{
  "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": {
    "passed": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.6489,
      "active_up_ratio": 0.4545,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "黄金概念",
      "dominant_theme_share": 0.2941,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 4,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600988",
            "SHSE.600489"
          ],
          "top_return_pct": 9.3602
        },
        {
          "theme": "军民融合",
          "count": 3,
          "top_symbols": [
            "SZSE.300600",
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 15.5015
        },
        {
          "theme": "发电设备",
          "count": 3,
          "top_symbols": [
            "SHSE.601126",
            "SZSE.002028",
            "SZSE.300001"
          ],
          "top_return_pct": 6.931
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SZSE.002028",
        "SZSE.300428",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "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": 15.50151975683891,
          "last": 11.4,
          "vwap": 11.274163562673317,
          "above_vwap": true,
          "amount": 137416270.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.36018957345972,
          "last": 9.23,
          "vwap": 8.983045537435,
          "above_vwap": true,
          "amount": 1074869907.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.782375707055667,
          "last": 36.54,
          "vwap": 35.54550242998177,
          "above_vwap": true,
          "amount": 582921358.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.9310344827586245,
          "last": 62.02,
          "vwap": 61.662823430944144,
          "above_vwap": true,
          "amount": 567285643.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 6.799880703847294,
          "last": 179.05,
          "vwap": 177.54169715914315,
          "above_vwap": true,
          "amount": 772448416.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.274056966897601,
          "last": 55.22,
          "vwap": 53.68872207159083,
          "above_vwap": true,
          "amount": 1392035817.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.25,
          "last": 21.08,
          "vwap": 20.66920835226919,
          "above_vwap": true,
          "amount": 1096086052.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.083893691962872,
          "last": 33.13,
          "vwap": 32.91542594370081,
          "above_vwap": true,
          "amount": 1886086822.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.033376123234913,
          "last": 8.26,
          "vwap": 8.220377143350754,
          "above_vwap": true,
          "amount": 190326392.0
        },
        {
          "symbol": "SZSE.300001",
          "name": "特锐德",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.437352245862881,
          "last": 35.68,
          "vwap": 34.9827274916388,
          "above_vwap": true,
          "amount": 261495888.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.063913470993131,
          "last": 21.37,
          "vwap": 20.819584113226313,
          "above_vwap": true,
          "amount": 1029998957.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.845967462789891,
          "last": 30.29,
          "vwap": 29.89784485608011,
          "above_vwap": true,
          "amount": 642226636.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "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",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
        "official_buy_allowed": true,
        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.6489,
        "active_up_ratio": 0.4545,
        "active_positive": 5,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 11,
        "sample_total": 131,
        "dominant_theme": "黄金概念",
        "dominant_theme_share": 0.2941,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SHSE.600547"
        ],
        "structural_hot_themes": [
          {
            "theme": "黄金概念",
            "count": 4,
            "top_symbols": [
              "SZSE.002716",
              "SZSE.000975",
              "SHSE.600988",
              "SHSE.600489"
            ],
            "top_return_pct": 9.3602
          },
          {
            "theme": "军民融合",
            "count": 3,
            "top_symbols": [
              "SZSE.300600",
              "SHSE.600482",
              "SZSE.300345"
            ],
            "top_return_pct": 15.5015
          },
          {
            "theme": "发电设备",
            "count": 3,
            "top_symbols": [
              "SHSE.601126",
              "SZSE.002028",
              "SZSE.300001"
            ],
            "top_return_pct": 6.931
          }
        ],
        "structural_symbol_whitelist": [
          "SHSE.600547",
          "SZSE.002028",
          "SZSE.300428",
          "SHSE.600150"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "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": 15.50151975683891,
            "last": 11.4,
            "vwap": 11.274163562673317,
            "above_vwap": true,
            "amount": 137416270.0
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.36018957345972,
            "last": 9.23,
            "vwap": 8.983045537435,
            "above_vwap": true,
            "amount": 1074869907.0
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.782375707055667,
            "last": 36.54,
            "vwap": 35.54550242998177,
            "above_vwap": true,
            "amount": 582921358.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.9310344827586245,
            "last": 62.02,
            "vwap": 61.662823430944144,
            "above_vwap": true,
            "amount": 567285643.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 6.799880703847294,
            "last": 179.05,
            "vwap": 177.54169715914315,
            "above_vwap": true,
            "amount": 772448416.0
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.274056966897601,
            "last": 55.22,
            "vwap": 53.68872207159083,
            "above_vwap": true,
            "amount": 1392035817.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.25,
            "last": 21.08,
            "vwap": 20.66920835226919,
            "above_vwap": true,
            "amount": 1096086052.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.083893691962872,
            "last": 33.13,
            "vwap": 32.91542594370081,
            "above_vwap": true,
            "amount": 1886086822.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.033376123234913,
            "last": 8.26,
            "vwap": 8.220377143350754,
            "above_vwap": true,
            "amount": 190326392.0
          },
          {
            "symbol": "SZSE.300001",
            "name": "特锐德",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.437352245862881,
            "last": 35.68,
            "vwap": 34.9827274916388,
            "above_vwap": true,
            "amount": 261495888.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.063913470993131,
            "last": 21.37,
            "vwap": 20.819584113226313,
            "above_vwap": true,
            "amount": 1029998957.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.845967462789891,
            "last": 30.29,
            "vwap": 29.89784485608011,
            "above_vwap": true,
            "amount": 642226636.0
          }
        ]
      },
      "style_code": "STRUCTURAL_HOTSPOT",
      "style_label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "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": true,
    "reason": "structural_hotspot_hot_theme_entry_only",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.6489,
      "active_up_ratio": 0.4545,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "黄金概念",
      "dominant_theme_share": 0.2941,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 4,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600988",
            "SHSE.600489"
          ],
          "top_return_pct": 9.3602
        },
        {
          "theme": "军民融合",
          "count": 3,
          "top_symbols": [
            "SZSE.300600",
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 15.5015
        },
        {
          "theme": "发电设备",
          "count": 3,
          "top_symbols": [
            "SHSE.601126",
            "SZSE.002028",
            "SZSE.300001"
          ],
          "top_return_pct": 6.931
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SZSE.002028",
        "SZSE.300428",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "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": 15.50151975683891,
          "last": 11.4,
          "vwap": 11.274163562673317,
          "above_vwap": true,
          "amount": 137416270.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.36018957345972,
          "last": 9.23,
          "vwap": 8.983045537435,
          "above_vwap": true,
          "amount": 1074869907.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.782375707055667,
          "last": 36.54,
          "vwap": 35.54550242998177,
          "above_vwap": true,
          "amount": 582921358.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.9310344827586245,
          "last": 62.02,
          "vwap": 61.662823430944144,
          "above_vwap": true,
          "amount": 567285643.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 6.799880703847294,
          "last": 179.05,
          "vwap": 177.54169715914315,
          "above_vwap": true,
          "amount": 772448416.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.274056966897601,
          "last": 55.22,
          "vwap": 53.68872207159083,
          "above_vwap": true,
          "amount": 1392035817.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.25,
          "last": 21.08,
          "vwap": 20.66920835226919,
          "above_vwap": true,
          "amount": 1096086052.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.083893691962872,
          "last": 33.13,
          "vwap": 32.91542594370081,
          "above_vwap": true,
          "amount": 1886086822.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.033376123234913,
          "last": 8.26,
          "vwap": 8.220377143350754,
          "above_vwap": true,
          "amount": 190326392.0
        },
        {
          "symbol": "SZSE.300001",
          "name": "特锐德",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.437352245862881,
          "last": 35.68,
          "vwap": 34.9827274916388,
          "above_vwap": true,
          "amount": 261495888.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.063913470993131,
          "last": 21.37,
          "vwap": 20.819584113226313,
          "above_vwap": true,
          "amount": 1029998957.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.845967462789891,
          "last": 30.29,
          "vwap": 29.89784485608011,
          "above_vwap": true,
          "amount": 642226636.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "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",
    "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "STRUCTURAL_HOTSPOT",
      "label": "结构性热点确认：热点内 Strict Gate",
      "entry_policy": "hot_theme_strict_gate",
      "official_buy_allowed": true,
      "reason": "structural_hotspot_confirmed_hot_theme_only",
      "pool_up_ratio": 0.6489,
      "active_up_ratio": 0.4545,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 6,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "黄金概念",
      "dominant_theme_share": 0.2941,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SHSE.600547"
      ],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 4,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600988",
            "SHSE.600489"
          ],
          "top_return_pct": 9.3602
        },
        {
          "theme": "军民融合",
          "count": 3,
          "top_symbols": [
            "SZSE.300600",
            "SHSE.600482",
            "SZSE.300345"
          ],
          "top_return_pct": 15.5015
        },
        {
          "theme": "发电设备",
          "count": 3,
          "top_symbols": [
            "SHSE.601126",
            "SZSE.002028",
            "SZSE.300001"
          ],
          "top_return_pct": 6.931
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SZSE.002028",
        "SZSE.300428",
        "SHSE.600150"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": 55.0,
      "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": 15.50151975683891,
          "last": 11.4,
          "vwap": 11.274163562673317,
          "above_vwap": true,
          "amount": 137416270.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 9.36018957345972,
          "last": 9.23,
          "vwap": 8.983045537435,
          "above_vwap": true,
          "amount": 1074869907.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.782375707055667,
          "last": 36.54,
          "vwap": 35.54550242998177,
          "above_vwap": true,
          "amount": 582921358.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.9310344827586245,
          "last": 62.02,
          "vwap": 61.662823430944144,
          "above_vwap": true,
          "amount": 567285643.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 6.799880703847294,
          "last": 179.05,
          "vwap": 177.54169715914315,
          "above_vwap": true,
          "amount": 772448416.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.274056966897601,
          "last": 55.22,
          "vwap": 53.68872207159083,
          "above_vwap": true,
          "amount": 1392035817.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.25,
          "last": 21.08,
          "vwap": 20.66920835226919,
          "above_vwap": true,
          "amount": 1096086052.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.083893691962872,
          "last": 33.13,
          "vwap": 32.91542594370081,
          "above_vwap": true,
          "amount": 1886086822.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.033376123234913,
          "last": 8.26,
          "vwap": 8.220377143350754,
          "above_vwap": true,
          "amount": 190326392.0
        },
        {
          "symbol": "SZSE.300001",
          "name": "特锐德",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.437352245862881,
          "last": 35.68,
          "vwap": 34.9827274916388,
          "above_vwap": true,
          "amount": 261495888.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.063913470993131,
          "last": 21.37,
          "vwap": 20.819584113226313,
          "above_vwap": true,
          "amount": 1029998957.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.845967462789891,
          "last": 30.29,
          "vwap": 29.89784485608011,
          "above_vwap": true,
          "amount": 642226636.0
        }
      ]
    },
    "style_code": "STRUCTURAL_HOTSPOT",
    "style_label": "结构性热点确认：热点内 Strict Gate",
    "entry_policy": "hot_theme_strict_gate",
    "external_tech_shock_gate": {
      "schema_version": "external_tech_shock_gate_v1",
      "enabled": true,
      "level": "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": "2026-07-06T09:46:16",
  "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.0277,
      "intraday_vwap": 26.5671,
      "price_vs_vwap_pct": 1.8177,
      "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": 1.0413,
        "prev_amount_yi": 1.712,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 27.22,
            "high": 27.22,
            "low": 27.17,
            "close": 27.17,
            "amount_yi": 0.5143
          },
          {
            "time": "09:45",
            "open": 27.08,
            "high": 27.16,
            "low": 27.08,
            "close": 27.16,
            "amount_yi": 0.4111
          },
          {
            "time": "09:46",
            "open": 27.05,
            "high": 27.05,
            "low": 27.05,
            "close": 27.05,
            "amount_yi": 0.1159
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.05,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 27.33,
        "low": 25.55,
        "bid1": 27.04,
        "ask1": 27.05,
        "bid_qty1": 39,
        "ask_qty1": 107
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "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": 177.5417,
      "price_vs_vwap_pct": 0.8495,
      "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": 0.9001,
        "prev_amount_yi": 1.1139,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8081,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 179.15,
            "high": 179.59,
            "low": 179.15,
            "close": 179.59,
            "amount_yi": 0.4915
          },
          {
            "time": "09:45",
            "open": 179.09,
            "high": 179.09,
            "low": 178.77,
            "close": 178.77,
            "amount_yi": 0.3415
          },
          {
            "time": "09:46",
            "open": 179.05,
            "high": 179.05,
            "low": 179.05,
            "close": 179.05,
            "amount_yi": 0.0671
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 179.05,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.8,
        "low": 168.93,
        "bid1": 179.0,
        "ask1": 179.01,
        "bid_qty1": 2,
        "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1600,
      "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": 19.1922,
      "price_vs_vwap_pct": 1.0306,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0927,
        "prev_amount_yi": 0.0554,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6733,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 19.13,
            "high": 19.2,
            "low": 19.13,
            "close": 19.2,
            "amount_yi": 0.0451
          },
          {
            "time": "09:45",
            "open": 19.23,
            "high": 19.23,
            "low": 19.23,
            "close": 19.23,
            "amount_yi": 0.0234
          },
          {
            "time": "09:46",
            "open": 19.39,
            "high": 19.39,
            "low": 19.39,
            "close": 19.39,
            "amount_yi": 0.0242
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.39,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.44,
        "low": 18.99,
        "bid1": 19.39,
        "ask1": 19.4,
        "bid_qty1": 18,
        "ask_qty1": 20
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2300,
      "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": 13.8357,
      "price_vs_vwap_pct": -0.4026,
      "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": 0.5747,
        "prev_amount_yi": 0.5819,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 13.7,
            "high": 13.7,
            "low": 13.67,
            "close": 13.67,
            "amount_yi": 0.33
          },
          {
            "time": "09:45",
            "open": 13.74,
            "high": 13.74,
            "low": 13.72,
            "close": 13.72,
            "amount_yi": 0.1907
          },
          {
            "time": "09:46",
            "open": 13.78,
            "high": 13.78,
            "low": 13.78,
            "close": 13.78,
            "amount_yi": 0.054
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.78,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.65,
        "bid1": 13.77,
        "ask1": 13.78,
        "bid_qty1": 101,
        "ask_qty1": 20
      },
      "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": "2026-07-06T09:46:16",
      "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": 3.4364,
      "intraday_vwap": 37.6958,
      "price_vs_vwap_pct": 0.356,
      "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": 37.83,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.08,
        "low": 36.95,
        "bid1": 37.82,
        "ask1": 37.83,
        "bid_qty1": 31,
        "ask_qty1": 30
      },
      "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": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1000,
      "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": 30.6124,
      "price_vs_vwap_pct": -0.5305,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2843,
        "prev_amount_yi": 0.1834,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5502,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 30.16,
            "high": 30.19,
            "low": 30.16,
            "close": 30.19,
            "amount_yi": 0.0984
          },
          {
            "time": "09:45",
            "open": 30.33,
            "high": 30.35,
            "low": 30.33,
            "close": 30.35,
            "amount_yi": 0.0719
          },
          {
            "time": "09:46",
            "open": 30.45,
            "high": 30.45,
            "low": 30.45,
            "close": 30.45,
            "amount_yi": 0.114
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.45,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 30.06,
        "bid1": 30.44,
        "ask1": 30.45,
        "bid_qty1": 23,
        "ask_qty1": 82
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1200,
      "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": 26.825,
      "price_vs_vwap_pct": -1.0624,
      "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": 0.0389,
        "prev_amount_yi": 0.0935,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.416,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 26.46,
            "high": 26.47,
            "low": 26.46,
            "close": 26.47,
            "amount_yi": 0.0204
          },
          {
            "time": "09:45",
            "open": 26.51,
            "high": 26.54,
            "low": 26.51,
            "close": 26.54,
            "amount_yi": 0.0135
          },
          {
            "time": "09:46",
            "open": 26.54,
            "high": 26.54,
            "low": 26.54,
            "close": 26.54,
            "amount_yi": 0.005
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.54,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 26.44,
        "bid1": 26.54,
        "ask1": 26.55,
        "bid_qty1": 6,
        "ask_qty1": 4
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 5300,
      "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": 5.9574,
      "price_vs_vwap_pct": 0.5472,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2839,
        "prev_amount_yi": 0.2652,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0705,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 5.96,
            "high": 5.96,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.1119
          },
          {
            "time": "09:45",
            "open": 5.96,
            "high": 5.97,
            "low": 5.96,
            "close": 5.97,
            "amount_yi": 0.1352
          },
          {
            "time": "09:46",
            "open": 5.99,
            "high": 5.99,
            "low": 5.99,
            "close": 5.99,
            "amount_yi": 0.0368
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.99,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.87,
        "bid1": 5.99,
        "ask1": 6.0,
        "bid_qty1": 58,
        "ask_qty1": 2925
      },
      "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": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "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": 49.7071,
      "price_vs_vwap_pct": -2.0663,
      "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": 0.4399,
        "prev_amount_yi": 0.6444,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6827,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 48.88,
            "high": 48.88,
            "low": 48.88,
            "close": 48.88,
            "amount_yi": 0.1914
          },
          {
            "time": "09:45",
            "open": 48.84,
            "high": 48.84,
            "low": 48.83,
            "close": 48.83,
            "amount_yi": 0.1477
          },
          {
            "time": "09:46",
            "open": 48.68,
            "high": 48.68,
            "low": 48.68,
            "close": 48.68,
            "amount_yi": 0.1008
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.68,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 48.68,
        "bid1": 48.67,
        "ask1": 48.68,
        "bid_qty1": 6,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1300,
      "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": 23.4068,
      "price_vs_vwap_pct": 0.8681,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3445,
        "prev_amount_yi": 0.2513,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3709,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 23.39,
            "high": 23.41,
            "low": 23.39,
            "close": 23.41,
            "amount_yi": 0.1203
          },
          {
            "time": "09:45",
            "open": 23.49,
            "high": 23.55,
            "low": 23.49,
            "close": 23.55,
            "amount_yi": 0.0721
          },
          {
            "time": "09:46",
            "open": 23.61,
            "high": 23.61,
            "low": 23.61,
            "close": 23.61,
            "amount_yi": 0.1521
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.61,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.69,
        "low": 23.0,
        "bid1": 23.59,
        "ask1": 23.61,
        "bid_qty1": 12,
        "ask_qty1": 91
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "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": 25.9129,
      "price_vs_vwap_pct": -0.0498,
      "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": 0.2566,
        "prev_amount_yi": 0.5798,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "09:44",
            "open": 25.65,
            "high": 25.68,
            "low": 25.65,
            "close": 25.68,
            "amount_yi": 0.1008
          },
          {
            "time": "09:45",
            "open": 25.71,
            "high": 25.78,
            "low": 25.71,
            "close": 25.78,
            "amount_yi": 0.1233
          },
          {
            "time": "09:46",
            "open": 25.9,
            "high": 25.9,
            "low": 25.9,
            "close": 25.9,
            "amount_yi": 0.0325
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129551.7,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.9,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.58,
        "bid1": 25.89,
        "ask1": 25.9,
        "bid_qty1": 233,
        "ask_qty1": 25
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1100,
