{
  "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": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed",
    "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": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.5496,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2916,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002028"
      ],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 4,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600988",
            "SHSE.600489"
          ],
          "top_return_pct": 6.872
        },
        {
          "theme": "发电设备",
          "count": 2,
          "top_symbols": [
            "SZSE.002028",
            "SHSE.600875"
          ],
          "top_return_pct": 6.0364
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SZSE.002028"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.79%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T10:01:48+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": 9.929078014184412,
          "last": 10.85,
          "vwap": 11.243886708479229,
          "above_vwap": false,
          "amount": 175330423.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.12741887466506,
          "last": 36.32,
          "vwap": 35.8628139356524,
          "above_vwap": true,
          "amount": 944561966.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.928406466512715,
          "last": 55.56,
          "vwap": 54.9039605479328,
          "above_vwap": true,
          "amount": 2422884327.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.872037914691953,
          "last": 9.02,
          "vwap": 9.004288998639211,
          "above_vwap": true,
          "amount": 1429925214.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.1491935483871,
          "last": 21.06,
          "vwap": 20.787683724004854,
          "above_vwap": true,
          "amount": 1553469841.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 6.036385326573224,
          "last": 177.77,
          "vwap": 177.76831055664016,
          "above_vwap": true,
          "amount": 1119993687.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.884389061959161,
          "last": 30.59,
          "vwap": 30.116769092825102,
          "above_vwap": true,
          "amount": 1168883007.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.827729747038091,
          "last": 33.05,
          "vwap": 32.92696160326964,
          "above_vwap": true,
          "amount": 2571608872.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.391527599486534,
          "last": 8.21,
          "vwap": 8.23467429899222,
          "above_vwap": false,
          "amount": 252323596.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.3793103448275925,
          "last": 61.12,
          "vwap": 61.617648765511476,
          "above_vwap": false,
          "amount": 766671433.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.1130776794493515,
          "last": 21.38,
          "vwap": 20.93911374622335,
          "above_vwap": true,
          "amount": 1474107326.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.401527060408705,
          "last": 46.49,
          "vwap": 46.681207038692655,
          "above_vwap": false,
          "amount": 1019218802.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy",
    "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_-2.79%"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260706.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-06T10:01:48+08:00"
    },
    "external_tech_shock_level": "HIGH",
    "external_tech_entry_policy": "tech_requires_1030_repair",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,active_mainline_not_confirmed",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "MAINLINE_BREAK",
        "label": "主线承接断裂",
        "entry_policy": "no_official_buy",
        "official_buy_allowed": false,
        "reason": "active_mainline_not_confirmed",
        "pool_up_ratio": 0.5496,
        "active_up_ratio": 0.2727,
        "active_positive": 3,
        "active_positive_min": 1,
        "active_above_vwap": 4,
        "active_total": 11,
        "sample_total": 131,
        "dominant_theme": "发电设备",
        "dominant_theme_share": 0.2916,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.002028"
        ],
        "structural_hot_themes": [
          {
            "theme": "黄金概念",
            "count": 4,
            "top_symbols": [
              "SZSE.002716",
              "SZSE.000975",
              "SHSE.600988",
              "SHSE.600489"
            ],
            "top_return_pct": 6.872
          },
          {
            "theme": "发电设备",
            "count": 2,
            "top_symbols": [
              "SZSE.002028",
              "SHSE.600875"
            ],
            "top_return_pct": 6.0364
          }
        ],
        "structural_symbol_whitelist": [
          "SHSE.600547",
          "SZSE.002028"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "HIGH",
          "score": 58.0,
          "label": "外部科技冲击高",
          "entry_policy": "tech_requires_1030_repair",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "10:30",
          "position_cap_pct": 50.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-5.44%",
