amount": 203525949.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 7.098121085594999,
          "last": 179.55,
          "vwap": 176.1581300226664,
          "above_vwap": true,
          "amount": 341958162.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.1159141850784415,
          "last": 33.14,
          "vwap": 32.50849482870891,
          "above_vwap": true,
          "amount": 768819401.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.51989730423621,
          "last": 8.22,
          "vwap": 8.121427492763958,
          "above_vwap": true,
          "amount": 77442684.0
        },
        {
          "symbol": "SHSE.600580",
          "name": "卧龙电驱",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.35475234270415,
          "last": 39.35,
          "vwap": 38.47138630610456,
          "above_vwap": true,
          "amount": 948335061.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.328966954450731,
          "last": 35.38,
          "vwap": 35.337612148118254,
          "above_vwap": true,
          "amount": 175115537.0
        },
        {
          "symbol": "SHSE.600562",
          "name": "国睿科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.915854738706837,
          "last": 23.69,
          "vwap": 23.452088466841612,
          "above_vwap": true,
          "amount": 105454661.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.379070289692333,
          "last": 46.48,
          "vwap": 46.12874689228516,
          "above_vwap": true,
          "amount": 239348229.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.3346774193548265,
          "last": 20.7,
          "vwap": 20.107969618460213,
          "above_vwap": true,
          "amount": 448600759.0
        },
        {
          "symbol": "SZSE.002465",
          "name": "海格通信",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.230769230769238,
          "last": 13.55,
          "vwap": 13.517366828164143,
          "above_vwap": true,
          "amount": 212598442.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.188300449982685,
          "last": 30.1,
          "vwap": 29.632547035327654,
          "above_vwap": true,
          "amount": 209949559.0
        }
      ]
    },
    "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": "HIGH",
      "score": 58.0,
      "label": "外部科技冲击高",
      "entry_policy": "tech_requires_1030_repair",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "10:30",
      "position_cap_pct": 50.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-5.44%",
        "korea_tech_negative_-2.06%"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260706.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-06T09:25:15+08:00"
    },
    "external_tech_shock_level": "HIGH",
    "external_tech_entry_policy": "tech_requires_1030_repair"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": true,
    "reason": "preopen_sector_flow_confirmed",
    "source": "public_quote_auction_proxy",
    "window": "09:25-09:45",
    "pool_up_ratio": 0.7176,
    "pool_up_ratio_min": 0.6,
    "active_up_ratio": 0.6364,
    "active_up_ratio_min": 0.5,
    "active_positive": 7,
    "active_positive_min": 1,
    "active_above_vwap": 7,
    "active_total": 11,
    "sample_total": 131,
    "strong_themes": [
      {
        "theme": "发电设备",
        "passed": true,
        "sample_count": 54,
        "active_count": 1,
        "up_count": 38,
        "active_up_count": 1,
        "up_ratio": 0.7037,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.8941,
        "amount_yi": 48.984,
        "samples": [
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.4483,
            "last": 62.32,
            "open": 58.88,
            "prev_close": 58.0,
            "amount_yi": 2.0353,
            "bid1": 62.32,
            "bid_qty1": 74,
            "ask1": 62.45,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "ret_pct": 7.0981,
            "last": 179.55,
            "open": 169.0,
            "prev_close": 167.65,
            "amount_yi": 3.4196,
            "bid1": 179.45,
            "bid_qty1": 13,
            "ask1": 179.51,
            "ask_qty1": 1,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600580",
            "name": "卧龙电驱",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.3548,
            "last": 39.35,
            "open": 38.0,
            "prev_close": 37.35,
            "amount_yi": 9.4834,
            "bid1": 39.3,
            "bid_qty1": 318,
            "ask1": 39.35,
            "ask_qty1": 32,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.1883,
            "last": 30.1,
            "open": 29.29,
            "prev_close": 28.89,
            "amount_yi": 2.0995,
            "bid1": 30.1,
            "bid_qty1": 248,
            "ask1": 30.13,
            "ask_qty1": 94,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300001",
            "name": "特锐德",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.8121,
            "last": 35.13,
            "open": 34.29,
            "prev_close": 33.84,
            "amount_yi": 0.6401,
            "bid1": 35.13,
            "bid_qty1": 1,
            "ask1": 35.18,
            "ask_qty1": 47,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000682",
            "name": "东方电子",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.6699,
            "last": 12.69,
            "open": 12.42,
            "prev_close": 12.36,
            "amount_yi": 0.3515,
            "bid1": 12.69,
            "bid_qty1": 371,
            "ask1": 12.7,
            "ask_qty1": 9,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "军民融合",
        "passed": true,
        "sample_count": 38,
        "active_count": 4,
        "up_count": 30,
        "active_up_count": 2,
        "up_ratio": 0.7895,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 1.6729,
        "amount_yi": 48.3494,
        "samples": [
          {
            "symbol": "SZSE.300600",
            "name": "国瑞科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 11.4488,
            "last": 11.0,
            "open": 10.29,
            "prev_close": 9.87,
            "amount_yi": 0.4721,
            "bid1": 10.97,
            "bid_qty1": 101,
            "ask1": 11.0,
            "ask_qty1": 55,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.5199,
            "last": 8.22,
            "open": 7.99,
            "prev_close": 7.79,
            "amount_yi": 0.7744,
            "bid1": 8.21,
            "bid_qty1": 559,
            "ask1": 8.22,
            "ask_qty1": 1312,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.329,
            "last": 35.38,
            "open": 33.6,
            "prev_close": 33.59,
            "amount_yi": 1.7512,
            "bid1": 35.3,
            "bid_qty1": 2,
            "ask1": 35.34,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.600562",
            "name": "国睿科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.9159,
            "last": 23.69,
            "open": 23.16,
            "prev_close": 22.58,
            "amount_yi": 1.0545,
            "bid1": 23.65,
            "bid_qty1": 2,
            "ask1": 23.69,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:14"
          },
          {
            "symbol": "SHSE.600353",
            "name": "旭光电子",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3791,
            "last": 46.48,
            "open": 45.46,
            "prev_close": 44.53,
            "amount_yi": 2.3935,
            "bid1": 46.48,
            "bid_qty1": 3,
            "ask1": 46.49,
            "ask_qty1": 18,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002465",
            "name": "海格通信",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.2308,
            "last": 13.55,
            "open": 13.36,
            "prev_close": 13.0,
            "amount_yi": 2.126,
            "bid1": 13.53,
            "bid_qty1": 185,
            "ask1": 13.55,
            "ask_qty1": 237,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "黄金概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 1,
        "up_count": 13,
        "active_up_count": 1,
        "up_ratio": 0.7222,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.3592,
        "amount_yi": 44.7905,
        "samples": [
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.1159,
            "last": 33.14,
            "open": 31.23,
            "prev_close": 31.23,
            "amount_yi": 7.6882,
            "bid1": 33.08,
            "bid_qty1": 55,
            "ask1": 33.14,
            "ask_qty1": 1895,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3347,
            "last": 20.7,
            "open": 19.7,
            "prev_close": 19.84,
            "amount_yi": 4.486,
            "bid1": 20.69,
            "bid_qty1": 6,
            "ask1": 20.7,
            "ask_qty1": 33,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601069",
            "name": "西部黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.1262,
            "last": 26.72,
            "open": 25.04,
            "prev_close": 25.91,
            "amount_yi": 2.1001,
            "bid1": 26.68,
            "bid_qty1": 139,
            "ask1": 26.72,
            "ask_qty1": 1187,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.0554,
            "last": 28.67,
            "open": 27.64,
            "prev_close": 27.82,
            "amount_yi": 13.5145,
            "bid1": 28.67,
            "bid_qty1": 158,
            "ask1": 28.68,
            "ask_qty1": 26,
            "quote_ts": "2026-07-06T09:34:11"
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8957,
            "last": 8.6,
            "open": 8.41,
            "prev_close": 8.44,
            "amount_yi": 2.1669,
            "bid1": 8.6,
            "bid_qty1": 77,
            "ask1": 8.61,
            "ask_qty1": 294,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8682,
            "last": 20.72,
            "open": 19.88,
            "prev_close": 20.34,
            "amount_yi": 4.0179,
            "bid1": 20.71,
            "bid_qty1": 71,
            "ask1": 20.72,
            "ask_qty1": 74,
            "quote_ts": "2026-07-06T09:34:14"
          }
        ]
      },
      {
        "theme": "汽车制造",
        "passed": true,
        "sample_count": 21,
        "active_count": 5,
        "up_count": 13,
        "active_up_count": 3,
        "up_ratio": 0.619,
        "active_up_ratio": 0.6,
        "avg_ret_pct": 0.2168,
        "amount_yi": 30.7692,
        "samples": [
          {
            "symbol": "SHSE.600166",
            "name": "福田汽车",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5641,
            "last": 3.2,
            "open": 3.12,
            "prev_close": 3.12,
            "amount_yi": 0.3204,
            "bid1": 3.19,
            "bid_qty1": 3787,
            "ask1": 3.2,
            "ask_qty1": 3797,
            "quote_ts": "2026-07-06T09:34:16"
          },
          {
            "symbol": "SZSE.002265",
            "name": "建设工业",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3797,
            "last": 18.93,
            "open": 18.49,
            "prev_close": 18.49,
            "amount_yi": 0.2122,
            "bid1": 18.93,
            "bid_qty1": 132,
            "ask1": 18.94,
            "ask_qty1": 8,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601689",
            "name": "拓普集团",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3066,
            "last": 63.87,
            "open": 62.92,
            "prev_close": 62.43,
            "amount_yi": 10.3367,
            "bid1": 63.72,
            "bid_qty1": 221,
            "ask1": 63.87,
            "ask_qty1": 391,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002715",
            "name": "登云股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.2403,
            "last": 15.06,
            "open": 14.7,
            "prev_close": 14.73,
            "amount_yi": 0.1695,
            "bid1": 15.06,
            "bid_qty1": 2,
            "ask1": 15.08,
            "ask_qty1": 6,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8476,
            "last": 52.92,
            "open": 51.82,
            "prev_close": 51.96,
            "amount_yi": 5.232,
            "bid1": 52.91,
            "bid_qty1": 6,
            "ask1": 52.92,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002434",
            "name": "万里扬",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.7991,
            "last": 6.79,
            "open": 6.72,
            "prev_close": 6.67,
            "amount_yi": 0.7467,
            "bid1": 6.79,
            "bid_qty1": 708,
            "ask1": 6.8,
            "ask_qty1": 1522,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      }
    ],
    "theme_scores": [
      {
        "theme": "发电设备",
        "passed": true,
        "sample_count": 54,
        "active_count": 1,
        "up_count": 38,
        "active_up_count": 1,
        "up_ratio": 0.7037,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 0.8941,
        "amount_yi": 48.984,
        "samples": [
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 7.4483,
            "last": 62.32,
            "open": 58.88,
            "prev_close": 58.0,
            "amount_yi": 2.0353,
            "bid1": 62.32,
            "bid_qty1": 74,
            "ask1": 62.45,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "ret_pct": 7.0981,
            "last": 179.55,
            "open": 169.0,
            "prev_close": 167.65,
            "amount_yi": 3.4196,
            "bid1": 179.45,
            "bid_qty1": 13,
            "ask1": 179.51,
            "ask_qty1": 1,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600580",
            "name": "卧龙电驱",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.3548,
            "last": 39.35,
            "open": 38.0,
            "prev_close": 37.35,
            "amount_yi": 9.4834,
            "bid1": 39.3,
            "bid_qty1": 318,
            "ask1": 39.35,
            "ask_qty1": 32,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.1883,
            "last": 30.1,
            "open": 29.29,
            "prev_close": 28.89,
            "amount_yi": 2.0995,
            "bid1": 30.1,
            "bid_qty1": 248,
            "ask1": 30.13,
            "ask_qty1": 94,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300001",
            "name": "特锐德",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.8121,
            "last": 35.13,
            "open": 34.29,
            "prev_close": 33.84,
            "amount_yi": 0.6401,
            "bid1": 35.13,
            "bid_qty1": 1,
            "ask1": 35.18,
            "ask_qty1": 47,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000682",
            "name": "东方电子",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.6699,
            "last": 12.69,
            "open": 12.42,
            "prev_close": 12.36,
            "amount_yi": 0.3515,
            "bid1": 12.69,
            "bid_qty1": 371,
            "ask1": 12.7,
            "ask_qty1": 9,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "军民融合",
        "passed": true,
        "sample_count": 38,
        "active_count": 4,
        "up_count": 30,
        "active_up_count": 2,
        "up_ratio": 0.7895,
        "active_up_ratio": 0.5,
        "avg_ret_pct": 1.6729,
        "amount_yi": 48.3494,
        "samples": [
          {
            "symbol": "SZSE.300600",
            "name": "国瑞科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 11.4488,
            "last": 11.0,
            "open": 10.29,
            "prev_close": 9.87,
            "amount_yi": 0.4721,
            "bid1": 10.97,
            "bid_qty1": 101,
            "ask1": 11.0,
            "ask_qty1": 55,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.5199,
            "last": 8.22,
            "open": 7.99,
            "prev_close": 7.79,
            "amount_yi": 0.7744,
            "bid1": 8.21,
            "bid_qty1": 559,
            "ask1": 8.22,
            "ask_qty1": 1312,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 5.329,
            "last": 35.38,
            "open": 33.6,
            "prev_close": 33.59,
            "amount_yi": 1.7512,
            "bid1": 35.3,
            "bid_qty1": 2,
            "ask1": 35.34,
            "ask_qty1": 2,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.600562",
            "name": "国睿科技",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.9159,
            "last": 23.69,
            "open": 23.16,
            "prev_close": 22.58,
            "amount_yi": 1.0545,
            "bid1": 23.65,
            "bid_qty1": 2,
            "ask1": 23.69,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:14"
          },
          {
            "symbol": "SHSE.600353",
            "name": "旭光电子",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3791,
            "last": 46.48,
            "open": 45.46,
            "prev_close": 44.53,
            "amount_yi": 2.3935,
            "bid1": 46.48,
            "bid_qty1": 3,
            "ask1": 46.49,
            "ask_qty1": 18,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002465",
            "name": "海格通信",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.2308,
            "last": 13.55,
            "open": 13.36,
            "prev_close": 13.0,
            "amount_yi": 2.126,
            "bid1": 13.53,
            "bid_qty1": 185,
            "ask1": 13.55,
            "ask_qty1": 237,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      },
      {
        "theme": "黄金概念",
        "passed": true,
        "sample_count": 18,
        "active_count": 1,
        "up_count": 13,
        "active_up_count": 1,
        "up_ratio": 0.7222,
        "active_up_ratio": 1.0,
        "avg_ret_pct": 1.3592,
        "amount_yi": 44.7905,
        "samples": [
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 6.1159,
            "last": 33.14,
            "open": 31.23,
            "prev_close": 31.23,
            "amount_yi": 7.6882,
            "bid1": 33.08,
            "bid_qty1": 55,
            "ask1": 33.14,
            "ask_qty1": 1895,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 4.3347,
            "last": 20.7,
            "open": 19.7,
            "prev_close": 19.84,
            "amount_yi": 4.486,
            "bid1": 20.69,
            "bid_qty1": 6,
            "ask1": 20.7,
            "ask_qty1": 33,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601069",
            "name": "西部黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.1262,
            "last": 26.72,
            "open": 25.04,
            "prev_close": 25.91,
            "amount_yi": 2.1001,
            "bid1": 26.68,
            "bid_qty1": 139,
            "ask1": 26.72,
            "ask_qty1": 1187,
            "quote_ts": "2026-07-06T09:34:15"
          },
          {
            "symbol": "SHSE.601899",
            "name": "紫金矿业",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 3.0554,
            "last": 28.67,
            "open": 27.64,
            "prev_close": 27.82,
            "amount_yi": 13.5145,
            "bid1": 28.67,
            "bid_qty1": 158,
            "ask1": 28.68,
            "ask_qty1": 26,
            "quote_ts": "2026-07-06T09:34:11"
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8957,
            "last": 8.6,
            "open": 8.41,
            "prev_close": 8.44,
            "amount_yi": 2.1669,
            "bid1": 8.6,
            "bid_qty1": 77,
            "ask1": 8.61,
            "ask_qty1": 294,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8682,
            "last": 20.72,
            "open": 19.88,
            "prev_close": 20.34,
            "amount_yi": 4.0179,
            "bid1": 20.71,
            "bid_qty1": 71,
            "ask1": 20.72,
            "ask_qty1": 74,
            "quote_ts": "2026-07-06T09:34:14"
          }
        ]
      },
      {
        "theme": "汽车制造",
        "passed": true,
        "sample_count": 21,
        "active_count": 5,
        "up_count": 13,
        "active_up_count": 3,
        "up_ratio": 0.619,
        "active_up_ratio": 0.6,
        "avg_ret_pct": 0.2168,
        "amount_yi": 30.7692,
        "samples": [
          {
            "symbol": "SHSE.600166",
            "name": "福田汽车",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.5641,
            "last": 3.2,
            "open": 3.12,
            "prev_close": 3.12,
            "amount_yi": 0.3204,
            "bid1": 3.19,
            "bid_qty1": 3787,
            "ask1": 3.2,
            "ask_qty1": 3797,
            "quote_ts": "2026-07-06T09:34:16"
          },
          {
            "symbol": "SZSE.002265",
            "name": "建设工业",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3797,
            "last": 18.93,
            "open": 18.49,
            "prev_close": 18.49,
            "amount_yi": 0.2122,
            "bid1": 18.93,
            "bid_qty1": 132,
            "ask1": 18.94,
            "ask_qty1": 8,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SHSE.601689",
            "name": "拓普集团",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.3066,
            "last": 63.87,
            "open": 62.92,
            "prev_close": 62.43,
            "amount_yi": 10.3367,
            "bid1": 63.72,
            "bid_qty1": 221,
            "ask1": 63.87,
            "ask_qty1": 391,
            "quote_ts": "2026-07-06T09:34:13"
          },
          {
            "symbol": "SZSE.002715",
            "name": "登云股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 2.2403,
            "last": 15.06,
            "open": 14.7,
            "prev_close": 14.73,
            "amount_yi": 0.1695,
            "bid1": 15.06,
            "bid_qty1": 2,
            "ask1": 15.08,
            "ask_qty1": 6,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.8476,
            "last": 52.92,
            "open": 51.82,
            "prev_close": 51.96,
            "amount_yi": 5.232,
            "bid1": 52.91,
            "bid_qty1": 6,
            "ask1": 52.92,
            "ask_qty1": 12,
            "quote_ts": "2026-07-06T09:34:12"
          },
          {
            "symbol": "SZSE.002434",
            "name": "万里扬",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "ret_pct": 1.7991,
            "last": 6.79,
            "open": 6.72,
            "prev_close": 6.67,
            "amount_yi": 0.7467,
            "bid1": 6.79,
            "bid_qty1": 708,
            "ask1": 6.8,
            "ask_qty1": 1522,
            "quote_ts": "2026-07-06T09:34:12"
          }
        ]
      }
    ],
    "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": 0.7176,
      "active_up_ratio": 0.6364,
      "active_positive": 7,
      "active_positive_min": 1,
      "active_above_vwap": 8,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2833,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002028"
      ],
      "structural_hot_themes": [
        {
          "theme": "军民融合",
          "count": 3,
          "top_symbols": [
            "SZSE.300600",
            "SZSE.300345",
            "SHSE.600482"
          ],
          "top_return_pct": 11.4488
        },
        {
          "theme": "发电设备",
          "count": 3,
          "top_symbols": [
            "SHSE.601126",
            "SZSE.002028",
            "SHSE.600580"
          ],
          "top_return_pct": 7.4483
        }
      ],
      "structural_symbol_whitelist": [
        "SZSE.002028",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.06%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T09:25:15+08:00"
      },
      "sample_rows": [
        {
          "symbol": "SZSE.300600",
          "name": "国瑞科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 11.448834853090183,
          "last": 11.0,
          "vwap": 10.9633422348133,
          "above_vwap": true,
          "amount": 47212537.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 7.448275862068976,
          "last": 62.32,
          "vwap": 61.185049603174605,
          "above_vwap": true,
          "amount": 203525949.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 7.098121085594999,
          "last": 179.55,
          "vwap": 176.1581300226664,
          "above_vwap": true,
          "amount": 341958162.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.1159141850784415,
          "last": 33.14,
          "vwap": 32.50849482870891,
          "above_vwap": true,
          "amount": 768819401.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.51989730423621,
          "last": 8.22,
          "vwap": 8.121427492763958,
          "above_vwap": true,
          "amount": 77442684.0
        },
        {
          "symbol": "SHSE.600580",
          "name": "卧龙电驱",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.35475234270415,
          "last": 39.35,
          "vwap": 38.47138630610456,
          "above_vwap": true,
          "amount": 948335061.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.328966954450731,
          "last": 35.38,
          "vwap": 35.337612148118254,
          "above_vwap": true,
          "amount": 175115537.0
        },
        {
          "symbol": "SHSE.600562",
          "name": "国睿科技",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.915854738706837,
          "last": 23.69,
          "vwap": 23.452088466841612,
          "above_vwap": true,
          "amount": 105454661.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.379070289692333,
          "last": 46.48,
          "vwap": 46.12874689228516,
          "above_vwap": true,
          "amount": 239348229.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.3346774193548265,
          "last": 20.7,
          "vwap": 20.107969618460213,
          "above_vwap": true,
          "amount": 448600759.0
        },
        {
          "symbol": "SZSE.002465",
          "name": "海格通信",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.230769230769238,
          "last": 13.55,
          "vwap": 13.517366828164143,
          "above_vwap": true,
          "amount": 212598442.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.188300449982685,
          "last": 30.1,
          "vwap": 29.632547035327654,
          "above_vwap": true,
          "amount": 209949559.0
        }
      ]
    },
    "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": "HIGH",
      "score": 58.0,
      "label": "外部科技冲击高",
      "entry_policy": "tech_requires_1030_repair",
      "tech_new_buy_allowed": false,
      "earliest_entry_time": "10:30",
      "position_cap_pct": 50.0,
      "risk_priority_boost": true,
      "reasons": [
        "sox_negative_-5.44%",
        "korea_tech_negative_-2.06%"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260706.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-06T09:25:15+08:00"
    },
    "external_tech_shock_level": "HIGH",
    "external_tech_entry_policy": "tech_requires_1030_repair"
  },
  "quote_source": "public_http_tencent:135/135",
  "quote_stale_lock": false,
  "generated_at": "2026-07-06T09:34:16",
  "signals": [
    {
      "event_id": "20260703:20260706:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SHSE.600547:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "side": "BUY",
      "priority": "P0",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.48,
      "exec_low": 26.48,
      "exec_high": 27.27,
      "invalid_price": 25.69,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 27.27,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.08,
      "entry_zone_high": 26.88,
      "entry_risk_pct": null,
      "intraday_vwap": 25.9748,
      "price_vs_vwap_pct": 1.8295,
      "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": 1.5805,
        "prev_amount_yi": 1.8517,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8535,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 26.14,
            "high": 26.31,
            "low": 26.14,
            "close": 26.31,
            "amount_yi": 0.7504
          },
          {
            "time": "09:33",
            "open": 26.36,
            "high": 26.47,
            "low": 26.36,
            "close": 26.47,
            "amount_yi": 0.5925
          },
          {
            "time": "09:34",
            "open": 26.45,
            "high": 26.45,
            "low": 26.45,
            "close": 26.45,
            "amount_yi": 0.2376
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.45,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 26.58,
        "low": 25.55,
        "bid1": 26.4,
        "ask1": 26.45,
        "bid_qty1": 59,
        "ask_qty1": 865
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002028:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.002028:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002028",
      "name": "思源电气",
      "side": "BUY",
      "priority": "P1",
      "status": "TOUCHED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 169.97,
      "exec_low": 169.97,
      "exec_high": 175.07,
      "invalid_price": 164.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 175.07,
      "max_chase_pct": 3.0,
      "base_exec_high": 175.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 167.42,
      "entry_zone_high": 172.52,
      "entry_risk_pct": null,
      "intraday_vwap": 176.1581,
      "price_vs_vwap_pct": 1.9255,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.9105,
        "prev_amount_yi": 1.429,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3369,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 176.1,
            "high": 177.08,
            "low": 176.1,
            "close": 177.08,
            "amount_yi": 0.7539
          },
          {
            "time": "09:33",
            "open": 178.7,
            "high": 178.79,
            "low": 178.7,
            "close": 178.79,
            "amount_yi": 0.7671
          },
          {
            "time": "09:34",
            "open": 179.55,
            "high": 179.55,
            "low": 179.55,
            "close": 179.55,
            "amount_yi": 0.3895
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 179.55,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.55,
        "low": 168.93,
        "bid1": 179.45,
        "ask1": 179.51,
        "bid_qty1": 13,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300428",
      "name": "立中集团",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 19.88,
      "exec_low": 19.88,
      "exec_high": 20.48,
      "invalid_price": 19.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 20.48,
      "max_chase_pct": 3.0,
      "base_exec_high": 20.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 19.58,
      "entry_zone_high": 20.18,
      "entry_risk_pct": null,
      "intraday_vwap": 19.2622,
      "price_vs_vwap_pct": -0.4267,
      "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": 0.1126,
        "prev_amount_yi": 0.1244,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9051,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 19.25,
            "high": 19.25,
            "low": 19.24,
            "close": 19.24,
            "amount_yi": 0.0422
          },
          {
            "time": "09:33",
            "open": 19.19,
            "high": 19.2,
            "low": 19.19,
            "close": 19.2,
            "amount_yi": 0.0528
          },
          {
            "time": "09:34",
            "open": 19.18,
            "high": 19.18,
            "low": 19.18,
            "close": 19.18,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.18,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.44,
        "low": 19.11,
        "bid1": 19.18,
        "ask1": 19.19,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000559:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.000559:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000559",
      "name": "万向钱潮",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.45,
      "exec_low": 14.45,
      "exec_high": 14.88,
      "invalid_price": 14.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.88,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.23,
      "entry_zone_high": 14.67,
      "entry_risk_pct": null,
      "intraday_vwap": 13.8894,
      "price_vs_vwap_pct": 0.7963,
      "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": 0.6917,
        "prev_amount_yi": 1.1641,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5942,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 13.87,
            "high": 13.97,
            "low": 13.87,
            "close": 13.97,
            "amount_yi": 0.3198
          },
          {
            "time": "09:33",
            "open": 13.94,
            "high": 14.0,
            "low": 13.94,
            "close": 14.0,
            "amount_yi": 0.27
          },
          {
            "time": "09:34",
            "open": 14.0,
            "high": 14.0,
            "low": 14.0,
            "close": 14.0,
            "amount_yi": 0.1019
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.0,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.71,
        "bid1": 14.0,
        "ask1": 14.02,