      "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": 26.7153,
      "price_vs_vwap_pct": 1.6272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0199,
        "prev_amount_yi": 1.2247,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8328,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 27.65,
            "high": 27.65,
            "low": 27.6,
            "close": 27.6,
            "amount_yi": 0.2421
          },
          {
            "time": "09:43",
            "open": 27.78,
            "high": 27.78,
            "low": 27.75,
            "close": 27.75,
            "amount_yi": 0.3481
          },
          {
            "time": "09:44",
            "open": 27.53,
            "high": 27.53,
            "low": 27.38,
            "close": 27.38,
            "amount_yi": 0.222
          },
          {
            "time": "09:45",
            "open": 27.1,
            "high": 27.21,
            "low": 27.1,
            "close": 27.21,
            "amount_yi": 0.1532
          },
          {
            "time": "09:46",
            "open": 27.15,
            "high": 27.15,
            "low": 27.15,
            "close": 27.15,
            "amount_yi": 0.0545
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.15,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 27.85,
        "low": 25.04,
        "bid1": 27.13,
        "ask1": 27.15,
        "bid_qty1": 20,
        "ask_qty1": 132
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 1500,
      "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": 20.6692,
      "price_vs_vwap_pct": 1.9875,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.5421,
        "prev_amount_yi": 2.3915,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6448,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 21.4,
            "high": 21.4,
            "low": 21.33,
            "close": 21.33,
            "amount_yi": 0.3707
          },
          {
            "time": "09:43",
            "open": 21.4,
            "high": 21.4,
            "low": 21.39,
            "close": 21.39,
            "amount_yi": 0.3063
          },
          {
            "time": "09:44",
            "open": 21.39,
            "high": 21.39,
            "low": 21.33,
            "close": 21.33,
            "amount_yi": 0.3376
          },
          {
            "time": "09:45",
            "open": 21.24,
            "high": 21.28,
            "low": 21.24,
            "close": 21.28,
            "amount_yi": 0.3878
          },
          {
            "time": "09:46",
            "open": 21.08,
            "high": 21.08,
            "low": 21.08,
            "close": 21.08,
            "amount_yi": 0.1397
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.08,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 21.47,
        "low": 19.38,
        "bid1": 21.06,
        "ask1": 21.08,
        "bid_qty1": 32,
        "ask_qty1": 7
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 900,
      "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": 32.9154,
      "price_vs_vwap_pct": 0.652,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.3909,
        "prev_amount_yi": 4.2534,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0323,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 33.4,
            "high": 33.45,
            "low": 33.4,
            "close": 33.45,
            "amount_yi": 1.5033
          },
          {
            "time": "09:43",
            "open": 33.39,
            "high": 33.51,
            "low": 33.39,
            "close": 33.51,
            "amount_yi": 0.8203
          },
          {
            "time": "09:44",
            "open": 33.43,
            "high": 33.43,
            "low": 33.37,
            "close": 33.37,
            "amount_yi": 1.0409
          },
          {
            "time": "09:45",
            "open": 33.28,
            "high": 33.36,
            "low": 33.28,
            "close": 33.36,
            "amount_yi": 0.7416
          },
          {
            "time": "09:46",
            "open": 33.13,
            "high": 33.13,
            "low": 33.13,
            "close": 33.13,
            "amount_yi": 0.2848
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.13,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.59,
        "low": 31.23,
        "bid1": 33.11,
        "ask1": 33.13,
        "bid_qty1": 75,
        "ask_qty1": 1
      },
      "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": "ACTIONABLE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched",
      "qty": 2900,
      "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": 3.8175,
      "intraday_vwap": 10.5412,
      "price_vs_vwap_pct": 1.7911,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2214,
        "prev_amount_yi": 0.1328,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6672,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 10.64,
            "high": 10.64,
            "low": 10.63,
            "close": 10.63,
            "amount_yi": 0.0466
          },
          {
            "time": "09:43",
            "open": 10.63,
            "high": 10.64,
            "low": 10.63,
            "close": 10.64,
            "amount_yi": 0.0186
          },
          {
            "time": "09:44",
            "open": 10.61,
            "high": 10.64,
            "low": 10.61,
            "close": 10.64,
            "amount_yi": 0.0464
          },
          {
            "time": "09:45",
            "open": 10.67,
            "high": 10.68,
            "low": 10.67,
            "close": 10.68,
            "amount_yi": 0.0723
          },
          {
            "time": "09:46",
            "open": 10.73,
            "high": 10.73,
            "low": 10.73,
            "close": 10.73,
            "amount_yi": 0.0375
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.73,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.75,
        "low": 10.32,
        "bid1": 10.73,
        "ask1": 10.74,
        "bid_qty1": 44,
        "ask_qty1": 682
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1500,
      "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": 20.8196,
      "price_vs_vwap_pct": 2.6437,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1599,
        "prev_amount_yi": 2.7907,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.774,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 21.42,
            "high": 21.42,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.5991
          },
          {
            "time": "09:43",
            "open": 21.42,
            "high": 21.44,
            "low": 21.42,
            "close": 21.44,
            "amount_yi": 0.4659
          },
          {
            "time": "09:44",
            "open": 21.35,
            "high": 21.42,
            "low": 21.35,
            "close": 21.42,
            "amount_yi": 0.4348
          },
          {
            "time": "09:45",
            "open": 21.31,
            "high": 21.37,
            "low": 21.31,
            "close": 21.37,
            "amount_yi": 0.4718
          },
          {
            "time": "09:46",
            "open": 21.37,
            "high": 21.37,
            "low": 21.37,
            "close": 21.37,
            "amount_yi": 0.1883
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.37,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 21.49,
        "low": 19.88,
        "bid1": 21.35,
        "ask1": 21.37,
        "bid_qty1": 84,
        "ask_qty1": 15
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "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": 25.9567,
      "price_vs_vwap_pct": 0.7832,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.913,
        "prev_amount_yi": 1.6811,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1379,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 26.48,
            "high": 26.56,
            "low": 26.48,
            "close": 26.56,
            "amount_yi": 0.5176
          },
          {
            "time": "09:43",
            "open": 26.57,
            "high": 26.57,
            "low": 26.5,
            "close": 26.5,
            "amount_yi": 0.4581
          },
          {
            "time": "09:44",
            "open": 26.36,
            "high": 26.36,
            "low": 26.31,
            "close": 26.31,
            "amount_yi": 0.4579
          },
          {
            "time": "09:45",
            "open": 26.12,
            "high": 26.19,
            "low": 26.12,
            "close": 26.19,
            "amount_yi": 0.3321
          },
          {
            "time": "09:46",
            "open": 26.16,
            "high": 26.16,
            "low": 26.16,
            "close": 26.16,
            "amount_yi": 0.1473
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.16,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.6,
        "low": 25.18,
        "bid1": 26.15,
        "ask1": 26.16,
        "bid_qty1": 468,
        "ask_qty1": 201
      },
      "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": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1100,
      "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": null,
      "intraday_vwap": 28.6613,
      "price_vs_vwap_pct": 0.7282,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.4559,
        "prev_amount_yi": 9.2989,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6943,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 29.04,
            "high": 29.09,
            "low": 29.04,
            "close": 29.09,
            "amount_yi": 1.7912
          },
          {
            "time": "09:43",
            "open": 29.1,
            "high": 29.14,
            "low": 29.1,
            "close": 29.14,
            "amount_yi": 1.8462
          },
          {
            "time": "09:44",
            "open": 29.09,
            "high": 29.09,
            "low": 29.05,
            "close": 29.05,
            "amount_yi": 1.344
          },
          {
            "time": "09:45",
            "open": 29.0,
            "high": 29.0,
            "low": 28.97,
            "close": 28.97,
            "amount_yi": 1.0786
          },
          {
            "time": "09:46",
            "open": 28.87,
            "high": 28.87,
            "low": 28.87,
            "close": 28.87,
            "amount_yi": 0.3959
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.87,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 29.19,
        "low": 27.62,
        "bid1": 28.86,
        "ask1": 28.88,
        "bid_qty1": 813,
        "ask_qty1": 868
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2700,
      "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": 11.708,
      "price_vs_vwap_pct": 0.9566,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.64,
        "prev_amount_yi": 1.6968,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3772,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 11.93,
            "high": 11.93,
            "low": 11.91,
            "close": 11.91,
            "amount_yi": 0.2217
          },
          {
            "time": "09:43",
            "open": 11.89,
            "high": 11.89,
            "low": 11.88,
            "close": 11.88,
            "amount_yi": 0.1385
          },
          {
            "time": "09:44",
            "open": 11.88,
            "high": 11.88,
            "low": 11.85,
            "close": 11.85,
            "amount_yi": 0.1174
          },
          {
            "time": "09:45",
            "open": 11.84,
            "high": 11.84,
            "low": 11.83,
            "close": 11.83,
            "amount_yi": 0.1166
          },
          {
            "time": "09:46",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0458
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.82,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.95,
        "low": 11.35,
        "bid1": 11.82,
        "ask1": 11.83,
        "bid_qty1": 447,
        "ask_qty1": 41
      },
      "previous_state": "ACTIONABLE",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 7300,
      "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": 4.3451,
      "price_vs_vwap_pct": 0.1128,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0156,
        "prev_amount_yi": 0.0191,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8168,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 4.38,
            "high": 4.38,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.0059
          },
          {
            "time": "09:43",
            "open": 4.37,
            "high": 4.37,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0013
          },
          {
            "time": "09:44",
            "open": 4.35,
            "high": 4.35,
            "low": 4.35,
            "close": 4.35,
            "amount_yi": 0.0058
          },
          {
            "time": "09:45",
            "open": 4.35,
            "high": 4.35,
            "low": 4.35,
            "close": 4.35,
            "amount_yi": 0.0024
          },
          {
            "time": "09:46",
            "open": 4.35,
            "high": 4.35,
            "low": 4.35,
            "close": 4.35,
            "amount_yi": 0.0002
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.35,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.39,
        "low": 4.31,
        "bid1": 4.35,
        "ask1": 4.36,
        "bid_qty1": 571,
        "ask_qty1": 394
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 3400,
      "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": 8.983,
      "price_vs_vwap_pct": 2.7496,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.1562,
        "prev_amount_yi": 2.8004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8412,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.23,
            "high": 9.25,
            "low": 9.23,
            "close": 9.25,
            "amount_yi": 1.165
          },
          {
            "time": "09:43",
            "open": 9.26,
            "high": 9.28,
            "low": 9.26,
            "close": 9.28,
            "amount_yi": 1.7316
          },
          {
            "time": "09:44",
            "open": 9.25,
            "high": 9.28,
            "low": 9.25,
            "close": 9.28,
            "amount_yi": 1.4799
          },
          {
            "time": "09:45",
            "open": 9.28,
            "high": 9.28,
            "low": 9.26,
            "close": 9.26,
            "amount_yi": 0.6045
          },
          {
            "time": "09:46",
            "open": 9.23,
            "high": 9.23,
            "low": 9.23,
            "close": 9.23,
            "amount_yi": 0.1752
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.23,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 9.28,
        "low": 8.31,
        "bid1": 9.23,
        "ask1": 9.24,
        "bid_qty1": 37,
        "ask_qty1": 74
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2200,
      "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": 13.9153,
      "price_vs_vwap_pct": 1.6148,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5193,
        "prev_amount_yi": 0.6117,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 14.22,
            "high": 14.22,
            "low": 14.21,
            "close": 14.21,
            "amount_yi": 0.178
          },
          {
            "time": "09:43",
            "open": 14.18,
            "high": 14.18,
            "low": 14.17,
            "close": 14.17,
            "amount_yi": 0.0917
          },
          {
            "time": "09:44",
            "open": 14.15,
            "high": 14.15,
            "low": 14.13,
            "close": 14.13,
            "amount_yi": 0.1114
          },
          {
            "time": "09:45",
            "open": 14.1,
            "high": 14.18,
            "low": 14.1,
            "close": 14.18,
            "amount_yi": 0.1182
          },
          {
            "time": "09:46",
            "open": 14.14,
            "high": 14.14,
            "low": 14.14,
            "close": 14.14,
            "amount_yi": 0.02
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.14,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 14.24,
        "low": 13.45,
        "bid1": 14.12,
        "ask1": 14.14,
        "bid_qty1": 85,
        "ask_qty1": 49
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 900,
      "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": 3.4712,
      "intraday_vwap": 34.3578,
      "price_vs_vwap_pct": 0.6176,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0517,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 34.62,
            "high": 34.65,
            "low": 34.62,
            "close": 34.65,
            "amount_yi": 0.0079
          },
          {
            "time": "09:43",
            "open": 34.65,
            "high": 34.7,
            "low": 34.65,
            "close": 34.7,
            "amount_yi": 0.0113
          },
          {
            "time": "09:44",
            "open": 34.61,
            "high": 34.61,
            "low": 34.61,
            "close": 34.61,
            "amount_yi": 0.0133
          },
          {
            "time": "09:45",
            "open": 34.57,
            "high": 34.57,
            "low": 34.51,
            "close": 34.51,
            "amount_yi": 0.0148
          },
          {
            "time": "09:46",
            "open": 34.57,
            "high": 34.57,
            "low": 34.57,
            "close": 34.57,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.57,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 34.7,
        "low": 33.73,
        "bid1": 34.56,
        "ask1": 34.57,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 13600,
      "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": 2.9787,
      "intraday_vwap": 2.3361,
      "price_vs_vwap_pct": 0.595,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.035,
        "prev_amount_yi": 0.0443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7901,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 2.36,
            "high": 2.36,
            "low": 2.35,
            "close": 2.35,
            "amount_yi": 0.0196
          },
          {
            "time": "09:43",
            "open": 2.36,
            "high": 2.36,
            "low": 2.36,
            "close": 2.36,
            "amount_yi": 0.0027
          },
          {
            "time": "09:44",
            "open": 2.36,
            "high": 2.36,
            "low": 2.35,
            "close": 2.35,
            "amount_yi": 0.0096
          },
          {
            "time": "09:45",
            "open": 2.35,
            "high": 2.35,
            "low": 2.34,
            "close": 2.34,
            "amount_yi": 0.0018
          },
          {
            "time": "09:46",
            "open": 2.35,
            "high": 2.35,
            "low": 2.35,
            "close": 2.35,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.35,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.36,
        "low": 2.31,
        "bid1": 2.34,
        "ask1": 2.35,
        "bid_qty1": 5378,
        "ask_qty1": 5914
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 2000,
      "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": 15.4999,
      "price_vs_vwap_pct": 1.1619,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3157,
        "prev_amount_yi": 1.0666,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 15.59,
            "high": 15.73,
            "low": 15.59,
            "close": 15.73,
            "amount_yi": 0.4296
          },
          {
            "time": "09:43",
            "open": 15.7,
            "high": 15.7,
            "low": 15.66,
            "close": 15.66,
            "amount_yi": 0.308
          },
          {
            "time": "09:44",
            "open": 15.67,
            "high": 15.71,
            "low": 15.67,
            "close": 15.71,
            "amount_yi": 0.2562
          },
          {
            "time": "09:45",
            "open": 15.66,
            "high": 15.71,
            "low": 15.66,
            "close": 15.71,
            "amount_yi": 0.2582
          },
          {
            "time": "09:46",
            "open": 15.68,
            "high": 15.68,
            "low": 15.68,
            "close": 15.68,
            "amount_yi": 0.0637
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.68,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.75,
        "low": 15.25,
        "bid1": 15.68,
        "ask1": 15.69,
        "bid_qty1": 96,
        "ask_qty1": 151
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 13000,
      "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": 2.4632,
      "price_vs_vwap_pct": -0.5359,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0117,
        "prev_amount_yi": 0.0111,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0541,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 2.46,
            "high": 2.46,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0019
          },
          {
            "time": "09:43",
            "open": 2.46,
            "high": 2.46,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0022
          },
          {
            "time": "09:44",
            "open": 2.46,
            "high": 2.46,
            "low": 2.46,
            "close": 2.46,
            "amount_yi": 0.0025
          },
          {
            "time": "09:45",
            "open": 2.46,
            "high": 2.46,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.0016
          },
          {
            "time": "09:46",
            "open": 2.45,
            "high": 2.45,
            "low": 2.45,
            "close": 2.45,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.45,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.49,
        "low": 2.44,
        "bid1": 2.45,
        "ask1": 2.46,
        "bid_qty1": 509,
        "ask_qty1": 2695
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 9200,
      "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": 3.4912,
      "price_vs_vwap_pct": -0.0344,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0044,
        "prev_amount_yi": 0.0157,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2803,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 3.5,
            "high": 3.5,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0015
          },
          {
            "time": "09:43",
            "open": 3.49,
            "high": 3.5,
            "low": 3.49,
            "close": 3.5,
            "amount_yi": 0.0017
          },
          {
            "time": "09:44",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0004
          },
          {
            "time": "09:45",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0003
          },
          {
            "time": "09:46",
            "open": 3.49,
            "high": 3.49,
            "low": 3.49,
            "close": 3.49,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.49,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.51,
        "low": 3.46,
        "bid1": 3.48,
        "ask1": 3.49,
        "bid_qty1": 1134,
        "ask_qty1": 308
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 7400,
      "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": 4.2935,
      "price_vs_vwap_pct": 0.1514,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0222,
        "prev_amount_yi": 0.0197,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1269,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 4.3,
            "high": 4.3,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0051
          },
          {
            "time": "09:43",
            "open": 4.31,
            "high": 4.31,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0015
          },
          {
            "time": "09:44",
            "open": 4.3,
            "high": 4.3,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0102
          },
          {
            "time": "09:45",
            "open": 4.3,
            "high": 4.3,
            "low": 4.29,
            "close": 4.29,
            "amount_yi": 0.0048
          },
          {
            "time": "09:46",
            "open": 4.3,
            "high": 4.3,
            "low": 4.3,
            "close": 4.3,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.3,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.32,
        "low": 4.26,
        "bid1": 4.29,
        "ask1": 4.3,
        "bid_qty1": 398,
        "ask_qty1": 290
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2200,
      "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": 14.3954,
      "price_vs_vwap_pct": -0.107,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3255,
        "prev_amount_yi": 0.5733,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5678,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 14.41,
            "high": 14.41,
            "low": 14.37,
            "close": 14.37,
            "amount_yi": 0.0934
          },
          {
            "time": "09:43",
            "open": 14.34,
            "high": 14.34,
            "low": 14.33,
            "close": 14.33,
            "amount_yi": 0.0561
          },
          {
            "time": "09:44",
            "open": 14.33,
            "high": 14.33,
            "low": 14.31,
            "close": 14.31,
            "amount_yi": 0.039
          },
          {
            "time": "09:45",
            "open": 14.38,
            "high": 14.38,
            "low": 14.38,
            "close": 14.38,
            "amount_yi": 0.0956
          },
          {
            "time": "09:46",
            "open": 14.38,
            "high": 14.38,
            "low": 14.38,
            "close": 14.38,
            "amount_yi": 0.0414
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.38,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.63,
        "low": 14.15,
        "bid1": 14.38,
        "ask1": 14.39,
        "bid_qty1": 34,
        "ask_qty1": 13
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3200,
      "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": 10.2625,
      "price_vs_vwap_pct": -2.0706,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4769,
        "prev_amount_yi": 0.5542,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8605,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 10.1,
            "high": 10.1,
            "low": 10.09,
            "close": 10.09,
            "amount_yi": 0.1292
          },
          {
            "time": "09:43",
            "open": 10.07,
            "high": 10.08,
            "low": 10.07,
            "close": 10.08,
            "amount_yi": 0.1223
          },
          {
            "time": "09:44",