            "korea_tech_negative_-2.79%"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260706.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-06T10:01:48+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": 9.929078014184412,
            "last": 10.85,
            "vwap": 11.243886708479229,
            "above_vwap": false,
            "amount": 175330423.0
          },
          {
            "symbol": "SHSE.600482",
            "name": "中国动力",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.12741887466506,
            "last": 36.32,
            "vwap": 35.8628139356524,
            "above_vwap": true,
            "amount": 944561966.0
          },
          {
            "symbol": "SZSE.002536",
            "name": "飞龙股份",
            "theme": "汽车制造",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.928406466512715,
            "last": 55.56,
            "vwap": 54.9039605479328,
            "above_vwap": true,
            "amount": 2422884327.0
          },
          {
            "symbol": "SZSE.002716",
            "name": "湖南白银",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.872037914691953,
            "last": 9.02,
            "vwap": 9.004288998639211,
            "above_vwap": true,
            "amount": 1429925214.0
          },
          {
            "symbol": "SZSE.000975",
            "name": "山金国际",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.1491935483871,
            "last": 21.06,
            "vwap": 20.787683724004854,
            "above_vwap": true,
            "amount": 1553469841.0
          },
          {
            "symbol": "SZSE.002028",
            "name": "思源电气",
            "theme": "发电设备",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 6.036385326573224,
            "last": 177.77,
            "vwap": 177.76831055664016,
            "above_vwap": true,
            "amount": 1119993687.0
          },
          {
            "symbol": "SHSE.600875",
            "name": "东方电气",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.884389061959161,
            "last": 30.59,
            "vwap": 30.116769092825102,
            "above_vwap": true,
            "amount": 1168883007.0
          },
          {
            "symbol": "SHSE.600988",
            "name": "赤峰黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.827729747038091,
            "last": 33.05,
            "vwap": 32.92696160326964,
            "above_vwap": true,
            "amount": 2571608872.0
          },
          {
            "symbol": "SZSE.300345",
            "name": "华民股份",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.391527599486534,
            "last": 8.21,
            "vwap": 8.23467429899222,
            "above_vwap": false,
            "amount": 252323596.0
          },
          {
            "symbol": "SHSE.601126",
            "name": "四方股份",
            "theme": "发电设备",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.3793103448275925,
            "last": 61.12,
            "vwap": 61.617648765511476,
            "above_vwap": false,
            "amount": 766671433.0
          },
          {
            "symbol": "SHSE.600489",
            "name": "中金黄金",
            "theme": "黄金概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 5.1130776794493515,
            "last": 21.38,
            "vwap": 20.93911374622335,
            "above_vwap": true,
            "amount": 1474107326.0
          },
          {
            "symbol": "SHSE.600353",
            "name": "旭光电子",
            "theme": "军民融合",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 4.401527060408705,
            "last": 46.49,
            "vwap": 46.681207038692655,
            "above_vwap": false,
            "amount": 1019218802.0
          }
        ]
      },
      "style_code": "MAINLINE_BREAK",
      "style_label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "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_-2.79%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T10:01:48+08:00"
      },
      "external_tech_shock_level": "HIGH",
      "external_tech_entry_policy": "tech_requires_1030_repair"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed",
    "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": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.5496,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2916,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002028"
      ],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 4,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600988",
            "SHSE.600489"
          ],
          "top_return_pct": 6.872
        },
        {
          "theme": "发电设备",
          "count": 2,
          "top_symbols": [
            "SZSE.002028",
            "SHSE.600875"
          ],
          "top_return_pct": 6.0364
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SZSE.002028"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.79%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T10:01:48+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": 9.929078014184412,
          "last": 10.85,
          "vwap": 11.243886708479229,
          "above_vwap": false,
          "amount": 175330423.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.12741887466506,