        "bid_qty1": 516,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600150:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SHSE.600150:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "side": "BUY",
      "priority": "P4",
      "status": "FILLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 37.66,
      "exec_low": 37.66,
      "exec_high": 38.79,
      "invalid_price": 36.53,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.79,
      "max_chase_pct": 3.0,
      "base_exec_high": 38.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.1,
      "entry_zone_high": 38.22,
      "entry_risk_pct": 3.283,
      "intraday_vwap": 37.7378,
      "price_vs_vwap_pct": 0.0323,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.75,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.08,
        "low": 36.95,
        "bid1": 37.75,
        "ask1": 37.77,
        "bid_qty1": 79,
        "ask_qty1": 199
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300100:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300100:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300100",
      "name": "双林股份",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 31.8,
      "exec_low": 31.8,
      "exec_high": 32.75,
      "invalid_price": 30.85,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 32.75,
      "max_chase_pct": 3.0,
      "base_exec_high": 32.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 31.32,
      "entry_zone_high": 32.28,
      "entry_risk_pct": null,
      "intraday_vwap": 30.7337,
      "price_vs_vwap_pct": 0.8014,
      "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": 0.3334,
        "prev_amount_yi": 0.5089,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6551,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 30.84,
            "high": 30.84,
            "low": 30.66,
            "close": 30.66,
            "amount_yi": 0.1696
          },
          {
            "time": "09:33",
            "open": 30.82,
            "high": 30.9,
            "low": 30.82,
            "close": 30.9,
            "amount_yi": 0.1124
          },
          {
            "time": "09:34",
            "open": 30.98,
            "high": 30.98,
            "low": 30.98,
            "close": 30.98,
            "amount_yi": 0.0514
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.98,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 30.06,
        "bid1": 30.98,
        "ask1": 30.99,
        "bid_qty1": 8,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300696:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300696:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300696",
      "name": "爱乐达",
      "side": "BUY",
      "priority": "P6",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 29.29,
      "exec_low": 29.29,
      "exec_high": 30.17,
      "invalid_price": 28.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 30.17,
      "max_chase_pct": 3.0,
      "base_exec_high": 30.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.85,
      "entry_zone_high": 29.73,
      "entry_risk_pct": null,
      "intraday_vwap": 27.0223,
      "price_vs_vwap_pct": -0.2676,
      "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": 0.0941,
        "prev_amount_yi": 0.1872,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5027,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 27.08,
            "high": 27.08,
            "low": 26.93,
            "close": 26.93,
            "amount_yi": 0.0413
          },
          {
            "time": "09:33",
            "open": 26.85,
            "high": 26.95,
            "low": 26.85,
            "close": 26.95,
            "amount_yi": 0.0439
          },
          {
            "time": "09:34",
            "open": 26.95,
            "high": 26.95,
            "low": 26.95,
            "close": 26.95,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.95,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 26.67,
        "bid1": 26.93,
        "ask1": 26.97,
        "bid_qty1": 6,
        "ask_qty1": 11
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002031:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.002031:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002031",
      "name": "巨轮智能",
      "side": "BUY",
      "priority": "P7",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 6.3,
      "exec_low": 6.3,
      "exec_high": 6.49,
      "invalid_price": 6.11,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 6.49,
      "max_chase_pct": 3.0,
      "base_exec_high": 6.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.21,
      "entry_zone_high": 6.39,
      "entry_risk_pct": null,
      "intraday_vwap": 5.945,
      "price_vs_vwap_pct": 1.598,
      "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": 0.7697,
        "prev_amount_yi": 0.8843,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8704,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 5.9,
            "high": 5.96,
            "low": 5.9,
            "close": 5.96,
            "amount_yi": 0.4471
          },
          {
            "time": "09:33",
            "open": 5.99,
            "high": 6.02,
            "low": 5.99,
            "close": 6.02,
            "amount_yi": 0.2035
          },
          {
            "time": "09:34",
            "open": 6.04,
            "high": 6.04,
            "low": 6.04,
            "close": 6.04,
            "amount_yi": 0.1191
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.04,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.87,
        "bid1": 6.03,
        "ask1": 6.04,
        "bid_qty1": 46,
        "ask_qty1": 432
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300342:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300342:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300342",
      "name": "天银机电",
      "side": "BUY",
      "priority": "P8",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 50.32,
      "exec_low": 50.32,
      "exec_high": 51.83,
      "invalid_price": 48.81,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 51.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 51.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 49.57,
      "entry_zone_high": 51.07,
      "entry_risk_pct": null,
      "intraday_vwap": 50.2131,
      "price_vs_vwap_pct": -0.4841,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0883,
        "prev_amount_yi": 0.9661,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1265,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 50.81,
            "high": 50.81,
            "low": 50.38,
            "close": 50.38,
            "amount_yi": 0.5681
          },
          {
            "time": "09:33",
            "open": 50.01,
            "high": 50.01,
            "low": 49.85,
            "close": 49.85,
            "amount_yi": 0.3961
          },
          {
            "time": "09:34",
            "open": 49.97,
            "high": 49.97,
            "low": 49.97,
            "close": 49.97,
            "amount_yi": 0.1241
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.97,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 49.01,
        "bid1": 49.97,
        "ask1": 49.99,
        "bid_qty1": 13,
        "ask_qty1": 9
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600699:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SHSE.600699:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SHSE.600699",
      "name": "均胜电子",
      "side": "BUY",
      "priority": "P9",
      "status": "OBSERVE",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 24.05,
      "exec_low": 24.05,
      "exec_high": 24.77,
      "invalid_price": 23.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 24.77,
      "max_chase_pct": 3.0,
      "base_exec_high": 24.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.69,
      "entry_zone_high": 24.41,
      "entry_risk_pct": null,
      "intraday_vwap": 23.2881,
      "price_vs_vwap_pct": 1.4681,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.759,
        "prev_amount_yi": 0.6138,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2366,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 23.19,
            "high": 23.28,
            "low": 23.19,
            "close": 23.28,
            "amount_yi": 0.3431
          },
          {
            "time": "09:33",
            "open": 23.39,
            "high": 23.51,
            "low": 23.39,
            "close": 23.51,
            "amount_yi": 0.3247
          },
          {
            "time": "09:34",
            "open": 23.63,
            "high": 23.63,
            "low": 23.63,
            "close": 23.63,
            "amount_yi": 0.0912
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.63,
        "ts": "2026-07-06T09:34:11",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.65,
        "low": 23.0,
        "bid1": 23.61,
        "ask1": 23.63,
        "bid_qty1": 125,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002048:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.002048:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.002048",
      "name": "宁波华翔",
      "side": "BUY",
      "priority": "P10",
      "status": "NEAR_TRIGGER",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 26.51,
      "exec_low": 26.51,
      "exec_high": 27.31,
      "invalid_price": 25.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 27.31,
      "max_chase_pct": 3.0,
      "base_exec_high": 27.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.11,
      "entry_zone_high": 26.91,
      "entry_risk_pct": null,
      "intraday_vwap": 26.0497,
      "price_vs_vwap_pct": 1.3447,
      "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": 0.6036,
        "prev_amount_yi": 0.8496,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7105,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:32",
            "open": 26.12,
            "high": 26.21,
            "low": 26.12,
            "close": 26.21,
            "amount_yi": 0.2888
          },
          {
            "time": "09:33",
            "open": 26.31,
            "high": 26.31,
            "low": 26.28,
            "close": 26.28,
            "amount_yi": 0.2218
          },
          {
            "time": "09:34",
            "open": 26.4,
            "high": 26.4,
            "low": 26.4,
            "close": 26.4,
            "amount_yi": 0.093
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 130342.48,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.4,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.7,
        "bid1": 26.38,
        "ask1": 26.4,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601069:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SHSE.601069:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.601069",
      "name": "西部黄金",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 25.9518,
      "price_vs_vwap_pct": 2.9601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7406,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 25.4,
            "high": 25.62,
            "low": 25.4,
            "close": 25.62,
            "amount_yi": 0.268
          },
          {
            "time": "09:31",
            "open": 26.0,
            "high": 26.24,
            "low": 26.0,
            "close": 26.24,
            "amount_yi": 0.3941
          },
          {
            "time": "09:32",
            "open": 26.29,
            "high": 26.32,
            "low": 26.29,
            "close": 26.32,
            "amount_yi": 0.541
          },
          {
            "time": "09:33",
            "open": 26.32,
            "high": 26.75,
            "low": 26.32,
            "close": 26.75,
            "amount_yi": 0.2996
          },
          {
            "time": "09:34",
            "open": 26.72,
            "high": 26.72,
            "low": 26.72,
            "close": 26.72,
            "amount_yi": 0.2379
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.72,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 26.82,
        "low": 25.04,
        "bid1": 26.68,
        "ask1": 26.72,
        "bid_qty1": 139,
        "ask_qty1": 1187
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000975:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.000975:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.000975",
      "name": "山金国际",
      "side": "BUY",
      "priority": "W1",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 20.108,
      "price_vs_vwap_pct": 2.9441,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.9307,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 19.68,
            "high": 20.15,
            "low": 19.68,
            "close": 20.15,
            "amount_yi": 1.1773
          },
          {
            "time": "09:31",
            "open": 20.11,
            "high": 20.28,
            "low": 20.11,
            "close": 20.28,
            "amount_yi": 1.1267
          },
          {
            "time": "09:32",
            "open": 20.45,
            "high": 20.45,
            "low": 20.35,
            "close": 20.35,
            "amount_yi": 0.5777
          },
          {
            "time": "09:33",
            "open": 20.54,
            "high": 20.67,
            "low": 20.54,
            "close": 20.67,
            "amount_yi": 0.7717
          },
          {
            "time": "09:34",
            "open": 20.7,
            "high": 20.7,
            "low": 20.7,
            "close": 20.7,
            "amount_yi": 0.2773
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.7,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 20.7,
        "low": 19.38,
        "bid1": 20.69,
        "ask1": 20.7,
        "bid_qty1": 6,
        "ask_qty1": 33
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600988:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SHSE.600988:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600988",
      "name": "赤峰黄金",
      "side": "BUY",
      "priority": "W2",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 32.5085,
      "price_vs_vwap_pct": 1.9426,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.0298,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 31.25,
            "high": 31.69,
            "low": 31.25,
            "close": 31.69,
            "amount_yi": 0.9013
          },
          {
            "time": "09:31",
            "open": 32.51,
            "high": 32.71,
            "low": 32.51,
            "close": 32.71,
            "amount_yi": 2.0191
          },
          {
            "time": "09:32",
            "open": 32.97,
            "high": 33.28,
            "low": 32.97,
            "close": 33.28,
            "amount_yi": 2.2034
          },
          {
            "time": "09:33",
            "open": 33.2,
            "high": 33.29,
            "low": 33.2,
            "close": 33.29,
            "amount_yi": 1.2655
          },
          {
            "time": "09:34",
            "open": 33.14,
            "high": 33.14,
            "low": 33.14,
            "close": 33.14,
            "amount_yi": 0.6405
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.14,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.43,
        "low": 31.23,
        "bid1": 33.08,
        "ask1": 33.14,
        "bid_qty1": 55,
        "ask_qty1": 1895
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002345:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002345:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002345",
      "name": "潮宏基",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.65,
      "exec_low": 10.65,
      "exec_high": 10.81,
      "invalid_price": 10.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.49,
      "entry_zone_high": 10.81,
      "entry_risk_pct": null,
      "intraday_vwap": 10.4818,
      "price_vs_vwap_pct": 0.269,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3832,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.36,
            "high": 10.54,
            "low": 10.36,
            "close": 10.54,
            "amount_yi": 0.1223
          },
          {
            "time": "09:31",
            "open": 10.5,
            "high": 10.53,
            "low": 10.5,
            "close": 10.53,
            "amount_yi": 0.1465
          },
          {
            "time": "09:32",
            "open": 10.51,
            "high": 10.51,
            "low": 10.47,
            "close": 10.47,
            "amount_yi": 0.0662
          },
          {
            "time": "09:33",
            "open": 10.49,
            "high": 10.53,
            "low": 10.49,
            "close": 10.53,
            "amount_yi": 0.0374
          },
          {
            "time": "09:34",
            "open": 10.51,
            "high": 10.51,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.51,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.63,
        "low": 10.32,
        "bid1": 10.51,
        "ask1": 10.52,
        "bid_qty1": 36,
        "ask_qty1": 192
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600489:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600489:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600489",
      "name": "中金黄金",
      "side": "BUY",
      "priority": "W4",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 20.75,
      "exec_low": 20.75,
      "exec_high": 21.06,
      "invalid_price": 20.13,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.06,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.44,
      "entry_zone_high": 21.06,
      "entry_risk_pct": null,
      "intraday_vwap": 20.3422,
      "price_vs_vwap_pct": 1.8572,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.2964,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 20.01,
            "high": 20.41,
            "low": 20.01,
            "close": 20.41,
            "amount_yi": 0.6351
          },
          {
            "time": "09:31",
            "open": 20.43,
            "high": 20.54,
            "low": 20.43,
            "close": 20.54,
            "amount_yi": 1.1147
          },
          {
            "time": "09:32",
            "open": 20.49,
            "high": 20.49,
            "low": 20.43,
            "close": 20.43,
            "amount_yi": 0.7071
          },
          {
            "time": "09:33",
            "open": 20.61,
            "high": 20.62,
            "low": 20.61,
            "close": 20.62,
            "amount_yi": 0.5623
          },
          {
            "time": "09:34",
            "open": 20.72,
            "high": 20.72,
            "low": 20.72,
            "close": 20.72,
            "amount_yi": 0.2772
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.72,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 20.76,
        "low": 19.88,
        "bid1": 20.71,
        "ask1": 20.72,
        "bid_qty1": 71,
        "ask_qty1": 74
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002155:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002155:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002155",
      "name": "湖南黄金",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 26.48,
      "exec_low": 26.48,
      "exec_high": 26.88,
      "invalid_price": 25.69,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.08,
      "entry_zone_high": 26.88,
      "entry_risk_pct": null,
      "intraday_vwap": 25.5278,
      "price_vs_vwap_pct": 1.223,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2262,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 25.23,
            "high": 25.4,
            "low": 25.23,
            "close": 25.4,
            "amount_yi": 0.6295
          },
          {
            "time": "09:31",
            "open": 25.37,
            "high": 25.67,
            "low": 25.37,
            "close": 25.67,
            "amount_yi": 0.5671
          },
          {
            "time": "09:32",
            "open": 25.66,
            "high": 25.86,
            "low": 25.66,
            "close": 25.86,
            "amount_yi": 0.4474
          },
          {
            "time": "09:33",
            "open": 25.95,
            "high": 26.01,
            "low": 25.95,
            "close": 26.01,
            "amount_yi": 0.4208
          },
          {
            "time": "09:34",
            "open": 25.84,
            "high": 25.84,
            "low": 25.84,
            "close": 25.84,
            "amount_yi": 0.1614
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "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": "2026-07-06T09:34:12",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.04,
        "low": 25.18,
        "bid1": 25.83,
        "ask1": 25.86,
        "bid_qty1": 28,
        "ask_qty1": 143
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601899:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.601899:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601899",
      "name": "紫金矿业",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 28.3,
      "exec_low": 28.3,
      "exec_high": 28.72,
      "invalid_price": 27.45,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "watch_early_spike_above_vwap_cooldown",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.15,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.88,
      "entry_zone_high": 28.72,
      "entry_risk_pct": 4.2887,
      "intraday_vwap": 28.2045,
      "price_vs_vwap_pct": 1.6504,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 10.9559,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 27.66,
            "high": 28.03,
            "low": 27.66,
            "close": 28.03,
            "amount_yi": 1.7788
          },
          {
            "time": "09:31",
            "open": 28.13,
            "high": 28.31,
            "low": 28.13,
            "close": 28.31,
            "amount_yi": 3.3669
          },
          {
            "time": "09:32",
            "open": 28.47,
            "high": 28.57,
            "low": 28.47,
            "close": 28.57,
            "amount_yi": 2.8923
          },
          {
            "time": "09:33",
            "open": 28.61,
            "high": 28.83,
            "low": 28.61,
            "close": 28.83,
            "amount_yi": 2.0675
          },
          {
            "time": "09:34",
            "open": 28.67,
            "high": 28.67,
            "low": 28.67,
            "close": 28.67,
            "amount_yi": 0.8504
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.67,
        "ts": "2026-07-06T09:34:11",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 28.88,
        "low": 27.62,
        "bid1": 28.67,
        "ask1": 28.68,
        "bid_qty1": 158,
        "ask_qty1": 26
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600711:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600711:VWAP_RECLAIM",
      "symbol": "SHSE.600711",
      "name": "盛屯矿业",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.83,
      "exec_low": 12.01,
      "exec_high": 12.01,
      "invalid_price": 11.48,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.65,
      "entry_zone_high": 12.01,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5139,
      "price_vs_vwap_pct": 0.3135,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0525,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 11.44,
            "high": 11.5,
            "low": 11.44,
            "close": 11.5,
            "amount_yi": 0.1967
          },
          {
            "time": "09:31",
            "open": 11.49,
            "high": 11.58,
            "low": 11.49,
            "close": 11.58,
            "amount_yi": 0.3077
          },
          {
            "time": "09:32",
            "open": 11.56,
            "high": 11.56,
            "low": 11.49,
            "close": 11.49,
            "amount_yi": 0.2785
          },
          {
            "time": "09:33",
            "open": 11.57,
            "high": 11.59,
            "low": 11.57,
            "close": 11.59,
            "amount_yi": 0.1915
          },
          {
            "time": "09:34",
            "open": 11.55,
            "high": 11.55,
            "low": 11.55,
            "close": 11.55,
            "amount_yi": 0.0781
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.55,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.64,
        "low": 11.35,
        "bid1": 11.53,
        "ask1": 11.55,
        "bid_qty1": 15,
        "ask_qty1": 2197
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002574:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002574:VWAP_RECLAIM",
      "symbol": "SZSE.002574",
      "name": "明牌珠宝",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.38,
      "exec_low": 4.45,
      "exec_high": 4.45,
      "invalid_price": 4.25,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.31,
      "entry_zone_high": 4.45,
      "entry_risk_pct": null,
      "intraday_vwap": 4.3235,
      "price_vs_vwap_pct": -0.081,
      "energy_floor_hint_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,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.31,
            "high": 4.33,
            "low": 4.31,
            "close": 4.33,
            "amount_yi": 0.012
          },
          {
            "time": "09:31",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.0088
          },
          {
            "time": "09:32",
            "open": 4.33,
            "high": 4.33,
            "low": 4.33,
            "close": 4.33,
            "amount_yi": 0.004
          },
          {
            "time": "09:33",
            "open": 4.32,
            "high": 4.32,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0036
          },
          {
            "time": "09:34",
            "open": 4.32,
            "high": 4.32,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.32,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.34,
        "low": 4.31,
        "bid1": 4.31,
        "ask1": 4.32,
        "bid_qty1": 337,
        "ask_qty1": 117
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002716:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002716:VWAP_RECLAIM",
      "symbol": "SZSE.002716",
      "name": "湖南白银",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.69,
      "exec_low": 8.82,
      "exec_high": 8.82,
      "invalid_price": 8.43,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.56,
      "entry_zone_high": 8.82,
      "entry_risk_pct": null,
      "intraday_vwap": 8.5087,
      "price_vs_vwap_pct": 1.073,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0358,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.35,
            "high": 8.45,
            "low": 8.35,
            "close": 8.45,
            "amount_yi": 0.6306
          },
          {
            "time": "09:31",
            "open": 8.45,
            "high": 8.59,
            "low": 8.45,
            "close": 8.59,
            "amount_yi": 0.4688
          },
          {
            "time": "09:32",
            "open": 8.56,
            "high": 8.57,
            "low": 8.56,
            "close": 8.57,
            "amount_yi": 0.471
          },
          {
            "time": "09:33",
            "open": 8.61,
            "high": 8.61,
            "low": 8.61,
            "close": 8.61,
            "amount_yi": 0.3899
          },
          {
            "time": "09:34",
            "open": 8.6,
            "high": 8.6,
            "low": 8.6,
            "close": 8.6,
            "amount_yi": 0.0755
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.6,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 8.65,
        "low": 8.31,
        "bid1": 8.6,
        "ask1": 8.61,
        "bid_qty1": 77,
        "ask_qty1": 294
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002237:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002237:VWAP_RECLAIM",
      "symbol": "SZSE.002237",
      "name": "恒邦股份",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.21,
      "exec_low": 14.42,
      "exec_high": 14.42,
      "invalid_price": 13.78,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.0,
      "entry_zone_high": 14.42,
      "entry_risk_pct": null,
      "intraday_vwap": 13.7135,
      "price_vs_vwap_pct": 1.2141,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8522,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 13.54,
            "high": 13.66,
            "low": 13.54,
            "close": 13.66,
            "amount_yi": 0.2821
          },
          {
            "time": "09:31",
            "open": 13.61,
            "high": 13.71,
            "low": 13.61,
            "close": 13.71,
            "amount_yi": 0.1435
          },
          {
            "time": "09:32",
            "open": 13.75,
            "high": 13.82,
            "low": 13.75,
            "close": 13.82,
            "amount_yi": 0.0967
          },
          {
            "time": "09:33",
            "open": 13.91,
            "high": 13.94,
            "low": 13.91,
            "close": 13.94,
            "amount_yi": 0.2915
          },
          {
            "time": "09:34",
            "open": 13.88,
            "high": 13.88,
            "low": 13.88,
            "close": 13.88,
            "amount_yi": 0.0384
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.88,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 13.96,
        "low": 13.45,
        "bid1": 13.88,
        "ask1": 13.89,
        "bid_qty1": 180,
        "ask_qty1": 147
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600612:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600612:VWAP_RECLAIM",
      "symbol": "SHSE.600612",
      "name": "老凤祥",
      "side": "BUY",
      "priority": "W11",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 34.4,
      "exec_low": 34.92,
      "exec_high": 34.92,
      "invalid_price": 33.37,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.88,
      "entry_zone_high": 34.92,
      "entry_risk_pct": null,
      "intraday_vwap": 34.0093,
      "price_vs_vwap_pct": 0.5901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0447,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 34.0,
            "high": 34.01,
            "low": 34.0,
            "close": 34.01,
            "amount_yi": 0.0063
          },
          {
            "time": "09:31",
            "open": 33.83,
            "high": 34.0,
            "low": 33.83,
            "close": 34.0,
            "amount_yi": 0.0201
          },
          {
            "time": "09:32",
            "open": 34.0,
            "high": 34.27,
            "low": 34.0,
            "close": 34.27,
            "amount_yi": 0.0123
          },
          {
            "time": "09:33",
            "open": 34.22,
            "high": 34.23,
            "low": 34.22,
            "close": 34.23,
            "amount_yi": 0.0056
          },
          {
            "time": "09:34",
            "open": 34.21,
            "high": 34.21,
            "low": 34.21,
            "close": 34.21,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.21,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 34.31,
        "low": 33.73,
        "bid1": 34.18,
        "ask1": 34.21,
        "bid_qty1": 4,
        "ask_qty1": 6
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002721:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002721:VWAP_RECLAIM",
      "symbol": "SZSE.002721",
      "name": "金一文化",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.35,
      "exec_low": 2.39,
      "exec_high": 2.39,
      "invalid_price": 2.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.31,
      "entry_zone_high": 2.39,
      "entry_risk_pct": null,
      "intraday_vwap": 2.3227,
      "price_vs_vwap_pct": -0.1162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0717,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 2.33,
            "high": 2.33,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0148
          },
          {
            "time": "09:31",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0387
          },
          {
            "time": "09:32",
            "open": 2.33,
            "high": 2.34,
            "low": 2.33,
            "close": 2.34,
            "amount_yi": 0.0098
          },
          {
            "time": "09:33",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0065
          },
          {
            "time": "09:34",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.32,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.34,
        "low": 2.31,
        "bid1": 2.31,
        "ask1": 2.32,
        "bid_qty1": 6005,
        "ask_qty1": 2557
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600531:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600531:VWAP_RECLAIM",
      "symbol": "SHSE.600531",
      "name": "豫光金铅",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.15,
      "exec_low": 16.39,
      "exec_high": 16.39,
      "invalid_price": 15.67,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.91,
      "entry_zone_high": 16.39,
      "entry_risk_pct": null,
      "intraday_vwap": 15.4533,
      "price_vs_vwap_pct": -0.7332,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6258,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 15.36,
            "high": 15.43,
            "low": 15.36,
            "close": 15.43,
            "amount_yi": 0.208