            "open": 10.05,
            "high": 10.07,
            "low": 10.05,
            "close": 10.07,
            "amount_yi": 0.0911
          },
          {
            "time": "09:45",
            "open": 10.05,
            "high": 10.05,
            "low": 10.04,
            "close": 10.04,
            "amount_yi": 0.0861
          },
          {
            "time": "09:46",
            "open": 10.05,
            "high": 10.05,
            "low": 10.05,
            "close": 10.05,
            "amount_yi": 0.0482
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.05,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 10.02,
        "bid1": 10.04,
        "ask1": 10.05,
        "bid_qty1": 12,
        "ask_qty1": 326
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 800,
      "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": 38.3635,
      "price_vs_vwap_pct": -1.4688,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.7939,
        "prev_amount_yi": 5.0823,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 37.83,
            "high": 37.83,
            "low": 37.72,
            "close": 37.72,
            "amount_yi": 0.5648
          },
          {
            "time": "09:43",
            "open": 37.68,
            "high": 37.68,
            "low": 37.65,
            "close": 37.65,
            "amount_yi": 0.8125
          },
          {
            "time": "09:44",
            "open": 37.6,
            "high": 37.61,
            "low": 37.6,
            "close": 37.61,
            "amount_yi": 0.706
          },
          {
            "time": "09:45",
            "open": 37.68,
            "high": 37.72,
            "low": 37.68,
            "close": 37.72,
            "amount_yi": 0.5821
          },
          {
            "time": "09:46",
            "open": 37.8,
            "high": 37.8,
            "low": 37.8,
            "close": 37.8,
            "amount_yi": 0.1285
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.8,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.58,
        "bid1": 37.78,
        "ask1": 37.8,
        "bid_qty1": 63,
        "ask_qty1": 276
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 5000,
      "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": 6.4034,
      "price_vs_vwap_pct": -1.3024,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4041,
        "prev_amount_yi": 0.3425,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1799,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 6.35,
            "high": 6.35,
            "low": 6.35,
            "close": 6.35,
            "amount_yi": 0.0753
          },
          {
            "time": "09:43",
            "open": 6.33,
            "high": 6.34,
            "low": 6.33,
            "close": 6.34,
            "amount_yi": 0.0762
          },
          {
            "time": "09:44",
            "open": 6.33,
            "high": 6.33,
            "low": 6.31,
            "close": 6.31,
            "amount_yi": 0.0598
          },
          {
            "time": "09:45",
            "open": 6.32,
            "high": 6.33,
            "low": 6.32,
            "close": 6.33,
            "amount_yi": 0.1603
          },
          {
            "time": "09:46",
            "open": 6.32,
            "high": 6.32,
            "low": 6.32,
            "close": 6.32,
            "amount_yi": 0.0325
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.32,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.54,
        "low": 6.21,
        "bid1": 6.31,
        "ask1": 6.32,
        "bid_qty1": 679,
        "ask_qty1": 150
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 2900,
      "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": 10.696,
      "price_vs_vwap_pct": 0.3179,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.104,
        "prev_amount_yi": 0.1647,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6315,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 10.75,
            "high": 10.75,
            "low": 10.74,
            "close": 10.74,
            "amount_yi": 0.0172
          },
          {
            "time": "09:43",
            "open": 10.71,
            "high": 10.71,
            "low": 10.7,
            "close": 10.7,
            "amount_yi": 0.024
          },
          {
            "time": "09:44",
            "open": 10.67,
            "high": 10.67,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.031
          },
          {
            "time": "09:45",
            "open": 10.71,
            "high": 10.71,
            "low": 10.69,
            "close": 10.69,
            "amount_yi": 0.0214
          },
          {
            "time": "09:46",
            "open": 10.73,
            "high": 10.73,
            "low": 10.73,
            "close": 10.73,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.73,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.82,
        "low": 10.51,
        "bid1": 10.72,
        "ask1": 10.73,
        "bid_qty1": 7,
        "ask_qty1": 12
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2800,
      "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": 11.0534,
      "price_vs_vwap_pct": 0.693,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.038,
        "prev_amount_yi": 0.0519,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7322,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 11.14,
            "high": 11.14,
            "low": 11.12,
            "close": 11.12,
            "amount_yi": 0.0116
          },
          {
            "time": "09:43",
            "open": 11.12,
            "high": 11.13,
            "low": 11.12,
            "close": 11.13,
            "amount_yi": 0.0089
          },
          {
            "time": "09:44",
            "open": 11.12,
            "high": 11.13,
            "low": 11.12,
            "close": 11.13,
            "amount_yi": 0.0069
          },
          {
            "time": "09:45",
            "open": 11.14,
            "high": 11.15,
            "low": 11.14,
            "close": 11.15,
            "amount_yi": 0.0084
          },
          {
            "time": "09:46",
            "open": 11.13,
            "high": 11.13,
            "low": 11.13,
            "close": 11.13,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.13,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.15,
        "low": 10.93,
        "bid1": 11.13,
        "ask1": 11.15,
        "bid_qty1": 150,
        "ask_qty1": 155
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 3100,
      "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": 3.4517,
      "intraday_vwap": 10.0888,
      "price_vs_vwap_pct": 0.5075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0863,
        "prev_amount_yi": 0.1321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6533,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 10.05,
            "high": 10.06,
            "low": 10.05,
            "close": 10.06,
            "amount_yi": 0.0138
          },
          {
            "time": "09:43",
            "open": 10.05,
            "high": 10.06,
            "low": 10.05,
            "close": 10.06,
            "amount_yi": 0.0125
          },
          {
            "time": "09:44",
            "open": 10.06,
            "high": 10.09,
            "low": 10.06,
            "close": 10.09,
            "amount_yi": 0.0221
          },
          {
            "time": "09:45",
            "open": 10.14,
            "high": 10.14,
            "low": 10.14,
            "close": 10.14,
            "amount_yi": 0.0276
          },
          {
            "time": "09:46",
            "open": 10.14,
            "high": 10.14,
            "low": 10.14,
            "close": 10.14,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.14,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.2,
        "low": 9.96,
        "bid1": 10.13,
        "ask1": 10.14,
        "bid_qty1": 133,
        "ask_qty1": 33
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3800,
      "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": 8.4982,
      "price_vs_vwap_pct": -0.8025,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.103,
        "prev_amount_yi": 0.1364,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7551,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 8.5,
            "high": 8.5,
            "low": 8.48,
            "close": 8.48,
            "amount_yi": 0.0158
          },
          {
            "time": "09:43",
            "open": 8.47,
            "high": 8.47,
            "low": 8.47,
            "close": 8.47,
            "amount_yi": 0.0219
          },
          {
            "time": "09:44",
            "open": 8.43,
            "high": 8.44,
            "low": 8.43,
            "close": 8.44,
            "amount_yi": 0.0303
          },
          {
            "time": "09:45",
            "open": 8.42,
            "high": 8.43,
            "low": 8.42,
            "close": 8.43,
            "amount_yi": 0.0268
          },
          {
            "time": "09:46",
            "open": 8.43,
            "high": 8.43,
            "low": 8.43,
            "close": 8.43,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.43,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.72,
        "low": 8.3,
        "bid1": 8.42,
        "ask1": 8.43,
        "bid_qty1": 400,
        "ask_qty1": 152
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 6500,
      "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": 4.8656,
      "price_vs_vwap_pct": 0.296,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0216,
        "prev_amount_yi": 0.0688,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.314,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 4.87,
            "high": 4.88,
            "low": 4.87,
            "close": 4.88,
            "amount_yi": 0.0053
          },
          {
            "time": "09:43",
            "open": 4.89,
            "high": 4.89,
            "low": 4.89,
            "close": 4.89,
            "amount_yi": 0.0031
          },
          {
            "time": "09:44",
            "open": 4.87,
            "high": 4.88,
            "low": 4.87,
            "close": 4.88,
            "amount_yi": 0.0048
          },
          {
            "time": "09:45",
            "open": 4.89,
            "high": 4.9,
            "low": 4.89,
            "close": 4.9,
            "amount_yi": 0.0062
          },
          {
            "time": "09:46",
            "open": 4.88,
            "high": 4.88,
            "low": 4.88,
            "close": 4.88,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.88,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 4.91,
        "low": 4.81,
        "bid1": 4.88,
        "ask1": 4.89,
        "bid_qty1": 187,
        "ask_qty1": 364
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1000,
      "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": 29.8978,
      "price_vs_vwap_pct": 1.3118,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0812,
        "prev_amount_yi": 1.0742,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 29.79,
            "high": 29.82,
            "low": 29.79,
            "close": 29.82,
            "amount_yi": 0.1911
          },
          {
            "time": "09:43",
            "open": 29.97,
            "high": 30.08,
            "low": 29.97,
            "close": 30.08,
            "amount_yi": 0.2496
          },
          {
            "time": "09:44",
            "open": 30.06,
            "high": 30.2,
            "low": 30.06,
            "close": 30.2,
            "amount_yi": 0.6401
          },
          {
            "time": "09:45",
            "open": 30.33,
            "high": 30.33,
            "low": 30.28,
            "close": 30.28,
            "amount_yi": 0.8959
          },
          {
            "time": "09:46",
            "open": 30.29,
            "high": 30.29,
            "low": 30.29,
            "close": 30.29,
            "amount_yi": 0.1045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.29,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.39,
        "low": 29.1,
        "bid1": 30.28,
        "ask1": 30.29,
        "bid_qty1": 99,
        "ask_qty1": 8
      },
      "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": "ACTIONABLE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched",
      "qty": 1700,
      "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": 4.1335,
      "intraday_vwap": 18.8063,
      "price_vs_vwap_pct": 0.3387,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4478,
        "prev_amount_yi": 0.7156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6258,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 18.91,
            "high": 18.96,
            "low": 18.91,
            "close": 18.96,
            "amount_yi": 0.1182
          },
          {
            "time": "09:43",
            "open": 18.95,
            "high": 18.99,
            "low": 18.95,
            "close": 18.99,
            "amount_yi": 0.094
          },
          {
            "time": "09:44",
            "open": 18.95,
            "high": 18.95,
            "low": 18.91,
            "close": 18.91,
            "amount_yi": 0.051
          },
          {
            "time": "09:45",
            "open": 18.91,
            "high": 18.91,
            "low": 18.89,
            "close": 18.89,
            "amount_yi": 0.1523
          },
          {
            "time": "09:46",
            "open": 18.87,
            "high": 18.87,
            "low": 18.87,
            "close": 18.87,
            "amount_yi": 0.0323
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.87,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 19.07,
        "low": 18.21,
        "bid1": 18.86,
        "ask1": 18.87,
        "bid_qty1": 170,
        "ask_qty1": 155
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1300,
      "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": 24.6662,
      "price_vs_vwap_pct": -1.1603,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.4627,
        "prev_amount_yi": 2.2564,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0914,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 24.51,
            "high": 24.52,
            "low": 24.51,
            "close": 24.52,
            "amount_yi": 0.6009
          },
          {
            "time": "09:43",
            "open": 24.52,
            "high": 24.52,
            "low": 24.49,
            "close": 24.49,
            "amount_yi": 0.512
          },
          {
            "time": "09:44",
            "open": 24.44,
            "high": 24.45,
            "low": 24.44,
            "close": 24.45,
            "amount_yi": 0.6542
          },
          {
            "time": "09:45",
            "open": 24.4,
            "high": 24.4,
            "low": 24.4,
            "close": 24.4,
            "amount_yi": 0.5157
          },
          {
            "time": "09:46",
            "open": 24.38,
            "high": 24.38,
            "low": 24.38,
            "close": 24.38,
            "amount_yi": 0.1799
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.38,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 24.38,
        "bid1": 24.38,
        "ask1": 24.39,
        "bid_qty1": 623,
        "ask_qty1": 214
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": 36.6757,
      "price_vs_vwap_pct": -2.0605,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3225,
        "prev_amount_yi": 0.5396,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5977,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 36.17,
            "high": 36.17,
            "low": 35.99,
            "close": 35.99,
            "amount_yi": 0.086
          },
          {
            "time": "09:43",
            "open": 35.82,
            "high": 35.93,
            "low": 35.82,
            "close": 35.93,
            "amount_yi": 0.0739
          },
          {
            "time": "09:44",
            "open": 35.92,
            "high": 35.92,
            "low": 35.91,
            "close": 35.91,
            "amount_yi": 0.0538
          },
          {
            "time": "09:45",
            "open": 35.92,
            "high": 35.92,
            "low": 35.9,
            "close": 35.9,
            "amount_yi": 0.0853
          },
          {
            "time": "09:46",
            "open": 35.92,
            "high": 35.92,
            "low": 35.92,
            "close": 35.92,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.92,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 35.77,
        "bid1": 35.89,
        "ask1": 35.92,
        "bid_qty1": 13,
        "ask_qty1": 1
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 3200,
      "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": 3.2064,
      "intraday_vwap": 9.9176,
      "price_vs_vwap_pct": 0.5284,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0238,
        "prev_amount_yi": 0.0262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9084,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.96,
            "high": 9.96,
            "low": 9.94,
            "close": 9.94,
            "amount_yi": 0.0032
          },
          {
            "time": "09:43",
            "open": 9.92,
            "high": 9.93,
            "low": 9.92,
            "close": 9.93,
            "amount_yi": 0.0044
          },
          {
            "time": "09:44",
            "open": 9.92,
            "high": 9.93,
            "low": 9.92,
            "close": 9.93,
            "amount_yi": 0.0105
          },
          {
            "time": "09:45",
            "open": 9.93,
            "high": 9.95,
            "low": 9.93,
            "close": 9.95,
            "amount_yi": 0.0031
          },
          {
            "time": "09:46",
            "open": 9.97,
            "high": 9.97,
            "low": 9.97,
            "close": 9.97,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.97,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 10.05,
        "low": 9.71,
        "bid1": 9.97,
        "ask1": 9.98,
        "bid_qty1": 5,
        "ask_qty1": 93
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 4000,
      "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": 7.9587,
      "price_vs_vwap_pct": -0.8632,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0938,
        "prev_amount_yi": 0.1045,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8976,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.87,
            "high": 7.87,
            "low": 7.85,
            "close": 7.85,
            "amount_yi": 0.0241
          },
          {
            "time": "09:43",
            "open": 7.85,
            "high": 7.85,
            "low": 7.84,
            "close": 7.84,
            "amount_yi": 0.0461
          },
          {
            "time": "09:44",
            "open": 7.84,
            "high": 7.87,
            "low": 7.84,
            "close": 7.87,
            "amount_yi": 0.0173
          },
          {
            "time": "09:45",
            "open": 7.87,
            "high": 7.88,
            "low": 7.87,
            "close": 7.88,
            "amount_yi": 0.0057
          },
          {
            "time": "09:46",
            "open": 7.89,
            "high": 7.89,
            "low": 7.89,
            "close": 7.89,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.89,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.82,
        "bid1": 7.88,
        "ask1": 7.89,
        "bid_qty1": 93,
        "ask_qty1": 189
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1700,
      "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": 3.9554,
      "intraday_vwap": 17.856,
      "price_vs_vwap_pct": 0.5264,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1187,
        "prev_amount_yi": 0.1711,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 17.88,
            "high": 17.89,
            "low": 17.88,
            "close": 17.89,
            "amount_yi": 0.0144
          },
          {
            "time": "09:43",
            "open": 17.91,
            "high": 17.92,
            "low": 17.91,
            "close": 17.92,
            "amount_yi": 0.0475
          },
          {
            "time": "09:44",
            "open": 17.93,
            "high": 17.95,
            "low": 17.93,
            "close": 17.95,
            "amount_yi": 0.0325
          },
          {
            "time": "09:45",
            "open": 17.94,
            "high": 17.94,
            "low": 17.93,
            "close": 17.93,
            "amount_yi": 0.0206
          },
          {
            "time": "09:46",
            "open": 17.95,
            "high": 17.95,
            "low": 17.95,
            "close": 17.95,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.95,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.08,
        "low": 17.51,
        "bid1": 17.94,
        "ask1": 17.95,
        "bid_qty1": 30,
        "ask_qty1": 56
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 5600,
      "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": 5.6341,
      "price_vs_vwap_pct": 0.1047,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0153,
        "prev_amount_yi": 0.0388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3943,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.63,
            "high": 5.63,
            "low": 5.63,
            "close": 5.63,
            "amount_yi": 0.0013
          },
          {
            "time": "09:43",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0088
          },
          {
            "time": "09:44",
            "open": 5.63,
            "high": 5.63,
            "low": 5.63,
            "close": 5.63,
            "amount_yi": 0.0012
          },
          {
            "time": "09:45",
            "open": 5.63,
            "high": 5.64,
            "low": 5.63,
            "close": 5.64,
            "amount_yi": 0.0035
          },
          {
            "time": "09:46",
            "open": 5.64,
            "high": 5.64,
            "low": 5.64,
            "close": 5.64,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.64,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.68,
        "low": 5.59,
        "bid1": 5.64,
        "ask1": 5.65,
        "bid_qty1": 75,
        "ask_qty1": 1058
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 14500,
      "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": 2.2251,
      "price_vs_vwap_pct": -0.6786,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0236,
        "prev_amount_yi": 0.0489,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4826,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 2.22,
            "high": 2.22,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.003
          },
          {
            "time": "09:43",
            "open": 2.22,
            "high": 2.22,
            "low": 2.22,
            "close": 2.22,
            "amount_yi": 0.0018
          },
          {
            "time": "09:44",
            "open": 2.22,
            "high": 2.22,
            "low": 2.2,
            "close": 2.2,
            "amount_yi": 0.0069
          },
          {
            "time": "09:45",
            "open": 2.21,
            "high": 2.21,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0102
          },
          {
            "time": "09:46",
            "open": 2.21,
            "high": 2.21,
            "low": 2.21,
            "close": 2.21,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.21,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.26,
        "low": 2.19,
        "bid1": 2.2,
        "ask1": 2.21,
        "bid_qty1": 1051,
        "ask_qty1": 884
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 4800,
      "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": 6.7057,
      "price_vs_vwap_pct": -0.085,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1033,
        "prev_amount_yi": 0.1309,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7892,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.69,
            "high": 6.69,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0345
          },
          {
            "time": "09:43",
            "open": 6.7,
            "high": 6.7,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.0201
          },
          {
            "time": "09:44",
            "open": 6.69,
            "high": 6.7,
            "low": 6.69,
            "close": 6.7,
            "amount_yi": 0.024
          },
          {
            "time": "09:45",
            "open": 6.71,
            "high": 6.71,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0129
          },
          {
            "time": "09:46",
            "open": 6.7,
            "high": 6.7,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.7,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.78,
        "low": 6.61,
        "bid1": 6.69,
        "ask1": 6.7,
        "bid_qty1": 614,
        "ask_qty1": 118
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3900,
      "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": 8.1967,
      "price_vs_vwap_pct": -1.4237,
      "energy_floor_hint_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": 0.0863,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5458,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 8.13,
            "high": 8.14,
            "low": 8.13,
            "close": 8.14,
            "amount_yi": 0.0124
          },
          {
            "time": "09:43",
            "open": 8.14,
            "high": 8.14,
            "low": 8.12,
            "close": 8.12,
            "amount_yi": 0.0077
          },
          {
            "time": "09:44",
            "open": 8.11,
            "high": 8.11,
            "low": 8.11,
            "close": 8.11,
            "amount_yi": 0.0103
          },
          {
            "time": "09:45",
            "open": 8.1,
            "high": 8.1,
            "low": 8.1,
            "close": 8.1,
            "amount_yi": 0.0134
          },
          {
            "time": "09:46",
            "open": 8.08,
            "high": 8.08,
            "low": 8.08,
            "close": 8.08,
            "amount_yi": 0.0033
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.08,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 8.08,
        "bid1": 8.08,
        "ask1": 8.09,
        "bid_qty1": 485,
        "ask_qty1": 323
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 5300,
      "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": 3.6913,
      "intraday_vwap": 5.9345,