          "last": 36.32,
          "vwap": 35.8628139356524,
          "above_vwap": true,
          "amount": 944561966.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.928406466512715,
          "last": 55.56,
          "vwap": 54.9039605479328,
          "above_vwap": true,
          "amount": 2422884327.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.872037914691953,
          "last": 9.02,
          "vwap": 9.004288998639211,
          "above_vwap": true,
          "amount": 1429925214.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.1491935483871,
          "last": 21.06,
          "vwap": 20.787683724004854,
          "above_vwap": true,
          "amount": 1553469841.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 6.036385326573224,
          "last": 177.77,
          "vwap": 177.76831055664016,
          "above_vwap": true,
          "amount": 1119993687.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.884389061959161,
          "last": 30.59,
          "vwap": 30.116769092825102,
          "above_vwap": true,
          "amount": 1168883007.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.827729747038091,
          "last": 33.05,
          "vwap": 32.92696160326964,
          "above_vwap": true,
          "amount": 2571608872.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.391527599486534,
          "last": 8.21,
          "vwap": 8.23467429899222,
          "above_vwap": false,
          "amount": 252323596.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.3793103448275925,
          "last": 61.12,
          "vwap": 61.617648765511476,
          "above_vwap": false,
          "amount": 766671433.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.1130776794493515,
          "last": 21.38,
          "vwap": 20.93911374622335,
          "above_vwap": true,
          "amount": 1474107326.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.401527060408705,
          "last": 46.49,
          "vwap": 46.681207038692655,
          "above_vwap": false,
          "amount": 1019218802.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy",
    "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_-2.79%"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260706.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-06T10:01:48+08:00"
    },
    "external_tech_shock_level": "HIGH",
    "external_tech_entry_policy": "tech_requires_1030_repair"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,active_mainline_not_confirmed",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.5496,
      "active_up_ratio": 0.2727,
      "active_positive": 3,
      "active_positive_min": 1,
      "active_above_vwap": 4,
      "active_total": 11,
      "sample_total": 131,
      "dominant_theme": "发电设备",
      "dominant_theme_share": 0.2916,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002028"
      ],
      "structural_hot_themes": [
        {
          "theme": "黄金概念",
          "count": 4,
          "top_symbols": [
            "SZSE.002716",
            "SZSE.000975",
            "SHSE.600988",
            "SHSE.600489"
          ],
          "top_return_pct": 6.872
        },
        {
          "theme": "发电设备",
          "count": 2,
          "top_symbols": [
            "SZSE.002028",
            "SHSE.600875"
          ],
          "top_return_pct": 6.0364
        }
      ],
      "structural_symbol_whitelist": [
        "SHSE.600547",
        "SZSE.002028"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "external_tech_shock_gate": {
        "schema_version": "external_tech_shock_gate_v1",
        "enabled": true,
        "level": "HIGH",
        "score": 58.0,
        "label": "外部科技冲击高",
        "entry_policy": "tech_requires_1030_repair",
        "tech_new_buy_allowed": false,
        "earliest_entry_time": "10:30",
        "position_cap_pct": 50.0,
        "risk_priority_boost": true,
        "reasons": [
          "sox_negative_-5.44%",
          "korea_tech_negative_-2.79%"
        ],
        "source_file": "reports/external_checks/external_tech_shock_20260706.json",
        "source_status": "ok",
        "source_generated_at": "2026-07-06T10:01:48+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": 9.929078014184412,
          "last": 10.85,
          "vwap": 11.243886708479229,
          "above_vwap": false,
          "amount": 175330423.0
        },
        {
          "symbol": "SHSE.600482",
          "name": "中国动力",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 8.12741887466506,
          "last": 36.32,
          "vwap": 35.8628139356524,
          "above_vwap": true,
          "amount": 944561966.0
        },
        {
          "symbol": "SZSE.002536",
          "name": "飞龙股份",
          "theme": "汽车制造",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.928406466512715,
          "last": 55.56,
          "vwap": 54.9039605479328,
          "above_vwap": true,
          "amount": 2422884327.0
        },
        {
          "symbol": "SZSE.002716",
          "name": "湖南白银",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.872037914691953,
          "last": 9.02,
          "vwap": 9.004288998639211,
          "above_vwap": true,
          "amount": 1429925214.0
        },