          },
          {
            "time": "09:31",
            "open": 15.49,
            "high": 15.61,
            "low": 15.49,
            "close": 15.61,
            "amount_yi": 0.5406
          },
          {
            "time": "09:32",
            "open": 15.5,
            "high": 15.5,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.4119
          },
          {
            "time": "09:33",
            "open": 15.46,
            "high": 15.46,
            "low": 15.43,
            "close": 15.43,
            "amount_yi": 0.2882
          },
          {
            "time": "09:34",
            "open": 15.34,
            "high": 15.34,
            "low": 15.34,
            "close": 15.34,
            "amount_yi": 0.1771
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.34,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.66,
        "low": 15.3,
        "bid1": 15.33,
        "ask1": 15.34,
        "bid_qty1": 702,
        "ask_qty1": 51
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600807:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600807:VWAP_RECLAIM",
      "symbol": "SHSE.600807",
      "name": "济高发展",
      "side": "BUY",
      "priority": "W14",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.48,
      "exec_low": 2.52,
      "exec_high": 2.52,
      "invalid_price": 2.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 300,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.44,
      "entry_zone_high": 2.52,
      "entry_risk_pct": null,
      "intraday_vwap": 2.4566,
      "price_vs_vwap_pct": 0.1384,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0259,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 2.46,
            "high": 2.46,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.006
          },
          {
            "time": "09:31",
            "open": 2.46,
            "high": 2.46,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0052
          },
          {
            "time": "09:32",
            "open": 2.46,
            "high": 2.46,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0032
          },
          {
            "time": "09:33",
            "open": 2.46,
            "high": 2.46,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.0044
          },
          {
            "time": "09:34",
            "open": 2.46,
            "high": 2.46,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.46,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.47,
        "low": 2.44,
        "bid1": 2.45,
        "ask1": 2.46,
        "bid_qty1": 1054,
        "ask_qty1": 253
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600824:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600824:VWAP_RECLAIM",
      "symbol": "SHSE.600824",
      "name": "益民集团",
      "side": "BUY",
      "priority": "W15",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.5,
      "exec_low": 3.55,
      "exec_high": 3.55,
      "invalid_price": 3.4,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 200,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.45,
      "entry_zone_high": 3.55,
      "entry_risk_pct": null,
      "intraday_vwap": 3.4762,
      "price_vs_vwap_pct": 0.397,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0086,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 3.46,
            "high": 3.47,
            "low": 3.46,
            "close": 3.47,
            "amount_yi": 0.0008
          },
          {
            "time": "09:31",
            "open": 3.47,
            "high": 3.48,
            "low": 3.47,
            "close": 3.48,
            "amount_yi": 0.0018
          },
          {
            "time": "09:32",
            "open": 3.47,
            "high": 3.49,
            "low": 3.47,
            "close": 3.49,
            "amount_yi": 0.0027
          },
          {
            "time": "09:33",
            "open": 3.48,
            "high": 3.48,
            "low": 3.48,
            "close": 3.48,
            "amount_yi": 0.0023
          },
          {
            "time": "09:34",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.49,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.49,
        "low": 3.46,
        "bid1": 3.47,
        "ask1": 3.49,
        "bid_qty1": 760,
        "ask_qty1": 747
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600655:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600655:VWAP_RECLAIM",
      "symbol": "SHSE.600655",
      "name": "豫园股份",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.35,
      "exec_low": 4.42,
      "exec_high": 4.42,
      "invalid_price": 4.22,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.28,
      "entry_zone_high": 4.42,
      "entry_risk_pct": null,
      "intraday_vwap": 4.2757,
      "price_vs_vwap_pct": 0.1006,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0191,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.29,
            "high": 4.29,
            "low": 4.28,
            "close": 4.28,
            "amount_yi": 0.0028
          },
          {
            "time": "09:31",
            "open": 4.27,
            "high": 4.27,
            "low": 4.27,
            "close": 4.27,
            "amount_yi": 0.0084
          },
          {
            "time": "09:32",
            "open": 4.26,
            "high": 4.27,
            "low": 4.26,
            "close": 4.27,
            "amount_yi": 0.0044
          },
          {
            "time": "09:33",
            "open": 4.28,
            "high": 4.28,
            "low": 4.28,
            "close": 4.28,
            "amount_yi": 0.0024
          },
          {
            "time": "09:34",
            "open": 4.28,
            "high": 4.28,
            "low": 4.28,
            "close": 4.28,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.28,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.29,
        "low": 4.26,
        "bid1": 4.28,
        "ask1": 4.29,
        "bid_qty1": 167,
        "ask_qty1": 204
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300018:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.300018:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300018",
      "name": "中元股份",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 14.3976,
      "price_vs_vwap_pct": -1.2335,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4434,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 14.41,
            "high": 14.42,
            "low": 14.41,
            "close": 14.42,
            "amount_yi": 0.3591
          },
          {
            "time": "09:31",
            "open": 14.22,
            "high": 14.5,
            "low": 14.22,
            "close": 14.5,
            "amount_yi": 0.4458
          },
          {
            "time": "09:32",
            "open": 14.4,
            "high": 14.4,
            "low": 14.4,
            "close": 14.4,
            "amount_yi": 0.2729
          },
          {
            "time": "09:33",
            "open": 14.26,
            "high": 14.27,
            "low": 14.26,
            "close": 14.27,
            "amount_yi": 0.2475
          },
          {
            "time": "09:34",
            "open": 14.22,
            "high": 14.22,
            "low": 14.22,
            "close": 14.22,
            "amount_yi": 0.1181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.22,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.57,
        "low": 14.21,
        "bid1": 14.25,
        "ask1": 14.26,
        "bid_qty1": 2,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300129:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.300129:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.300129",
      "name": "泰胜风能",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 10.3557,
      "price_vs_vwap_pct": -0.9241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1776,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 10.4,
            "high": 10.45,
            "low": 10.4,
            "close": 10.45,
            "amount_yi": 0.3069
          },
          {
            "time": "09:31",
            "open": 10.45,
            "high": 10.45,
            "low": 10.34,
            "close": 10.34,
            "amount_yi": 0.253
          },
          {
            "time": "09:32",
            "open": 10.33,
            "high": 10.33,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.2588
          },
          {
            "time": "09:33",
            "open": 10.26,
            "high": 10.26,
            "low": 10.22,
            "close": 10.22,
            "amount_yi": 0.2476
          },
          {
            "time": "09:34",
            "open": 10.26,
            "high": 10.26,
            "low": 10.26,
            "close": 10.26,
            "amount_yi": 0.1113
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.26,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 10.2,
        "bid1": 10.26,
        "ask1": 10.27,
        "bid_qty1": 138,
        "ask_qty1": 419
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600580:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SHSE.600580:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.600580",
      "name": "卧龙电驱",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 38.4714,
      "price_vs_vwap_pct": 2.2838,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.6039,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 37.8,
            "high": 38.09,
            "low": 37.8,
            "close": 38.09,
            "amount_yi": 1.7092
          },
          {
            "time": "09:31",
            "open": 38.2,
            "high": 38.24,
            "low": 38.2,
            "close": 38.24,
            "amount_yi": 2.4085
          },
          {
            "time": "09:32",
            "open": 38.55,
            "high": 38.8,
            "low": 38.55,
            "close": 38.8,
            "amount_yi": 1.8199
          },
          {
            "time": "09:33",
            "open": 39.09,
            "high": 39.3,
            "low": 39.09,
            "close": 39.3,
            "amount_yi": 1.4864
          },
          {
            "time": "09:34",
            "open": 39.35,
            "high": 39.35,
            "low": 39.35,
            "close": 39.35,
            "amount_yi": 1.1799
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.35,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.6,
        "bid1": 39.3,
        "ask1": 39.35,
        "bid_qty1": 318,
        "ask_qty1": 32
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002471:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002471:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002471",
      "name": "中超控股",
      "side": "BUY",
      "priority": "W20",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 6.3771,
      "price_vs_vwap_pct": 0.9863,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9795,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 6.37,
            "high": 6.37,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.4519
          },
          {
            "time": "09:31",
            "open": 6.41,
            "high": 6.43,
            "low": 6.41,
            "close": 6.43,
            "amount_yi": 0.1839
          },
          {
            "time": "09:32",
            "open": 6.43,
            "high": 6.44,
            "low": 6.43,
            "close": 6.44,
            "amount_yi": 0.1653
          },
          {
            "time": "09:33",
            "open": 6.44,
            "high": 6.44,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.1482
          },
          {
            "time": "09:34",
            "open": 6.44,
            "high": 6.44,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.0302
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.44,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.48,
        "low": 6.21,
        "bid1": 6.43,
        "ask1": 6.45,
        "bid_qty1": 942,
        "ask_qty1": 1840
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002276:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002276:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002276",
      "name": "万马股份",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.94,
      "exec_low": 10.94,
      "exec_high": 11.1,
      "invalid_price": 10.61,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.78,
      "entry_zone_high": 11.1,
      "entry_risk_pct": null,
      "intraday_vwap": 10.6136,
      "price_vs_vwap_pct": 1.0025,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2866,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.65,
            "high": 10.67,
            "low": 10.65,
            "close": 10.67,
            "amount_yi": 0.066
          },
          {
            "time": "09:31",
            "open": 10.58,
            "high": 10.58,
            "low": 10.54,
            "close": 10.54,
            "amount_yi": 0.0799
          },
          {
            "time": "09:32",
            "open": 10.54,
            "high": 10.6,
            "low": 10.54,
            "close": 10.6,
            "amount_yi": 0.0686
          },
          {
            "time": "09:33",
            "open": 10.63,
            "high": 10.63,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0392
          },
          {
            "time": "09:34",
            "open": 10.72,
            "high": 10.72,
            "low": 10.72,
            "close": 10.72,
            "amount_yi": 0.0329
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.72,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.72,
        "low": 10.51,
        "bid1": 10.72,
        "ask1": 10.73,
        "bid_qty1": 5,
        "ask_qty1": 21
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002533:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002533:VWAP_RECLAIM",
      "symbol": "SZSE.002533",
      "name": "金杯电工",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.18,
      "exec_low": 11.35,
      "exec_high": 11.35,
      "invalid_price": 10.84,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.01,
      "entry_zone_high": 11.35,
      "entry_risk_pct": null,
      "intraday_vwap": 10.9904,
      "price_vs_vwap_pct": 0.5423,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0678,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.02
          },
          {
            "time": "09:31",
            "open": 10.93,
            "high": 10.96,
            "low": 10.93,
            "close": 10.96,
            "amount_yi": 0.0165
          },
          {
            "time": "09:32",
            "open": 10.96,
            "high": 10.98,
            "low": 10.96,
            "close": 10.98,
            "amount_yi": 0.0158
          },
          {
            "time": "09:33",
            "open": 11.01,
            "high": 11.01,
            "low": 11.01,
            "close": 11.01,
            "amount_yi": 0.0089
          },
          {
            "time": "09:34",
            "open": 11.05,
            "high": 11.05,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.05,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.09,
        "low": 10.93,
        "bid1": 11.04,
        "ask1": 11.05,
        "bid_qty1": 39,
        "ask_qty1": 525
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM",
      "symbol": "SHSE.600590",
      "name": "泰豪科技",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.09,
      "exec_low": 10.24,
      "exec_high": 10.24,
      "invalid_price": 9.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.94,
      "entry_zone_high": 10.24,
      "entry_risk_pct": 3.2609,
      "intraday_vwap": 10.0655,
      "price_vs_vwap_pct": 0.5415,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2176,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.0,
            "high": 10.0,
            "low": 10.0,
            "close": 10.0,
            "amount_yi": 0.0418
          },
          {
            "time": "09:31",
            "open": 10.06,
            "high": 10.12,
            "low": 10.06,
            "close": 10.12,
            "amount_yi": 0.0911
          },
          {
            "time": "09:32",
            "open": 10.11,
            "high": 10.12,
            "low": 10.11,
            "close": 10.12,
            "amount_yi": 0.0472
          },
          {
            "time": "09:33",
            "open": 10.13,
            "high": 10.13,
            "low": 10.11,
            "close": 10.11,
            "amount_yi": 0.027
          },
          {
            "time": "09:34",
            "open": 10.12,
            "high": 10.12,
            "low": 10.12,
            "close": 10.12,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.12,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.18,
        "low": 9.96,
        "bid1": 10.11,
        "ask1": 10.12,
        "bid_qty1": 383,
        "ask_qty1": 306
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002531:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002531:VWAP_RECLAIM",
      "symbol": "SZSE.002531",
      "name": "天顺风能",
      "side": "BUY",
      "priority": "W24",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.61,
      "exec_low": 8.74,
      "exec_high": 8.74,
      "invalid_price": 8.35,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.87,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.48,
      "entry_zone_high": 8.74,
      "entry_risk_pct": null,
      "intraday_vwap": 8.4118,
      "price_vs_vwap_pct": 2.1185,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2907,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.39,
            "high": 8.39,
            "low": 8.38,
            "close": 8.38,
            "amount_yi": 0.0908
          },
          {
            "time": "09:31",
            "open": 8.3,
            "high": 8.4,
            "low": 8.3,
            "close": 8.4,
            "amount_yi": 0.0839
          },
          {
            "time": "09:32",
            "open": 8.45,
            "high": 8.51,
            "low": 8.45,
            "close": 8.51,
            "amount_yi": 0.0646
          },
          {
            "time": "09:33",
            "open": 8.54,
            "high": 8.54,
            "low": 8.54,
            "close": 8.54,
            "amount_yi": 0.0312
          },
          {
            "time": "09:34",
            "open": 8.59,
            "high": 8.59,
            "low": 8.59,
            "close": 8.59,
            "amount_yi": 0.0202
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.59,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.59,
        "low": 8.3,
        "bid1": 8.58,
        "ask1": 8.59,
        "bid_qty1": 313,
        "ask_qty1": 370
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300048:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300048:VWAP_RECLAIM",
      "symbol": "SZSE.300048",
      "name": "合康新能",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.82,
      "entry_zone_high": 4.96,
      "entry_risk_pct": null,
      "intraday_vwap": 4.8465,
      "price_vs_vwap_pct": -0.1341,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0543,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.84,
            "high": 4.84,
            "low": 4.83,
            "close": 4.83,
            "amount_yi": 0.0184
          },
          {
            "time": "09:31",
            "open": 4.83,
            "high": 4.83,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.002
          },
          {
            "time": "09:32",
            "open": 4.85,
            "high": 4.87,
            "low": 4.85,
            "close": 4.87,
            "amount_yi": 0.0304
          },
          {
            "time": "09:33",
            "open": 4.85,
            "high": 4.85,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0026
          },
          {
            "time": "09:34",
            "open": 4.84,
            "high": 4.84,
            "low": 4.84,
            "close": 4.84,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.84,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 4.89,
        "low": 4.81,
        "bid1": 4.85,
        "ask1": 4.86,
        "bid_qty1": 360,
        "ask_qty1": 192
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600875:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600875:VWAP_RECLAIM",
      "symbol": "SHSE.600875",
      "name": "东方电气",
      "side": "BUY",
      "priority": "W26",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 29.33,
      "exec_low": 29.77,
      "exec_high": 29.77,
      "invalid_price": 28.45,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 28.89,
      "entry_zone_high": 29.77,
      "entry_risk_pct": null,
      "intraday_vwap": 29.6325,
      "price_vs_vwap_pct": 1.5777,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0502,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 29.35,
            "high": 29.38,
            "low": 29.35,
            "close": 29.38,
            "amount_yi": 0.1755
          },
          {
            "time": "09:31",
            "open": 29.19,
            "high": 29.37,
            "low": 29.19,
            "close": 29.37,
            "amount_yi": 0.531
          },
          {
            "time": "09:32",
            "open": 29.45,
            "high": 29.59,
            "low": 29.45,
            "close": 29.59,
            "amount_yi": 0.343
          },
          {
            "time": "09:33",
            "open": 29.9,
            "high": 30.02,
            "low": 29.9,
            "close": 30.02,
            "amount_yi": 0.7075
          },
          {
            "time": "09:34",
            "open": 30.1,
            "high": 30.1,
            "low": 30.1,
            "close": 30.1,
            "amount_yi": 0.2932
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.1,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.12,
        "low": 29.1,
        "bid1": 30.1,
        "ask1": 30.13,
        "bid_qty1": 248,
        "ask_qty1": 94
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002130:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002130:VWAP_RECLAIM",
      "symbol": "SZSE.002130",
      "name": "沃尔核材",
      "side": "BUY",
      "priority": "W27",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.65,
      "exec_low": 18.93,
      "exec_high": 18.93,
      "invalid_price": 18.09,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.37,
      "entry_zone_high": 18.93,
      "entry_risk_pct": 3.4685,
      "intraday_vwap": 18.4887,
      "price_vs_vwap_pct": 1.3592,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5623,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 18.3,
            "high": 18.43,
            "low": 18.3,
            "close": 18.43,
            "amount_yi": 0.1535
          },
          {
            "time": "09:31",
            "open": 18.48,
            "high": 18.49,
            "low": 18.48,
            "close": 18.49,
            "amount_yi": 0.1426
          },
          {
            "time": "09:32",
            "open": 18.46,
            "high": 18.46,
            "low": 18.43,
            "close": 18.43,
            "amount_yi": 0.0627
          },
          {
            "time": "09:33",
            "open": 18.58,
            "high": 18.64,
            "low": 18.58,
            "close": 18.64,
            "amount_yi": 0.1151
          },
          {
            "time": "09:34",
            "open": 18.74,
            "high": 18.74,
            "low": 18.74,
            "close": 18.74,
            "amount_yi": 0.0884
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.74,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 18.74,
        "low": 18.21,
        "bid1": 18.73,
        "ask1": 18.74,
        "bid_qty1": 39,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002202:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002202:VWAP_RECLAIM",
      "symbol": "SZSE.002202",
      "name": "金风科技",
      "side": "BUY",
      "priority": "W28",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.98,
      "exec_low": 25.35,
      "exec_high": 25.35,
      "invalid_price": 24.23,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 25.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 24.61,
      "entry_zone_high": 25.35,
      "entry_risk_pct": null,
      "intraday_vwap": 24.7617,
      "price_vs_vwap_pct": -0.4915,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.1034,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 24.74,
            "high": 24.86,
            "low": 24.74,
            "close": 24.86,
            "amount_yi": 0.9815
          },
          {
            "time": "09:31",
            "open": 24.74,
            "high": 24.89,
            "low": 24.74,
            "close": 24.89,
            "amount_yi": 1.1453
          },
          {
            "time": "09:32",
            "open": 24.86,
            "high": 24.86,
            "low": 24.71,
            "close": 24.71,
            "amount_yi": 0.834
          },
          {
            "time": "09:33",
            "open": 24.63,
            "high": 24.63,
            "low": 24.63,
            "close": 24.63,
            "amount_yi": 0.7944
          },
          {
            "time": "09:34",
            "open": 24.64,
            "high": 24.64,
            "low": 24.64,
            "close": 24.64,
            "amount_yi": 0.3482
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.64,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 24.6,
        "bid1": 24.64,
        "ask1": 24.65,
        "bid_qty1": 36,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300069:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300069:VWAP_RECLAIM",
      "symbol": "SZSE.300069",
      "name": "金利华电",
      "side": "BUY",
      "priority": "W29",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 41.05,
      "exec_low": 41.67,
      "exec_high": 41.67,
      "invalid_price": 39.82,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 42.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 41.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 40.43,
      "entry_zone_high": 41.67,
      "entry_risk_pct": null,
      "intraday_vwap": 37.3159,
      "price_vs_vwap_pct": -0.5786,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.662,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 37.8,
            "high": 37.8,
            "low": 37.11,
            "close": 37.11,
            "amount_yi": 0.1397
          },
          {
            "time": "09:31",
            "open": 37.08,
            "high": 37.32,
            "low": 37.08,
            "close": 37.32,
            "amount_yi": 0.2376
          },
          {
            "time": "09:32",
            "open": 37.21,
            "high": 37.21,
            "low": 37.07,
            "close": 37.07,
            "amount_yi": 0.1101
          },
          {
            "time": "09:33",
            "open": 37.15,
            "high": 37.43,
            "low": 37.15,
            "close": 37.43,
            "amount_yi": 0.1307
          },
          {
            "time": "09:34",
            "open": 37.1,
            "high": 37.1,
            "low": 37.1,
            "close": 37.1,
            "amount_yi": 0.0439
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.1,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 36.93,
        "bid1": 37.06,
        "ask1": 37.1,
        "bid_qty1": 8,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300141:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300141:VWAP_RECLAIM",
      "symbol": "SZSE.300141",
      "name": "和顺电气",
      "side": "BUY",
      "priority": "W30",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.96,
      "exec_low": 10.11,
      "exec_high": 10.11,
      "invalid_price": 9.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.81,
      "entry_zone_high": 10.11,
      "entry_risk_pct": null,
      "intraday_vwap": 9.8348,
      "price_vs_vwap_pct": 1.0697,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.041,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.84,
            "high": 9.86,
            "low": 9.84,
            "close": 9.86,
            "amount_yi": 0.0126
          },
          {
            "time": "09:31",
            "open": 9.84,
            "high": 9.86,
            "low": 9.84,
            "close": 9.86,
            "amount_yi": 0.0122
          },
          {
            "time": "09:32",
            "open": 9.89,
            "high": 9.9,
            "low": 9.89,
            "close": 9.9,
            "amount_yi": 0.007
          },
          {
            "time": "09:33",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0056
          },
          {
            "time": "09:34",
            "open": 9.94,
            "high": 9.94,
            "low": 9.94,
            "close": 9.94,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.94,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 9.94,
        "low": 9.71,
        "bid1": 9.92,
        "ask1": 9.93,
        "bid_qty1": 2,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.603333:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.603333:VWAP_RECLAIM",
      "symbol": "SHSE.603333",
      "name": "福华尚纬",
      "side": "BUY",
      "priority": "W31",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.66,
      "exec_low": 8.79,
      "exec_high": 8.79,
      "invalid_price": 8.4,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.79,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.53,
      "entry_zone_high": 8.79,
      "entry_risk_pct": null,
      "intraday_vwap": 8.0478,
      "price_vs_vwap_pct": -0.594,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1394,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.0,
            "high": 8.04,
            "low": 8.0,
            "close": 8.04,
            "amount_yi": 0.0167
          },
          {
            "time": "09:31",
            "open": 8.04,
            "high": 8.1,
            "low": 8.04,
            "close": 8.1,
            "amount_yi": 0.0541
          },
          {
            "time": "09:32",
            "open": 8.08,
            "high": 8.08,
            "low": 8.06,
            "close": 8.06,
            "amount_yi": 0.0475
          },
          {
            "time": "09:33",
            "open": 8.05,
            "high": 8.05,
            "low": 8.04,
            "close": 8.04,
            "amount_yi": 0.0168
          },
          {
            "time": "09:34",
            "open": 8.0,
            "high": 8.0,
            "low": 8.0,
            "close": 8.0,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.0,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.97,
        "bid1": 8.0,
        "ask1": 8.01,
        "bid_qty1": 117,
        "ask_qty1": 220
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600312:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600312:VWAP_RECLAIM",
      "symbol": "SHSE.600312",
      "name": "平高电气",
      "side": "BUY",
      "priority": "W32",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.77,
      "exec_low": 18.04,
      "exec_high": 18.04,
      "invalid_price": 17.24,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "watch_early_spike_above_vwap_cooldown",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.5,
      "entry_zone_high": 18.04,
      "entry_risk_pct": 4.3285,
      "intraday_vwap": 17.7279,
      "price_vs_vwap_pct": 1.5913,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3851,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 17.65,
            "high": 17.65,
            "low": 17.6,
            "close": 17.6,
            "amount_yi": 0.0243
          },
          {
            "time": "09:31",
            "open": 17.51,
            "high": 17.59,
            "low": 17.51,
            "close": 17.59,
            "amount_yi": 0.0656
          },
          {
            "time": "09:32",
            "open": 17.7,
            "high": 17.74,
            "low": 17.7,
            "close": 17.74,
            "amount_yi": 0.0984
          },
          {
            "time": "09:33",
            "open": 17.83,
            "high": 17.92,
            "low": 17.83,
            "close": 17.92,
            "amount_yi": 0.1509
          },
          {
            "time": "09:34",
            "open": 18.01,
            "high": 18.01,
            "low": 18.01,
            "close": 18.01,
            "amount_yi": 0.0459
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.01,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.03,
        "low": 17.51,
        "bid1": 18.01,
        "ask1": 18.02,
        "bid_qty1": 163,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002358:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002358:VWAP_RECLAIM",
      "symbol": "SZSE.002358",
      "name": "森源电气",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.69,
      "exec_low": 5.78,
      "exec_high": 5.78,
      "invalid_price": 5.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 5.6107,
      "price_vs_vwap_pct": 0.1658,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0518,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.6,
            "high": 5.62,
            "low": 5.6,