      "price_vs_vwap_pct": 0.4297,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0525,
        "prev_amount_yi": 0.0881,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5959,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.92,
            "high": 5.93,
            "low": 5.92,
            "close": 5.93,
            "amount_yi": 0.007
          },
          {
            "time": "09:43",
            "open": 5.92,
            "high": 5.93,
            "low": 5.92,
            "close": 5.93,
            "amount_yi": 0.0061
          },
          {
            "time": "09:44",
            "open": 5.95,
            "high": 5.96,
            "low": 5.95,
            "close": 5.96,
            "amount_yi": 0.017
          },
          {
            "time": "09:45",
            "open": 5.96,
            "high": 5.96,
            "low": 5.95,
            "close": 5.95,
            "amount_yi": 0.0131
          },
          {
            "time": "09:46",
            "open": 5.96,
            "high": 5.96,
            "low": 5.96,
            "close": 5.96,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.96,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.86,
        "bid1": 5.95,
        "ask1": 5.96,
        "bid_qty1": 368,
        "ask_qty1": 360
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2700,
      "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": 11.8024,
      "price_vs_vwap_pct": 0.1491,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0474,
        "prev_amount_yi": 0.0721,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 11.8,
            "high": 11.8,
            "low": 11.78,
            "close": 11.78,
            "amount_yi": 0.0145
          },
          {
            "time": "09:43",
            "open": 11.8,
            "high": 11.8,
            "low": 11.8,
            "close": 11.8,
            "amount_yi": 0.005
          },
          {
            "time": "09:44",
            "open": 11.81,
            "high": 11.81,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0063
          },
          {
            "time": "09:45",
            "open": 11.82,
            "high": 11.82,
            "low": 11.81,
            "close": 11.81,
            "amount_yi": 0.0202
          },
          {
            "time": "09:46",
            "open": 11.82,
            "high": 11.82,
            "low": 11.82,
            "close": 11.82,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.82,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.92,
        "low": 11.68,
        "bid1": 11.82,
        "ask1": 11.83,
        "bid_qty1": 95,
        "ask_qty1": 34
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 5500,
      "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": 5.7871,
      "price_vs_vwap_pct": -0.1227,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0316,
        "prev_amount_yi": 0.0433,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7298,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.77,
            "high": 5.78,
            "low": 5.77,
            "close": 5.78,
            "amount_yi": 0.005
          },
          {
            "time": "09:43",
            "open": 5.77,
            "high": 5.77,
            "low": 5.77,
            "close": 5.77,
            "amount_yi": 0.0048
          },
          {
            "time": "09:44",
            "open": 5.75,
            "high": 5.75,
            "low": 5.75,
            "close": 5.75,
            "amount_yi": 0.0063
          },
          {
            "time": "09:45",
            "open": 5.75,
            "high": 5.77,
            "low": 5.75,
            "close": 5.77,
            "amount_yi": 0.0137
          },
          {
            "time": "09:46",
            "open": 5.78,
            "high": 5.78,
            "low": 5.78,
            "close": 5.78,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.78,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.86,
        "low": 5.71,
        "bid1": 5.77,
        "ask1": 5.78,
        "bid_qty1": 75,
        "ask_qty1": 104
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 4800,
      "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": 6.6653,
      "price_vs_vwap_pct": 0.0705,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0126,
        "prev_amount_yi": 0.016,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.003
          },
          {
            "time": "09:43",
            "open": 6.65,
            "high": 6.65,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.005
          },
          {
            "time": "09:44",
            "open": 6.63,
            "high": 6.65,
            "low": 6.63,
            "close": 6.65,
            "amount_yi": 0.0022
          },
          {
            "time": "09:45",
            "open": 6.66,
            "high": 6.67,
            "low": 6.66,
            "close": 6.67,
            "amount_yi": 0.0015
          },
          {
            "time": "09:46",
            "open": 6.67,
            "high": 6.67,
            "low": 6.67,
            "close": 6.67,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.67,
        "ts": "2026-07-06T09:46:09",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.75,
        "low": 6.62,
        "bid1": 6.66,
        "ask1": 6.68,
        "bid_qty1": 53,
        "ask_qty1": 104
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 4200,
      "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": 7.5806,
      "price_vs_vwap_pct": -0.0079,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0736,
        "prev_amount_yi": 0.0912,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.807,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.55,
            "high": 7.57,
            "low": 7.55,
            "close": 7.57,
            "amount_yi": 0.0149
          },
          {
            "time": "09:43",
            "open": 7.56,
            "high": 7.56,
            "low": 7.55,
            "close": 7.55,
            "amount_yi": 0.0166
          },
          {
            "time": "09:44",
            "open": 7.54,
            "high": 7.54,
            "low": 7.54,
            "close": 7.54,
            "amount_yi": 0.015
          },
          {
            "time": "09:45",
            "open": 7.56,
            "high": 7.56,
            "low": 7.56,
            "close": 7.56,
            "amount_yi": 0.0216
          },
          {
            "time": "09:46",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.58,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.65,
        "low": 7.51,
        "bid1": 7.57,
        "ask1": 7.58,
        "bid_qty1": 233,
        "ask_qty1": 46
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 4600,
      "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": 6.9121,
      "price_vs_vwap_pct": -0.3197,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0261,
        "prev_amount_yi": 0.0549,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4754,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.9,
            "high": 6.9,
            "low": 6.9,
            "close": 6.9,
            "amount_yi": 0.0021
          },
          {
            "time": "09:43",
            "open": 6.9,
            "high": 6.9,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0085
          },
          {
            "time": "09:44",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0055
          },
          {
            "time": "09:45",
            "open": 6.9,
            "high": 6.9,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0091
          },
          {
            "time": "09:46",
            "open": 6.89,
            "high": 6.89,
            "low": 6.89,
            "close": 6.89,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.89,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.97,
        "low": 6.82,
        "bid1": 6.89,
        "ask1": 6.9,
        "bid_qty1": 337,
        "ask_qty1": 574
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3200,
      "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": 9.9658,
      "price_vs_vwap_pct": -0.4596,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0791,
        "prev_amount_yi": 0.1054,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7505,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.94,
            "high": 9.94,
            "low": 9.92,
            "close": 9.92,
            "amount_yi": 0.015
          },
          {
            "time": "09:43",
            "open": 9.9,
            "high": 9.9,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0314
          },
          {
            "time": "09:44",
            "open": 9.88,
            "high": 9.91,
            "low": 9.88,
            "close": 9.91,
            "amount_yi": 0.0158
          },
          {
            "time": "09:45",
            "open": 9.91,
            "high": 9.91,
            "low": 9.91,
            "close": 9.91,
            "amount_yi": 0.0135
          },
          {
            "time": "09:46",
            "open": 9.92,
            "high": 9.92,
            "low": 9.92,
            "close": 9.92,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.92,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.06,
        "low": 9.88,
        "bid1": 9.91,
        "ask1": 9.92,
        "bid_qty1": 67,
        "ask_qty1": 36
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1300,
      "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": 4.0581,
      "intraday_vwap": 23.2456,
      "price_vs_vwap_pct": 0.6642,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0666,
        "prev_amount_yi": 0.0829,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8034,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 23.3,
            "high": 23.33,
            "low": 23.3,
            "close": 23.33,
            "amount_yi": 0.0153
          },
          {
            "time": "09:43",
            "open": 23.32,
            "high": 23.33,
            "low": 23.32,
            "close": 23.33,
            "amount_yi": 0.0089
          },
          {
            "time": "09:44",
            "open": 23.34,
            "high": 23.36,
            "low": 23.34,
            "close": 23.36,
            "amount_yi": 0.0293
          },
          {
            "time": "09:45",
            "open": 23.4,
            "high": 23.4,
            "low": 23.36,
            "close": 23.36,
            "amount_yi": 0.0093
          },
          {
            "time": "09:46",
            "open": 23.4,
            "high": 23.4,
            "low": 23.4,
            "close": 23.4,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.4,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.61,
        "low": 22.67,
        "bid1": 23.4,
        "ask1": 23.41,
        "bid_qty1": 8,
        "ask_qty1": 10
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2500,
      "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": 3.4046,
      "intraday_vwap": 12.6619,
      "price_vs_vwap_pct": -0.2519,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1983,
        "prev_amount_yi": 0.2969,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6679,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 12.59,
            "high": 12.59,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0487
          },
          {
            "time": "09:43",
            "open": 12.55,
            "high": 12.57,
            "low": 12.55,
            "close": 12.57,
            "amount_yi": 0.0342
          },
          {
            "time": "09:44",
            "open": 12.58,
            "high": 12.65,
            "low": 12.58,
            "close": 12.65,
            "amount_yi": 0.0307
          },
          {
            "time": "09:45",
            "open": 12.63,
            "high": 12.65,
            "low": 12.63,
            "close": 12.65,
            "amount_yi": 0.0596
          },
          {
            "time": "09:46",
            "open": 12.63,
            "high": 12.63,
            "low": 12.63,
            "close": 12.63,
            "amount_yi": 0.0251
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.63,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.95,
        "low": 12.28,
        "bid1": 12.62,
        "ask1": 12.63,
        "bid_qty1": 306,
        "ask_qty1": 415
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 1200,
      "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": 25.1895,
      "price_vs_vwap_pct": 0.2005,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1265,
        "prev_amount_yi": 0.1764,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7171,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 25.17,
            "high": 25.17,
            "low": 25.16,
            "close": 25.16,
            "amount_yi": 0.0317
          },
          {
            "time": "09:43",
            "open": 25.18,
            "high": 25.19,
            "low": 25.18,
            "close": 25.19,
            "amount_yi": 0.041
          },
          {
            "time": "09:44",
            "open": 25.14,
            "high": 25.16,
            "low": 25.14,
            "close": 25.16,
            "amount_yi": 0.0219
          },
          {
            "time": "09:45",
            "open": 25.18,
            "high": 25.2,
            "low": 25.18,
            "close": 25.2,
            "amount_yi": 0.0239
          },
          {
            "time": "09:46",
            "open": 25.24,
            "high": 25.24,
            "low": 25.24,
            "close": 25.24,
            "amount_yi": 0.008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.24,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.37,
        "low": 25.0,
        "bid1": 25.24,
        "ask1": 25.26,
        "bid_qty1": 15,
        "ask_qty1": 12
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 700,
      "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": 47.3606,
      "price_vs_vwap_pct": -5.3644,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.0536,
        "prev_amount_yi": 5.8436,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6937,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 44.6,
            "high": 44.6,
            "low": 44.46,
            "close": 44.46,
            "amount_yi": 1.0375
          },
          {
            "time": "09:43",
            "open": 44.41,
            "high": 44.7,
            "low": 44.41,
            "close": 44.7,
            "amount_yi": 1.0426
          },
          {
            "time": "09:44",
            "open": 44.61,
            "high": 44.61,
            "low": 44.61,
            "close": 44.61,
            "amount_yi": 0.8432
          },
          {
            "time": "09:45",
            "open": 44.5,
            "high": 44.7,
            "low": 44.5,
            "close": 44.7,
            "amount_yi": 0.7456
          },
          {
            "time": "09:46",
            "open": 44.82,
            "high": 44.82,
            "low": 44.82,
            "close": 44.82,
            "amount_yi": 0.3847
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.82,
        "ts": "2026-07-06T09:46:14",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 44.3,
        "bid1": 44.8,
        "ask1": 44.82,
        "bid_qty1": 2,
        "ask_qty1": 58
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2700,
      "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": 3.0638,
      "intraday_vwap": 11.6937,
      "price_vs_vwap_pct": 0.3959,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0833,
        "prev_amount_yi": 0.155,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 11.71,
            "high": 11.71,
            "low": 11.69,
            "close": 11.69,
            "amount_yi": 0.0164
          },
          {
            "time": "09:43",
            "open": 11.7,
            "high": 11.7,
            "low": 11.7,
            "close": 11.7,
            "amount_yi": 0.0214
          },
          {
            "time": "09:44",
            "open": 11.71,
            "high": 11.73,
            "low": 11.71,
            "close": 11.73,
            "amount_yi": 0.0166
          },
          {
            "time": "09:45",
            "open": 11.74,
            "high": 11.74,
            "low": 11.74,
            "close": 11.74,
            "amount_yi": 0.0185
          },
          {
            "time": "09:46",
            "open": 11.74,
            "high": 11.74,
            "low": 11.74,
            "close": 11.74,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.74,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.86,
        "low": 11.31,
        "bid1": 11.73,
        "ask1": 11.75,
        "bid_qty1": 2,
        "ask_qty1": 117
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "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": 13.1353,
      "price_vs_vwap_pct": 0.2642,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0233,
        "prev_amount_yi": 0.0466,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 13.2,
            "high": 13.2,
            "low": 13.17,
            "close": 13.17,
            "amount_yi": 0.0096
          },
          {
            "time": "09:43",
            "open": 13.15,
            "high": 13.15,
            "low": 13.14,
            "close": 13.14,
            "amount_yi": 0.0053
          },
          {
            "time": "09:44",
            "open": 13.15,
            "high": 13.16,
            "low": 13.15,
            "close": 13.16,
            "amount_yi": 0.0047
          },
          {
            "time": "09:45",
            "open": 13.2,
            "high": 13.2,
            "low": 13.17,
            "close": 13.17,
            "amount_yi": 0.003
          },
          {
            "time": "09:46",
            "open": 13.17,
            "high": 13.17,
            "low": 13.17,
            "close": 13.17,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.17,
        "ts": "2026-07-06T09:46:09",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.26,
        "low": 13.04,
        "bid1": 13.17,
        "ask1": 13.18,
        "bid_qty1": 15,
        "ask_qty1": 11
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 4400,
      "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": 7.275,
      "price_vs_vwap_pct": 0.0687,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0109,
        "prev_amount_yi": 0.0157,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6943,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.26,
            "high": 7.26,
            "low": 7.26,
            "close": 7.26,
            "amount_yi": 0.0026
          },
          {
            "time": "09:43",
            "open": 7.25,
            "high": 7.26,
            "low": 7.25,
            "close": 7.26,
            "amount_yi": 0.002
          },
          {
            "time": "09:44",
            "open": 7.25,
            "high": 7.25,
            "low": 7.25,
            "close": 7.25,
            "amount_yi": 0.0024
          },
          {
            "time": "09:45",
            "open": 7.25,
            "high": 7.27,
            "low": 7.25,
            "close": 7.27,
            "amount_yi": 0.0033
          },
          {
            "time": "09:46",
            "open": 7.28,
            "high": 7.28,
            "low": 7.28,
            "close": 7.28,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.28,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.35,
        "low": 7.21,
        "bid1": 7.28,
        "ask1": 7.29,
        "bid_qty1": 4,
        "ask_qty1": 93
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1900,
      "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": 3.7702,
      "intraday_vwap": 16.6986,
      "price_vs_vwap_pct": 0.0084,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0615,
        "prev_amount_yi": 0.1676,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3669,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 16.74,
            "high": 16.74,
            "low": 16.74,
            "close": 16.74,
            "amount_yi": 0.0127
          },
          {
            "time": "09:43",
            "open": 16.74,
            "high": 16.74,
            "low": 16.73,
            "close": 16.73,
            "amount_yi": 0.0121
          },
          {
            "time": "09:44",
            "open": 16.71,
            "high": 16.73,
            "low": 16.71,
            "close": 16.73,
            "amount_yi": 0.018
          },
          {
            "time": "09:45",
            "open": 16.75,
            "high": 16.75,
            "low": 16.71,
            "close": 16.71,
            "amount_yi": 0.013
          },
          {
            "time": "09:46",
            "open": 16.7,
            "high": 16.7,
            "low": 16.7,
            "close": 16.7,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.7,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.93,
        "low": 16.3,
        "bid1": 16.7,
        "ask1": 16.71,
        "bid_qty1": 2,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2300,
      "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": 13.7538,
      "price_vs_vwap_pct": 0.9903,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0731,
        "prev_amount_yi": 0.0377,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.939,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 13.7,
            "high": 13.72,
            "low": 13.7,
            "close": 13.72,
            "amount_yi": 0.0214
          },
          {
            "time": "09:43",
            "open": 13.72,
            "high": 13.79,
            "low": 13.72,
            "close": 13.79,
            "amount_yi": 0.0043
          },
          {
            "time": "09:44",
            "open": 13.84,
            "high": 13.84,
            "low": 13.82,
            "close": 13.82,
            "amount_yi": 0.0092
          },
          {
            "time": "09:45",
            "open": 13.88,
            "high": 13.88,
            "low": 13.87,
            "close": 13.87,
            "amount_yi": 0.0312
          },
          {
            "time": "09:46",
            "open": 13.89,
            "high": 13.89,
            "low": 13.89,
            "close": 13.89,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.89,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 13.9,
        "low": 13.58,
        "bid1": 13.88,
        "ask1": 13.9,
        "bid_qty1": 3,
        "ask_qty1": 503
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 4600,
      "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": 6.9753,
      "price_vs_vwap_pct": 0.2107,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1316,
        "prev_amount_yi": 0.2123,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6199,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0285
          },
          {
            "time": "09:43",
            "open": 6.97,
            "high": 6.97,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0419
          },
          {
            "time": "09:44",
            "open": 6.98,
            "high": 6.98,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0238
          },
          {
            "time": "09:45",
            "open": 6.98,
            "high": 6.98,
            "low": 6.98,
            "close": 6.98,
            "amount_yi": 0.0321
          },
          {
            "time": "09:46",
            "open": 6.99,
            "high": 6.99,
            "low": 6.99,
            "close": 6.99,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.99,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.01,
        "low": 6.93,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 1109,
        "ask_qty1": 3615
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1500,
      "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": 3.2258,
      "intraday_vwap": 21.3196,
      "price_vs_vwap_pct": 0.3302,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0847,
        "prev_amount_yi": 0.1343,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6307,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 21.35,
            "high": 21.36,
            "low": 21.35,
            "close": 21.36,
            "amount_yi": 0.0345
          },
          {
            "time": "09:43",
            "open": 21.37,
            "high": 21.37,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.0095
          },
          {
            "time": "09:44",
            "open": 21.35,
            "high": 21.35,
            "low": 21.35,
            "close": 21.35,
            "amount_yi": 0.0151
          },
          {
            "time": "09:45",
            "open": 21.38,
            "high": 21.38,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.0203
          },
          {
            "time": "09:46",
            "open": 21.39,
            "high": 21.39,
            "low": 21.39,
            "close": 21.39,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.39,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.5,
        "low": 21.06,
        "bid1": 21.37,
        "ask1": 21.39,
        "bid_qty1": 27,
        "ask_qty1": 92
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 3100,
      "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": 10.1051,
      "price_vs_vwap_pct": 0.3454,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1656,
        "prev_amount_yi": 0.1667,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9934,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.96,
            "high": 9.98,
            "low": 9.96,
            "close": 9.98,
            "amount_yi": 0.0353
          },
          {
            "time": "09:43",
            "open": 9.95,
            "high": 9.96,
            "low": 9.95,
            "close": 9.96,
            "amount_yi": 0.0377
          },
          {
            "time": "09:44",
            "open": 9.96,
            "high": 10.0,
            "low": 9.96,
            "close": 10.0,
            "amount_yi": 0.03
          },
          {
            "time": "09:45",
            "open": 10.09,
            "high": 10.14,
            "low": 10.09,
            "close": 10.14,
            "amount_yi": 0.0388
          },
          {
            "time": "09:46",
            "open": 10.14,
            "high": 10.14,
            "low": 10.14,
            "close": 10.14,
            "amount_yi": 0.0238
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.14,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 9.93,
        "bid1": 10.13,
        "ask1": 10.14,
        "bid_qty1": 24,
        "ask_qty1": 149
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 500,