        {
          "symbol": "SZSE.000975",
          "name": "山金国际",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 6.1491935483871,
          "last": 21.06,
          "vwap": 20.787683724004854,
          "above_vwap": true,
          "amount": 1553469841.0
        },
        {
          "symbol": "SZSE.002028",
          "name": "思源电气",
          "theme": "发电设备",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 6.036385326573224,
          "last": 177.77,
          "vwap": 177.76831055664016,
          "above_vwap": true,
          "amount": 1119993687.0
        },
        {
          "symbol": "SHSE.600875",
          "name": "东方电气",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.884389061959161,
          "last": 30.59,
          "vwap": 30.116769092825102,
          "above_vwap": true,
          "amount": 1168883007.0
        },
        {
          "symbol": "SHSE.600988",
          "name": "赤峰黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.827729747038091,
          "last": 33.05,
          "vwap": 32.92696160326964,
          "above_vwap": true,
          "amount": 2571608872.0
        },
        {
          "symbol": "SZSE.300345",
          "name": "华民股份",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.391527599486534,
          "last": 8.21,
          "vwap": 8.23467429899222,
          "above_vwap": false,
          "amount": 252323596.0
        },
        {
          "symbol": "SHSE.601126",
          "name": "四方股份",
          "theme": "发电设备",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.3793103448275925,
          "last": 61.12,
          "vwap": 61.617648765511476,
          "above_vwap": false,
          "amount": 766671433.0
        },
        {
          "symbol": "SHSE.600489",
          "name": "中金黄金",
          "theme": "黄金概念",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 5.1130776794493515,
          "last": 21.38,
          "vwap": 20.93911374622335,
          "above_vwap": true,
          "amount": 1474107326.0
        },
        {
          "symbol": "SHSE.600353",
          "name": "旭光电子",
          "theme": "军民融合",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 4.401527060408705,
          "last": 46.49,
          "vwap": 46.681207038692655,
          "above_vwap": false,
          "amount": 1019218802.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy",
    "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_-2.79%"
      ],
      "source_file": "reports/external_checks/external_tech_shock_20260706.json",
      "source_status": "ok",
      "source_generated_at": "2026-07-06T10:01:48+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": "2026-07-06T10:04:33",
  "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": "FILLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "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": 4.106,
      "intraday_vwap": 26.6197,
      "price_vs_vwap_pct": 0.6398,
      "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": 26.79,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 26.08,
        "open": 25.79,
        "high": 27.33,
        "low": 25.55,
        "bid1": 26.75,
        "ask1": 26.79,
        "bid_qty1": 31,
        "ask_qty1": 99
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 175.07,
      "max_chase_pct": 3.0,
      "base_exec_high": 175.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 167.42,
      "entry_zone_high": 172.52,
      "entry_risk_pct": null,
      "intraday_vwap": 177.7683,
      "price_vs_vwap_pct": 0.001,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4388,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 177.85,
            "high": 178.0,
            "low": 177.85,
            "close": 178.0,
            "amount_yi": 0.1389
          },
          {
            "time": "10:03",
            "open": 177.95,
            "high": 177.95,
            "low": 177.95,
            "close": 177.95,
            "amount_yi": 0.0746
          },
          {
            "time": "10:04",
            "open": 177.4,
            "high": 177.77,
            "low": 177.4,
            "close": 177.77,
            "amount_yi": 0.2253
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 177.77,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 167.65,
        "open": 169.0,
        "high": 179.8,
        "low": 168.93,
        "bid1": 177.73,
        "ask1": 177.79,
        "bid_qty1": 1,
        "ask_qty1": 27
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.300428",
      "name": "立中集团",
      "side": "BUY",
      "priority": "P2",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 19.88,
      "exec_low": 19.88,
      "exec_high": 20.48,
      "invalid_price": 19.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 19.2223,
      "price_vs_vwap_pct": 0.3002,
      "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": 0.0263,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 19.19,
            "high": 19.24,
            "low": 19.19,
            "close": 19.24,
            "amount_yi": 0.0152
          },
          {
            "time": "10:03",
            "open": 19.23,
            "high": 19.23,
            "low": 19.23,
            "close": 19.23,
            "amount_yi": 0.0064
          },