            "close": 5.62,
            "amount_yi": 0.013
          },
          {
            "time": "09:31",
            "open": 5.6,
            "high": 5.61,
            "low": 5.6,
            "close": 5.61,
            "amount_yi": 0.013
          },
          {
            "time": "09:32",
            "open": 5.6,
            "high": 5.6,
            "low": 5.6,
            "close": 5.6,
            "amount_yi": 0.008
          },
          {
            "time": "09:33",
            "open": 5.61,
            "high": 5.62,
            "low": 5.61,
            "close": 5.62,
            "amount_yi": 0.0119
          },
          {
            "time": "09:34",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.62,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.62,
        "low": 5.59,
        "bid1": 5.61,
        "ask1": 5.62,
        "bid_qty1": 389,
        "ask_qty1": 1364
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002622:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002622:VWAP_RECLAIM",
      "symbol": "SZSE.002622",
      "name": "皓宸医疗",
      "side": "BUY",
      "priority": "W34",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 300,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 2.2125,
      "price_vs_vwap_pct": 0.339,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0471,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 2.2,
            "high": 2.21,
            "low": 2.2,
            "close": 2.21,
            "amount_yi": 0.0121
          },
          {
            "time": "09:31",
            "open": 2.21,
            "high": 2.21,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0147
          },
          {
            "time": "09:32",
            "open": 2.22,
            "high": 2.22,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0074
          },
          {
            "time": "09:33",
            "open": 2.2,
            "high": 2.22,
            "low": 2.2,
            "close": 2.22,
            "amount_yi": 0.011
          },
          {
            "time": "09:34",
            "open": 2.22,
            "high": 2.22,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.22,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.23,
        "low": 2.19,
        "bid1": 2.21,
        "ask1": 2.22,
        "bid_qty1": 1766,
        "ask_qty1": 1902
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002498:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002498:VWAP_RECLAIM",
      "symbol": "SZSE.002498",
      "name": "汉缆股份",
      "side": "BUY",
      "priority": "W35",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.76,
      "exec_low": 6.86,
      "exec_high": 6.86,
      "invalid_price": 6.56,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.66,
      "entry_zone_high": 6.86,
      "entry_risk_pct": null,
      "intraday_vwap": 6.675,
      "price_vs_vwap_pct": 0.6742,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.221,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.72,
            "high": 6.72,
            "low": 6.68,
            "close": 6.68,
            "amount_yi": 0.0478
          },
          {
            "time": "09:31",
            "open": 6.63,
            "high": 6.66,
            "low": 6.63,
            "close": 6.66,
            "amount_yi": 0.0726
          },
          {
            "time": "09:32",
            "open": 6.68,
            "high": 6.69,
            "low": 6.68,
            "close": 6.69,
            "amount_yi": 0.0546
          },
          {
            "time": "09:33",
            "open": 6.71,
            "high": 6.71,
            "low": 6.71,
            "close": 6.71,
            "amount_yi": 0.0211
          },
          {
            "time": "09:34",
            "open": 6.72,
            "high": 6.72,
            "low": 6.72,
            "close": 6.72,
            "amount_yi": 0.0249
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.72,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.73,
        "low": 6.61,
        "bid1": 6.71,
        "ask1": 6.72,
        "bid_qty1": 147,
        "ask_qty1": 46
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002123:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002123:VWAP_RECLAIM",
      "symbol": "SZSE.002123",
      "name": "梦网科技",
      "side": "BUY",
      "priority": "W36",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.21,
      "exec_low": 8.33,
      "exec_high": 8.33,
      "invalid_price": 7.96,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.09,
      "entry_zone_high": 8.33,
      "entry_risk_pct": null,
      "intraday_vwap": 8.2169,
      "price_vs_vwap_pct": -0.9359,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4399,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.18,
            "high": 8.22,
            "low": 8.18,
            "close": 8.22,
            "amount_yi": 0.1417
          },
          {
            "time": "09:31",
            "open": 8.19,
            "high": 8.19,
            "low": 8.15,
            "close": 8.15,
            "amount_yi": 0.1367
          },
          {
            "time": "09:32",
            "open": 8.31,
            "high": 8.31,
            "low": 8.27,
            "close": 8.27,
            "amount_yi": 0.0736
          },
          {
            "time": "09:33",
            "open": 8.16,
            "high": 8.16,
            "low": 8.13,
            "close": 8.13,
            "amount_yi": 0.0514
          },
          {
            "time": "09:34",
            "open": 8.14,
            "high": 8.14,
            "low": 8.14,
            "close": 8.14,
            "amount_yi": 0.0365
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.14,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 8.08,
        "bid1": 8.13,
        "ask1": 8.14,
        "bid_qty1": 28,
        "ask_qty1": 66
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300040:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300040:VWAP_RECLAIM",
      "symbol": "SZSE.300040",
      "name": "九洲集团",
      "side": "BUY",
      "priority": "W37",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.92,
      "exec_low": 6.01,
      "exec_high": 6.01,
      "invalid_price": 5.74,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.83,
      "entry_zone_high": 6.01,
      "entry_risk_pct": null,
      "intraday_vwap": 5.9266,
      "price_vs_vwap_pct": -0.7863,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2079,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.97,
            "high": 5.97,
            "low": 5.9,
            "close": 5.9,
            "amount_yi": 0.0864
          },
          {
            "time": "09:31",
            "open": 5.92,
            "high": 5.92,
            "low": 5.91,
            "close": 5.91,
            "amount_yi": 0.059
          },
          {
            "time": "09:32",
            "open": 5.91,
            "high": 5.91,
            "low": 5.9,
            "close": 5.9,
            "amount_yi": 0.0348
          },
          {
            "time": "09:33",
            "open": 5.89,
            "high": 5.89,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.0245
          },
          {
            "time": "09:34",
            "open": 5.88,
            "high": 5.88,
            "low": 5.88,
            "close": 5.88,
            "amount_yi": 0.0032
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.88,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.86,
        "bid1": 5.88,
        "ask1": 5.89,
        "bid_qty1": 39,
        "ask_qty1": 2733
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600268:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600268:VWAP_RECLAIM",
      "symbol": "SHSE.600268",
      "name": "国电南自",
      "side": "BUY",
      "priority": "W38",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.84,
      "exec_low": 12.02,
      "exec_high": 12.02,
      "invalid_price": 11.48,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.66,
      "entry_zone_high": 12.02,
      "entry_risk_pct": null,
      "intraday_vwap": 11.7575,
      "price_vs_vwap_pct": 0.5316,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1049,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 11.74,
            "high": 11.75,
            "low": 11.74,
            "close": 11.75,
            "amount_yi": 0.015
          },
          {
            "time": "09:31",
            "open": 11.71,
            "high": 11.73,
            "low": 11.71,
            "close": 11.73,
            "amount_yi": 0.0254
          },
          {
            "time": "09:32",
            "open": 11.72,
            "high": 11.73,
            "low": 11.72,
            "close": 11.73,
            "amount_yi": 0.0255
          },
          {
            "time": "09:33",
            "open": 11.8,
            "high": 11.81,
            "low": 11.8,
            "close": 11.81,
            "amount_yi": 0.0242
          },
          {
            "time": "09:34",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0148
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.82,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.84,
        "low": 11.68,
        "bid1": 11.82,
        "ask1": 11.84,
        "bid_qty1": 348,
        "ask_qty1": 20
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300062:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300062:VWAP_RECLAIM",
      "symbol": "SZSE.300062",
      "name": "中能电气",
      "side": "BUY",
      "priority": "W39",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.81,
      "exec_low": 5.9,
      "exec_high": 5.9,
      "invalid_price": 5.64,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.72,
      "entry_zone_high": 5.9,
      "entry_risk_pct": null,
      "intraday_vwap": 5.7445,
      "price_vs_vwap_pct": 0.618,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0318,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.76,
            "high": 5.76,
            "low": 5.74,
            "close": 5.74,
            "amount_yi": 0.0077
          },
          {
            "time": "09:31",
            "open": 5.72,
            "high": 5.75,
            "low": 5.72,
            "close": 5.75,
            "amount_yi": 0.0121
          },
          {
            "time": "09:32",
            "open": 5.74,
            "high": 5.77,
            "low": 5.74,
            "close": 5.77,
            "amount_yi": 0.0065
          },
          {
            "time": "09:33",
            "open": 5.77,
            "high": 5.78,
            "low": 5.77,
            "close": 5.78,
            "amount_yi": 0.0047
          },
          {
            "time": "09:34",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.78,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.79,
        "low": 5.71,
        "bid1": 5.78,
        "ask1": 5.79,
        "bid_qty1": 171,
        "ask_qty1": 230
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002660:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002660:VWAP_RECLAIM",
      "symbol": "SZSE.002660",
      "name": "茂硕电源",
      "side": "BUY",
      "priority": "W40",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.72,
      "exec_low": 6.82,
      "exec_high": 6.82,
      "invalid_price": 6.52,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.62,
      "entry_zone_high": 6.82,
      "entry_risk_pct": null,
      "intraday_vwap": 6.6572,
      "price_vs_vwap_pct": -0.4086,
      "energy_floor_hint_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,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.7,
            "high": 6.7,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0047
          },
          {
            "time": "09:31",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0055
          },
          {
            "time": "09:32",
            "open": 6.63,
            "high": 6.66,
            "low": 6.63,
            "close": 6.66,
            "amount_yi": 0.0062
          },
          {
            "time": "09:33",
            "open": 6.62,
            "high": 6.63,
            "low": 6.62,
            "close": 6.63,
            "amount_yi": 0.0015
          },
          {
            "time": "09:34",
            "open": 6.63,
            "high": 6.63,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.63,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.7,
        "low": 6.62,
        "bid1": 6.62,
        "ask1": 6.63,
        "bid_qty1": 297,
        "ask_qty1": 98
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002560:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002560:VWAP_RECLAIM",
      "symbol": "SZSE.002560",
      "name": "通达股份",
      "side": "BUY",
      "priority": "W41",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.7,
      "exec_low": 7.82,
      "exec_high": 7.82,
      "invalid_price": 7.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.58,
      "entry_zone_high": 7.82,
      "entry_risk_pct": null,
      "intraday_vwap": 7.5638,
      "price_vs_vwap_pct": 0.743,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1643,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.58,
            "high": 7.58,
            "low": 7.52,
            "close": 7.52,
            "amount_yi": 0.0427
          },
          {
            "time": "09:31",
            "open": 7.54,
            "high": 7.56,
            "low": 7.54,
            "close": 7.56,
            "amount_yi": 0.0394
          },
          {
            "time": "09:32",
            "open": 7.58,
            "high": 7.58,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0513
          },
          {
            "time": "09:33",
            "open": 7.57,
            "high": 7.59,
            "low": 7.57,
            "close": 7.59,
            "amount_yi": 0.0227
          },
          {
            "time": "09:34",
            "open": 7.62,
            "high": 7.62,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.62,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.62,
        "low": 7.51,
        "bid1": 7.61,
        "ask1": 7.62,
        "bid_qty1": 344,
        "ask_qty1": 132
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002300:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002300:VWAP_RECLAIM",
      "symbol": "SZSE.002300",
      "name": "太阳电缆",
      "side": "BUY",
      "priority": "W42",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.92,
      "exec_low": 7.02,
      "exec_high": 7.02,
      "invalid_price": 6.71,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.82,
      "entry_zone_high": 7.02,
      "entry_risk_pct": null,
      "intraday_vwap": 6.862,
      "price_vs_vwap_pct": 0.2623,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0366,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.86,
            "high": 6.86,
            "low": 6.83,
            "close": 6.83,
            "amount_yi": 0.0105
          },
          {
            "time": "09:31",
            "open": 6.82,
            "high": 6.86,
            "low": 6.82,
            "close": 6.86,
            "amount_yi": 0.007
          },
          {
            "time": "09:32",
            "open": 6.87,
            "high": 6.88,
            "low": 6.87,
            "close": 6.88,
            "amount_yi": 0.0117
          },
          {
            "time": "09:33",
            "open": 6.86,
            "high": 6.88,
            "low": 6.86,
            "close": 6.88,
            "amount_yi": 0.0057
          },
          {
            "time": "09:34",
            "open": 6.88,
            "high": 6.88,
            "low": 6.88,
            "close": 6.88,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.88,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.89,
        "low": 6.82,
        "bid1": 6.87,
        "ask1": 6.88,
        "bid_qty1": 358,
        "ask_qty1": 274
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600416:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600416:VWAP_RECLAIM",
      "symbol": "SHSE.600416",
      "name": "湘电股份",
      "side": "BUY",
      "priority": "W43",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.05,
      "exec_low": 10.2,
      "exec_high": 10.2,
      "invalid_price": 9.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.2,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.9,
      "entry_zone_high": 10.2,
      "entry_risk_pct": null,
      "intraday_vwap": 9.9654,
      "price_vs_vwap_pct": 0.5479,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1015,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.95,
            "high": 9.96,
            "low": 9.95,
            "close": 9.96,
            "amount_yi": 0.0092
          },
          {
            "time": "09:31",
            "open": 9.97,
            "high": 9.97,
            "low": 9.95,
            "close": 9.95,
            "amount_yi": 0.0227
          },
          {
            "time": "09:32",
            "open": 9.97,
            "high": 9.97,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0309
          },
          {
            "time": "09:33",
            "open": 9.96,
            "high": 9.98,
            "low": 9.96,
            "close": 9.98,
            "amount_yi": 0.0268
          },
          {
            "time": "09:34",
            "open": 10.02,
            "high": 10.02,
            "low": 10.02,
            "close": 10.02,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.02,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.02,
        "low": 9.93,
        "bid1": 10.02,
        "ask1": 10.03,
        "bid_qty1": 6,
        "ask_qty1": 182
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300153:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300153:VWAP_RECLAIM",
      "symbol": "SZSE.300153",
      "name": "科泰电源",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.15,
      "exec_low": 23.5,
      "exec_high": 23.5,
      "invalid_price": 22.46,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.8,
      "entry_zone_high": 23.5,
      "entry_risk_pct": 4.0171,
      "intraday_vwap": 23.0505,
      "price_vs_vwap_pct": 1.5162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1529,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 22.97,
            "high": 22.97,
            "low": 22.7,
            "close": 22.7,
            "amount_yi": 0.0232
          },
          {
            "time": "09:31",
            "open": 22.99,
            "high": 23.01,
            "low": 22.99,
            "close": 23.01,
            "amount_yi": 0.0425
          },
          {
            "time": "09:32",
            "open": 23.06,
            "high": 23.12,
            "low": 23.06,
            "close": 23.12,
            "amount_yi": 0.0352
          },
          {
            "time": "09:33",
            "open": 23.24,
            "high": 23.28,
            "low": 23.24,
            "close": 23.28,
            "amount_yi": 0.0328
          },
          {
            "time": "09:34",
            "open": 23.4,
            "high": 23.4,
            "low": 23.4,
            "close": 23.4,
            "amount_yi": 0.0192
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.4,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.4,
        "low": 22.67,
        "bid1": 23.38,
        "ask1": 23.4,
        "bid_qty1": 2,
        "ask_qty1": 31
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300444:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300444:VWAP_RECLAIM",
      "symbol": "SZSE.300444",
      "name": "双杰电气",
      "side": "BUY",
      "priority": "W45",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.58,
      "exec_low": 12.77,
      "exec_high": 12.77,
      "invalid_price": 12.2,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.39,
      "entry_zone_high": 12.77,
      "entry_risk_pct": 3.3281,
      "intraday_vwap": 12.4489,
      "price_vs_vwap_pct": 1.2941,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3322,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.36,
            "high": 12.36,
            "low": 12.3,
            "close": 12.3,
            "amount_yi": 0.0462
          },
          {
            "time": "09:31",
            "open": 12.32,
            "high": 12.46,
            "low": 12.32,
            "close": 12.46,
            "amount_yi": 0.0717
          },
          {
            "time": "09:32",
            "open": 12.45,
            "high": 12.53,
            "low": 12.45,
            "close": 12.53,
            "amount_yi": 0.1095
          },
          {
            "time": "09:33",
            "open": 12.51,
            "high": 12.52,
            "low": 12.51,
            "close": 12.52,
            "amount_yi": 0.0655
          },
          {
            "time": "09:34",
            "open": 12.61,
            "high": 12.61,
            "low": 12.61,
            "close": 12.61,
            "amount_yi": 0.0393
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.61,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.62,
        "low": 12.28,
        "bid1": 12.6,
        "ask1": 12.62,
        "bid_qty1": 121,
        "ask_qty1": 185
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601877:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601877:VWAP_RECLAIM",
      "symbol": "SHSE.601877",
      "name": "正泰电器",
      "side": "BUY",
      "priority": "W46",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 25.39,
      "exec_low": 25.77,
      "exec_high": 25.77,
      "invalid_price": 24.63,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 26.15,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.01,
      "entry_zone_high": 25.77,
      "entry_risk_pct": null,
      "intraday_vwap": 25.1258,
      "price_vs_vwap_pct": 0.6137,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2984,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 25.19,
            "high": 25.19,
            "low": 25.05,
            "close": 25.05,
            "amount_yi": 0.0703
          },
          {
            "time": "09:31",
            "open": 25.04,
            "high": 25.04,
            "low": 25.02,
            "close": 25.02,
            "amount_yi": 0.0572
          },
          {
            "time": "09:32",
            "open": 25.08,
            "high": 25.14,
            "low": 25.08,
            "close": 25.14,
            "amount_yi": 0.0922
          },
          {
            "time": "09:33",
            "open": 25.22,
            "high": 25.24,
            "low": 25.22,
            "close": 25.24,
            "amount_yi": 0.0493
          },
          {
            "time": "09:34",
            "open": 25.28,
            "high": 25.28,
            "low": 25.28,
            "close": 25.28,
            "amount_yi": 0.0294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.28,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.35,
        "low": 25.0,
        "bid1": 25.28,
        "ask1": 25.29,
        "bid_qty1": 207,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.603618:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.603618:VWAP_RECLAIM",
      "symbol": "SHSE.603618",
      "name": "杭电股份",
      "side": "BUY",
      "priority": "W47",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 50.86,
      "exec_low": 51.62,
      "exec_high": 51.62,
      "invalid_price": 49.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 52.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 51.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.1,
      "entry_zone_high": 51.62,
      "entry_risk_pct": null,
      "intraday_vwap": 50.094,
      "price_vs_vwap_pct": -4.0404,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.218,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 50.9,
            "high": 51.0,
            "low": 50.9,
            "close": 51.0,
            "amount_yi": 2.0198
          },
          {
            "time": "09:31",
            "open": 49.5,
            "high": 49.55,
            "low": 49.5,
            "close": 49.55,
            "amount_yi": 2.7531
          },
          {
            "time": "09:32",
            "open": 49.57,
            "high": 49.57,
            "low": 49.19,
            "close": 49.19,
            "amount_yi": 2.1179
          },
          {
            "time": "09:33",
            "open": 48.56,
            "high": 48.56,
            "low": 48.01,
            "close": 48.01,
            "amount_yi": 0.8126
          },
          {
            "time": "09:34",
            "open": 48.07,
            "high": 48.07,
            "low": 48.07,
            "close": 48.07,
            "amount_yi": 0.5146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.07,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 47.91,
        "bid1": 48.01,
        "ask1": 48.07,
        "bid_qty1": 660,
        "ask_qty1": 203
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600550:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600550:VWAP_RECLAIM",
      "symbol": "SHSE.600550",
      "name": "保变电气",
      "side": "BUY",
      "priority": "W48",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.74,
      "exec_low": 11.92,
      "exec_high": 11.92,
      "invalid_price": 11.39,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.56,
      "entry_zone_high": 11.92,
      "entry_risk_pct": null,
      "intraday_vwap": 11.5632,
      "price_vs_vwap_pct": 1.356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2203,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 11.31,
            "high": 11.52,
            "low": 11.31,
            "close": 11.52,
            "amount_yi": 0.0585
          },
          {
            "time": "09:31",
            "open": 11.5,
            "high": 11.58,
            "low": 11.5,
            "close": 11.58,
            "amount_yi": 0.0607
          },
          {
            "time": "09:32",
            "open": 11.61,
            "high": 11.61,
            "low": 11.61,
            "close": 11.61,
            "amount_yi": 0.0341
          },
          {
            "time": "09:33",
            "open": 11.61,
            "high": 11.68,
            "low": 11.61,
            "close": 11.68,
            "amount_yi": 0.0478
          },
          {
            "time": "09:34",
            "open": 11.72,
            "high": 11.72,
            "low": 11.72,
            "close": 11.72,
            "amount_yi": 0.0192
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.72,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.73,
        "low": 11.31,
        "bid1": 11.72,
        "ask1": 11.73,
        "bid_qty1": 158,
        "ask_qty1": 77
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300341:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300341:VWAP_RECLAIM",
      "symbol": "SZSE.300341",
      "name": "麦克奥迪",
      "side": "BUY",
      "priority": "W49",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.69,
      "exec_low": 13.9,
      "exec_high": 13.9,
      "invalid_price": 13.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.48,
      "entry_zone_high": 13.9,
      "entry_risk_pct": null,
      "intraday_vwap": 13.0895,
      "price_vs_vwap_pct": -0.2254,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0745,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 13.19,
            "high": 13.19,
            "low": 13.15,
            "close": 13.15,
            "amount_yi": 0.0149
          },
          {
            "time": "09:31",
            "open": 13.1,
            "high": 13.1,
            "low": 13.05,
            "close": 13.05,
            "amount_yi": 0.0137
          },
          {
            "time": "09:32",
            "open": 13.07,
            "high": 13.1,
            "low": 13.07,
            "close": 13.1,
            "amount_yi": 0.0319
          },
          {
            "time": "09:33",
            "open": 13.04,
            "high": 13.06,
            "low": 13.04,
            "close": 13.06,
            "amount_yi": 0.0092
          },
          {
            "time": "09:34",
            "open": 13.06,
            "high": 13.06,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.0048
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.06,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.26,
        "low": 13.04,
        "bid1": 13.06,
        "ask1": 13.08,
        "bid_qty1": 11,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002451:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002451:VWAP_RECLAIM",
      "symbol": "SZSE.002451",
      "name": "摩恩电气",
      "side": "BUY",
      "priority": "W50",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.31,
      "exec_low": 7.42,
      "exec_high": 7.42,
      "invalid_price": 7.09,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.2,
      "entry_zone_high": 7.42,
      "entry_risk_pct": null,
      "intraday_vwap": 7.2539,
      "price_vs_vwap_pct": -0.1916,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.036,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.3,
            "high": 7.3,
            "low": 7.27,
            "close": 7.27,
            "amount_yi": 0.0076
          },
          {
            "time": "09:31",
            "open": 7.27,
            "high": 7.27,
            "low": 7.26,
            "close": 7.26,
            "amount_yi": 0.0051
          },
          {
            "time": "09:32",
            "open": 7.23,
            "high": 7.25,
            "low": 7.23,
            "close": 7.25,
            "amount_yi": 0.0028
          },
          {
            "time": "09:33",
            "open": 7.24,
            "high": 7.24,
            "low": 7.23,
            "close": 7.23,
            "amount_yi": 0.0032
          },
          {
            "time": "09:34",
            "open": 7.24,
            "high": 7.24,
            "low": 7.24,
            "close": 7.24,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.24,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.31,
        "low": 7.21,
        "bid1": 7.24,
        "ask1": 7.25,
        "bid_qty1": 100,
        "ask_qty1": 63
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002112:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002112:VWAP_RECLAIM",
      "symbol": "SZSE.002112",
      "name": "三变科技",
      "side": "BUY",
      "priority": "W51",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.58,
      "exec_low": 16.83,
      "exec_high": 16.83,
      "invalid_price": 16.08,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.33,
      "entry_zone_high": 16.83,
      "entry_risk_pct": 3.4814,
      "intraday_vwap": 16.4635,
      "price_vs_vwap_pct": 1.0721,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1146,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 16.43,
            "high": 16.43,
            "low": 16.35,
            "close": 16.35,
            "amount_yi": 0.0229
          },
          {
            "time": "09:31",
            "open": 16.32,
            "high": 16.37,
            "low": 16.32,
            "close": 16.37,
            "amount_yi": 0.0266
          },
          {
            "time": "09:32",
            "open": 16.47,
            "high": 16.54,
            "low": 16.47,
            "close": 16.54,
            "amount_yi": 0.0284
          },
          {
            "time": "09:33",
            "open": 16.54,
            "high": 16.57,
            "low": 16.54,
            "close": 16.57,
            "amount_yi": 0.0178
          },
          {
            "time": "09:34",
            "open": 16.64,
            "high": 16.64,
            "low": 16.64,
            "close": 16.64,
            "amount_yi": 0.0189
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.64,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.65,
        "low": 16.3,
        "bid1": 16.64,
        "ask1": 16.66,
        "bid_qty1": 3,
        "ask_qty1": 47
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002350:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002350:VWAP_RECLAIM",
      "symbol": "SZSE.002350",
      "name": "北京科锐",
      "side": "BUY",
      "priority": "W52",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 13.96,
      "exec_low": 14.17,
      "exec_high": 14.17,
      "invalid_price": 13.54,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.17,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.75,
      "entry_zone_high": 14.17,
      "entry_risk_pct": null,
      "intraday_vwap": 13.7035,
      "price_vs_vwap_pct": 0.4853,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1074,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 13.69,
            "high": 13.69,
            "low": 13.62,
            "close": 13.62,
            "amount_yi": 0.017
          },
          {
            "time": "09:31",
            "open": 13.61,
            "high": 13.61,
            "low": 13.61,
            "close": 13.61,
            "amount_yi": 0.0291
          },
          {
            "time": "09:32",
            "open": 13.73,
            "high": 13.78,
            "low": 13.73,
            "close": 13.78,
            "amount_yi": 0.0299
          },
          {
            "time": "09:33",
            "open": 13.84,