      "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": 61.6628,
      "price_vs_vwap_pct": 0.5793,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.964,
        "prev_amount_yi": 1.2624,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7636,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 61.63,
            "high": 61.8,
            "low": 61.63,
            "close": 61.8,
            "amount_yi": 0.1731
          },
          {
            "time": "09:43",
            "open": 61.76,
            "high": 61.89,
            "low": 61.76,
            "close": 61.89,
            "amount_yi": 0.2788
          },
          {
            "time": "09:44",
            "open": 61.77,
            "high": 62.06,
            "low": 61.77,
            "close": 62.06,
            "amount_yi": 0.2217
          },
          {
            "time": "09:45",
            "open": 62.0,
            "high": 62.17,
            "low": 62.0,
            "close": 62.17,
            "amount_yi": 0.2593
          },
          {
            "time": "09:46",
            "open": 62.02,
            "high": 62.02,
            "low": 62.02,
            "close": 62.02,
            "amount_yi": 0.0311
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.02,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.67,
        "low": 58.73,
        "bid1": 62.02,
        "ask1": 62.03,
        "bid_qty1": 8,
        "ask_qty1": 57
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3200,
      "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": 10.0259,
      "price_vs_vwap_pct": 0.2404,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.064,
        "prev_amount_yi": 0.0653,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9801,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.98,
            "high": 10.0,
            "low": 9.98,
            "close": 10.0,
            "amount_yi": 0.0238
          },
          {
            "time": "09:43",
            "open": 10.0,
            "high": 10.01,
            "low": 10.0,
            "close": 10.01,
            "amount_yi": 0.0094
          },
          {
            "time": "09:44",
            "open": 9.99,
            "high": 10.0,
            "low": 9.99,
            "close": 10.0,
            "amount_yi": 0.0133
          },
          {
            "time": "09:45",
            "open": 10.0,
            "high": 10.03,
            "low": 10.0,
            "close": 10.03,
            "amount_yi": 0.0122
          },
          {
            "time": "09:46",
            "open": 10.05,
            "high": 10.05,
            "low": 10.05,
            "close": 10.05,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.05,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.97,
        "bid1": 10.04,
        "ask1": 10.05,
        "bid_qty1": 290,
        "ask_qty1": 21
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 6600,
      "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": 4.7984,
      "price_vs_vwap_pct": -0.1751,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0143,
        "prev_amount_yi": 0.0434,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3295,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 4.81,
            "high": 4.81,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0014
          },
          {
            "time": "09:43",
            "open": 4.8,
            "high": 4.8,
            "low": 4.79,
            "close": 4.79,
            "amount_yi": 0.0029
          },
          {
            "time": "09:44",
            "open": 4.8,
            "high": 4.8,
            "low": 4.8,
            "close": 4.8,
            "amount_yi": 0.0021
          },
          {
            "time": "09:45",
            "open": 4.81,
            "high": 4.81,
            "low": 4.79,
            "close": 4.79,
            "amount_yi": 0.0042
          },
          {
            "time": "09:46",
            "open": 4.79,
            "high": 4.79,
            "low": 4.79,
            "close": 4.79,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.79,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.83,
        "low": 4.76,
        "bid1": 4.79,
        "ask1": 4.81,
        "bid_qty1": 1643,
        "ask_qty1": 1563
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 4800,
      "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": 6.599,
      "price_vs_vwap_pct": -0.1364,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0146,
        "prev_amount_yi": 0.0205,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7122,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.59,
            "high": 6.6,
            "low": 6.59,
            "close": 6.6,
            "amount_yi": 0.0022
          },
          {
            "time": "09:43",
            "open": 6.59,
            "high": 6.59,
            "low": 6.57,
            "close": 6.57,
            "amount_yi": 0.0083
          },
          {
            "time": "09:44",
            "open": 6.57,
            "high": 6.57,
            "low": 6.57,
            "close": 6.57,
            "amount_yi": 0.0028
          },
          {
            "time": "09:45",
            "open": 6.58,
            "high": 6.59,
            "low": 6.58,
            "close": 6.59,
            "amount_yi": 0.0009
          },
          {
            "time": "09:46",
            "open": 6.59,
            "high": 6.59,
            "low": 6.59,
            "close": 6.59,
            "amount_yi": 0.0004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.59,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.68,
        "low": 6.55,
        "bid1": 6.59,
        "ask1": 6.6,
        "bid_qty1": 15,
        "ask_qty1": 121
      },
      "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": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1100,
      "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": null,
      "intraday_vwap": 27.6533,
      "price_vs_vwap_pct": 0.7113,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3873,
        "prev_amount_yi": 0.4952,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7821,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 27.82,
            "high": 27.82,
            "low": 27.77,
            "close": 27.77,
            "amount_yi": 0.136
          },
          {
            "time": "09:43",
            "open": 27.71,
            "high": 27.8,
            "low": 27.71,
            "close": 27.8,
            "amount_yi": 0.1024
          },
          {
            "time": "09:44",
            "open": 27.72,
            "high": 27.73,
            "low": 27.72,
            "close": 27.73,
            "amount_yi": 0.0521
          },
          {
            "time": "09:45",
            "open": 27.78,
            "high": 27.81,
            "low": 27.78,
            "close": 27.81,
            "amount_yi": 0.0603
          },
          {
            "time": "09:46",
            "open": 27.85,
            "high": 27.85,
            "low": 27.85,
            "close": 27.85,
            "amount_yi": 0.0365
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.85,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.31,
        "bid1": 27.82,
        "ask1": 27.85,
        "bid_qty1": 136,
        "ask_qty1": 511
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 7000,
      "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": 4.5864,
      "price_vs_vwap_pct": -0.3576,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0253,
        "prev_amount_yi": 0.0431,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.587,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 4.59,
            "high": 4.59,
            "low": 4.58,
            "close": 4.58,
            "amount_yi": 0.0111
          },
          {
            "time": "09:43",
            "open": 4.57,
            "high": 4.57,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0016
          },
          {
            "time": "09:44",
            "open": 4.57,
            "high": 4.58,
            "low": 4.57,
            "close": 4.58,
            "amount_yi": 0.0042
          },
          {
            "time": "09:45",
            "open": 4.58,
            "high": 4.58,
            "low": 4.58,
            "close": 4.58,
            "amount_yi": 0.0071
          },
          {
            "time": "09:46",
            "open": 4.57,
            "high": 4.57,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0013
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.57,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.63,
        "low": 4.52,
        "bid1": 4.57,
        "ask1": 4.58,
        "bid_qty1": 252,
        "ask_qty1": 419
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "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": 21.7863,
      "price_vs_vwap_pct": 0.2006,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4578,
        "prev_amount_yi": 1.015,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.451,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 21.8,
            "high": 21.82,
            "low": 21.8,
            "close": 21.82,
            "amount_yi": 0.0904
          },
          {
            "time": "09:43",
            "open": 21.82,
            "high": 21.84,
            "low": 21.82,
            "close": 21.84,
            "amount_yi": 0.1092
          },
          {
            "time": "09:44",
            "open": 21.83,
            "high": 21.84,
            "low": 21.83,
            "close": 21.84,
            "amount_yi": 0.0947
          },
          {
            "time": "09:45",
            "open": 21.84,
            "high": 21.84,
            "low": 21.83,
            "close": 21.83,
            "amount_yi": 0.0958
          },
          {
            "time": "09:46",
            "open": 21.83,
            "high": 21.83,
            "low": 21.83,
            "close": 21.83,
            "amount_yi": 0.0677
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.83,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.98,
        "low": 21.53,
        "bid1": 21.83,
        "ask1": 21.84,
        "bid_qty1": 58,
        "ask_qty1": 1178
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2200,
      "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": 14.1575,
      "price_vs_vwap_pct": 0.5121,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1018,
        "prev_amount_yi": 0.1257,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8099,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 14.08,
            "high": 14.08,
            "low": 14.08,
            "close": 14.08,
            "amount_yi": 0.0218
          },
          {
            "time": "09:43",
            "open": 14.08,
            "high": 14.11,
            "low": 14.08,
            "close": 14.11,
            "amount_yi": 0.0332
          },
          {
            "time": "09:44",
            "open": 14.15,
            "high": 14.15,
            "low": 14.15,
            "close": 14.15,
            "amount_yi": 0.0142
          },
          {
            "time": "09:45",
            "open": 14.18,
            "high": 14.23,
            "low": 14.18,
            "close": 14.23,
            "amount_yi": 0.0197
          },
          {
            "time": "09:46",
            "open": 14.23,
            "high": 14.23,
            "low": 14.23,
            "close": 14.23,
            "amount_yi": 0.0129
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.23,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.34,
        "low": 13.88,
        "bid1": 14.22,
        "ask1": 14.23,
        "bid_qty1": 60,
        "ask_qty1": 76
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2500,
      "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": 3.5686,
      "intraday_vwap": 12.641,
      "price_vs_vwap_pct": -0.4034,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0984,
        "prev_amount_yi": 0.1769,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5562,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 12.6,
            "high": 12.6,
            "low": 12.6,
            "close": 12.6,
            "amount_yi": 0.0278
          },
          {
            "time": "09:43",
            "open": 12.6,
            "high": 12.6,
            "low": 12.59,
            "close": 12.59,
            "amount_yi": 0.0251
          },
          {
            "time": "09:44",
            "open": 12.57,
            "high": 12.58,
            "low": 12.57,
            "close": 12.58,
            "amount_yi": 0.0236
          },
          {
            "time": "09:45",
            "open": 12.61,
            "high": 12.61,
            "low": 12.58,
            "close": 12.58,
            "amount_yi": 0.0172
          },
          {
            "time": "09:46",
            "open": 12.59,
            "high": 12.59,
            "low": 12.59,
            "close": 12.59,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.59,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.85,
        "low": 12.4,
        "bid1": 12.6,
        "ask1": 12.61,
        "bid_qty1": 4,
        "ask_qty1": 21
      },
      "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": "ACTIONABLE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched",
      "qty": 900,
      "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": 4.4513,
      "intraday_vwap": 34.9827,
      "price_vs_vwap_pct": 1.9933,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3763,
        "prev_amount_yi": 0.3233,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.257,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 34.9,
            "high": 34.9,
            "low": 34.89,
            "close": 34.89,
            "amount_yi": 0.116
          },
          {
            "time": "09:43",
            "open": 34.89,
            "high": 34.9,
            "low": 34.89,
            "close": 34.9,
            "amount_yi": 0.0906
          },
          {
            "time": "09:44",
            "open": 35.0,
            "high": 35.19,
            "low": 35.0,
            "close": 35.19,
            "amount_yi": 0.4061
          },
          {
            "time": "09:45",
            "open": 35.48,
            "high": 35.58,
            "low": 35.48,
            "close": 35.58,
            "amount_yi": 0.5581
          },
          {
            "time": "09:46",
            "open": 35.68,
            "high": 35.68,
            "low": 35.68,
            "close": 35.68,
            "amount_yi": 0.2055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.68,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.77,
        "low": 34.0,
        "bid1": 35.68,
        "ask1": 35.72,
        "bid_qty1": 16,
        "ask_qty1": 3
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2200,
      "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": 14.4298,
      "price_vs_vwap_pct": 0.3479,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.494,
        "prev_amount_yi": 0.8519,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5799,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 14.42,
            "high": 14.42,
            "low": 14.41,
            "close": 14.41,
            "amount_yi": 0.1106
          },
          {
            "time": "09:43",
            "open": 14.42,
            "high": 14.45,
            "low": 14.42,
            "close": 14.45,
            "amount_yi": 0.0893
          },
          {
            "time": "09:44",
            "open": 14.48,
            "high": 14.49,
            "low": 14.48,
            "close": 14.49,
            "amount_yi": 0.1153
          },
          {
            "time": "09:45",
            "open": 14.49,
            "high": 14.49,
            "low": 14.47,
            "close": 14.47,
            "amount_yi": 0.1233
          },
          {
            "time": "09:46",
            "open": 14.48,
            "high": 14.48,
            "low": 14.48,
            "close": 14.48,
            "amount_yi": 0.0555
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.48,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.57,
        "low": 14.2,
        "bid1": 14.48,
        "ask1": 14.49,
        "bid_qty1": 5,
        "ask_qty1": 476
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3000,
      "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": 10.5024,
      "price_vs_vwap_pct": 0.0724,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3354,
        "prev_amount_yi": 0.3067,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0936,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 10.42,
            "high": 10.45,
            "low": 10.42,
            "close": 10.45,
            "amount_yi": 0.1688
          },
          {
            "time": "09:43",
            "open": 10.46,
            "high": 10.46,
            "low": 10.43,
            "close": 10.43,
            "amount_yi": 0.0678
          },
          {
            "time": "09:44",
            "open": 10.42,
            "high": 10.42,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0438
          },
          {
            "time": "09:45",
            "open": 10.46,
            "high": 10.46,
            "low": 10.46,
            "close": 10.46,
            "amount_yi": 0.0305
          },
          {
            "time": "09:46",
            "open": 10.51,
            "high": 10.51,
            "low": 10.51,
            "close": 10.51,
            "amount_yi": 0.0245
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.51,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 10.38,
        "bid1": 10.51,
        "ask1": 10.52,
        "bid_qty1": 337,
        "ask_qty1": 326
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 5600,
      "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": 5.6989,
      "price_vs_vwap_pct": -0.1562,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0274,
        "prev_amount_yi": 0.0453,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6049,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0056
          },
          {
            "time": "09:43",
            "open": 5.7,
            "high": 5.71,
            "low": 5.7,
            "close": 5.71,
            "amount_yi": 0.0064
          },
          {
            "time": "09:44",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0078
          },
          {
            "time": "09:45",
            "open": 5.7,
            "high": 5.7,
            "low": 5.7,
            "close": 5.7,
            "amount_yi": 0.0041
          },
          {
            "time": "09:46",
            "open": 5.69,
            "high": 5.69,
            "low": 5.69,
            "close": 5.69,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.69,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.75,
        "low": 5.66,
        "bid1": 5.69,
        "ask1": 5.7,
        "bid_qty1": 1563,
        "ask_qty1": 713
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 4900,
      "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": 6.5272,
      "price_vs_vwap_pct": 0.1961,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0979,
        "prev_amount_yi": 0.1435,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6822,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.48,
            "high": 6.48,
            "low": 6.47,
            "close": 6.47,
            "amount_yi": 0.0297
          },
          {
            "time": "09:43",
            "open": 6.46,
            "high": 6.5,
            "low": 6.46,
            "close": 6.5,
            "amount_yi": 0.0392
          },
          {
            "time": "09:44",
            "open": 6.51,
            "high": 6.53,
            "low": 6.51,
            "close": 6.53,
            "amount_yi": 0.0104
          },
          {
            "time": "09:45",
            "open": 6.52,
            "high": 6.55,
            "low": 6.52,
            "close": 6.55,
            "amount_yi": 0.0115
          },
          {
            "time": "09:46",
            "open": 6.54,
            "high": 6.54,
            "low": 6.54,
            "close": 6.54,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.54,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.46,
        "bid1": 6.54,
        "ask1": 6.55,
        "bid_qty1": 67,
        "ask_qty1": 298
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 600,
      "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": 52.9661,
      "price_vs_vwap_pct": 0.7437,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4439,
        "prev_amount_yi": 0.6174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.719,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 53.21,
            "high": 53.21,
            "low": 52.98,
            "close": 52.98,
            "amount_yi": 0.078
          },
          {
            "time": "09:43",
            "open": 53.15,
            "high": 53.23,
            "low": 53.15,
            "close": 53.23,
            "amount_yi": 0.112
          },
          {
            "time": "09:44",
            "open": 53.02,
            "high": 53.02,
            "low": 52.98,
            "close": 52.98,
            "amount_yi": 0.0477
          },
          {
            "time": "09:45",
            "open": 53.48,
            "high": 53.48,
            "low": 53.45,
            "close": 53.45,
            "amount_yi": 0.169
          },
          {
            "time": "09:46",
            "open": 53.36,
            "high": 53.36,
            "low": 53.36,
            "close": 53.36,
            "amount_yi": 0.0372
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.36,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 54.12,
        "low": 51.0,
        "bid1": 53.27,
        "ask1": 53.36,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2200,
      "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": 14.0928,
      "price_vs_vwap_pct": 1.5412,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1257,
        "prev_amount_yi": 0.3049,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4123,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 14.17,
            "high": 14.25,
            "low": 14.17,
            "close": 14.25,
            "amount_yi": 0.0241
          },
          {
            "time": "09:43",
            "open": 14.34,
            "high": 14.34,
            "low": 14.33,
            "close": 14.33,
            "amount_yi": 0.0378
          },
          {
            "time": "09:44",
            "open": 14.24,
            "high": 14.3,
            "low": 14.24,
            "close": 14.3,
            "amount_yi": 0.0215
          },
          {
            "time": "09:45",
            "open": 14.26,
            "high": 14.29,
            "low": 14.26,
            "close": 14.29,
            "amount_yi": 0.0281
          },
          {
            "time": "09:46",
            "open": 14.31,
            "high": 14.31,
            "low": 14.31,
            "close": 14.31,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.31,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.49,
        "low": 13.53,
        "bid1": 14.3,
        "ask1": 14.32,
        "bid_qty1": 51,
        "ask_qty1": 5
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4000,
      "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": 8.025,
      "price_vs_vwap_pct": 0.1869,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5984,
        "prev_amount_yi": 1.3285,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4504,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 8.13,
            "high": 8.13,
            "low": 8.1,
            "close": 8.1,
            "amount_yi": 0.1967
          },
          {
            "time": "09:43",
            "open": 8.1,
            "high": 8.1,
            "low": 8.07,
            "close": 8.07,
            "amount_yi": 0.1029
          },
          {
            "time": "09:44",
            "open": 8.04,
            "high": 8.06,
            "low": 8.04,
            "close": 8.06,
            "amount_yi": 0.1453
          },
          {
            "time": "09:45",
            "open": 8.05,
            "high": 8.05,
            "low": 8.05,
            "close": 8.05,
            "amount_yi": 0.1085
          },
          {
            "time": "09:46",
            "open": 8.04,
            "high": 8.04,
            "low": 8.04,
            "close": 8.04,
            "amount_yi": 0.045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.04,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.22,
        "low": 7.83,
        "bid1": 8.03,
        "ask1": 8.04,
        "bid_qty1": 10,
        "ask_qty1": 621
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 800,
      "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": 36.4445,
      "price_vs_vwap_pct": -0.8081,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1371,
        "prev_amount_yi": 0.2235,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6134,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 36.1,
            "high": 36.2,
            "low": 36.1,
            "close": 36.2,
            "amount_yi": 0.0221
          },
          {
            "time": "09:43",
            "open": 36.21,
            "high": 36.21,
            "low": 36.14,
            "close": 36.14,
            "amount_yi": 0.0245
          },
          {
            "time": "09:44",
            "open": 36.08,
            "high": 36.08,
            "low": 36.08,
            "close": 36.08,
            "amount_yi": 0.0395
          },
          {
            "time": "09:45",
            "open": 36.11,
            "high": 36.16,
            "low": 36.11,
            "close": 36.16,
            "amount_yi": 0.0437
          },
          {
            "time": "09:46",
            "open": 36.15,
            "high": 36.15,
            "low": 36.15,
            "close": 36.15,
            "amount_yi": 0.0073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.15,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 36.02,
        "bid1": 36.13,
        "ask1": 36.15,
        "bid_qty1": 5,
        "ask_qty1": 16
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1800,
      "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": 17.8766,
      "price_vs_vwap_pct": -0.1488,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2664,
        "prev_amount_yi": 0.4107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6486,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 17.87,
            "high": 17.87,
            "low": 17.85,
            "close": 17.85,
            "amount_yi": 0.0663
          },
          {
            "time": "09:43",
            "open": 17.83,
            "high": 17.83,