            "high": 13.84,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.0226
          },
          {
            "time": "09:34",
            "open": 13.77,
            "high": 13.77,
            "low": 13.77,
            "close": 13.77,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.77,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 13.87,
        "low": 13.58,
        "bid1": 13.77,
        "ask1": 13.79,
        "bid_qty1": 24,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601727:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601727:VWAP_RECLAIM",
      "symbol": "SHSE.601727",
      "name": "上海电气",
      "side": "BUY",
      "priority": "W53",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.0,
      "exec_low": 7.1,
      "exec_high": 7.1,
      "invalid_price": 6.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.89,
      "entry_zone_high": 7.1,
      "entry_risk_pct": null,
      "intraday_vwap": 6.967,
      "price_vs_vwap_pct": 0.1866,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2785,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.99,
            "high": 6.99,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0575
          },
          {
            "time": "09:31",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.067
          },
          {
            "time": "09:32",
            "open": 6.94,
            "high": 6.95,
            "low": 6.94,
            "close": 6.95,
            "amount_yi": 0.0935
          },
          {
            "time": "09:33",
            "open": 6.95,
            "high": 6.96,
            "low": 6.95,
            "close": 6.96,
            "amount_yi": 0.0307
          },
          {
            "time": "09:34",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0298
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.98,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.0,
        "low": 6.93,
        "bid1": 6.97,
        "ask1": 6.98,
        "bid_qty1": 1876,
        "ask_qty1": 152
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000400:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000400:VWAP_RECLAIM",
      "symbol": "SZSE.000400",
      "name": "许继电气",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 21.34,
      "exec_low": 21.66,
      "exec_high": 21.66,
      "invalid_price": 20.7,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.02,
      "entry_zone_high": 21.66,
      "entry_risk_pct": 3.5864,
      "intraday_vwap": 21.2262,
      "price_vs_vwap_pct": 1.0544,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2581,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 21.2,
            "high": 21.2,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0764
          },
          {
            "time": "09:31",
            "open": 21.1,
            "high": 21.1,
            "low": 21.1,
            "close": 21.1,
            "amount_yi": 0.0473
          },
          {
            "time": "09:32",
            "open": 21.14,
            "high": 21.26,
            "low": 21.14,
            "close": 21.26,
            "amount_yi": 0.0297
          },
          {
            "time": "09:33",
            "open": 21.27,
            "high": 21.35,
            "low": 21.27,
            "close": 21.35,
            "amount_yi": 0.0565
          },
          {
            "time": "09:34",
            "open": 21.45,
            "high": 21.45,
            "low": 21.45,
            "close": 21.45,
            "amount_yi": 0.0482
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.45,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.47,
        "low": 21.06,
        "bid1": 21.45,
        "ask1": 21.47,
        "bid_qty1": 233,
        "ask_qty1": 77
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300120:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300120:VWAP_RECLAIM",
      "symbol": "SZSE.300120",
      "name": "经纬辉开",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.91,
      "exec_low": 11.07,
      "exec_high": 11.07,
      "invalid_price": 10.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.75,
      "entry_zone_high": 11.07,
      "entry_risk_pct": null,
      "intraday_vwap": 10.2016,
      "price_vs_vwap_pct": -0.5058,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.301,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.22,
            "high": 10.22,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.052
          },
          {
            "time": "09:31",
            "open": 10.12,
            "high": 10.22,
            "low": 10.12,
            "close": 10.22,
            "amount_yi": 0.0767
          },
          {
            "time": "09:32",
            "open": 10.25,
            "high": 10.25,
            "low": 10.2,
            "close": 10.2,
            "amount_yi": 0.1159
          },
          {
            "time": "09:33",
            "open": 10.19,
            "high": 10.22,
            "low": 10.19,
            "close": 10.22,
            "amount_yi": 0.0393
          },
          {
            "time": "09:34",
            "open": 10.15,
            "high": 10.15,
            "low": 10.15,
            "close": 10.15,
            "amount_yi": 0.0171
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "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": "2026-07-06T09:34:12",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 10.08,
        "bid1": 10.14,
        "ask1": 10.15,
        "bid_qty1": 3,
        "ask_qty1": 18
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601126:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601126:VWAP_RECLAIM",
      "symbol": "SHSE.601126",
      "name": "四方股份",
      "side": "BUY",
      "priority": "W56",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 60.66,
      "exec_low": 61.57,
      "exec_high": 61.57,
      "invalid_price": 58.84,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.75,
      "entry_zone_high": 61.57,
      "entry_risk_pct": null,
      "intraday_vwap": 61.185,
      "price_vs_vwap_pct": 1.855,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9871,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 58.81,
            "high": 59.6,
            "low": 58.81,
            "close": 59.6,
            "amount_yi": 0.1451
          },
          {
            "time": "09:31",
            "open": 59.8,
            "high": 61.33,
            "low": 59.8,
            "close": 61.33,
            "amount_yi": 0.4219
          },
          {
            "time": "09:32",
            "open": 62.21,
            "high": 62.21,
            "low": 61.59,
            "close": 61.59,
            "amount_yi": 0.6824
          },
          {
            "time": "09:33",
            "open": 62.03,
            "high": 62.03,
            "low": 62.0,
            "close": 62.0,
            "amount_yi": 0.3606
          },
          {
            "time": "09:34",
            "open": 62.32,
            "high": 62.32,
            "low": 62.32,
            "close": 62.32,
            "amount_yi": 0.3771
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.32,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.45,
        "low": 58.73,
        "bid1": 62.32,
        "ask1": 62.45,
        "bid_qty1": 74,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300004:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300004:VWAP_RECLAIM",
      "symbol": "SZSE.300004",
      "name": "南风股份",
      "side": "BUY",
      "priority": "W57",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.2,
      "exec_low": 10.35,
      "exec_high": 10.35,
      "invalid_price": 9.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.05,
      "entry_zone_high": 10.35,
      "entry_risk_pct": null,
      "intraday_vwap": 10.0319,
      "price_vs_vwap_pct": 0.4795,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0867,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.03,
            "high": 10.03,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.0185
          },
          {
            "time": "09:31",
            "open": 10.02,
            "high": 10.04,
            "low": 10.02,
            "close": 10.04,
            "amount_yi": 0.0171
          },
          {
            "time": "09:32",
            "open": 10.05,
            "high": 10.05,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.011
          },
          {
            "time": "09:33",
            "open": 10.0,
            "high": 10.0,
            "low": 10.0,
            "close": 10.0,
            "amount_yi": 0.0307
          },
          {
            "time": "09:34",
            "open": 10.08,
            "high": 10.08,
            "low": 10.08,
            "close": 10.08,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.08,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.99,
        "bid1": 10.07,
        "ask1": 10.08,
        "bid_qty1": 14,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600517:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600517:VWAP_RECLAIM",
      "symbol": "SHSE.600517",
      "name": "国网英大",
      "side": "BUY",
      "priority": "W58",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.81,
      "exec_low": 4.88,
      "exec_high": 4.88,
      "invalid_price": 4.67,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.74,
      "entry_zone_high": 4.88,
      "entry_risk_pct": null,
      "intraday_vwap": 4.7868,
      "price_vs_vwap_pct": 0.2758,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0425,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.8,
            "high": 4.8,
            "low": 4.78,
            "close": 4.78,
            "amount_yi": 0.01
          },
          {
            "time": "09:31",
            "open": 4.78,
            "high": 4.78,
            "low": 4.77,
            "close": 4.77,
            "amount_yi": 0.0134
          },
          {
            "time": "09:32",
            "open": 4.77,
            "high": 4.78,
            "low": 4.77,
            "close": 4.78,
            "amount_yi": 0.0054
          },
          {
            "time": "09:33",
            "open": 4.79,
            "high": 4.8,
            "low": 4.79,
            "close": 4.8,
            "amount_yi": 0.0112
          },
          {
            "time": "09:34",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.8,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.8,
        "low": 4.76,
        "bid1": 4.79,
        "ask1": 4.8,
        "bid_qty1": 660,
        "ask_qty1": 384
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600192:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600192:VWAP_RECLAIM",
      "symbol": "SHSE.600192",
      "name": "长城电工",
      "side": "BUY",
      "priority": "W59",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.63,
      "exec_low": 6.73,
      "exec_high": 6.73,
      "invalid_price": 6.43,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.53,
      "entry_zone_high": 6.73,
      "entry_risk_pct": null,
      "intraday_vwap": 6.5843,
      "price_vs_vwap_pct": -0.0653,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.031,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.62,
            "high": 6.62,
            "low": 6.6,
            "close": 6.6,
            "amount_yi": 0.0038
          },
          {
            "time": "09:31",
            "open": 6.58,
            "high": 6.58,
            "low": 6.57,
            "close": 6.57,
            "amount_yi": 0.0091
          },
          {
            "time": "09:32",
            "open": 6.56,
            "high": 6.58,
            "low": 6.56,
            "close": 6.58,
            "amount_yi": 0.0118
          },
          {
            "time": "09:33",
            "open": 6.58,
            "high": 6.58,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0037
          },
          {
            "time": "09:34",
            "open": 6.58,
            "high": 6.58,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.58,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.65,
        "low": 6.55,
        "bid1": 6.58,
        "ask1": 6.59,
        "bid_qty1": 16,
        "ask_qty1": 98
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002074:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002074:VWAP_RECLAIM",
      "symbol": "SZSE.002074",
      "name": "国轩高科",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.37,
      "exec_low": 27.78,
      "exec_high": 27.78,
      "invalid_price": 26.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 28.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.96,
      "entry_zone_high": 27.78,
      "entry_risk_pct": 3.1375,
      "intraday_vwap": 27.6068,
      "price_vs_vwap_pct": -0.7129,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.942,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 27.44,
            "high": 27.86,
            "low": 27.44,
            "close": 27.86,
            "amount_yi": 0.4731
          },
          {
            "time": "09:31",
            "open": 27.5,
            "high": 27.53,
            "low": 27.5,
            "close": 27.53,
            "amount_yi": 0.1721
          },
          {
            "time": "09:32",
            "open": 27.45,
            "high": 27.59,
            "low": 27.45,
            "close": 27.59,
            "amount_yi": 0.1616
          },
          {
            "time": "09:33",
            "open": 27.56,
            "high": 27.56,
            "low": 27.54,
            "close": 27.54,
            "amount_yi": 0.0964
          },
          {
            "time": "09:34",
            "open": 27.41,
            "high": 27.41,
            "low": 27.41,
            "close": 27.41,
            "amount_yi": 0.0388
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.41,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.31,
        "bid1": 27.4,
        "ask1": 27.41,
        "bid_qty1": 7,
        "ask_qty1": 80
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601700:VWAP_RECLAIM",
      "symbol": "SHSE.601700",
      "name": "风范股份",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.65,
      "exec_low": 4.72,
      "exec_high": 4.72,
      "invalid_price": 4.51,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 4.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.58,
      "entry_zone_high": 4.72,
      "entry_risk_pct": null,
      "intraday_vwap": 4.5513,
      "price_vs_vwap_pct": 0.6306,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0471,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 4.53,
            "high": 4.54,
            "low": 4.53,
            "close": 4.54,
            "amount_yi": 0.0089
          },
          {
            "time": "09:31",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0189
          },
          {
            "time": "09:32",
            "open": 4.55,
            "high": 4.56,
            "low": 4.55,
            "close": 4.56,
            "amount_yi": 0.0077
          },
          {
            "time": "09:33",
            "open": 4.58,
            "high": 4.58,
            "low": 4.58,
            "close": 4.58,
            "amount_yi": 0.0076
          },
          {
            "time": "09:34",
            "open": 4.58,
            "high": 4.58,
            "low": 4.58,
            "close": 4.58,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.58,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.6,
        "low": 4.52,
        "bid1": 4.58,
        "ask1": 4.59,
        "bid_qty1": 608,
        "ask_qty1": 599
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600089:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600089:VWAP_RECLAIM",
      "symbol": "SHSE.600089",
      "name": "特变电工",
      "side": "BUY",
      "priority": "W62",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.24,
      "exec_low": 22.57,
      "exec_high": 22.57,
      "invalid_price": 21.57,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 22.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.57,
      "dynamic_exec_high": null,
      "entry_zone_low": 21.91,
      "entry_zone_high": 22.57,
      "entry_risk_pct": null,
      "intraday_vwap": 21.6959,
      "price_vs_vwap_pct": 0.7103,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3971,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 21.75,
            "high": 21.75,
            "low": 21.65,
            "close": 21.65,
            "amount_yi": 0.1696
          },
          {
            "time": "09:31",
            "open": 21.57,
            "high": 21.65,
            "low": 21.57,
            "close": 21.65,
            "amount_yi": 0.4258
          },
          {
            "time": "09:32",
            "open": 21.65,
            "high": 21.68,
            "low": 21.65,
            "close": 21.68,
            "amount_yi": 0.246
          },
          {
            "time": "09:33",
            "open": 21.77,
            "high": 21.82,
            "low": 21.77,
            "close": 21.82,
            "amount_yi": 0.359
          },
          {
            "time": "09:34",
            "open": 21.85,
            "high": 21.85,
            "low": 21.85,
            "close": 21.85,
            "amount_yi": 0.1967
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.85,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.86,
        "low": 21.53,
        "bid1": 21.85,
        "ask1": 21.86,
        "bid_qty1": 98,
        "ask_qty1": 106
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002169:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002169:VWAP_RECLAIM",
      "symbol": "SZSE.002169",
      "name": "智光电气",
      "side": "BUY",
      "priority": "W63",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.1,
      "exec_low": 14.31,
      "exec_high": 14.31,
      "invalid_price": 13.68,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.89,
      "entry_zone_high": 14.31,
      "entry_risk_pct": 3.8651,
      "intraday_vwap": 14.1161,
      "price_vs_vwap_pct": 0.736,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3625,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 13.99,
            "high": 14.15,
            "low": 13.99,
            "close": 14.15,
            "amount_yi": 0.0973
          },
          {
            "time": "09:31",
            "open": 14.04,
            "high": 14.04,
            "low": 14.04,
            "close": 14.04,
            "amount_yi": 0.053
          },
          {
            "time": "09:32",
            "open": 14.13,
            "high": 14.13,
            "low": 14.09,
            "close": 14.09,
            "amount_yi": 0.1039
          },
          {
            "time": "09:33",
            "open": 14.16,
            "high": 14.2,
            "low": 14.16,
            "close": 14.2,
            "amount_yi": 0.0844
          },
          {
            "time": "09:34",
            "open": 14.22,
            "high": 14.22,
            "low": 14.22,
            "close": 14.22,
            "amount_yi": 0.0239
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.22,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.23,
        "low": 13.88,
        "bid1": 14.21,
        "ask1": 14.23,
        "bid_qty1": 28,
        "ask_qty1": 314
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000682:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000682:VWAP_RECLAIM",
      "symbol": "SZSE.000682",
      "name": "东方电子",
      "side": "BUY",
      "priority": "W64",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 12.54,
      "exec_low": 12.73,
      "exec_high": 12.73,
      "invalid_price": 12.16,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.92,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.73,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.35,
      "entry_zone_high": 12.73,
      "entry_risk_pct": 4.252,
      "intraday_vwap": 12.5218,
      "price_vs_vwap_pct": 1.3433,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3439,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.43,
            "high": 12.47,
            "low": 12.43,
            "close": 12.47,
            "amount_yi": 0.0514
          },
          {
            "time": "09:31",
            "open": 12.41,
            "high": 12.46,
            "low": 12.41,
            "close": 12.46,
            "amount_yi": 0.0789
          },
          {
            "time": "09:32",
            "open": 12.49,
            "high": 12.49,
            "low": 12.48,
            "close": 12.48,
            "amount_yi": 0.0294
          },
          {
            "time": "09:33",
            "open": 12.56,
            "high": 12.58,
            "low": 12.56,
            "close": 12.58,
            "amount_yi": 0.1052
          },
          {
            "time": "09:34",
            "open": 12.69,
            "high": 12.69,
            "low": 12.69,
            "close": 12.69,
            "amount_yi": 0.079
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.69,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.73,
        "low": 12.4,
        "bid1": 12.69,
        "ask1": 12.7,
        "bid_qty1": 371,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300001:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300001:VWAP_RECLAIM",
      "symbol": "SZSE.300001",
      "name": "特锐德",
      "side": "BUY",
      "priority": "W65",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.19,
      "exec_low": 35.72,
      "exec_high": 35.72,
      "invalid_price": 34.13,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.66,
      "entry_zone_high": 35.72,
      "entry_risk_pct": null,
      "intraday_vwap": 34.6523,
      "price_vs_vwap_pct": 1.3786,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6308,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 34.34,
            "high": 34.46,
            "low": 34.34,
            "close": 34.46,
            "amount_yi": 0.1214
          },
          {
            "time": "09:31",
            "open": 34.6,
            "high": 34.6,
            "low": 34.49,
            "close": 34.49,
            "amount_yi": 0.1531
          },
          {
            "time": "09:32",
            "open": 34.26,
            "high": 34.49,
            "low": 34.26,
            "close": 34.49,
            "amount_yi": 0.0737
          },
          {
            "time": "09:33",
            "open": 34.56,
            "high": 35.05,
            "low": 34.56,
            "close": 35.05,
            "amount_yi": 0.1792
          },
          {
            "time": "09:34",
            "open": 35.13,
            "high": 35.13,
            "low": 35.13,
            "close": 35.13,
            "amount_yi": 0.1034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.13,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.18,
        "low": 34.18,
        "bid1": 35.13,
        "ask1": 35.18,
        "bid_qty1": 1,
        "ask_qty1": 47
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601179:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601179:VWAP_RECLAIM",
      "symbol": "SHSE.601179",
      "name": "中国西电",
      "side": "BUY",
      "priority": "W66",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.54,
      "exec_low": 14.76,
      "exec_high": 14.76,
      "invalid_price": 14.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.32,
      "entry_zone_high": 14.76,
      "entry_risk_pct": null,
      "intraday_vwap": 14.353,
      "price_vs_vwap_pct": 0.9545,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1278,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 14.4,
            "high": 14.4,
            "low": 14.35,
            "close": 14.35,
            "amount_yi": 0.1106
          },
          {
            "time": "09:31",
            "open": 14.24,
            "high": 14.25,
            "low": 14.24,
            "close": 14.25,
            "amount_yi": 0.3434
          },
          {
            "time": "09:32",
            "open": 14.31,
            "high": 14.32,
            "low": 14.31,
            "close": 14.32,
            "amount_yi": 0.2491
          },
          {
            "time": "09:33",
            "open": 14.39,
            "high": 14.43,
            "low": 14.39,
            "close": 14.43,
            "amount_yi": 0.2706
          },
          {
            "time": "09:34",
            "open": 14.49,
            "high": 14.49,
            "low": 14.49,
            "close": 14.49,
            "amount_yi": 0.1541
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.49,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.5,
        "low": 14.2,
        "bid1": 14.49,
        "ask1": 14.5,
        "bid_qty1": 1560,
        "ask_qty1": 1891
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000967:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000967:VWAP_RECLAIM",
      "symbol": "SZSE.000967",
      "name": "盈峰环境",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.77,
      "exec_low": 10.93,
      "exec_high": 10.93,
      "invalid_price": 10.45,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.61,
      "entry_zone_high": 10.93,
      "entry_risk_pct": null,
      "intraday_vwap": 10.5571,
      "price_vs_vwap_pct": -0.3514,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7619,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.57,
            "high": 10.57,
            "low": 10.57,
            "close": 10.57,
            "amount_yi": 0.2587
          },
          {
            "time": "09:31",
            "open": 10.43,
            "high": 10.53,
            "low": 10.43,
            "close": 10.53,
            "amount_yi": 0.2487
          },
          {
            "time": "09:32",
            "open": 10.52,
            "high": 10.52,
            "low": 10.48,
            "close": 10.48,
            "amount_yi": 0.138
          },
          {
            "time": "09:33",
            "open": 10.48,
            "high": 10.53,
            "low": 10.48,
            "close": 10.53,
            "amount_yi": 0.0738
          },
          {
            "time": "09:34",
            "open": 10.52,
            "high": 10.52,
            "low": 10.52,
            "close": 10.52,
            "amount_yi": 0.0427
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "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": "2026-07-06T09:34:12",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 10.4,
        "bid1": 10.52,
        "ask1": 10.53,
        "bid_qty1": 348,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002212:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002212:VWAP_RECLAIM",
      "symbol": "SZSE.002212",
      "name": "天融信",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.84,
      "exec_low": 5.93,
      "exec_high": 5.93,
      "invalid_price": 5.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.75,
      "entry_zone_high": 5.93,
      "entry_risk_pct": null,
      "intraday_vwap": 5.6884,
      "price_vs_vwap_pct": 0.0281,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1116,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.71,
            "high": 5.71,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0238
          },
          {
            "time": "09:31",
            "open": 5.68,
            "high": 5.68,
            "low": 5.67,
            "close": 5.67,
            "amount_yi": 0.0229
          },
          {
            "time": "09:32",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0512
          },
          {
            "time": "09:33",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0084
          },
          {
            "time": "09:34",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.69,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.72,
        "low": 5.66,
        "bid1": 5.68,
        "ask1": 5.69,
        "bid_qty1": 1216,
        "ask_qty1": 515
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600973:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600973:VWAP_RECLAIM",
      "symbol": "SHSE.600973",
      "name": "宝胜股份",
      "side": "BUY",
      "priority": "W69",
      "status": "CANCELLED",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.67,
      "entry_zone_high": 6.87,
      "entry_risk_pct": null,
      "intraday_vwap": 6.5659,
      "price_vs_vwap_pct": -0.6991,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1668,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0191
          },
          {
            "time": "09:31",
            "open": 6.56,
            "high": 6.59,
            "low": 6.56,
            "close": 6.59,
            "amount_yi": 0.0618
          },
          {
            "time": "09:32",
            "open": 6.59,
            "high": 6.59,
            "low": 6.58,
            "close": 6.58,
            "amount_yi": 0.0217
          },
          {
            "time": "09:33",
            "open": 6.55,
            "high": 6.55,
            "low": 6.54,
            "close": 6.54,
            "amount_yi": 0.0431
          },
          {
            "time": "09:34",
            "open": 6.52,
            "high": 6.52,
            "low": 6.52,
            "close": 6.52,
            "amount_yi": 0.0211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.52,
        "ts": "2026-07-06T09:34:16",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.52,
        "bid1": 6.52,
        "ask1": 6.53,
        "bid_qty1": 78,
        "ask_qty1": 201
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.603338:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SHSE.603338:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.603338",
      "name": "浙江鼎力",
      "side": "BUY",
      "priority": "W70",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 52.3227,
      "price_vs_vwap_pct": 1.2562,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0444,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 52.3,
            "high": 52.3,
            "low": 52.16,
            "close": 52.16,
            "amount_yi": 0.1342
          },
          {
            "time": "09:31",
            "open": 51.08,
            "high": 52.12,
            "low": 51.08,
            "close": 52.12,
            "amount_yi": 0.3084
          },
          {
            "time": "09:32",
            "open": 52.78,
            "high": 52.78,
            "low": 52.7,
            "close": 52.7,
            "amount_yi": 0.2984
          },
          {
            "time": "09:33",
            "open": 52.69,
            "high": 52.69,
            "low": 52.68,
            "close": 52.68,
            "amount_yi": 0.1698
          },
          {
            "time": "09:34",
            "open": 52.98,
            "high": 52.98,
            "low": 52.98,
            "close": 52.98,
            "amount_yi": 0.1336
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.98,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 52.98,
        "low": 51.0,
        "bid1": 52.94,
        "ask1": 52.98,
        "bid_qty1": 35,
        "ask_qty1": 112
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002771:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002771:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002771",
      "name": "真视通",
      "side": "BUY",
      "priority": "W71",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 13.9272,
      "price_vs_vwap_pct": 2.246,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6412,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 13.7,
            "high": 13.73,
            "low": 13.7,
            "close": 13.73,
            "amount_yi": 0.1904
          },
          {
            "time": "09:31",
            "open": 13.81,
            "high": 14.04,
            "low": 13.81,
            "close": 14.04,
            "amount_yi": 0.1017
          },
          {
            "time": "09:32",
            "open": 13.99,
            "high": 14.08,
            "low": 13.99,
            "close": 14.08,
            "amount_yi": 0.08
          },
          {
            "time": "09:33",
            "open": 14.12,
            "high": 14.12,
            "low": 14.12,
            "close": 14.12,
            "amount_yi": 0.1269
          },
          {
            "time": "09:34",
            "open": 14.24,
            "high": 14.24,
            "low": 14.24,
            "close": 14.24,
            "amount_yi": 0.1422
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.24,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.25,
        "low": 13.53,
        "bid1": 14.24,
        "ask1": 14.25,
        "bid_qty1": 54,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002520:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002520:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002520",
      "name": "日发精机",
      "side": "BUY",
      "priority": "W72",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 8.0035,
      "price_vs_vwap_pct": -1.0433,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.5792,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 8.1,
            "high": 8.12,
            "low": 8.1,
            "close": 8.12,
            "amount_yi": 1.2672
          },
          {
            "time": "09:31",
            "open": 8.07,
            "high": 8.07,
            "low": 7.93,
            "close": 7.93,
            "amount_yi": 1.0642
          },
          {
            "time": "09:32",
            "open": 7.89,
            "high": 7.89,
            "low": 7.86,
            "close": 7.86,
            "amount_yi": 0.6418
          },
          {
            "time": "09:33",
            "open": 7.91,
            "high": 7.94,
            "low": 7.91,
            "close": 7.94,
            "amount_yi": 0.4063
          },
          {
            "time": "09:34",
            "open": 7.92,
            "high": 7.92,
            "low": 7.92,
            "close": 7.92,
            "amount_yi": 0.1997
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.92,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.18,
        "low": 7.83,
        "bid1": 7.91,
        "ask1": 7.92,
        "bid_qty1": 791,
        "ask_qty1": 20
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300516:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.300516:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300516",
      "name": "久之洋",
      "side": "BUY",
      "priority": "W73",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 38.2,
      "exec_low": 38.2,
      "exec_high": 38.77,
      "invalid_price": 37.05,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.63,
      "entry_zone_high": 38.77,
      "entry_risk_pct": null,
      "intraday_vwap": 36.701,
      "price_vs_vwap_pct": -0.3569,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5021,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 36.8,
            "high": 36.99,
            "low": 36.8,
            "close": 36.99,
            "amount_yi": 0.1129
          },
          {
            "time": "09:31",
            "open": 36.51,
            "high": 37.03,
            "low": 36.51,
            "close": 37.03,
            "amount_yi": 0.143
          },
          {
            "time": "09:32",
            "open": 36.71,
            "high": 36.71,
            "low": 36.7,
            "close": 36.7,
            "amount_yi": 0.0838
          },
          {
            "time": "09:33",
            "open": 36.43,
            "high": 36.43,
            "low": 36.42,
            "close": 36.42,
            "amount_yi": 0.1191
          },
          {
            "time": "09:34",
            "open": 36.57,
            "high": 36.57,
            "low": 36.57,
            "close": 36.57,
            "amount_yi": 0.0433
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.57,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 36.34,
        "bid1": 36.5,
        "ask1": 36.57,
        "bid_qty1": 34,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002611:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002611:VWAP_RECLAIM",
      "symbol": "SZSE.002611",
      "name": "东方精工",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.39,
      "exec_low": 18.67,
      "exec_high": 18.67,
      "invalid_price": 17.84,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.11,
      "entry_zone_high": 18.67,
      "entry_risk_pct": null,
      "intraday_vwap": 17.9304,
      "price_vs_vwap_pct": 0.2209,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7905,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 18.01,
            "high": 18.01,
            "low": 17.87,
            "close": 17.87,
            "amount_yi": 0.3057
          },
          {
            "time": "09:31",
            "open": 17.9,
            "high": 17.9,
            "low": 17.86,
            "close": 17.86,
            "amount_yi": 0.2052
          },
          {
            "time": "09:32",
            "open": 17.9,
            "high": 17.93,
            "low": 17.9,
            "close": 17.93,
            "amount_yi": 0.1371
          },
          {
            "time": "09:33",
            "open": 17.95,
            "high": 17.97,
            "low": 17.95,
            "close": 17.97,
            "amount_yi": 0.0816
          },
          {
            "time": "09:34",
            "open": 17.97,
            "high": 17.97,
            "low": 17.97,
            "close": 17.97,
            "amount_yi": 0.0609
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.97,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.82,
        "bid1": 17.97,
        "ask1": 17.99,
        "bid_qty1": 177,
        "ask_qty1": 125
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000901:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.000901:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000901",
      "name": "航天科技",
      "side": "BUY",
      "priority": "W75",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 18.43,
      "exec_low": 18.43,
      "exec_high": 18.71,
      "invalid_price": 17.88,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.71,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.15,
      "entry_zone_high": 18.71,
      "entry_risk_pct": null,
      "intraday_vwap": 18.4562,
      "price_vs_vwap_pct": -0.1961,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4309,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 18.45,
            "high": 18.67,
            "low": 18.45,
            "close": 18.67,
            "amount_yi": 0.1475
          },
          {
            "time": "09:31",
            "open": 18.45,
            "high": 18.57,
            "low": 18.45,
            "close": 18.57,
            "amount_yi": 0.0877
          },
          {
            "time": "09:32",
            "open": 18.47,
            "high": 18.47,
            "low": 18.34,
            "close": 18.34,
            "amount_yi": 0.1069
          },
          {
            "time": "09:33",
            "open": 18.32,
            "high": 18.33,
            "low": 18.32,
            "close": 18.33,
            "amount_yi": 0.0724
          },
          {
            "time": "09:34",
            "open": 18.42,
            "high": 18.42,
            "low": 18.42,
            "close": 18.42,
            "amount_yi": 0.0164
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.42,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 18.3,
        "bid1": 18.41,
        "ask1": 18.42,
        "bid_qty1": 38,
        "ask_qty1": 20
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300008:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.300008:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300008",
      "name": "天海防务",
      "side": "BUY",
      "priority": "W76",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.42,
      "exec_low": 6.42,
      "exec_high": 6.52,
      "invalid_price": 6.23,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.32,
      "entry_zone_high": 6.52,
      "entry_risk_pct": null,
      "intraday_vwap": 6.3744,
      "price_vs_vwap_pct": -0.2259,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4461,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.3,
            "high": 6.41,
            "low": 6.3,
            "close": 6.41,
            "amount_yi": 0.0955
          },
          {
            "time": "09:31",
            "open": 6.39,
            "high": 6.41,
            "low": 6.39,
            "close": 6.41,
            "amount_yi": 0.1532
          },
          {
            "time": "09:32",
            "open": 6.38,
            "high": 6.38,
            "low": 6.35,
            "close": 6.35,
            "amount_yi": 0.0785
          },
          {
            "time": "09:33",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.1064
          },
          {
            "time": "09:34",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0125
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.36,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.36,
        "ask1": 6.37,
        "bid_qty1": 203,
        "ask_qty1": 190
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000561:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.000561:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000561",
      "name": "烽火电子",
      "side": "BUY",
      "priority": "W77",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 7.74,
      "exec_low": 7.74,
      "exec_high": 7.86,
      "invalid_price": 7.51,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.62,
      "entry_zone_high": 7.86,
      "entry_risk_pct": null,
      "intraday_vwap": 7.6642,
      "price_vs_vwap_pct": -0.0548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0853,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.65,
            "high": 7.67,
            "low": 7.65,
            "close": 7.67,
            "amount_yi": 0.0244
          },
          {
            "time": "09:31",
            "open": 7.67,
            "high": 7.69,
            "low": 7.67,
            "close": 7.69,
            "amount_yi": 0.0187
          },
          {
            "time": "09:32",
            "open": 7.68,
            "high": 7.68,
            "low": 7.67,
            "close": 7.67,
            "amount_yi": 0.0149
          },
          {
            "time": "09:33",
            "open": 7.64,
            "high": 7.64,
            "low": 7.64,
            "close": 7.64,
            "amount_yi": 0.0236
          },
          {
            "time": "09:34",
            "open": 7.66,
            "high": 7.66,
            "low": 7.66,
            "close": 7.66,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.66,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.71,
        "low": 7.61,
        "bid1": 7.66,
        "ask1": 7.67,
        "bid_qty1": 26,
        "ask_qty1": 140
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300345:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300345:VWAP_RECLAIM",
      "symbol": "SZSE.300345",
      "name": "华民股份",
      "side": "BUY",
      "priority": "W78",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.38,
      "exec_low": 8.51,
      "exec_high": 8.51,
      "invalid_price": 8.13,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 8.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 8.25,
      "entry_zone_high": 8.51,
      "entry_risk_pct": null,
      "intraday_vwap": 8.1214,
      "price_vs_vwap_pct": 1.2141,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7113,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 8.04,
            "high": 8.17,
            "low": 8.04,
            "close": 8.17,
            "amount_yi": 0.1863
          },
          {
            "time": "09:31",
            "open": 8.13,
            "high": 8.19,
            "low": 8.13,
            "close": 8.19,
            "amount_yi": 0.2472
          },
          {
            "time": "09:32",
            "open": 8.15,
            "high": 8.25,
            "low": 8.15,
            "close": 8.25,
            "amount_yi": 0.1433
          },
          {
            "time": "09:33",
            "open": 8.16,
            "high": 8.22,
            "low": 8.16,
            "close": 8.22,
            "amount_yi": 0.1129
          },
          {
            "time": "09:34",
            "open": 8.22,
            "high": 8.22,
            "low": 8.22,
            "close": 8.22,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.22,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.28,
        "low": 7.93,
        "bid1": 8.21,
        "ask1": 8.22,
        "bid_qty1": 559,
        "ask_qty1": 1312
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300589:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.300589:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300589",
      "name": "江龙船艇",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.69,
      "exec_low": 12.69,
      "exec_high": 12.88,
      "invalid_price": 12.31,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.07,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.88,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.5,
      "entry_zone_high": 12.88,
      "entry_risk_pct": 3.0709,
      "intraday_vwap": 12.6184,
      "price_vs_vwap_pct": 0.6467,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.226,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.43,
            "high": 12.63,
            "low": 12.43,
            "close": 12.63,
            "amount_yi": 0.0624
          },
          {
            "time": "09:31",
            "open": 12.64,
            "high": 12.68,
            "low": 12.64,
            "close": 12.68,
            "amount_yi": 0.0618
          },
          {
            "time": "09:32",
            "open": 12.64,
            "high": 12.7,
            "low": 12.64,
            "close": 12.7,
            "amount_yi": 0.0534
          },
          {
            "time": "09:33",
            "open": 12.63,
            "high": 12.7,
            "low": 12.63,
            "close": 12.7,
            "amount_yi": 0.0275
          },
          {
            "time": "09:34",
            "open": 12.7,
            "high": 12.7,
            "low": 12.7,
            "close": 12.7,
            "amount_yi": 0.0209
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.7,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 12.73,
        "low": 12.4,
        "bid1": 12.68,
        "ask1": 12.7,
        "bid_qty1": 67,
        "ask_qty1": 372
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002465:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002465:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002465",
      "name": "海格通信",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.33,
      "exec_low": 13.52,
      "exec_high": 13.58,
      "invalid_price": 12.93,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 13.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.53,
      "dynamic_exec_high": 13.58,
      "entry_zone_low": 13.13,
      "entry_zone_high": 13.53,
      "entry_risk_pct": 4.5756,
      "intraday_vwap": 13.5174,
      "price_vs_vwap_pct": 0.2412,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0358,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 13.39,
            "high": 13.53,
            "low": 13.39,
            "close": 13.53,
            "amount_yi": 0.5508
          },
          {
            "time": "09:31",
            "open": 13.52,
            "high": 13.61,
            "low": 13.52,
            "close": 13.61,
            "amount_yi": 0.576
          },
          {
            "time": "09:32",
            "open": 13.6,
            "high": 13.6,
            "low": 13.57,
            "close": 13.57,
            "amount_yi": 0.518
          },
          {
            "time": "09:33",
            "open": 13.52,
            "high": 13.59,
            "low": 13.52,
            "close": 13.59,
            "amount_yi": 0.3088
          },
          {
            "time": "09:34",
            "open": 13.55,
            "high": 13.55,
            "low": 13.55,
            "close": 13.55,
            "amount_yi": 0.0822
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.55,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 13.27,
        "bid1": 13.53,
        "ask1": 13.55,
        "bid_qty1": 185,
        "ask_qty1": 237
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600360:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600360:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600360",
      "name": "华微电子",
      "side": "BUY",
      "priority": "W81",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 15.51,
      "exec_low": 15.51,
      "exec_high": 15.74,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.28,
      "entry_zone_high": 15.74,
      "entry_risk_pct": null,
      "intraday_vwap": 15.0543,
      "price_vs_vwap_pct": 0.3036,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0532,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 14.78,
            "high": 14.9,
            "low": 14.78,
            "close": 14.9,
            "amount_yi": 0.2241
          },
          {
            "time": "09:31",
            "open": 15.0,
            "high": 15.17,
            "low": 15.0,
            "close": 15.17,
            "amount_yi": 0.578
          },
          {
            "time": "09:32",
            "open": 15.19,
            "high": 15.21,
            "low": 15.19,
            "close": 15.21,
            "amount_yi": 0.6126
          },
          {
            "time": "09:33",
            "open": 15.2,
            "high": 15.2,
            "low": 15.12,
            "close": 15.12,
            "amount_yi": 0.5266
          },
          {
            "time": "09:34",
            "open": 15.1,
            "high": 15.1,
            "low": 15.1,
            "close": 15.1,
            "amount_yi": 0.1119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.1,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 14.66,
        "bid1": 15.09,
        "ask1": 15.1,
        "bid_qty1": 52,
        "ask_qty1": 41
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600893:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600893:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600893",
      "name": "航发动力",
      "side": "BUY",
      "priority": "W82",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 39.69,
      "exec_low": 39.69,
      "exec_high": 40.29,
      "invalid_price": 38.5,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 40.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.09,
      "entry_zone_high": 40.29,
      "entry_risk_pct": 3.0227,
      "intraday_vwap": 39.8235,
      "price_vs_vwap_pct": -0.3101,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8606,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 39.4,
            "high": 39.79,
            "low": 39.4,
            "close": 39.79,
            "amount_yi": 0.0694
          },
          {
            "time": "09:31",
            "open": 40.06,
            "high": 40.06,
            "low": 40.03,
            "close": 40.03,
            "amount_yi": 0.3376
          },
          {
            "time": "09:32",
            "open": 39.84,
            "high": 39.89,
            "low": 39.84,
            "close": 39.89,
            "amount_yi": 0.2527
          },
          {
            "time": "09:33",
            "open": 39.67,
            "high": 39.67,
            "low": 39.57,
            "close": 39.57,
            "amount_yi": 0.1138
          },
          {
            "time": "09:34",
            "open": 39.7,
            "high": 39.7,
            "low": 39.7,
            "close": 39.7,
            "amount_yi": 0.0871
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.7,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 39.35,
        "bid1": 39.69,
        "ask1": 39.7,
        "bid_qty1": 8,
        "ask_qty1": 121
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600372:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600372:VWAP_RECLAIM",
      "symbol": "SHSE.600372",
      "name": "中航机载",
      "side": "BUY",
      "priority": "W83",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.28,
      "exec_low": 11.45,
      "exec_high": 11.45,
      "invalid_price": 10.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 11.62,
      "max_chase_pct": 1.5,
      "base_exec_high": 11.45,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.11,
      "entry_zone_high": 11.45,
      "entry_risk_pct": null,
      "intraday_vwap": 11.2452,
      "price_vs_vwap_pct": 0.1316,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2928,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 11.2,
            "high": 11.24,
            "low": 11.2,
            "close": 11.24,
            "amount_yi": 0.0608
          },
          {
            "time": "09:31",
            "open": 11.27,
            "high": 11.28,
            "low": 11.27,
            "close": 11.28,
            "amount_yi": 0.124
          },
          {
            "time": "09:32",
            "open": 11.23,
            "high": 11.25,
            "low": 11.23,
            "close": 11.25,
            "amount_yi": 0.0577
          },
          {
            "time": "09:33",
            "open": 11.24,
            "high": 11.25,
            "low": 11.24,
            "close": 11.25,
            "amount_yi": 0.0361
          },
          {
            "time": "09:34",
            "open": 11.26,
            "high": 11.26,
            "low": 11.26,
            "close": 11.26,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.26,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 11.19,
        "bid1": 11.25,
        "ask1": 11.26,
        "bid_qty1": 640,
        "ask_qty1": 104
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300281:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300281:VWAP_RECLAIM",
      "symbol": "SZSE.300281",
      "name": "金明精机",
      "side": "BUY",
      "priority": "W84",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 6.88,
      "exec_low": 6.98,
      "exec_high": 6.98,
      "invalid_price": 6.67,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.78,
      "entry_zone_high": 6.98,
      "entry_risk_pct": null,
      "intraday_vwap": 6.8096,
      "price_vs_vwap_pct": 0.4464,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0526,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 6.76,
            "high": 6.79,
            "low": 6.76,
            "close": 6.79,
            "amount_yi": 0.0101
          },
          {
            "time": "09:31",
            "open": 6.81,
            "high": 6.81,
            "low": 6.8,
            "close": 6.8,
            "amount_yi": 0.0178
          },
          {
            "time": "09:32",
            "open": 6.84,
            "high": 6.84,
            "low": 6.83,
            "close": 6.83,
            "amount_yi": 0.0092
          },
          {
            "time": "09:33",
            "open": 6.81,
            "high": 6.85,
            "low": 6.81,
            "close": 6.85,
            "amount_yi": 0.0105
          },
          {
            "time": "09:34",
            "open": 6.84,
            "high": 6.84,
            "low": 6.84,
            "close": 6.84,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.84,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 6.87,
        "low": 6.74,
        "bid1": 6.83,
        "ask1": 6.84,
        "bid_qty1": 61,
        "ask_qty1": 98
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002406:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002406:VWAP_RECLAIM",
      "symbol": "SZSE.002406",
      "name": "远东传动",
      "side": "BUY",
      "priority": "W85",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.07,
      "exec_low": 7.18,
      "exec_high": 7.18,
      "invalid_price": 6.86,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.96,
      "entry_zone_high": 7.18,
      "entry_risk_pct": null,
      "intraday_vwap": 6.9922,
      "price_vs_vwap_pct": -0.0315,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1528,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.0,
            "high": 7.0,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0451
          },
          {
            "time": "09:31",
            "open": 7.0,
            "high": 7.0,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0282
          },
          {
            "time": "09:32",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0482
          },
          {
            "time": "09:33",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0284
          },
          {
            "time": "09:34",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.99,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.96,
        "bid1": 6.99,
        "ask1": 7.0,
        "bid_qty1": 176,
        "ask_qty1": 415
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600562:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600562:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600562",
      "name": "国睿科技",
      "side": "BUY",
      "priority": "W86",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 22.7,
      "exec_low": 22.7,
      "exec_high": 23.04,
      "invalid_price": 22.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.36,
      "entry_zone_high": 23.04,
      "entry_risk_pct": null,
      "intraday_vwap": 23.4521,
      "price_vs_vwap_pct": 1.0144,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9942,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 23.26,
            "high": 23.36,
            "low": 23.26,
            "close": 23.36,
            "amount_yi": 0.1974
          },
          {
            "time": "09:31",
            "open": 23.42,
            "high": 23.55,
            "low": 23.42,
            "close": 23.55,
            "amount_yi": 0.2975
          },
          {
            "time": "09:32",
            "open": 23.45,
            "high": 23.5,
            "low": 23.45,
            "close": 23.5,
            "amount_yi": 0.2403
          },
          {
            "time": "09:33",
            "open": 23.57,
            "high": 23.6,
            "low": 23.57,
            "close": 23.6,
            "amount_yi": 0.1829
          },
          {
            "time": "09:34",
            "open": 23.69,
            "high": 23.69,
            "low": 23.69,
            "close": 23.69,
            "amount_yi": 0.0761
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.69,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 23.71,
        "low": 23.16,
        "bid1": 23.65,
        "ask1": 23.69,
        "bid_qty1": 2,
        "ask_qty1": 12
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300424:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300424:VWAP_RECLAIM",
      "symbol": "SZSE.300424",
      "name": "航新科技",
      "side": "BUY",
      "priority": "W87",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.68,
      "exec_low": 16.93,
      "exec_high": 16.93,
      "invalid_price": 16.18,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 16.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.43,
      "entry_zone_high": 16.93,
      "entry_risk_pct": null,
      "intraday_vwap": 16.6009,
      "price_vs_vwap_pct": 0.4162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.198,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 16.39,
            "high": 16.61,
            "low": 16.39,
            "close": 16.61,
            "amount_yi": 0.0794
          },
          {
            "time": "09:31",
            "open": 16.76,
            "high": 16.76,
            "low": 16.72,
            "close": 16.72,
            "amount_yi": 0.0637
          },
          {
            "time": "09:32",
            "open": 16.74,
            "high": 16.74,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.0299
          },
          {
            "time": "09:33",
            "open": 16.54,
            "high": 16.66,
            "low": 16.54,
            "close": 16.66,
            "amount_yi": 0.0132
          },
          {
            "time": "09:34",
            "open": 16.67,
            "high": 16.67,
            "low": 16.67,
            "close": 16.67,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.67,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 16.35,
        "bid1": 16.67,
        "ask1": 16.68,
        "bid_qty1": 26,
        "ask_qty1": 35
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600501:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600501:VWAP_RECLAIM",
      "symbol": "SHSE.600501",
      "name": "航天晨光",
      "side": "BUY",
      "priority": "W88",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.0,
      "exec_low": 17.25,
      "exec_high": 17.25,
      "invalid_price": 16.49,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 17.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.75,
      "entry_zone_high": 17.25,
      "entry_risk_pct": null,
      "intraday_vwap": 16.3613,
      "price_vs_vwap_pct": -0.2524,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1098,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 16.3,
            "high": 16.44,
            "low": 16.3,
            "close": 16.44,
            "amount_yi": 0.0191
          },
          {
            "time": "09:31",
            "open": 16.43,
            "high": 16.43,
            "low": 16.4,
            "close": 16.4,
            "amount_yi": 0.0344
          },
          {
            "time": "09:32",
            "open": 16.39,
            "high": 16.39,
            "low": 16.37,
            "close": 16.37,
            "amount_yi": 0.0127
          },
          {
            "time": "09:33",
            "open": 16.32,
            "high": 16.32,
            "low": 16.29,
            "close": 16.29,
            "amount_yi": 0.0361
          },
          {
            "time": "09:34",
            "open": 16.32,
            "high": 16.32,
            "low": 16.32,
            "close": 16.32,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.32,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 16.22,
        "bid1": 16.31,
        "ask1": 16.32,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000768:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000768:VWAP_RECLAIM",
      "symbol": "SZSE.000768",
      "name": "中航西飞",
      "side": "BUY",
      "priority": "W89",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 21.1,
      "exec_low": 21.42,
      "exec_high": 21.42,
      "invalid_price": 20.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.73,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.78,
      "entry_zone_high": 21.42,
      "entry_risk_pct": null,
      "intraday_vwap": 20.9522,
      "price_vs_vwap_pct": 0.1327,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.416,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 20.85,
            "high": 20.96,
            "low": 20.85,
            "close": 20.96,
            "amount_yi": 0.1029
          },
          {
            "time": "09:31",
            "open": 20.96,
            "high": 21.05,
            "low": 20.96,
            "close": 21.05,
            "amount_yi": 0.1029
          },
          {
            "time": "09:32",
            "open": 20.95,
            "high": 21.0,
            "low": 20.95,
            "close": 21.0,
            "amount_yi": 0.1366
          },
          {
            "time": "09:33",
            "open": 20.99,
            "high": 20.99,
            "low": 20.96,
            "close": 20.96,
            "amount_yi": 0.058
          },
          {
            "time": "09:34",
            "open": 20.98,
            "high": 20.98,
            "low": 20.98,
            "close": 20.98,
            "amount_yi": 0.0156
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.98,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.8,
        "bid1": 20.98,
        "ask1": 20.99,
        "bid_qty1": 16,
        "ask_qty1": 36
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300600:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300600:VWAP_RECLAIM",
      "symbol": "SZSE.300600",
      "name": "国瑞科技",
      "side": "BUY",
      "priority": "W90",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.03,
      "exec_low": 10.18,
      "exec_high": 10.18,
      "invalid_price": 9.73,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.33,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.88,
      "entry_zone_high": 10.18,
      "entry_risk_pct": null,
      "intraday_vwap": 10.9633,
      "price_vs_vwap_pct": 0.3348,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4622,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.3,
            "high": 10.8,
            "low": 10.3,
            "close": 10.8,
            "amount_yi": 0.0801
          },
          {
            "time": "09:31",
            "open": 10.79,
            "high": 11.35,
            "low": 10.79,
            "close": 11.35,
            "amount_yi": 0.1249
          },
          {
            "time": "09:32",
            "open": 11.35,
            "high": 11.35,
            "low": 11.1,
            "close": 11.1,
            "amount_yi": 0.1579
          },
          {
            "time": "09:33",
            "open": 10.82,
            "high": 11.02,
            "low": 10.82,
            "close": 11.02,
            "amount_yi": 0.0544
          },
          {
            "time": "09:34",
            "open": 11.0,
            "high": 11.0,
            "low": 11.0,
            "close": 11.0,
            "amount_yi": 0.0449
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.0,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.48,
        "low": 10.29,
        "bid1": 10.97,
        "ask1": 11.0,
        "bid_qty1": 101,
        "ask_qty1": 55
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600038:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600038:VWAP_RECLAIM",
      "symbol": "SHSE.600038",
      "name": "中直股份",
      "side": "BUY",
      "priority": "W91",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.3,
      "exec_low": 26.69,
      "exec_high": 26.69,
      "invalid_price": 25.51,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 27.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 26.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.91,
      "entry_zone_high": 26.69,