            "low": 17.81,
            "close": 17.81,
            "amount_yi": 0.0694
          },
          {
            "time": "09:44",
            "open": 17.8,
            "high": 17.82,
            "low": 17.8,
            "close": 17.82,
            "amount_yi": 0.069
          },
          {
            "time": "09:45",
            "open": 17.85,
            "high": 17.85,
            "low": 17.85,
            "close": 17.85,
            "amount_yi": 0.0391
          },
          {
            "time": "09:46",
            "open": 17.85,
            "high": 17.85,
            "low": 17.85,
            "close": 17.85,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.85,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.77,
        "bid1": 17.85,
        "ask1": 17.86,
        "bid_qty1": 19,
        "ask_qty1": 1012
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "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": 18.2153,
      "price_vs_vwap_pct": -1.182,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4188,
        "prev_amount_yi": 0.3007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3928,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 17.98,
            "high": 18.03,
            "low": 17.98,
            "close": 18.03,
            "amount_yi": 0.1984
          },
          {
            "time": "09:43",
            "open": 18.0,
            "high": 18.0,
            "low": 17.99,
            "close": 17.99,
            "amount_yi": 0.0702
          },
          {
            "time": "09:44",
            "open": 17.99,
            "high": 18.0,
            "low": 17.99,
            "close": 18.0,
            "amount_yi": 0.0494
          },
          {
            "time": "09:45",
            "open": 18.01,
            "high": 18.01,
            "low": 17.99,
            "close": 17.99,
            "amount_yi": 0.0662
          },
          {
            "time": "09:46",
            "open": 18.0,
            "high": 18.0,
            "low": 18.0,
            "close": 18.0,
            "amount_yi": 0.0346
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.0,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 17.95,
        "bid1": 17.98,
        "ask1": 18.0,
        "bid_qty1": 174,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 5000,
      "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": 2.9595,
      "intraday_vwap": 6.3833,
      "price_vs_vwap_pct": 0.5749,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.114,
        "prev_amount_yi": 0.2075,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5494,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.38,
            "high": 6.39,
            "low": 6.38,
            "close": 6.39,
            "amount_yi": 0.0295
          },
          {
            "time": "09:43",
            "open": 6.39,
            "high": 6.39,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0236
          },
          {
            "time": "09:44",
            "open": 6.38,
            "high": 6.38,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0153
          },
          {
            "time": "09:45",
            "open": 6.39,
            "high": 6.39,
            "low": 6.38,
            "close": 6.38,
            "amount_yi": 0.0241
          },
          {
            "time": "09:46",
            "open": 6.42,
            "high": 6.42,
            "low": 6.42,
            "close": 6.42,
            "amount_yi": 0.0215
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.42,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.41,
        "ask1": 6.42,
        "bid_qty1": 454,
        "ask_qty1": 627
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 4200,
      "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": 7.6488,
      "price_vs_vwap_pct": -0.8995,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0346,
        "prev_amount_yi": 0.0515,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6718,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.57,
            "high": 7.59,
            "low": 7.57,
            "close": 7.59,
            "amount_yi": 0.012
          },
          {
            "time": "09:43",
            "open": 7.59,
            "high": 7.59,
            "low": 7.59,
            "close": 7.59,
            "amount_yi": 0.0061
          },
          {
            "time": "09:44",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0029
          },
          {
            "time": "09:45",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0081
          },
          {
            "time": "09:46",
            "open": 7.58,
            "high": 7.58,
            "low": 7.58,
            "close": 7.58,
            "amount_yi": 0.0055
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.58,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.72,
        "low": 7.56,
        "bid1": 7.57,
        "ask1": 7.58,
        "bid_qty1": 148,
        "ask_qty1": 56
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3800,
      "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": 8.2204,
      "price_vs_vwap_pct": 0.4817,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2221,
        "prev_amount_yi": 0.5049,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4399,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 8.35,
            "high": 8.37,
            "low": 8.35,
            "close": 8.37,
            "amount_yi": 0.0705
          },
          {
            "time": "09:43",
            "open": 8.32,
            "high": 8.32,
            "low": 8.3,
            "close": 8.3,
            "amount_yi": 0.0668
          },
          {
            "time": "09:44",
            "open": 8.26,
            "high": 8.29,
            "low": 8.26,
            "close": 8.29,
            "amount_yi": 0.0398
          },
          {
            "time": "09:45",
            "open": 8.26,
            "high": 8.26,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.0239
          },
          {
            "time": "09:46",
            "open": 8.26,
            "high": 8.26,
            "low": 8.26,
            "close": 8.26,
            "amount_yi": 0.0211
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.26,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.47,
        "low": 7.93,
        "bid1": 8.26,
        "ask1": 8.27,
        "bid_qty1": 2,
        "ask_qty1": 774
      },
      "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": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2400,
      "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": null,
      "intraday_vwap": 12.843,
      "price_vs_vwap_pct": 1.6896,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1877,
        "prev_amount_yi": 0.3303,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5683,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 13.0,
            "high": 13.0,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0564
          },
          {
            "time": "09:43",
            "open": 12.97,
            "high": 13.0,
            "low": 12.97,
            "close": 13.0,
            "amount_yi": 0.0418
          },
          {
            "time": "09:44",
            "open": 12.97,
            "high": 12.97,
            "low": 12.96,
            "close": 12.96,
            "amount_yi": 0.0282
          },
          {
            "time": "09:45",
            "open": 13.0,
            "high": 13.0,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0348
          },
          {
            "time": "09:46",
            "open": 13.06,
            "high": 13.06,
            "low": 13.06,
            "close": 13.06,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.06,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 13.07,
        "low": 12.4,
        "bid1": 13.05,
        "ask1": 13.06,
        "bid_qty1": 5,
        "ask_qty1": 17
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.33,
      "exec_low": 13.33,
      "exec_high": 13.53,
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2400,
      "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": null,
      "entry_zone_low": 13.13,
      "entry_zone_high": 13.53,
      "entry_risk_pct": null,
      "intraday_vwap": 13.4466,
      "price_vs_vwap_pct": -1.7596,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6862,
        "prev_amount_yi": 0.9954,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6894,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 13.23,
            "high": 13.27,
            "low": 13.23,
            "close": 13.27,
            "amount_yi": 0.1435
          },
          {
            "time": "09:43",
            "open": 13.26,
            "high": 13.26,
            "low": 13.26,
            "close": 13.26,
            "amount_yi": 0.1839
          },
          {
            "time": "09:44",
            "open": 13.24,
            "high": 13.25,
            "low": 13.24,
            "close": 13.25,
            "amount_yi": 0.1256
          },
          {
            "time": "09:45",
            "open": 13.25,
            "high": 13.25,
            "low": 13.21,
            "close": 13.21,
            "amount_yi": 0.1597
          },
          {
            "time": "09:46",
            "open": 13.21,
            "high": 13.21,
            "low": 13.21,
            "close": 13.21,
            "amount_yi": 0.0735
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.21,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 13.18,
        "bid1": 13.2,
        "ask1": 13.21,
        "bid_qty1": 557,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2100,
      "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": 14.8908,
      "price_vs_vwap_pct": -1.147,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.037,
        "prev_amount_yi": 1.0709,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9683,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 14.57,
            "high": 14.57,
            "low": 14.52,
            "close": 14.52,
            "amount_yi": 0.5072
          },
          {
            "time": "09:43",
            "open": 14.65,
            "high": 14.72,
            "low": 14.65,
            "close": 14.72,
            "amount_yi": 0.1345
          },
          {
            "time": "09:44",
            "open": 14.75,
            "high": 14.75,
            "low": 14.74,
            "close": 14.74,
            "amount_yi": 0.1479
          },
          {
            "time": "09:45",
            "open": 14.75,
            "high": 14.75,
            "low": 14.73,
            "close": 14.73,
            "amount_yi": 0.1937
          },
          {
            "time": "09:46",
            "open": 14.72,
            "high": 14.72,
            "low": 14.72,
            "close": 14.72,
            "amount_yi": 0.0537
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.72,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 14.51,
        "bid1": 14.7,
        "ask1": 14.72,
        "bid_qty1": 196,
        "ask_qty1": 426
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "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": null,
      "intraday_vwap": 39.5166,
      "price_vs_vwap_pct": -0.7759,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4823,
        "prev_amount_yi": 0.7137,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6758,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 39.09,
            "high": 39.21,
            "low": 39.09,
            "close": 39.21,
            "amount_yi": 0.1158
          },
          {
            "time": "09:43",
            "open": 39.13,
            "high": 39.13,
            "low": 39.13,
            "close": 39.13,
            "amount_yi": 0.0748
          },
          {
            "time": "09:44",
            "open": 39.06,
            "high": 39.17,
            "low": 39.06,
            "close": 39.17,
            "amount_yi": 0.1593
          },
          {
            "time": "09:45",
            "open": 39.22,
            "high": 39.22,
            "low": 39.2,
            "close": 39.2,
            "amount_yi": 0.0733
          },
          {
            "time": "09:46",
            "open": 39.21,
            "high": 39.21,
            "low": 39.21,
            "close": 39.21,
            "amount_yi": 0.0591
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.21,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 39.03,
        "bid1": 39.17,
        "ask1": 39.21,
        "bid_qty1": 8,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 2800,
      "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": 11.2154,
      "price_vs_vwap_pct": -0.5831,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1789,
        "prev_amount_yi": 0.2716,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6587,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 11.16,
            "high": 11.16,
            "low": 11.16,
            "close": 11.16,
            "amount_yi": 0.0201
          },
          {
            "time": "09:43",
            "open": 11.17,
            "high": 11.17,
            "low": 11.17,
            "close": 11.17,
            "amount_yi": 0.026
          },
          {
            "time": "09:44",
            "open": 11.15,
            "high": 11.15,
            "low": 11.15,
            "close": 11.15,
            "amount_yi": 0.0741
          },
          {
            "time": "09:45",
            "open": 11.16,
            "high": 11.16,
            "low": 11.15,
            "close": 11.15,
            "amount_yi": 0.047
          },
          {
            "time": "09:46",
            "open": 11.15,
            "high": 11.15,
            "low": 11.15,
            "close": 11.15,
            "amount_yi": 0.0117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.15,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 11.14,
        "bid1": 11.15,
        "ask1": 11.16,
        "bid_qty1": 20,
        "ask_qty1": 1253
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 4700,
      "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": 6.8229,
      "price_vs_vwap_pct": -0.3356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0157,
        "prev_amount_yi": 0.0468,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 6.82,
            "high": 6.82,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0024
          },
          {
            "time": "09:43",
            "open": 6.81,
            "high": 6.83,
            "low": 6.81,
            "close": 6.83,
            "amount_yi": 0.0046
          },
          {
            "time": "09:44",
            "open": 6.82,
            "high": 6.82,
            "low": 6.81,
            "close": 6.81,
            "amount_yi": 0.0024
          },
          {
            "time": "09:45",
            "open": 6.8,
            "high": 6.8,
            "low": 6.8,
            "close": 6.8,
            "amount_yi": 0.0028
          },
          {
            "time": "09:46",
            "open": 6.8,
            "high": 6.8,
            "low": 6.8,
            "close": 6.8,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.8,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 6.92,
        "low": 6.74,
        "bid1": 6.79,
        "ask1": 6.8,
        "bid_qty1": 94,
        "ask_qty1": 184
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 4600,
      "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": 6.9929,
      "price_vs_vwap_pct": -0.4705,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0915,
        "prev_amount_yi": 0.0698,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.01,
            "high": 7.01,
            "low": 7.0,
            "close": 7.0,
            "amount_yi": 0.0133
          },
          {
            "time": "09:43",
            "open": 6.99,
            "high": 6.99,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0152
          },
          {
            "time": "09:44",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0303
          },
          {
            "time": "09:45",
            "open": 6.98,
            "high": 6.98,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0289
          },
          {
            "time": "09:46",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.96,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.95,
        "bid1": 6.96,
        "ask1": 6.97,
        "bid_qty1": 21,
        "ask_qty1": 39
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1300,
      "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": 23.4771,
      "price_vs_vwap_pct": -1.2229,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2151,
        "prev_amount_yi": 0.3913,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5497,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 23.19,
            "high": 23.19,
            "low": 23.18,
            "close": 23.18,
            "amount_yi": 0.0461
          },
          {
            "time": "09:43",
            "open": 23.19,
            "high": 23.28,
            "low": 23.19,
            "close": 23.28,
            "amount_yi": 0.0475
          },
          {
            "time": "09:44",
            "open": 23.32,
            "high": 23.32,
            "low": 23.32,
            "close": 23.32,
            "amount_yi": 0.0401
          },
          {
            "time": "09:45",
            "open": 23.32,
            "high": 23.32,
            "low": 23.21,
            "close": 23.21,
            "amount_yi": 0.0572
          },
          {
            "time": "09:46",
            "open": 23.19,
            "high": 23.19,
            "low": 23.19,
            "close": 23.19,
            "amount_yi": 0.0242
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.19,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 24.11,
        "low": 23.13,
        "bid1": 23.17,
        "ask1": 23.18,
        "bid_qty1": 48,
        "ask_qty1": 182
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1900,
      "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": 16.5031,
      "price_vs_vwap_pct": -1.5337,
      "energy_floor_hint_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": 0.1189,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7595,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 16.29,
            "high": 16.31,
            "low": 16.29,
            "close": 16.31,
            "amount_yi": 0.0118
          },
          {
            "time": "09:43",
            "open": 16.28,
            "high": 16.29,
            "low": 16.28,
            "close": 16.29,
            "amount_yi": 0.0252
          },
          {
            "time": "09:44",
            "open": 16.26,
            "high": 16.27,
            "low": 16.26,
            "close": 16.27,
            "amount_yi": 0.0132
          },
          {
            "time": "09:45",
            "open": 16.29,
            "high": 16.29,
            "low": 16.24,
            "close": 16.24,
            "amount_yi": 0.032
          },
          {
            "time": "09:46",
            "open": 16.25,
            "high": 16.25,
            "low": 16.25,
            "close": 16.25,
            "amount_yi": 0.0081
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.25,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 16.21,
        "bid1": 16.25,
        "ask1": 16.26,
        "bid_qty1": 14,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1900,
      "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": 16.2903,
      "price_vs_vwap_pct": -0.9226,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0782,
        "prev_amount_yi": 0.0753,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0385,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 16.17,
            "high": 16.21,
            "low": 16.17,
            "close": 16.21,
            "amount_yi": 0.015
          },
          {
            "time": "09:43",
            "open": 16.18,
            "high": 16.2,
            "low": 16.18,
            "close": 16.2,
            "amount_yi": 0.0185
          },
          {
            "time": "09:44",
            "open": 16.14,
            "high": 16.14,
            "low": 16.14,
            "close": 16.14,
            "amount_yi": 0.0229
          },
          {
            "time": "09:45",
            "open": 16.18,
            "high": 16.18,
            "low": 16.13,
            "close": 16.13,
            "amount_yi": 0.014
          },
          {
            "time": "09:46",
            "open": 16.14,
            "high": 16.14,
            "low": 16.14,
            "close": 16.14,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.14,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 16.11,
        "bid1": 16.14,
        "ask1": 16.15,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "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": 20.9048,
      "price_vs_vwap_pct": -0.5492,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2822,
        "prev_amount_yi": 0.2643,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0677,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 20.81,
            "high": 20.83,
            "low": 20.81,
            "close": 20.83,
            "amount_yi": 0.1021
          },
          {
            "time": "09:43",
            "open": 20.82,
            "high": 20.82,
            "low": 20.8,
            "close": 20.8,
            "amount_yi": 0.0545
          },
          {
            "time": "09:44",
            "open": 20.77,
            "high": 20.78,
            "low": 20.77,
            "close": 20.78,
            "amount_yi": 0.0464
          },
          {
            "time": "09:45",
            "open": 20.79,
            "high": 20.79,
            "low": 20.78,
            "close": 20.78,
            "amount_yi": 0.0586
          },
          {
            "time": "09:46",
            "open": 20.79,
            "high": 20.79,
            "low": 20.79,
            "close": 20.79,
            "amount_yi": 0.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.79,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.77,
        "bid1": 20.79,
        "ask1": 20.8,
        "bid_qty1": 5,
        "ask_qty1": 236
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 2800,
      "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": 11.2742,
      "price_vs_vwap_pct": 1.1158,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1601,
        "prev_amount_yi": 0.503,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3183,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 11.43,
            "high": 11.47,
            "low": 11.43,
            "close": 11.47,
            "amount_yi": 0.0426
          },
          {
            "time": "09:43",
            "open": 11.36,
            "high": 11.36,
            "low": 11.33,
            "close": 11.33,
            "amount_yi": 0.0318
          },
          {
            "time": "09:44",
            "open": 11.28,
            "high": 11.28,
            "low": 11.23,
            "close": 11.23,
            "amount_yi": 0.0347
          },
          {
            "time": "09:45",
            "open": 11.2,
            "high": 11.27,
            "low": 11.2,
            "close": 11.27,
            "amount_yi": 0.0254
          },
          {
            "time": "09:46",
            "open": 11.4,
            "high": 11.4,
            "low": 11.4,
            "close": 11.4,
            "amount_yi": 0.0256
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.4,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.8,
        "low": 10.29,
        "bid1": 11.4,
        "ask1": 11.42,
        "bid_qty1": 9,
        "ask_qty1": 92
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 1200,
      "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": null,
      "intraday_vwap": 26.2676,
      "price_vs_vwap_pct": -0.6761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0555,
        "prev_amount_yi": 0.0929,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5974,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 26.12,
            "high": 26.13,
            "low": 26.12,
            "close": 26.13,
            "amount_yi": 0.0126
          },
          {
            "time": "09:43",
            "open": 26.12,
            "high": 26.13,
            "low": 26.12,
            "close": 26.13,
            "amount_yi": 0.0127
          },
          {
            "time": "09:44",
            "open": 26.08,
            "high": 26.1,
            "low": 26.08,
            "close": 26.1,
            "amount_yi": 0.0207
          },
          {
            "time": "09:45",
            "open": 26.13,
            "high": 26.13,
            "low": 26.08,
            "close": 26.08,
            "amount_yi": 0.0057
          },
          {
            "time": "09:46",
            "open": 26.09,
            "high": 26.09,
            "low": 26.09,
            "close": 26.09,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.09,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 26.07,
        "bid1": 26.08,
        "ask1": 26.11,
        "bid_qty1": 121,
        "ask_qty1": 7
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 2000,
      "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": 15.5125,
      "price_vs_vwap_pct": -0.0806,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0093,
        "prev_amount_yi": 0.0143,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6503,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 15.55,
            "high": 15.55,
            "low": 15.53,
            "close": 15.53,
            "amount_yi": 0.0017
          },
          {
            "time": "09:43",
            "open": 15.54,
            "high": 15.54,
            "low": 15.53,
            "close": 15.53,
            "amount_yi": 0.0037
          },
          {
            "time": "09:44",
            "open": 15.49,
            "high": 15.49,
            "low": 15.48,
            "close": 15.48,
            "amount_yi": 0.0032
          },
          {
            "time": "09:45",
            "open": 15.49,
            "high": 15.52,
            "low": 15.49,
            "close": 15.52,
            "amount_yi": 0.0006
          },
          {
            "time": "09:46",
            "open": 15.5,
            "high": 15.5,
            "low": 15.5,
            "close": 15.5,
            "amount_yi": 0.0001
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.5,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.73,
        "low": 15.41,
        "bid1": 15.5,
        "ask1": 15.51,
        "bid_qty1": 9,
        "ask_qty1": 41
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1800,