      "entry_risk_pct": 3.3712,
      "intraday_vwap": 26.3266,
      "price_vs_vwap_pct": 0.1649,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.144,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 26.23,
            "high": 26.23,
            "low": 26.23,
            "close": 26.23,
            "amount_yi": 0.016
          },
          {
            "time": "09:31",
            "open": 26.31,
            "high": 26.35,
            "low": 26.31,
            "close": 26.35,
            "amount_yi": 0.0537
          },
          {
            "time": "09:32",
            "open": 26.28,
            "high": 26.3,
            "low": 26.28,
            "close": 26.3,
            "amount_yi": 0.048
          },
          {
            "time": "09:33",
            "open": 26.33,
            "high": 26.39,
            "low": 26.33,
            "close": 26.39,
            "amount_yi": 0.0207
          },
          {
            "time": "09:34",
            "open": 26.37,
            "high": 26.37,
            "low": 26.37,
            "close": 26.37,
            "amount_yi": 0.0056
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.37,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 26.2,
        "bid1": 26.39,
        "ask1": 26.4,
        "bid_qty1": 4,
        "ask_qty1": 58
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600148:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600148:VWAP_RECLAIM",
      "symbol": "SHSE.600148",
      "name": "长春一东",
      "side": "BUY",
      "priority": "W92",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.61,
      "exec_low": 15.84,
      "exec_high": 15.84,
      "invalid_price": 15.14,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 16.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.38,
      "entry_zone_high": 15.84,
      "entry_risk_pct": null,
      "intraday_vwap": 15.4811,
      "price_vs_vwap_pct": 0.3159,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0286,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 15.57,
            "high": 15.57,
            "low": 15.57,
            "close": 15.57,
            "amount_yi": 0.0033
          },
          {
            "time": "09:31",
            "open": 15.49,
            "high": 15.49,
            "low": 15.48,
            "close": 15.48,
            "amount_yi": 0.0163
          },
          {
            "time": "09:32",
            "open": 15.48,
            "high": 15.58,
            "low": 15.48,
            "close": 15.58,
            "amount_yi": 0.0047
          },
          {
            "time": "09:33",
            "open": 15.44,
            "high": 15.5,
            "low": 15.44,
            "close": 15.5,
            "amount_yi": 0.0032
          },
          {
            "time": "09:34",
            "open": 15.53,
            "high": 15.53,
            "low": 15.53,
            "close": 15.53,
            "amount_yi": 0.0011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.53,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.58,
        "low": 15.41,
        "bid1": 15.5,
        "ask1": 15.53,
        "bid_qty1": 61,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300045:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300045:VWAP_RECLAIM",
      "symbol": "SZSE.300045",
      "name": "华力创通",
      "side": "BUY",
      "priority": "W93",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 17.95,
      "exec_low": 18.22,
      "exec_high": 18.22,
      "invalid_price": 17.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.22,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.68,
      "entry_zone_high": 18.22,
      "entry_risk_pct": null,
      "intraday_vwap": 17.8701,
      "price_vs_vwap_pct": -0.3363,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2879,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 17.8,
            "high": 17.95,
            "low": 17.8,
            "close": 17.95,
            "amount_yi": 0.102
          },
          {
            "time": "09:31",
            "open": 17.87,
            "high": 17.92,
            "low": 17.87,
            "close": 17.92,
            "amount_yi": 0.0593
          },
          {
            "time": "09:32",
            "open": 17.88,
            "high": 17.88,
            "low": 17.76,
            "close": 17.76,
            "amount_yi": 0.0754
          },
          {
            "time": "09:33",
            "open": 17.8,
            "high": 17.8,
            "low": 17.8,
            "close": 17.8,
            "amount_yi": 0.0363
          },
          {
            "time": "09:34",
            "open": 17.81,
            "high": 17.81,
            "low": 17.81,
            "close": 17.81,
            "amount_yi": 0.0149
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.81,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 17.71,
        "bid1": 17.8,
        "ask1": 17.82,
        "bid_qty1": 83,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600879:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600879:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600879",
      "name": "航天电子",
      "side": "BUY",
      "priority": "W94",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 22.42,
      "exec_low": 22.42,
      "exec_high": 22.76,
      "invalid_price": 21.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.08,
      "entry_zone_high": 22.76,
      "entry_risk_pct": null,
      "intraday_vwap": 23.0076,
      "price_vs_vwap_pct": -0.2069,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.7654,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 22.85,
            "high": 22.9,
            "low": 22.85,
            "close": 22.9,
            "amount_yi": 0.6987
          },
          {
            "time": "09:31",
            "open": 23.09,
            "high": 23.29,
            "low": 23.09,
            "close": 23.29,
            "amount_yi": 1.7747
          },
          {
            "time": "09:32",
            "open": 23.15,
            "high": 23.15,
            "low": 22.94,
            "close": 22.94,
            "amount_yi": 1.748
          },
          {
            "time": "09:33",
            "open": 22.9,
            "high": 22.9,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 1.1772
          },
          {
            "time": "09:34",
            "open": 22.96,
            "high": 22.96,
            "low": 22.96,
            "close": 22.96,
            "amount_yi": 0.3668
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.96,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 22.77,
        "bid1": 22.95,
        "ask1": 22.96,
        "bid_qty1": 490,
        "ask_qty1": 1135
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002552:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002552:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002552",
      "name": "宝鼎科技",
      "side": "BUY",
      "priority": "W95",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 66.46,
      "exec_low": 66.46,
      "exec_high": 67.46,
      "invalid_price": 64.47,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 68.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 67.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 65.46,
      "entry_zone_high": 67.46,
      "entry_risk_pct": 4.3472,
      "intraday_vwap": 67.3313,
      "price_vs_vwap_pct": 0.102,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9023,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 66.6,
            "high": 66.6,
            "low": 66.3,
            "close": 66.3,
            "amount_yi": 0.2139
          },
          {
            "time": "09:31",
            "open": 67.25,
            "high": 67.54,
            "low": 67.25,
            "close": 67.54,
            "amount_yi": 0.1757
          },
          {
            "time": "09:32",
            "open": 68.58,
            "high": 68.58,
            "low": 68.25,
            "close": 68.25,
            "amount_yi": 0.2935
          },
          {
            "time": "09:33",
            "open": 67.6,
            "high": 67.6,
            "low": 67.5,
            "close": 67.5,
            "amount_yi": 0.1638
          },
          {
            "time": "09:34",
            "open": 67.4,
            "high": 67.4,
            "low": 67.4,
            "close": 67.4,
            "amount_yi": 0.0554
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.4,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 66.0,
        "bid1": 67.39,
        "ask1": 67.4,
        "bid_qty1": 12,
        "ask_qty1": 78
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600482:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600482:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600482",
      "name": "中国动力",
      "side": "BUY",
      "priority": "W96",
      "status": "TOUCHED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 34.15,
      "exec_low": 34.15,
      "exec_high": 34.66,
      "invalid_price": 33.13,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.64,
      "entry_zone_high": 34.66,
      "entry_risk_pct": null,
      "intraday_vwap": 35.3376,
      "price_vs_vwap_pct": 0.12,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.695,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 33.6,
            "high": 34.23,
            "low": 33.6,
            "close": 34.23,
            "amount_yi": 0.0627
          },
          {
            "time": "09:31",
            "open": 34.68,
            "high": 35.3,
            "low": 34.68,
            "close": 35.3,
            "amount_yi": 0.2875
          },
          {
            "time": "09:32",
            "open": 35.5,
            "high": 35.99,
            "low": 35.5,
            "close": 35.99,
            "amount_yi": 0.8087
          },
          {
            "time": "09:33",
            "open": 35.75,
            "high": 35.75,
            "low": 35.5,
            "close": 35.5,
            "amount_yi": 0.3573
          },
          {
            "time": "09:34",
            "open": 35.38,
            "high": 35.38,
            "low": 35.38,
            "close": 35.38,
            "amount_yi": 0.1788
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.38,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.05,
        "low": 33.6,
        "bid1": 35.3,
        "ask1": 35.34,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002111:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002111:VWAP_RECLAIM",
      "symbol": "SZSE.002111",
      "name": "威海广泰",
      "side": "BUY",
      "priority": "W97",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.48,
      "exec_low": 9.62,
      "exec_high": 9.62,
      "invalid_price": 9.2,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 9.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.34,
      "entry_zone_high": 9.62,
      "entry_risk_pct": null,
      "intraday_vwap": 9.4046,
      "price_vs_vwap_pct": -0.2616,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0945,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.39,
            "high": 9.44,
            "low": 9.39,
            "close": 9.44,
            "amount_yi": 0.0407
          },
          {
            "time": "09:31",
            "open": 9.42,
            "high": 9.43,
            "low": 9.42,
            "close": 9.43,
            "amount_yi": 0.0156
          },
          {
            "time": "09:32",
            "open": 9.4,
            "high": 9.4,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0196
          },
          {
            "time": "09:33",
            "open": 9.34,
            "high": 9.35,
            "low": 9.34,
            "close": 9.35,
            "amount_yi": 0.0117
          },
          {
            "time": "09:34",
            "open": 9.38,
            "high": 9.38,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.38,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.38,
        "ask1": 9.39,
        "bid_qty1": 155,
        "ask_qty1": 361
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002151:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002151:VWAP_RECLAIM",
      "symbol": "SZSE.002151",
      "name": "北斗星通",
      "side": "BUY",
      "priority": "W98",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 32.86,
      "exec_low": 33.35,
      "exec_high": 33.35,
      "invalid_price": 31.87,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 33.85,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.35,
      "dynamic_exec_high": null,
      "entry_zone_low": 32.37,
      "entry_zone_high": 33.35,
      "entry_risk_pct": null,
      "intraday_vwap": 32.7616,
      "price_vs_vwap_pct": -0.5543,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4248,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 32.7,
            "high": 32.78,
            "low": 32.7,
            "close": 32.78,
            "amount_yi": 0.1328
          },
          {
            "time": "09:31",
            "open": 32.71,
            "high": 32.91,
            "low": 32.71,
            "close": 32.91,
            "amount_yi": 0.0755
          },
          {
            "time": "09:32",
            "open": 32.7,
            "high": 32.7,
            "low": 32.6,
            "close": 32.6,
            "amount_yi": 0.1274
          },
          {
            "time": "09:33",
            "open": 32.56,
            "high": 32.62,
            "low": 32.56,
            "close": 32.62,
            "amount_yi": 0.0721
          },
          {
            "time": "09:34",
            "open": 32.58,
            "high": 32.58,
            "low": 32.58,
            "close": 32.58,
            "amount_yi": 0.017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.58,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 32.51,
        "bid1": 32.58,
        "ask1": 32.59,
        "bid_qty1": 18,
        "ask_qty1": 50
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600118:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600118:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600118",
      "name": "中国卫星",
      "side": "BUY",
      "priority": "W99",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 88.76,
      "exec_low": 88.76,
      "exec_high": 90.09,
      "invalid_price": 86.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 91.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 90.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 87.43,
      "entry_zone_high": 90.09,
      "entry_risk_pct": null,
      "intraday_vwap": 88.171,
      "price_vs_vwap_pct": 0.2597,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.2823,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 87.84,
            "high": 87.84,
            "low": 87.78,
            "close": 87.78,
            "amount_yi": 0.9479
          },
          {
            "time": "09:31",
            "open": 87.72,
            "high": 88.64,
            "low": 87.72,
            "close": 88.64,
            "amount_yi": 1.8055
          },
          {
            "time": "09:32",
            "open": 88.5,
            "high": 88.6,
            "low": 88.5,
            "close": 88.6,
            "amount_yi": 1.8437
          },
          {
            "time": "09:33",
            "open": 88.85,
            "high": 88.85,
            "low": 88.0,
            "close": 88.0,
            "amount_yi": 1.2358
          },
          {
            "time": "09:34",
            "open": 88.4,
            "high": 88.4,
            "low": 88.4,
            "close": 88.4,
            "amount_yi": 0.4494
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 88.4,
        "ts": "2026-07-06T09:34:11",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 86.8,
        "bid1": 88.18,
        "ask1": 88.4,
        "bid_qty1": 47,
        "ask_qty1": 621
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300065:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300065:VWAP_RECLAIM",
      "symbol": "SZSE.300065",
      "name": "海兰信",
      "side": "BUY",
      "priority": "W100",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.62,
      "exec_low": 22.96,
      "exec_high": 22.96,
      "invalid_price": 21.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.96,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.28,
      "entry_zone_high": 22.96,
      "entry_risk_pct": 4.2757,
      "intraday_vwap": 23.1125,
      "price_vs_vwap_pct": -0.8329,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0776,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 23.0,
            "high": 23.35,
            "low": 23.0,
            "close": 23.35,
            "amount_yi": 0.5003
          },
          {
            "time": "09:31",
            "open": 23.38,
            "high": 23.38,
            "low": 23.35,
            "close": 23.35,
            "amount_yi": 0.65
          },
          {
            "time": "09:32",
            "open": 23.23,
            "high": 23.23,
            "low": 22.9,
            "close": 22.9,
            "amount_yi": 0.4509
          },
          {
            "time": "09:33",
            "open": 22.82,
            "high": 23.0,
            "low": 22.82,
            "close": 23.0,
            "amount_yi": 0.308
          },
          {
            "time": "09:34",
            "open": 22.92,
            "high": 22.92,
            "low": 22.92,
            "close": 22.92,
            "amount_yi": 0.1684
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.92,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.66,
        "bid1": 22.91,
        "ask1": 22.92,
        "bid_qty1": 43,
        "ask_qty1": 52
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 46.44,
      "exec_low": 46.44,
      "exec_high": 47.14,
      "invalid_price": 45.05,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 47.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 45.74,
      "entry_zone_high": 47.14,
      "entry_risk_pct": 3.0974,
      "intraday_vwap": 46.1287,
      "price_vs_vwap_pct": 0.7616,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.217,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 45.46,
            "high": 45.88,
            "low": 45.46,
            "close": 45.88,
            "amount_yi": 0.2938
          },
          {
            "time": "09:31",
            "open": 45.68,
            "high": 46.01,
            "low": 45.68,
            "close": 46.01,
            "amount_yi": 0.5659
          },
          {
            "time": "09:32",
            "open": 46.4,
            "high": 46.52,
            "low": 46.4,
            "close": 46.52,
            "amount_yi": 0.5911
          },
          {
            "time": "09:33",
            "open": 46.7,
            "high": 46.7,
            "low": 46.18,
            "close": 46.18,
            "amount_yi": 0.5983
          },
          {
            "time": "09:34",
            "open": 46.48,
            "high": 46.48,
            "low": 46.48,
            "close": 46.48,
            "amount_yi": 0.1679
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 9280.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.48,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 46.8,
        "low": 45.46,
        "bid1": 46.48,
        "ask1": 46.49,
        "bid_qty1": 3,
        "ask_qty1": 18
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002339:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002339:VWAP_RECLAIM",
      "symbol": "SZSE.002339",
      "name": "积成电子",
      "side": "BUY",
      "priority": "W102",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 7.2,
      "exec_low": 7.31,
      "exec_high": 7.31,
      "invalid_price": 6.98,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 7.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.31,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.09,
      "entry_zone_high": 7.31,
      "entry_risk_pct": null,
      "intraday_vwap": 7.1209,
      "price_vs_vwap_pct": 0.5491,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0483,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 7.17,
            "high": 7.17,
            "low": 7.11,
            "close": 7.11,
            "amount_yi": 0.0077
          },
          {
            "time": "09:31",
            "open": 7.1,
            "high": 7.13,
            "low": 7.1,
            "close": 7.13,
            "amount_yi": 0.0155
          },
          {
            "time": "09:32",
            "open": 7.11,
            "high": 7.13,
            "low": 7.11,
            "close": 7.13,
            "amount_yi": 0.0102
          },
          {
            "time": "09:33",
            "open": 7.12,
            "high": 7.13,
            "low": 7.12,
            "close": 7.13,
            "amount_yi": 0.0041
          },
          {
            "time": "09:34",
            "open": 7.16,
            "high": 7.16,
            "low": 7.16,
            "close": 7.16,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.16,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.18,
        "low": 7.09,
        "bid1": 7.15,
        "ask1": 7.16,
        "bid_qty1": 366,
        "ask_qty1": 81
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600775:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600775:VWAP_RECLAIM",
      "symbol": "SHSE.600775",
      "name": "南京熊猫",
      "side": "BUY",
      "priority": "W103",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 9.77,
      "exec_low": 9.92,
      "exec_high": 9.92,
      "invalid_price": 9.48,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.92,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.62,
      "entry_zone_high": 9.92,
      "entry_risk_pct": null,
      "intraday_vwap": 9.6551,
      "price_vs_vwap_pct": -0.1564,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0535,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.65,
            "high": 9.67,
            "low": 9.65,
            "close": 9.67,
            "amount_yi": 0.0064
          },
          {
            "time": "09:31",
            "open": 9.66,
            "high": 9.68,
            "low": 9.66,
            "close": 9.68,
            "amount_yi": 0.0226
          },
          {
            "time": "09:32",
            "open": 9.66,
            "high": 9.66,
            "low": 9.65,
            "close": 9.65,
            "amount_yi": 0.0116
          },
          {
            "time": "09:33",
            "open": 9.64,
            "high": 9.64,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.0084
          },
          {
            "time": "09:34",
            "open": 9.64,
            "high": 9.64,
            "low": 9.64,
            "close": 9.64,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "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": "2026-07-06T09:34:15",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.68,
        "low": 9.63,
        "bid1": 9.63,
        "ask1": 9.64,
        "bid_qty1": 110,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601689:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SHSE.601689:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SHSE.601689",
      "name": "拓普集团",
      "side": "BUY",
      "priority": "W104",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 62.9785,
      "price_vs_vwap_pct": 1.4156,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 8.9905,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 63.1,
            "high": 63.1,
            "low": 63.1,
            "close": 63.1,
            "amount_yi": 2.1941
          },
          {
            "time": "09:31",
            "open": 62.7,
            "high": 62.7,
            "low": 62.31,
            "close": 62.31,
            "amount_yi": 3.1345
          },
          {
            "time": "09:32",
            "open": 62.31,
            "high": 63.1,
            "low": 62.31,
            "close": 63.1,
            "amount_yi": 1.4456
          },
          {
            "time": "09:33",
            "open": 63.6,
            "high": 63.6,
            "low": 63.47,
            "close": 63.47,
            "amount_yi": 1.4951
          },
          {
            "time": "09:34",
            "open": 63.87,
            "high": 63.87,
            "low": 63.87,
            "close": 63.87,
            "amount_yi": 0.7212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.87,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 62.28,
        "bid1": 63.72,
        "ask1": 63.87,
        "bid_qty1": 221,
        "ask_qty1": 391
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002434:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002434:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002434",
      "name": "万里扬",
      "side": "BUY",
      "priority": "W105",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 6.7593,
      "price_vs_vwap_pct": 0.4542,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6605,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 6.77,
            "high": 6.77,
            "low": 6.74,
            "close": 6.74,
            "amount_yi": 0.1384
          },
          {
            "time": "09:31",
            "open": 6.77,
            "high": 6.77,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.251
          },
          {
            "time": "09:32",
            "open": 6.8,
            "high": 6.8,
            "low": 6.79,
            "close": 6.79,
            "amount_yi": 0.1256
          },
          {
            "time": "09:33",
            "open": 6.77,
            "high": 6.8,
            "low": 6.77,
            "close": 6.8,
            "amount_yi": 0.1128
          },
          {
            "time": "09:34",
            "open": 6.79,
            "high": 6.79,
            "low": 6.79,
            "close": 6.79,
            "amount_yi": 0.0327
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.79,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.84,
        "low": 6.7,
        "bid1": 6.79,
        "ask1": 6.8,
        "bid_qty1": 708,
        "ask_qty1": 1522
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002715:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002715:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002715",
      "name": "登云股份",
      "side": "BUY",
      "priority": "W106",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 14.7412,
      "price_vs_vwap_pct": 2.1626,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1605,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 14.68,
            "high": 14.68,
            "low": 14.5,
            "close": 14.5,
            "amount_yi": 0.0324
          },
          {
            "time": "09:31",
            "open": 14.7,
            "high": 14.7,
            "low": 14.68,
            "close": 14.68,
            "amount_yi": 0.0497
          },
          {
            "time": "09:32",
            "open": 14.79,
            "high": 14.79,
            "low": 14.74,
            "close": 14.74,
            "amount_yi": 0.0272
          },
          {
            "time": "09:33",
            "open": 14.91,
            "high": 14.91,
            "low": 14.91,
            "close": 14.91,
            "amount_yi": 0.0234
          },
          {
            "time": "09:34",
            "open": 15.06,
            "high": 15.06,
            "low": 15.06,
            "close": 15.06,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.06,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.19,
        "low": 14.33,
        "bid1": 15.06,
        "ask1": 15.08,
        "bid_qty1": 2,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002283:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002283:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002283",
      "name": "天润工业",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 10.133,
      "price_vs_vwap_pct": 1.9441,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5926,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 10.08,
            "high": 10.08,
            "low": 10.03,
            "close": 10.03,
            "amount_yi": 0.1456
          },
          {
            "time": "09:31",
            "open": 10.09,
            "high": 10.09,
            "low": 10.02,
            "close": 10.02,
            "amount_yi": 0.1193
          },
          {
            "time": "09:32",
            "open": 10.05,
            "high": 10.1,
            "low": 10.05,
            "close": 10.1,
            "amount_yi": 0.0861
          },
          {
            "time": "09:33",
            "open": 10.33,
            "high": 10.33,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.1843
          },
          {
            "time": "09:34",
            "open": 10.33,
            "high": 10.33,
            "low": 10.33,
            "close": 10.33,
            "amount_yi": 0.0573
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.33,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.4,
        "low": 9.91,
        "bid1": 10.32,
        "ask1": 10.33,
        "bid_qty1": 126,
        "ask_qty1": 151
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002536:LIMIT_ANCHOR_NO_CHASE:BUY",
      "plan_id": "20260703:SZSE.002536:LIMIT_ANCHOR_NO_CHASE",
      "symbol": "SZSE.002536",
      "name": "飞龙股份",
      "side": "BUY",
      "priority": "W108",
      "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": "2026-07-06T09:34:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_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": 52.8441,
      "price_vs_vwap_pct": 0.1436,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.8098,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:30",
            "open": 52.18,
            "high": 52.52,
            "low": 52.18,
            "close": 52.52,
            "amount_yi": 1.2637
          },
          {
            "time": "09:31",
            "open": 52.99,
            "high": 53.6,
            "low": 52.99,
            "close": 53.6,
            "amount_yi": 1.2984
          },
          {
            "time": "09:32",
            "open": 52.87,
            "high": 52.87,
            "low": 52.76,
            "close": 52.76,
            "amount_yi": 1.0979
          },
          {
            "time": "09:33",
            "open": 53.28,
            "high": 53.55,
            "low": 53.28,
            "close": 53.55,
            "amount_yi": 0.8073
          },
          {
            "time": "09:34",
            "open": 52.92,
            "high": 52.92,
            "low": 52.92,
            "close": 52.92,
            "amount_yi": 0.3425
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.92,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 53.92,
        "low": 51.66,
        "bid1": 52.91,
        "ask1": 52.92,
        "bid_qty1": 6,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600182:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600182:VWAP_RECLAIM",
      "symbol": "SHSE.600182",
      "name": "S佳通",
      "side": "BUY",
      "priority": "W109",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.86,
      "exec_low": 15.08,
      "exec_high": 15.08,
      "invalid_price": 14.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.31,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.08,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.64,
      "entry_zone_high": 15.08,
      "entry_risk_pct": null,
      "intraday_vwap": 14.6193,
      "price_vs_vwap_pct": 0.3468,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0697,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 14.66,
            "high": 14.66,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.0113
          },
          {
            "time": "09:31",
            "open": 14.54,
            "high": 14.54,
            "low": 14.48,
            "close": 14.48,
            "amount_yi": 0.022
          },
          {
            "time": "09:32",
            "open": 14.56,
            "high": 14.69,
            "low": 14.56,
            "close": 14.69,
            "amount_yi": 0.0184
          },
          {
            "time": "09:33",
            "open": 14.76,
            "high": 14.76,
            "low": 14.75,
            "close": 14.75,
            "amount_yi": 0.012
          },
          {
            "time": "09:34",
            "open": 14.67,
            "high": 14.67,
            "low": 14.67,
            "close": 14.67,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.67,
        "ts": "2026-07-06T09:34:15",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 14.8,
        "low": 14.4,
        "bid1": 14.67,
        "ask1": 14.74,
        "bid_qty1": 2,
        "ask_qty1": 22
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.000700:VWAP_RECLAIM",
      "symbol": "SZSE.000700",
      "name": "模塑科技",
      "side": "BUY",
      "priority": "W110",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 18.25,
      "exec_low": 18.52,
      "exec_high": 18.52,
      "invalid_price": 17.7,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 18.8,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 17.98,
      "entry_zone_high": 18.52,
      "entry_risk_pct": null,
      "intraday_vwap": 16.8853,
      "price_vs_vwap_pct": 0.5608,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.3061,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 17.02,
            "high": 17.02,
            "low": 16.7,
            "close": 16.7,
            "amount_yi": 0.7723
          },
          {
            "time": "09:31",
            "open": 16.75,
            "high": 16.75,
            "low": 16.74,
            "close": 16.74,
            "amount_yi": 0.6669
          },
          {
            "time": "09:32",
            "open": 16.88,
            "high": 16.9,
            "low": 16.88,
            "close": 16.9,
            "amount_yi": 0.4869
          },
          {
            "time": "09:33",
            "open": 16.94,
            "high": 16.94,
            "low": 16.94,
            "close": 16.94,
            "amount_yi": 0.2736
          },
          {
            "time": "09:34",
            "open": 16.98,
            "high": 16.98,
            "low": 16.98,
            "close": 16.98,
            "amount_yi": 0.1064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.98,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.6,
        "bid1": 16.96,
        "ask1": 16.98,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002708:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002708:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002708",
      "name": "光洋股份",
      "side": "BUY",
      "priority": "W111",
      "status": "CANCELLED",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 14.27,
      "exec_low": 14.27,
      "exec_high": 14.48,
      "invalid_price": 13.84,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 14.06,
      "entry_zone_high": 14.48,
      "entry_risk_pct": null,
      "intraday_vwap": 13.7901,
      "price_vs_vwap_pct": -0.2183,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6902,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 13.9,
            "high": 13.9,
            "low": 13.77,
            "close": 13.77,
            "amount_yi": 0.1557
          },
          {
            "time": "09:31",
            "open": 13.87,
            "high": 13.87,
            "low": 13.82,
            "close": 13.82,
            "amount_yi": 0.2186
          },
          {
            "time": "09:32",
            "open": 13.8,
            "high": 13.8,
            "low": 13.72,
            "close": 13.72,
            "amount_yi": 0.1178
          },
          {
            "time": "09:33",
            "open": 13.75,
            "high": 13.76,
            "low": 13.75,
            "close": 13.76,
            "amount_yi": 0.1504
          },
          {
            "time": "09:34",
            "open": 13.76,
            "high": 13.76,
            "low": 13.76,
            "close": 13.76,
            "amount_yi": 0.0477
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.76,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.67,
        "bid1": 13.75,
        "ask1": 13.76,
        "bid_qty1": 3,
        "ask_qty1": 103
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002265:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002265:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002265",
      "name": "建设工业",
      "side": "BUY",
      "priority": "W112",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 18.83,
      "exec_low": 18.83,
      "exec_high": 19.11,
      "invalid_price": 18.27,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 19.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.55,
      "entry_zone_high": 19.11,
      "entry_risk_pct": 3.5375,
      "intraday_vwap": 18.6777,
      "price_vs_vwap_pct": 1.3508,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2017,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 18.46,
            "high": 18.77,
            "low": 18.46,
            "close": 18.77,
            "amount_yi": 0.0526
          },
          {
            "time": "09:31",
            "open": 18.7,
            "high": 18.7,
            "low": 18.64,
            "close": 18.64,
            "amount_yi": 0.0415
          },
          {
            "time": "09:32",
            "open": 18.62,
            "high": 18.68,
            "low": 18.62,
            "close": 18.68,
            "amount_yi": 0.0296
          },
          {
            "time": "09:33",
            "open": 18.7,
            "high": 18.83,
            "low": 18.7,
            "close": 18.83,
            "amount_yi": 0.056
          },
          {
            "time": "09:34",
            "open": 18.93,
            "high": 18.93,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.93,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 18.93,
        "low": 18.38,
        "bid1": 18.93,
        "ask1": 18.94,
        "bid_qty1": 132,
        "ask_qty1": 8
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600081:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600081:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600081",
      "name": "东风科技",
      "side": "BUY",
      "priority": "W113",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 9.85,
      "exec_low": 9.85,
      "exec_high": 10.0,
      "invalid_price": 9.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.15,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.0,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.7,
      "entry_zone_high": 10.0,
      "entry_risk_pct": null,
      "intraday_vwap": 9.692,
      "price_vs_vwap_pct": 0.2889,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0242,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 9.72,
            "high": 9.72,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0045
          },
          {
            "time": "09:31",
            "open": 9.67,
            "high": 9.67,
            "low": 9.66,
            "close": 9.66,
            "amount_yi": 0.0063
          },
          {
            "time": "09:32",
            "open": 9.66,
            "high": 9.7,
            "low": 9.66,
            "close": 9.7,
            "amount_yi": 0.0068
          },
          {
            "time": "09:33",
            "open": 9.71,
            "high": 9.71,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0038
          },
          {
            "time": "09:34",
            "open": 9.72,
            "high": 9.72,
            "low": 9.72,
            "close": 9.72,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.72,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.75,
        "low": 9.62,
        "bid1": 9.72,
        "ask1": 9.73,
        "bid_qty1": 4,
        "ask_qty1": 287
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002284:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002284:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002284",
      "name": "亚太股份",
      "side": "BUY",
      "priority": "W114",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.5,
      "exec_low": 10.5,
      "exec_high": 10.66,
      "invalid_price": 10.19,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 10.34,
      "entry_zone_high": 10.66,
      "entry_risk_pct": null,
      "intraday_vwap": 10.3191,
      "price_vs_vwap_pct": -0.6696,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2269,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 10.3,
            "high": 10.43,
            "low": 10.3,
            "close": 10.43,
            "amount_yi": 0.081
          },
          {
            "time": "09:31",
            "open": 10.3,
            "high": 10.3,
            "low": 10.25,
            "close": 10.25,
            "amount_yi": 0.0487
          },
          {
            "time": "09:32",
            "open": 10.32,
            "high": 10.32,
            "low": 10.28,
            "close": 10.28,
            "amount_yi": 0.0379
          },
          {
            "time": "09:33",
            "open": 10.23,
            "high": 10.26,
            "low": 10.23,
            "close": 10.26,
            "amount_yi": 0.0399
          },
          {
            "time": "09:34",
            "open": 10.25,
            "high": 10.25,
            "low": 10.25,
            "close": 10.25,
            "amount_yi": 0.0194
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.25,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.22,
        "bid1": 10.25,
        "ask1": 10.26,
        "bid_qty1": 204,
        "ask_qty1": 732
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300258:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.300258:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300258",
      "name": "精锻科技",
      "side": "BUY",
      "priority": "W115",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.42,
      "exec_low": 12.42,
      "exec_high": 12.61,
      "invalid_price": 12.05,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.61,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.23,
      "entry_zone_high": 12.61,
      "entry_risk_pct": null,
      "intraday_vwap": 11.9727,
      "price_vs_vwap_pct": 1.0633,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1694,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 11.98,
            "high": 11.98,
            "low": 11.9,
            "close": 11.9,
            "amount_yi": 0.0403
          },
          {
            "time": "09:31",
            "open": 11.93,
            "high": 11.93,
            "low": 11.89,
            "close": 11.89,
            "amount_yi": 0.0472
          },
          {
            "time": "09:32",
            "open": 11.98,
            "high": 12.05,
            "low": 11.98,
            "close": 12.05,
            "amount_yi": 0.024
          },
          {
            "time": "09:33",
            "open": 12.05,
            "high": 12.06,
            "low": 12.05,
            "close": 12.06,
            "amount_yi": 0.0425
          },
          {
            "time": "09:34",
            "open": 12.1,
            "high": 12.1,
            "low": 12.1,
            "close": 12.1,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.1,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.84,
        "bid1": 12.08,
        "ask1": 12.11,
        "bid_qty1": 53,
        "ask_qty1": 85
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002703:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002703:VWAP_RECLAIM",
      "symbol": "SZSE.002703",
      "name": "浙江世宝",
      "side": "BUY",
      "priority": "W116",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.4,
      "exec_low": 15.63,
      "exec_high": 15.63,
      "invalid_price": 14.94,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 15.17,
      "entry_zone_high": 15.63,
      "entry_risk_pct": null,
      "intraday_vwap": 14.7763,
      "price_vs_vwap_pct": 0.3634,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5169,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 14.9,
            "high": 14.9,
            "low": 14.78,
            "close": 14.78,
            "amount_yi": 0.1192
          },
          {
            "time": "09:31",
            "open": 14.73,
            "high": 14.73,
            "low": 14.73,
            "close": 14.73,
            "amount_yi": 0.1626
          },
          {
            "time": "09:32",
            "open": 14.7,
            "high": 14.76,
            "low": 14.7,
            "close": 14.76,
            "amount_yi": 0.1304
          },
          {
            "time": "09:33",
            "open": 14.76,
            "high": 14.81,
            "low": 14.76,
            "close": 14.81,
            "amount_yi": 0.0744
          },
          {
            "time": "09:34",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0303
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.83,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.68,
        "bid1": 14.81,
        "ask1": 14.83,
        "bid_qty1": 11,
        "ask_qty1": 129
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600166:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600166:VWAP_RECLAIM",
      "symbol": "SHSE.600166",
      "name": "福田汽车",
      "side": "BUY",
      "priority": "W117",
      "status": "ACTIONABLE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 3.19,
      "exec_low": 3.24,
      "exec_high": 3.24,
      "invalid_price": 3.09,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "trigger_touched",
      "qty": 200,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 3.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 3.24,
      "dynamic_exec_high": null,
      "entry_zone_low": 3.14,
      "entry_zone_high": 3.24,
      "entry_risk_pct": 3.4375,
      "intraday_vwap": 3.1572,
      "price_vs_vwap_pct": 1.3556,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3022,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:30",
            "open": 3.12,
            "high": 3.12,
            "low": 3.12,
            "close": 3.12,
            "amount_yi": 0.0315
          },
          {
            "time": "09:31",
            "open": 3.15,
            "high": 3.15,
            "low": 3.14,
            "close": 3.14,
            "amount_yi": 0.0896
          },
          {
            "time": "09:32",
            "open": 3.16,
            "high": 3.17,
            "low": 3.16,
            "close": 3.17,
            "amount_yi": 0.0676
          },
          {
            "time": "09:33",
            "open": 3.17,
            "high": 3.19,
            "low": 3.17,
            "close": 3.19,
            "amount_yi": 0.079
          },
          {
            "time": "09:34",
            "open": 3.2,
            "high": 3.2,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.0345
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43447.49,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.2,
        "ts": "2026-07-06T09:34:16",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.2,
        "low": 3.11,
        "bid1": 3.19,
        "ask1": 3.2,
        "bid_qty1": 3787,
        "ask_qty1": 3797
      },
      "previous_state": "OBSERVE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601058:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.601058:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.601058",
      "name": "赛轮轮胎",
      "side": "BUY",
      "priority": "W118",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.39,
      "exec_low": 12.39,
      "exec_high": 12.58,
      "invalid_price": 12.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.2,
      "entry_zone_high": 12.58,
      "entry_risk_pct": null,
      "intraday_vwap": 12.2766,
      "price_vs_vwap_pct": 0.2721,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3408,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 12.27,
            "high": 12.27,
            "low": 12.23,
            "close": 12.23,
            "amount_yi": 0.0711
          },
          {
            "time": "09:31",
            "open": 12.28,
            "high": 12.28,
            "low": 12.24,
            "close": 12.24,
            "amount_yi": 0.1333
          },
          {
            "time": "09:32",
            "open": 12.29,
            "high": 12.31,
            "low": 12.29,
            "close": 12.31,
            "amount_yi": 0.0839
          },
          {
            "time": "09:33",
            "open": 12.29,
            "high": 12.34,
            "low": 12.29,
            "close": 12.34,
            "amount_yi": 0.0384
          },
          {
            "time": "09:34",
            "open": 12.31,
            "high": 12.31,
            "low": 12.31,
            "close": 12.31,
            "amount_yi": 0.0141
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.31,
        "ts": "2026-07-06T09:34:14",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.34,
        "low": 12.18,
        "bid1": 12.31,
        "ask1": 12.32,
        "bid_qty1": 174,
        "ask_qty1": 129
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002454:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002454:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002454",
      "name": "松芝股份",
      "side": "BUY",
      "priority": "W119",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 5.2,
      "exec_low": 5.2,
      "exec_high": 5.28,
      "invalid_price": 5.04,
      "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": "2026-07-06T09:34:16",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 5.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 5.12,
      "entry_zone_high": 5.28,
      "entry_risk_pct": null,
      "intraday_vwap": 5.0791,
      "price_vs_vwap_pct": -0.3761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0903,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:30",
            "open": 5.16,
            "high": 5.16,
            "low": 5.11,
            "close": 5.11,
            "amount_yi": 0.0165
          },
          {
            "time": "09:31",
            "open": 5.09,
            "high": 5.09,
            "low": 5.07,
            "close": 5.07,
            "amount_yi": 0.0413
          },
          {
            "time": "09:32",
            "open": 5.05,
            "high": 5.05,
            "low": 5.05,
            "close": 5.05,
            "amount_yi": 0.0168
          },
          {
            "time": "09:33",
            "open": 5.03,
            "high": 5.05,
            "low": 5.03,
            "close": 5.05,
            "amount_yi": 0.0119
          },
          {
            "time": "09:34",
            "open": 5.06,
            "high": 5.06,
            "low": 5.06,
            "close": 5.06,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86894.98,
      "current_position_value": 0.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.06,
        "ts": "2026-07-06T09:34:12",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.16,
        "low": 5.03,
        "bid1": 5.05,
        "ask1": 5.06,
        "bid_qty1": 637,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:POSITION_TREND_ADD:BUY",
      "plan_id": "20260703: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": 46.48,
      "exec_low": 46.13,
      "exec_high": 46.86,
      "invalid_price": 45.32,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 44.53,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 46.86,
      "dynamic_exec_high": 46.86,
      "entry_zone_low": 46.13,
      "entry_zone_high": 46.86,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 46.1287,
      "price_vs_vwap_pct": 0.7616,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217326.15,
      "current_position_value": 9296.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 200,
      "t0_protection_qty_cap": 200,
      "ma5": null,
      "quote": {
        "last": 46.48,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 46.8,
        "low": 45.46,
        "bid1": 46.48,
        "ask1": 46.49,
        "bid_qty1": 3,
        "ask_qty1": 18
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 543978.0,
    "market_value": 542652.74,
    "total_value": 1086630.74,
    "unrealized_pnl": 47028.39941607461,
    "unrealized_pnl_pct_of_initial": 4.702839941607461,
    "realized_pnl": 39602.34058392538,
    "realized_pnl_pct_of_initial": 3.960234058392538,
    "total_pnl": 86630.73999999999,
    "total_pnl_pct": 8.663073999999993
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 43800,
      "sellable_qty": 38400,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.96,
      "market_value": 173448.0,
      "unrealized_pnl": 15006.0,
      "unrealized_pnl_pct": 9.47097360548339,
      "updated_at": "2026-07-06T09:34:16",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 15.962000117905738
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 1003,
      "sellable_qty": 1001,
      "avg_cost": 124.28448712255774,
      "last_price": 132.58,
      "market_value": 132977.74000000002,
      "unrealized_pnl": 8320.399416074604,
      "unrealized_pnl_pct": 6.6746164943835895,
      "updated_at": "2026-07-06T09:34:16",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 12.237619929655223
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 110.65,
      "last_price": 112.4,
      "market_value": 89920.0,
      "unrealized_pnl": 1400.0,
      "unrealized_pnl_pct": 1.5815634884771779,
      "updated_at": "2026-07-06T09:34:16",
      "prev_close": 109.79,
      "holding_days": 10,
      "position_pct_of_total": 8.275120212409966
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 1100,
      "avg_cost": 57.27,
      "last_price": 76.51,
      "market_value": 84161.0,
      "unrealized_pnl": 21164.000000000004,
      "unrealized_pnl_pct": 33.595250567487334,
      "updated_at": "2026-07-06T09:34:16",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 7.7451333651761045
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.75,
      "market_value": 52850.0,
      "unrealized_pnl": -167.99999999999642,
      "unrealized_pnl_pct": -0.3168735146553914,
      "updated_at": "2026-07-06T09:34:16",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.86365773160439
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 46.48,
      "market_value": 9296.0,
      "unrealized_pnl": 1305.9999999999989,
      "unrealized_pnl_pct": 16.34543178973715,
      "updated_at": "2026-07-06T09:34:16",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.8554884063007457
    }
  ],
  "paper_orders": [
    {
      "adjusted_avg_cost": 106.44,
      "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:20260706:SHSE.600584:position_stop_loss: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": "20260703",
      "plan_id": "RISK:20260703:SHSE.600584:position_stop_loss",
      "position_pnl_pct": -10.8888,
      "price": null,
      "price_scale_gap_pct": 14.3934,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": 1.0,
      "qfq_adjustment_source": "eastmoney_daily_qfq",
      "qty": 0,
      "quote_ask1": 94.85,
      "quote_ask_qty1": 9,
      "quote_bid1": 94.84,
      "quote_bid_qty1": 2,
      "quote_high": 94.85,
      "quote_last": 94.85,
      "quote_low": 94.85,
      "quote_open": 94.85,
      "quote_prev_close": 90.88,
      "quote_ts": "2026-07-06T09:25:02",
      "raw_avg_cost": 106.44,
      "raw_position_pnl_pct": 13.996314299449807,
      "reason": "sell_not_allowed_in_PRE_OPEN",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 400,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "REJECTED",
      "symbol": "SHSE.600584",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260706",
      "trigger_price": -3.0,
      "ts": "2026-07-06T09:25:16",
      "id": 43
    },
    {
      "adjusted_avg_cost": 106.44,
      "amount": 37808.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260706:SHSE.600584:position_stop_loss: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": "20260703",
      "plan_id": "RISK:20260703:SHSE.600584:position_stop_loss",
      "position_pnl_pct": -11.0391,
      "price": 94.52,
      "price_scale_gap_pct": 14.3934,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": 1.0,
      "qfq_adjustment_source": "eastmoney_daily_qfq",
      "qty": 400,
      "quote_ask1": 94.69,
      "quote_ask_qty1": 2203,
      "quote_bid1": 94.52,
      "quote_bid_qty1": 44,
      "quote_high": 95.0,
      "quote_last": 94.69,
      "quote_low": 94.52,
      "quote_open": 94.85,
      "quote_prev_close": 90.88,
      "quote_ts": "2026-07-06T09:30:02",
      "raw_avg_cost": 106.44,
      "raw_position_pnl_pct": 13.804016879440194,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 400,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SHSE.600584",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260706",
      "trigger_price": -3.0,
      "ts": "2026-07-06T09:30:04",
      "id": 44,
      "realized_pnl_delta": -4768.000000000001,
      "cost_basis": 42576.0,
      "realized_pnl_source": "fifo_lot_pairing"
    },
    {
      "amount": 21546.0,
      "base_exec_high": 4.02,
      "cash_before_order": 618542.0,
      "chase_ceiling": null,
      "current_position_value": 153216.0,
      "decision": "position_add",
      "dynamic_exec_high": 4.02,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 2.5,
      "entry_zone_high": 4.02,
      "entry_zone_low": 3.93,
      "event_id": "20260703:20260706:SZSE.000536:POSITION_TREND_ADD:BUY",
      "exec_high": 4.02,
      "exec_low": 3.93,
      "intraday_vwap": 3.9332,
      "invalid_price": 3.89,
      "ma5": null,
      "max_chase_pct": 0.8,
      "minute_energy": null,
      "name": "华映科技",
      "paper_scope": "position_add",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "20260703:SZSE.000536:POSITION_TREND_ADD",
      "price": 3.99,
      "price_vs_vwap_pct": 1.4441,
      "qty": 5400,
      "quote_ask1": 3.99,
      "quote_ask_qty1": 942,
      "quote_bid1": 3.98,
      "quote_bid_qty1": 91,
      "quote_high": 3.99,
      "quote_last": 3.99,
      "quote_low": 3.91,
      "quote_open": 3.91,
      "quote_prev_close": 3.98,
      "quote_ts": "2026-07-06T09:30:33",
      "reason": "paper_fill_at_ask1",
      "sellable_qty_before_order": 38400,
      "side": "BUY",
      "sim_reason": "verified_profit_trend_add",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 0.0,
      "status": "FILLED",
      "suggested_position_pct": 20.0,
      "symbol": "SZSE.000536",
      "t0_protection_qty_cap": 38400,
      "target_amount": 216971.61,
      "target_position_pct": 20.0,
      "template_key": "POSITION_TREND_ADD",
      "theme": "显示面板链 / OLED",
      "trade_date": "20260706",
      "trigger_price": 3.99,
      "ts": "2026-07-06T09:30:36",
      "id": 45
    },
    {
      "amount": 53018.0,
      "base_exec_high": 38.79,
      "cash_before_order": 596996.0,
      "chase_ceiling": 38.79,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 3.5384,
      "entry_zone_high": 38.22,
      "entry_zone_low": 37.1,
      "event_id": "20260703:20260706:SHSE.600150:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 38.79,
      "exec_low": 37.66,
      "intraday_vwap": 37.5506,
      "invalid_price": 36.53,
      "ma5": null,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 2.7114,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 0.6471,
            "close": 37.26,
            "high": 37.26,
            "low": 37.03,
            "open": 37.03,
            "time": "09:30"
          },
          {
            "amount_yi": 2.0643,
            "close": 37.82,
            "high": 37.82,
            "low": 37.82,
            "open": 37.82,
            "time": "09:31"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "中国船舶",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "20260703:SHSE.600150:SECOND_WAVE_BREAK_VWAP",
      "price": 37.87,
      "price_vs_vwap_pct": 0.7174,
      "qty": 1400,
      "quote_ask1": 37.87,
      "quote_ask_qty1": 23,
      "quote_bid1": 37.82,
      "quote_bid_qty1": 1,
      "quote_high": 38.0,
      "quote_last": 37.82,
      "quote_low": 36.95,
      "quote_open": 36.95,
      "quote_prev_close": 37.15,
      "quote_ts": "2026-07-06T09:31:37",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 55.76,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SHSE.600150",
      "target_amount": 65089.54,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "军民融合",
      "trade_date": "20260706",
      "trigger_price": 37.66,
      "ts": "2026-07-06T09:31:39",
      "id": 46
    },
    {
      "amount": 1664.0,
      "base_exec_high": 8.33,
      "cash_before_order": 543978.0,
      "chase_ceiling": 8.46,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.3269,
      "entry_zone_high": 8.33,
      "entry_zone_low": 8.09,
      "event_id": "20260703:20260706:SZSE.002123:VWAP_RECLAIM:BUY",
      "exec_high": 8.33,
      "exec_low": 8.33,
      "intraday_vwap": 8.2264,
      "invalid_price": 7.96,
      "ma5": null,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 0.3167,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1417,
            "close": 8.22,
            "high": 8.22,
            "low": 8.18,
            "open": 8.18,
            "time": "09:30"
          },
          {
            "amount_yi": 0.1367,
            "close": 8.15,
            "high": 8.19,
            "low": 8.15,
            "open": 8.19,
            "time": "09:31"
          },
          {
            "amount_yi": 0.0383,
            "close": 8.31,
            "high": 8.31,
            "low": 8.31,
            "open": 8.31,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "VWAP_RECLAIM",
        "window_min": 5
      },
      "name": "梦网科技",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "20260703:SZSE.002123:VWAP_RECLAIM",
      "price": 8.32,
      "price_vs_vwap_pct": 1.0162,
      "qty": 200,
      "quote_ask1": 8.32,
      "quote_ask_qty1": 42,
      "quote_bid1": 8.31,
      "quote_bid_qty1": 5,
      "quote_high": 8.46,
      "quote_last": 8.31,
      "quote_low": 8.08,
      "quote_open": 8.08,
      "quote_prev_close": 7.95,
      "quote_ts": "2026-07-06T09:32:09",
      "reason": "shadow_paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 133.98,
      "status": "SHADOW_FILLED",
      "suggested_position_pct": 8.0,
      "symbol": "SZSE.002123",
      "target_amount": 43384.1,
      "target_position_pct": 4.0,
      "template_key": "VWAP_RECLAIM",
      "theme": "发电设备",
      "trade_date": "20260706",
      "trigger_price": 8.21,
      "ts": "2026-07-06T09:32:11",
      "id": 47
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "rule": "position_invalid_price",
      "status": "PENDING_CONFIRMATION",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 800,
      "last_price": 112.4,
      "avg_cost": 110.65,
      "pnl_pct": 1.5816,
      "threshold": 126.4,
      "reason": "position_add_invalid_opening_confirmation_pending",
      "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
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [
    {
      "event_id": "20260703:20260706:SHSE.600353:POSITION_TREND_ADD:BUY",
      "plan_id": "20260703: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": 46.48,
      "exec_low": 46.13,
      "exec_high": 46.86,
      "invalid_price": 45.32,
      "confirm_rule": "profit_position_above_vwap_and_positive",
      "cancel_rule": "lost_vwap_or_profit_below_threshold",
      "stale_after_sec": 20,
      "created_at": "2026-07-06T09:34:16",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 44.53,
      "theme": null,
      "decision": "position_add",
      "paper_scope": "position_add",
      "chase_ceiling": null,
      "max_chase_pct": 0.8,
      "base_exec_high": 46.86,
      "dynamic_exec_high": 46.86,
      "entry_zone_low": 46.13,
      "entry_zone_high": 46.86,
      "entry_risk_pct": 2.5,
      "intraday_vwap": 46.1287,
      "price_vs_vwap_pct": 0.7616,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 20.0,
      "target_position_pct": 20.0,
      "target_amount": 217326.15,
      "current_position_value": 9296.0,
      "cash_before_order": 543978.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": 200,
      "t0_protection_qty_cap": 200,
      "ma5": null,
      "quote": {
        "last": 46.48,
        "ts": "2026-07-06T09:34:13",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 46.8,
        "low": 45.46,
        "bid1": 46.48,
        "ask1": 46.49,
        "bid_qty1": 3,
        "ask_qty1": 18
      },
      "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": 50.0,
    "max_shadow_total_position_pct": 50.0,
    "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": "WARM",
    "dynamic_total_cap_reason": "盘中市场修复确认，总仓从中性档上调,外部科技冲击HIGH，科技新买入延后确认，总仓上限收紧",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "WARM",
      "reason": "盘中市场修复确认，总仓从中性档上调,外部科技冲击HIGH，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": 50.0,
      "effective_shadow_total_position_pct": 50.0,
      "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": 0.7176,
        "active_up_ratio": 0.6364,
        "active_above_vwap": 7,
        "active_positive_min": 1,
        "active_total": 11,
        "sample_total": 131,
        "market_gate_passed": true,
        "market_gate_reason": "preopen_sector_flow_confirmed",
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "HIGH",
          "score": 58.0,
          "label": "外部科技冲击高",
          "entry_policy": "tech_requires_1030_repair",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "10:30",
          "position_cap_pct": 50.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-5.44%",
            "korea_tech_negative_-2.06%"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260706.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-06T09:25:15+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": 132,
    "active_plan_contracts": 11,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 1,
    "filled_orders": 3,
    "filled_official_orders": 2,
    "position_add_signals": 1,
    "position_add_filled": 1,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "shadow_filled_orders": 1,
    "rejected_orders": 1,
    "unfilled_orders": 0,
    "risk_exit_signals": 1,
    "risk_exit_orders": 2,
    "risk_exit_filled": 1,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": true,
    "preopen_strong_themes": 4
  }
}