      "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": 17.7036,
      "price_vs_vwap_pct": -1.4325,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2096,
        "prev_amount_yi": 0.1993,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0517,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 17.49,
            "high": 17.51,
            "low": 17.49,
            "close": 17.51,
            "amount_yi": 0.0696
          },
          {
            "time": "09:43",
            "open": 17.48,
            "high": 17.49,
            "low": 17.48,
            "close": 17.49,
            "amount_yi": 0.0454
          },
          {
            "time": "09:44",
            "open": 17.47,
            "high": 17.47,
            "low": 17.47,
            "close": 17.47,
            "amount_yi": 0.024
          },
          {
            "time": "09:45",
            "open": 17.51,
            "high": 17.51,
            "low": 17.46,
            "close": 17.46,
            "amount_yi": 0.051
          },
          {
            "time": "09:46",
            "open": 17.45,
            "high": 17.45,
            "low": 17.45,
            "close": 17.45,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.45,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 17.43,
        "bid1": 17.44,
        "ask1": 17.45,
        "bid_qty1": 62,
        "ask_qty1": 28
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "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": 22.7333,
      "price_vs_vwap_pct": -2.4339,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.1228,
        "prev_amount_yi": 3.2466,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6539,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 22.18,
            "high": 22.37,
            "low": 22.18,
            "close": 22.37,
            "amount_yi": 0.5692
          },
          {
            "time": "09:43",
            "open": 22.32,
            "high": 22.34,
            "low": 22.32,
            "close": 22.34,
            "amount_yi": 0.4728
          },
          {
            "time": "09:44",
            "open": 22.32,
            "high": 22.33,
            "low": 22.32,
            "close": 22.33,
            "amount_yi": 0.3373
          },
          {
            "time": "09:45",
            "open": 22.34,
            "high": 22.34,
            "low": 22.18,
            "close": 22.18,
            "amount_yi": 0.4406
          },
          {
            "time": "09:46",
            "open": 22.18,
            "high": 22.18,
            "low": 22.18,
            "close": 22.18,
            "amount_yi": 0.3029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.18,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 22.12,
        "bid1": 22.17,
        "ask1": 22.18,
        "bid_qty1": 25,
        "ask_qty1": 2143
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 400,
      "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": null,
      "intraday_vwap": 67.1608,
      "price_vs_vwap_pct": 0.5051,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.305,
        "prev_amount_yi": 0.4954,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6157,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 66.66,
            "high": 66.72,
            "low": 66.66,
            "close": 66.72,
            "amount_yi": 0.0757
          },
          {
            "time": "09:43",
            "open": 66.96,
            "high": 66.98,
            "low": 66.96,
            "close": 66.98,
            "amount_yi": 0.0601
          },
          {
            "time": "09:44",
            "open": 67.13,
            "high": 67.52,
            "low": 67.13,
            "close": 67.52,
            "amount_yi": 0.0663
          },
          {
            "time": "09:45",
            "open": 67.46,
            "high": 67.46,
            "low": 67.44,
            "close": 67.44,
            "amount_yi": 0.0762
          },
          {
            "time": "09:46",
            "open": 67.5,
            "high": 67.5,
            "low": 67.5,
            "close": 67.5,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 67.5,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 66.0,
        "bid1": 67.44,
        "ask1": 67.5,
        "bid_qty1": 4,
        "ask_qty1": 46
      },
      "previous_state": "ACTIONABLE",
      "next_state": "TOUCHED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 800,
      "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": 35.5455,
      "price_vs_vwap_pct": 2.7978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.3368,
        "prev_amount_yi": 1.1171,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0918,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 35.2,
            "high": 35.33,
            "low": 35.2,
            "close": 35.33,
            "amount_yi": 0.1659
          },
          {
            "time": "09:43",
            "open": 35.65,
            "high": 35.7,
            "low": 35.65,
            "close": 35.7,
            "amount_yi": 0.2863
          },
          {
            "time": "09:44",
            "open": 35.85,
            "high": 36.24,
            "low": 35.85,
            "close": 36.24,
            "amount_yi": 0.9229
          },
          {
            "time": "09:45",
            "open": 36.26,
            "high": 36.41,
            "low": 36.26,
            "close": 36.41,
            "amount_yi": 0.5565
          },
          {
            "time": "09:46",
            "open": 36.54,
            "high": 36.54,
            "low": 36.54,
            "close": 36.54,
            "amount_yi": 0.4052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.54,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.62,
        "low": 33.6,
        "bid1": 36.53,
        "ask1": 36.54,
        "bid_qty1": 380,
        "ask_qty1": 322
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3400,
      "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": 9.406,
      "price_vs_vwap_pct": -0.2764,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.0251,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0359,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.41,
            "high": 9.41,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.0093
          },
          {
            "time": "09:43",
            "open": 9.39,
            "high": 9.39,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.005
          },
          {
            "time": "09:44",
            "open": 9.37,
            "high": 9.37,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0071
          },
          {
            "time": "09:45",
            "open": 9.37,
            "high": 9.38,
            "low": 9.37,
            "close": 9.38,
            "amount_yi": 0.0028
          },
          {
            "time": "09:46",
            "open": 9.38,
            "high": 9.38,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.38,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.38,
        "ask1": 9.39,
        "bid_qty1": 8,
        "ask_qty1": 14
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1000,
      "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": 32.4602,
      "price_vs_vwap_pct": -1.1405,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1895,
        "prev_amount_yi": 0.3078,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6157,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 32.04,
            "high": 32.16,
            "low": 32.04,
            "close": 32.16,
            "amount_yi": 0.057
          },
          {
            "time": "09:43",
            "open": 32.13,
            "high": 32.17,
            "low": 32.13,
            "close": 32.17,
            "amount_yi": 0.0426
          },
          {
            "time": "09:44",
            "open": 32.1,
            "high": 32.1,
            "low": 32.05,
            "close": 32.05,
            "amount_yi": 0.0309
          },
          {
            "time": "09:45",
            "open": 32.13,
            "high": 32.13,
            "low": 32.07,
            "close": 32.07,
            "amount_yi": 0.0332
          },
          {
            "time": "09:46",
            "open": 32.09,
            "high": 32.09,
            "low": 32.09,
            "close": 32.09,
            "amount_yi": 0.0258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.09,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 31.97,
        "bid1": 32.08,
        "ask1": 32.09,
        "bid_qty1": 34,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 87.3896,
      "price_vs_vwap_pct": -1.7389,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0503,
        "prev_amount_yi": 3.3552,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6111,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 85.56,
            "high": 86.39,
            "low": 85.56,
            "close": 86.39,
            "amount_yi": 0.6888
          },
          {
            "time": "09:43",
            "open": 86.16,
            "high": 86.32,
            "low": 86.16,
            "close": 86.32,
            "amount_yi": 0.5109
          },
          {
            "time": "09:44",
            "open": 86.55,
            "high": 86.67,
            "low": 86.55,
            "close": 86.67,
            "amount_yi": 0.3932
          },
          {
            "time": "09:45",
            "open": 86.58,
            "high": 86.58,
            "low": 86.1,
            "close": 86.1,
            "amount_yi": 0.323
          },
          {
            "time": "09:46",
            "open": 85.87,
            "high": 85.87,
            "low": 85.87,
            "close": 85.87,
            "amount_yi": 0.1344
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 85.87,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 85.3,
        "bid1": 85.85,
        "ask1": 85.87,
        "bid_qty1": 20,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "ACTIONABLE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "trigger_touched",
      "qty": 1400,
      "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": 3.7297,
      "intraday_vwap": 22.9841,
      "price_vs_vwap_pct": -0.801,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5751,
        "prev_amount_yi": 0.7189,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 22.73,
            "high": 22.8,
            "low": 22.73,
            "close": 22.8,
            "amount_yi": 0.1363
          },
          {
            "time": "09:43",
            "open": 22.75,
            "high": 22.75,
            "low": 22.73,
            "close": 22.73,
            "amount_yi": 0.1621
          },
          {
            "time": "09:44",
            "open": 22.78,
            "high": 22.78,
            "low": 22.78,
            "close": 22.78,
            "amount_yi": 0.0653
          },
          {
            "time": "09:45",
            "open": 22.78,
            "high": 22.78,
            "low": 22.75,
            "close": 22.75,
            "amount_yi": 0.1043
          },
          {
            "time": "09:46",
            "open": 22.8,
            "high": 22.8,
            "low": 22.8,
            "close": 22.8,
            "amount_yi": 0.1071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.8,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.61,
        "bid1": 22.77,
        "ask1": 22.79,
        "bid_qty1": 5,
        "ask_qty1": 19
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 600,
      "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": null,
      "intraday_vwap": 46.6586,
      "price_vs_vwap_pct": -0.7471,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4475,
        "prev_amount_yi": 2.1594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6703,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 46.68,
            "high": 46.68,
            "low": 46.34,
            "close": 46.34,
            "amount_yi": 0.3404
          },
          {
            "time": "09:43",
            "open": 45.89,
            "high": 46.22,
            "low": 45.89,
            "close": 46.22,
            "amount_yi": 0.532
          },
          {
            "time": "09:44",
            "open": 46.31,
            "high": 46.32,
            "low": 46.31,
            "close": 46.32,
            "amount_yi": 0.2822
          },
          {
            "time": "09:45",
            "open": 46.37,
            "high": 46.37,
            "low": 46.36,
            "close": 46.36,
            "amount_yi": 0.1703
          },
          {
            "time": "09:46",
            "open": 46.31,
            "high": 46.31,
            "low": 46.31,
            "close": 46.31,
            "amount_yi": 0.1226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 9258.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.31,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 47.9,
        "low": 45.46,
        "bid1": 46.29,
        "ask1": 46.3,
        "bid_qty1": 13,
        "ask_qty1": 10
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 4500,
      "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": 7.1527,
      "price_vs_vwap_pct": -0.3174,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0388,
        "prev_amount_yi": 0.0467,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8308,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 7.12,
            "high": 7.12,
            "low": 7.11,
            "close": 7.11,
            "amount_yi": 0.0026
          },
          {
            "time": "09:43",
            "open": 7.11,
            "high": 7.11,
            "low": 7.11,
            "close": 7.11,
            "amount_yi": 0.0232
          },
          {
            "time": "09:44",
            "open": 7.11,
            "high": 7.11,
            "low": 7.1,
            "close": 7.1,
            "amount_yi": 0.0036
          },
          {
            "time": "09:45",
            "open": 7.11,
            "high": 7.12,
            "low": 7.11,
            "close": 7.12,
            "amount_yi": 0.0082
          },
          {
            "time": "09:46",
            "open": 7.13,
            "high": 7.13,
            "low": 7.13,
            "close": 7.13,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.13,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.23,
        "low": 7.09,
        "bid1": 7.12,
        "ask1": 7.13,
        "bid_qty1": 3,
        "ask_qty1": 175
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3300,
      "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": 9.6436,
      "price_vs_vwap_pct": -0.2447,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0346,
        "prev_amount_yi": 0.0497,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6962,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.62,
            "high": 9.64,
            "low": 9.62,
            "close": 9.64,
            "amount_yi": 0.0072
          },
          {
            "time": "09:43",
            "open": 9.63,
            "high": 9.63,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.0081
          },
          {
            "time": "09:44",
            "open": 9.63,
            "high": 9.63,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.005
          },
          {
            "time": "09:45",
            "open": 9.64,
            "high": 9.64,
            "low": 9.63,
            "close": 9.63,
            "amount_yi": 0.0107
          },
          {
            "time": "09:46",
            "open": 9.62,
            "high": 9.62,
            "low": 9.62,
            "close": 9.62,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.62,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.69,
        "low": 9.6,
        "bid1": 9.61,
        "ask1": 9.62,
        "bid_qty1": 510,
        "ask_qty1": 93
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "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": 62.9235,
      "price_vs_vwap_pct": 0.0262,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9631,
        "prev_amount_yi": 3.598,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5456,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 62.76,
            "high": 62.76,
            "low": 62.5,
            "close": 62.5,
            "amount_yi": 0.4964
          },
          {
            "time": "09:43",
            "open": 62.42,
            "high": 62.42,
            "low": 62.3,
            "close": 62.3,
            "amount_yi": 0.3866
          },
          {
            "time": "09:44",
            "open": 62.28,
            "high": 62.41,
            "low": 62.28,
            "close": 62.41,
            "amount_yi": 0.5908
          },
          {
            "time": "09:45",
            "open": 62.8,
            "high": 62.8,
            "low": 62.61,
            "close": 62.61,
            "amount_yi": 0.3477
          },
          {
            "time": "09:46",
            "open": 62.94,
            "high": 62.94,
            "low": 62.94,
            "close": 62.94,
            "amount_yi": 0.1416
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.94,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 62.0,
        "bid1": 62.9,
        "ask1": 62.94,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 4700,
      "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": 6.7803,
      "price_vs_vwap_pct": -0.4469,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1959,
        "prev_amount_yi": 0.3877,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5053,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 6.8,
            "high": 6.8,
            "low": 6.79,
            "close": 6.79,
            "amount_yi": 0.0302
          },
          {
            "time": "09:43",
            "open": 6.77,
            "high": 6.77,
            "low": 6.76,
            "close": 6.76,
            "amount_yi": 0.0265
          },
          {
            "time": "09:44",
            "open": 6.74,
            "high": 6.74,
            "low": 6.7,
            "close": 6.7,
            "amount_yi": 0.0689
          },
          {
            "time": "09:45",
            "open": 6.73,
            "high": 6.75,
            "low": 6.73,
            "close": 6.75,
            "amount_yi": 0.0619
          },
          {
            "time": "09:46",
            "open": 6.75,
            "high": 6.75,
            "low": 6.75,
            "close": 6.75,
            "amount_yi": 0.0084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.75,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.88,
        "low": 6.7,
        "bid1": 6.75,
        "ask1": 6.76,
        "bid_qty1": 444,
        "ask_qty1": 827
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 2100,
      "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": 14.909,
      "price_vs_vwap_pct": -1.1335,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0422,
        "prev_amount_yi": 0.0751,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5619,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 14.87,
            "high": 14.88,
            "low": 14.87,
            "close": 14.88,
            "amount_yi": 0.0091
          },
          {
            "time": "09:43",
            "open": 14.8,
            "high": 14.8,
            "low": 14.79,
            "close": 14.79,
            "amount_yi": 0.0095
          },
          {
            "time": "09:44",
            "open": 14.76,
            "high": 14.77,
            "low": 14.76,
            "close": 14.77,
            "amount_yi": 0.0088
          },
          {
            "time": "09:45",
            "open": 14.76,
            "high": 14.77,
            "low": 14.76,
            "close": 14.77,
            "amount_yi": 0.0114
          },
          {
            "time": "09:46",
            "open": 14.74,
            "high": 14.74,
            "low": 14.74,
            "close": 14.74,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.74,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.37,
        "low": 14.33,
        "bid1": 14.73,
        "ask1": 14.74,
        "bid_qty1": 145,
        "ask_qty1": 2
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 3000,
      "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": 10.3354,
      "price_vs_vwap_pct": 2.2699,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2931,
        "prev_amount_yi": 0.3533,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8296,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 10.49,
            "high": 10.49,
            "low": 10.45,
            "close": 10.45,
            "amount_yi": 0.0474
          },
          {
            "time": "09:43",
            "open": 10.47,
            "high": 10.5,
            "low": 10.47,
            "close": 10.5,
            "amount_yi": 0.0567
          },
          {
            "time": "09:44",
            "open": 10.46,
            "high": 10.51,
            "low": 10.46,
            "close": 10.51,
            "amount_yi": 0.0689
          },
          {
            "time": "09:45",
            "open": 10.57,
            "high": 10.57,
            "low": 10.56,
            "close": 10.56,
            "amount_yi": 0.0975
          },
          {
            "time": "09:46",
            "open": 10.57,
            "high": 10.57,
            "low": 10.57,
            "close": 10.57,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.57,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.59,
        "low": 9.91,
        "bid1": 10.57,
        "ask1": 10.59,
        "bid_qty1": 2,
        "ask_qty1": 37
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "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": 53.6887,
      "price_vs_vwap_pct": 2.8522,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 3.0492,
        "prev_amount_yi": 3.7505,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "09:42",
            "open": 54.25,
            "high": 54.68,
            "low": 54.25,
            "close": 54.68,
            "amount_yi": 0.8962
          },
          {
            "time": "09:43",
            "open": 54.58,
            "high": 54.68,
            "low": 54.58,
            "close": 54.68,
            "amount_yi": 0.6606
          },
          {
            "time": "09:44",
            "open": 54.7,
            "high": 55.33,
            "low": 54.7,
            "close": 55.33,
            "amount_yi": 0.5129
          },
          {
            "time": "09:45",
            "open": 55.12,
            "high": 55.27,
            "low": 55.12,
            "close": 55.27,
            "amount_yi": 0.5675
          },
          {
            "time": "09:46",
            "open": 55.22,
            "high": 55.22,
            "low": 55.22,
            "close": 55.22,
            "amount_yi": 0.412
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.22,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 55.38,
        "low": 51.66,
        "bid1": 55.18,
        "ask1": 55.22,
        "bid_qty1": 9,
        "ask_qty1": 27
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 2100,
      "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": 14.6803,
      "price_vs_vwap_pct": 0.2023,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0095,
        "prev_amount_yi": 0.0292,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 14.7,
            "high": 14.71,
            "low": 14.7,
            "close": 14.71,
            "amount_yi": 0.0019
          },
          {
            "time": "09:43",
            "open": 14.7,
            "high": 14.7,
            "low": 14.7,
            "close": 14.7,
            "amount_yi": 0.0032
          },
          {
            "time": "09:44",
            "open": 14.7,
            "high": 14.71,
            "low": 14.7,
            "close": 14.71,
            "amount_yi": 0.0015
          },
          {
            "time": "09:45",
            "open": 14.7,
            "high": 14.71,
            "low": 14.7,
            "close": 14.71,
            "amount_yi": 0.0017
          },
          {
            "time": "09:46",
            "open": 14.71,
            "high": 14.71,
            "low": 14.71,
            "close": 14.71,
            "amount_yi": 0.0012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.71,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 14.86,
        "low": 14.4,
        "bid1": 14.7,
        "ask1": 14.71,
        "bid_qty1": 2,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 1800,
      "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": 16.8517,
      "price_vs_vwap_pct": 0.6427,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7019,
        "prev_amount_yi": 0.9619,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7297,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 16.83,
            "high": 16.83,
            "low": 16.83,
            "close": 16.83,
            "amount_yi": 0.159
          },
          {
            "time": "09:43",
            "open": 16.81,
            "high": 16.81,
            "low": 16.8,
            "close": 16.8,
            "amount_yi": 0.1627
          },
          {
            "time": "09:44",
            "open": 16.77,
            "high": 16.87,
            "low": 16.77,
            "close": 16.87,
            "amount_yi": 0.237
          },
          {
            "time": "09:45",
            "open": 16.92,
            "high": 16.94,
            "low": 16.92,
            "close": 16.94,
            "amount_yi": 0.085
          },
          {
            "time": "09:46",
            "open": 16.96,
            "high": 16.96,
            "low": 16.96,
            "close": 16.96,
            "amount_yi": 0.0582
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.96,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.6,
        "bid1": 16.95,
        "ask1": 16.96,
        "bid_qty1": 123,
        "ask_qty1": 365
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2300,
      "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": 13.7544,
      "price_vs_vwap_pct": 0.2588,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1671,
        "prev_amount_yi": 0.2058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.812,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 13.68,
            "high": 13.79,
            "low": 13.68,
            "close": 13.79,
            "amount_yi": 0.0452
          },
          {
            "time": "09:43",
            "open": 13.77,
            "high": 13.77,
            "low": 13.74,
            "close": 13.74,
            "amount_yi": 0.032
          },
          {
            "time": "09:44",
            "open": 13.7,
            "high": 13.76,
            "low": 13.7,
            "close": 13.76,
            "amount_yi": 0.041
          },
          {
            "time": "09:45",
            "open": 13.76,
            "high": 13.79,
            "low": 13.76,
            "close": 13.79,
            "amount_yi": 0.0354
          },
          {
            "time": "09:46",
            "open": 13.79,
            "high": 13.79,
            "low": 13.79,
            "close": 13.79,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.79,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.58,
        "bid1": 13.79,
        "ask1": 13.8,
        "bid_qty1": 75,
        "ask_qty1": 120
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "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": null,
      "intraday_vwap": 18.8201,
      "price_vs_vwap_pct": -1.0101,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1265,
        "prev_amount_yi": 0.1041,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 18.64,
            "high": 18.65,
            "low": 18.64,
            "close": 18.65,
            "amount_yi": 0.0415
          },
          {
            "time": "09:43",
            "open": 18.61,
            "high": 18.62,
            "low": 18.61,
            "close": 18.62,
            "amount_yi": 0.034
          },
          {
            "time": "09:44",
            "open": 18.58,
            "high": 18.58,
            "low": 18.58,
            "close": 18.58,
            "amount_yi": 0.0254
          },
          {
            "time": "09:45",
            "open": 18.63,
            "high": 18.63,
            "low": 18.63,
            "close": 18.63,
            "amount_yi": 0.0212
          },
          {
            "time": "09:46",
            "open": 18.63,
            "high": 18.63,
            "low": 18.63,
            "close": 18.63,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.63,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 19.26,
        "low": 18.38,
        "bid1": 18.61,
        "ask1": 18.63,
        "bid_qty1": 123,
        "ask_qty1": 36
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3300,
      "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": 9.7089,
      "price_vs_vwap_pct": -0.0917,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0124,
        "prev_amount_yi": 0.0243,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5103,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 9.69,
            "high": 9.69,
            "low": 9.68,
            "close": 9.68,
            "amount_yi": 0.0021
          },
          {
            "time": "09:43",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0029
          },
          {
            "time": "09:44",
            "open": 9.69,
            "high": 9.69,
            "low": 9.68,
            "close": 9.68,
            "amount_yi": 0.0031
          },
          {
            "time": "09:45",
            "open": 9.68,
            "high": 9.68,
            "low": 9.68,
            "close": 9.68,
            "amount_yi": 0.0019
          },
          {
            "time": "09:46",
            "open": 9.7,
            "high": 9.7,
            "low": 9.7,
            "close": 9.7,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.7,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.81,
        "low": 9.62,
        "bid1": 9.68,
        "ask1": 9.7,
        "bid_qty1": 101,
        "ask_qty1": 72
      },
      "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": "2026-07-06T09:46:16",
      "sim_reason": "waiting_trigger",
      "qty": 3100,
      "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": 10.3162,
      "price_vs_vwap_pct": 0.0368,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0803,
        "prev_amount_yi": 0.0839,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9571,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 10.31,
            "high": 10.31,
            "low": 10.3,
            "close": 10.3,
            "amount_yi": 0.0177
          },
          {
            "time": "09:43",
            "open": 10.3,
            "high": 10.3,
            "low": 10.29,
            "close": 10.29,
            "amount_yi": 0.0264
          },
          {
            "time": "09:44",
            "open": 10.28,
            "high": 10.28,
            "low": 10.26,
            "close": 10.26,
            "amount_yi": 0.0156
          },
          {
            "time": "09:45",
            "open": 10.28,
            "high": 10.3,
            "low": 10.28,
            "close": 10.3,
            "amount_yi": 0.0161
          },
          {
            "time": "09:46",
            "open": 10.32,
            "high": 10.32,
            "low": 10.32,
            "close": 10.32,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.32,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.22,
        "bid1": 10.31,
        "ask1": 10.32,
        "bid_qty1": 156,
        "ask_qty1": 66
      },
      "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": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2600,
      "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": 11.9664,
      "price_vs_vwap_pct": 0.1972,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0748,
        "prev_amount_yi": 0.0792,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 11.94,
            "high": 11.94,
            "low": 11.93,
            "close": 11.93,
            "amount_yi": 0.0124
          },
          {
            "time": "09:43",
            "open": 11.92,
            "high": 11.92,
            "low": 11.91,
            "close": 11.91,
            "amount_yi": 0.0109
          },
          {
            "time": "09:44",
            "open": 11.88,
            "high": 11.88,
            "low": 11.87,
            "close": 11.87,
            "amount_yi": 0.0285
          },
          {
            "time": "09:45",
            "open": 11.89,
            "high": 11.94,
            "low": 11.89,
            "close": 11.94,
            "amount_yi": 0.0124
          },
          {
            "time": "09:46",
            "open": 11.99,
            "high": 11.99,
            "low": 11.99,
            "close": 11.99,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.99,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.84,
        "bid1": 11.98,
        "ask1": 11.99,
        "bid_qty1": 80,
        "ask_qty1": 81
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "invalid_price_broken",
      "qty": 2100,
      "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": 14.803,
      "price_vs_vwap_pct": 0.3175,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1677,
        "prev_amount_yi": 0.1458,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1502,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 14.85,
            "high": 14.85,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0569
          },
          {
            "time": "09:43",
            "open": 14.81,
            "high": 14.81,
            "low": 14.79,
            "close": 14.79,
            "amount_yi": 0.0337
          },
          {
            "time": "09:44",
            "open": 14.75,
            "high": 14.77,
            "low": 14.75,
            "close": 14.77,
            "amount_yi": 0.0425
          },
          {
            "time": "09:45",
            "open": 14.78,
            "high": 14.81,
            "low": 14.78,
            "close": 14.81,
            "amount_yi": 0.0245
          },
          {
            "time": "09:46",
            "open": 14.85,
            "high": 14.85,
            "low": 14.85,
            "close": 14.85,
            "amount_yi": 0.0101
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.85,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.68,
        "bid1": 14.84,
        "ask1": 14.85,
        "bid_qty1": 43,
        "ask_qty1": 21
      },
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 9900,
      "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": 4.0373,
      "intraday_vwap": 3.1985,
      "price_vs_vwap_pct": 0.3595,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2337,
        "prev_amount_yi": 0.3559,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6566,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:42",
            "open": 3.21,
            "high": 3.21,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.0462
          },
          {
            "time": "09:43",
            "open": 3.2,
            "high": 3.2,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.068
          },
          {
            "time": "09:44",
            "open": 3.2,
            "high": 3.2,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.0353
          },
          {
            "time": "09:45",
            "open": 3.2,
            "high": 3.2,
            "low": 3.2,
            "close": 3.2,
            "amount_yi": 0.0323
          },
          {
            "time": "09:46",
            "open": 3.21,
            "high": 3.21,
            "low": 3.21,
            "close": 3.21,
            "amount_yi": 0.0519
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.21,
        "ts": "2026-07-06T09:46:13",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.24,
        "low": 3.11,
        "bid1": 3.21,
        "ask1": 3.22,
        "bid_qty1": 3419,
        "ask_qty1": 9145
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 2500,
      "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": 3.6859,
      "intraday_vwap": 12.3994,
      "price_vs_vwap_pct": 0.5694,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1309,
        "prev_amount_yi": 0.3772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.347,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 12.43,
            "high": 12.44,
            "low": 12.43,
            "close": 12.44,
            "amount_yi": 0.0321
          },
          {
            "time": "09:43",
            "open": 12.42,
            "high": 12.42,
            "low": 12.42,
            "close": 12.42,
            "amount_yi": 0.021
          },
          {
            "time": "09:44",
            "open": 12.39,
            "high": 12.4,
            "low": 12.39,
            "close": 12.4,
            "amount_yi": 0.021
          },
          {
            "time": "09:45",
            "open": 12.42,
            "high": 12.45,
            "low": 12.42,
            "close": 12.45,
            "amount_yi": 0.0458
          },
          {
            "time": "09:46",
            "open": 12.47,
            "high": 12.47,
            "low": 12.47,
            "close": 12.47,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43183.9,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.47,
        "ts": "2026-07-06T09:46:11",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.58,
        "low": 12.18,
        "bid1": 12.47,
        "ask1": 12.48,
        "bid_qty1": 398,
        "ask_qty1": 46
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T09:46:16",
      "sim_reason": "near_trigger",
      "qty": 6200,
      "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": 5.1069,
      "price_vs_vwap_pct": 0.844,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.026,
        "prev_amount_yi": 0.027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.963,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "09:42",
            "open": 5.17,
            "high": 5.17,
            "low": 5.16,
            "close": 5.16,
            "amount_yi": 0.0136
          },
          {
            "time": "09:43",
            "open": 5.16,
            "high": 5.16,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.0021
          },
          {
            "time": "09:44",
            "open": 5.14,
            "high": 5.14,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.003
          },
          {
            "time": "09:45",
            "open": 5.14,
            "high": 5.14,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.0043
          },
          {
            "time": "09:46",
            "open": 5.15,
            "high": 5.15,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86367.8,
      "current_position_value": 0.0,
      "cash_before_order": 625945.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.15,
        "ts": "2026-07-06T09:46:12",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.18,
        "low": 5.03,
        "bid1": 5.15,
        "ask1": 5.16,
        "bid_qty1": 131,
        "ask_qty1": 180
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 625945.0,
    "market_value": 454063.8,
    "total_value": 1080008.8,
    "unrealized_pnl": 37388.75075832136,
    "unrealized_pnl_pct_of_initial": 3.7388750758321363,
    "realized_pnl": 42620.04924167869,
    "realized_pnl_pct_of_initial": 4.262004924167869,
    "total_pnl": 80008.80000000005,
    "total_pnl_pct": 8.00088000000001
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 33000,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.87,
      "market_value": 148608.0,
      "unrealized_pnl": 9699.945205479456,
      "unrealized_pnl_pct": 6.982996932631513,
      "updated_at": "2026-07-06T09:46:16",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 13.75988788239503
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 703,
      "sellable_qty": 701,
      "avg_cost": 124.28448712255774,
      "last_price": 129.6,
      "market_value": 91108.8,
      "unrealized_pnl": 3736.805552841908,
      "unrealized_pnl_pct": 4.276891670479044,
      "updated_at": "2026-07-06T09:46:16",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 8.435931262782304
    },
    {
      "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": "2026-07-06T09:46:16",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 7.792621689749195
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 110.65,
      "last_price": 113.27,
      "market_value": 67962.0,
      "unrealized_pnl": 1571.999999999994,
      "unrealized_pnl_pct": 2.3678264798915327,
      "updated_at": "2026-07-06T09:46:16",
      "prev_close": 109.79,
      "holding_days": 10,
      "position_pct_of_total": 6.29272650370997
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.83,
      "market_value": 52962.0,
      "unrealized_pnl": -55.999999999998806,
      "unrealized_pnl_pct": -0.10562450488512676,
      "updated_at": "2026-07-06T09:46:16",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.903848931601297
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 46.31,
      "market_value": 9262.0,
      "unrealized_pnl": 1272.0,
      "unrealized_pnl_pct": 15.919899874843546,
      "updated_at": "2026-07-06T09:46:16",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.8575856048580345
    }
  ],
  "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
    },
    {
      "adjusted_avg_cost": null,
      "amount": 22336.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260706:SZSE.300236:position_invalid_price:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 126.4,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "上海新阳",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "RISK:20260703:SZSE.300236:position_invalid_price",
      "position_pnl_pct": 0.9489,
      "price": 111.68,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 200,
      "quote_ask1": 111.87,
      "quote_ask_qty1": 2,
      "quote_bid1": 111.68,
      "quote_bid_qty1": 23,
      "quote_high": 113.88,
      "quote_last": 111.7,
      "quote_low": 111.3,
      "quote_open": 113.0,
      "quote_prev_close": 109.79,
      "quote_ts": "2026-07-06T09:35:15",
      "raw_avg_cost": 129.64,
      "raw_position_pnl_pct": 0.9489380930863156,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_invalid_price",
      "risk_threshold": 126.4,
      "sellable_qty": 200,
      "side": "SELL",
      "sim_reason": "position_add_invalid_t_exit",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.300236",
      "template_key": "POSITION_RISK_EXIT",
      "theme": null,
      "trade_date": "20260706",
      "trigger_price": 126.4,
      "ts": "2026-07-06T09:35:18",
      "id": 48,
      "realized_pnl_delta": -3591.999999999996,
      "cost_basis": 25927.999999999996,
      "realized_pnl_source": "fifo_lot_pairing"
    },
    {
      "adjusted_avg_cost": null,
      "amount": 21006.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260706:SZSE.000536:position_invalid_price:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 3.89,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "华映科技",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "RISK:20260703:SZSE.000536:position_invalid_price",
      "position_pnl_pct": 7.5359,
      "price": 3.89,
      "price_scale_gap_pct": null,
      "price_vs_vwap_pct": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null,
      "qty": 5400,
      "quote_ask1": 3.9,
      "quote_ask_qty1": 4355,
      "quote_bid1": 3.89,
      "quote_bid_qty1": 115,
      "quote_high": 4.0,
      "quote_last": 3.89,
      "quote_low": 3.88,
      "quote_open": 3.91,
      "quote_prev_close": 3.98,
      "quote_ts": "2026-07-06T09:36:51",
      "raw_avg_cost": 3.99,
      "raw_position_pnl_pct": 7.535880637709713,
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_invalid_price",
      "risk_threshold": 3.89,
      "sellable_qty": 5400,
      "side": "SELL",
      "sim_reason": "position_add_invalid_t_exit",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.000536",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "显示面板链 / OLED",
      "trade_date": "20260706",
      "trigger_price": 3.89,
      "ts": "2026-07-06T09:36:53",
      "id": 49,
      "realized_pnl_delta": 1472.0547945205487,
      "cost_basis": 19533.945205479453,
      "realized_pnl_source": "fifo_lot_pairing"
    },
    {
      "event_id": "20260706:SZSE.301696:loss_side_invalidation_day_drop_v1:loss_step1@-8pct",
      "rule_id": "loss_side_invalidation_day_drop_v1",
      "tier": "loss_step1@-8pct",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "qty": 300,
      "quantity": 300,
      "price": 128.75,
      "amount": 38625.0,
      "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。",
      "trigger_price": 128.75,
      "day_return_pct": -8.2977,
      "unrealized_profit_pct": 3.593,
      "quantity_before": 1003,
      "sellable_qty_before": 1001,
      "avg_cost": 124.28448712255774,
      "reduce_ratio": 0.3333333333333333,
      "realized_pnl_delta": 1234.4999999999984,
      "cost_basis": 37390.5,
      "realized_pnl_source": "fifo_lot_pairing",
      "id": 50,
      "plan_date": "20260703",
      "trade_date": "20260706",
      "ts": "2026-07-06T09:44:53",
      "sim_reason": "loss_side_invalidation_day_drop_v1"
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 5400,
      "sellable_qty": 33000,
      "last_price": 3.87,
      "avg_cost": 3.6173972602739726,
      "pnl_pct": 6.983,
      "threshold": 3.89,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 45,
      "source_event_id": "20260703:20260706:SZSE.000536:POSITION_TREND_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 3.99,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "rule": "position_invalid_price",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 200,
      "sellable_qty": 600,
      "last_price": 113.27,
      "avg_cost": 110.65,
      "pnl_pct": 2.3678,
      "threshold": 126.4,
      "reason": "position_add_invalid_t_exit",
      "source_order_id": 10,
      "source_event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 129.64,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "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": 45.0,
    "max_shadow_total_position_pct": 45.0,
    "base_max_total_position_pct": 90.0,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "STRUCTURAL_HOTSPOT",
    "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档,外部科技冲击HIGH，科技新买入延后确认，总仓上限收紧",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "STRUCTURAL_HOTSPOT",
      "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档,外部科技冲击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": 45.0,
      "effective_shadow_total_position_pct": 45.0,
      "defensive_total_position_pct": 45.0,
      "warm_total_position_pct": 70.0,
      "hot_total_position_pct": 90.0,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": true,
        "market_gate_reason": "structural_hotspot_hot_theme_entry_only",
        "intraday_style_gate": {
          "enabled": true,
          "style_code": "STRUCTURAL_HOTSPOT",
          "label": "结构性热点确认：热点内 Strict Gate",
          "entry_policy": "hot_theme_strict_gate",
          "official_buy_allowed": true,
          "reason": "structural_hotspot_confirmed_hot_theme_only",
          "pool_up_ratio": 0.6489,
          "active_up_ratio": 0.4545,
          "active_positive": 5,
          "active_positive_min": 1,
          "active_above_vwap": 6,
          "active_total": 11,
          "sample_total": 131,
          "dominant_theme": "黄金概念",
          "dominant_theme_share": 0.2941,
          "dominant_theme_basis": "amount",
          "official_symbol_whitelist": [
            "SHSE.600547"
          ],
          "structural_hot_themes": [
            {
              "theme": "黄金概念",
              "count": 4,
              "top_symbols": [
                "SZSE.002716",
                "SZSE.000975",
                "SHSE.600988",
                "SHSE.600489"
              ],
              "top_return_pct": 9.3602
            },
            {
              "theme": "军民融合",
              "count": 3,
              "top_symbols": [
                "SZSE.300600",
                "SHSE.600482",
                "SZSE.300345"
              ],
              "top_return_pct": 15.5015
            },
            {
              "theme": "发电设备",
              "count": 3,
              "top_symbols": [
                "SHSE.601126",
                "SZSE.002028",
                "SZSE.300001"
              ],
              "top_return_pct": 6.931
            }
          ],
          "structural_symbol_whitelist": [
            "SHSE.600547",
            "SZSE.002028",
            "SZSE.300428",
            "SHSE.600150"
          ],
          "clustered_core_priority_ceiling": 8,
          "position_cap_pct": 55.0,
          "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": 15.50151975683891,
              "last": 11.4,
              "vwap": 11.274163562673317,
              "above_vwap": true,
              "amount": 137416270.0
            },
            {
              "symbol": "SZSE.002716",
              "name": "湖南白银",
              "theme": "黄金概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 9.36018957345972,
              "last": 9.23,
              "vwap": 8.983045537435,
              "above_vwap": true,
              "amount": 1074869907.0
            },
            {
              "symbol": "SHSE.600482",
              "name": "中国动力",
              "theme": "军民融合",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 8.782375707055667,
              "last": 36.54,
              "vwap": 35.54550242998177,
              "above_vwap": true,
              "amount": 582921358.0
            },
            {
              "symbol": "SHSE.601126",
              "name": "四方股份",
              "theme": "发电设备",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.9310344827586245,
              "last": 62.02,
              "vwap": 61.662823430944144,
              "above_vwap": true,
              "amount": 567285643.0
            },
            {
              "symbol": "SZSE.002028",
              "name": "思源电气",
              "theme": "发电设备",
              "paper_scope": "active",
              "priority": 1,
              "ret_pct": 6.799880703847294,
              "last": 179.05,
              "vwap": 177.54169715914315,
              "above_vwap": true,
              "amount": 772448416.0
            },
            {
              "symbol": "SZSE.002536",
              "name": "飞龙股份",
              "theme": "汽车制造",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.274056966897601,
              "last": 55.22,
              "vwap": 53.68872207159083,
              "above_vwap": true,
              "amount": 1392035817.0
            },
            {
              "symbol": "SZSE.000975",
              "name": "山金国际",
              "theme": "黄金概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.25,
              "last": 21.08,
              "vwap": 20.66920835226919,
              "above_vwap": true,
              "amount": 1096086052.0
            },
            {
              "symbol": "SHSE.600988",
              "name": "赤峰黄金",
              "theme": "黄金概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.083893691962872,
              "last": 33.13,
              "vwap": 32.91542594370081,
              "above_vwap": true,
              "amount": 1886086822.0
            },
            {
              "symbol": "SZSE.300345",
              "name": "华民股份",
              "theme": "军民融合",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 6.033376123234913,
              "last": 8.26,
              "vwap": 8.220377143350754,
              "above_vwap": true,
              "amount": 190326392.0
            },
            {
              "symbol": "SZSE.300001",
              "name": "特锐德",
              "theme": "发电设备",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.437352245862881,
              "last": 35.68,
              "vwap": 34.9827274916388,
              "above_vwap": true,
              "amount": 261495888.0
            },
            {
              "symbol": "SHSE.600489",
              "name": "中金黄金",
              "theme": "黄金概念",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 5.063913470993131,
              "last": 21.37,
              "vwap": 20.819584113226313,
              "above_vwap": true,
              "amount": 1029998957.0
            },
            {
              "symbol": "SHSE.600875",
              "name": "东方电气",
              "theme": "发电设备",
              "paper_scope": "conditional_watch",
              "priority": 999,
              "ret_pct": 4.845967462789891,
              "last": 30.29,
              "vwap": 29.89784485608011,
              "above_vwap": true,
              "amount": 642226636.0
            }
          ]
        },
        "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": 131,
    "active_plan_contracts": 11,
    "watch_candidate_contracts": 120,
    "watch_only_contracts": 0,
    "actionable": 4,
    "filled_orders": 6,
    "filled_official_orders": 2,
    "position_add_signals": 0,
    "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": 2,
    "risk_exit_orders": 4,
    "risk_exit_filled": 3,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}