          {
            "time": "10:04",
            "open": 19.27,
            "high": 19.28,
            "low": 19.27,
            "close": 19.28,
            "amount_yi": 0.0047
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.28,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 19.38,
        "open": 19.38,
        "high": 19.46,
        "low": 18.99,
        "bid1": 19.28,
        "ask1": 19.29,
        "bid_qty1": 1,
        "ask_qty1": 101
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000559:SECOND_WAVE_BREAK_VWAP:BUY",
      "plan_id": "20260703:SZSE.000559:SECOND_WAVE_BREAK_VWAP",
      "symbol": "SZSE.000559",
      "name": "万向钱潮",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "trigger_price": 14.45,
      "exec_low": 14.45,
      "exec_high": 14.88,
      "invalid_price": 14.02,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 13.7936,
      "price_vs_vwap_pct": -1.4035,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2348,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 13.61,
            "high": 13.61,
            "low": 13.61,
            "close": 13.61,
            "amount_yi": 0.1393
          },
          {
            "time": "10:03",
            "open": 13.62,
            "high": 13.62,
            "low": 13.62,
            "close": 13.62,
            "amount_yi": 0.0317
          },
          {
            "time": "10:04",
            "open": 13.62,
            "high": 13.62,
            "low": 13.6,
            "close": 13.6,
            "amount_yi": 0.0638
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.6,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 14.22,
        "open": 13.92,
        "high": 14.07,
        "low": 13.6,
        "bid1": 13.6,
        "ask1": 13.61,
        "bid_qty1": 3758,
        "ask_qty1": 905
      },
      "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": "2026-07-06T10:04:33",
      "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": 3.3598,
      "intraday_vwap": 37.7481,
      "price_vs_vwap_pct": 0.111,
      "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": 37.79,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 37.15,
        "open": 36.95,
        "high": 38.09,
        "low": 36.95,
        "bid1": 37.79,
        "ask1": 37.8,
        "bid_qty1": 130,
        "ask_qty1": 50
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 30.4029,
      "price_vs_vwap_pct": -2.1146,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1509,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 29.79,
            "high": 29.8,
            "low": 29.79,
            "close": 29.8,
            "amount_yi": 0.0759
          },
          {
            "time": "10:03",
            "open": 29.73,
            "high": 29.73,
            "low": 29.73,
            "close": 29.73,
            "amount_yi": 0.0151
          },
          {
            "time": "10:04",
            "open": 29.71,
            "high": 29.76,
            "low": 29.71,
            "close": 29.76,
            "amount_yi": 0.0599
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.76,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 30.83,
        "open": 30.9,
        "high": 30.99,
        "low": 29.7,
        "bid1": 29.74,
        "ask1": 29.76,
        "bid_qty1": 5,
        "ask_qty1": 5
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 26.6259,
      "price_vs_vwap_pct": -2.1629,
      "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": 0.0406,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 26.03,
            "high": 26.03,
            "low": 26.03,
            "close": 26.03,
            "amount_yi": 0.0215
          },
          {
            "time": "10:03",
            "open": 26.04,
            "high": 26.04,
            "low": 26.04,
            "close": 26.04,
            "amount_yi": 0.0149
          },
          {
            "time": "10:04",
            "open": 26.04,
            "high": 26.05,
            "low": 26.04,
            "close": 26.05,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.05,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 27.02,
        "open": 26.75,
        "high": 27.49,
        "low": 25.95,
        "bid1": 26.04,
        "ask1": 26.07,
        "bid_qty1": 5,
        "ask_qty1": 25
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "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": 5.9415,
      "price_vs_vwap_pct": -1.54,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2644,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 5.87,
            "high": 5.87,
            "low": 5.87,
            "close": 5.87,
            "amount_yi": 0.0996
          },
          {
            "time": "10:03",
            "open": 5.86,
            "high": 5.86,
            "low": 5.86,
            "close": 5.86,
            "amount_yi": 0.0438
          },
          {
            "time": "10:04",
            "open": 5.86,
            "high": 5.86,
            "low": 5.85,
            "close": 5.85,
            "amount_yi": 0.121
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.85,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.22,
        "open": 5.95,
        "high": 6.05,
        "low": 5.85,
        "bid1": 5.85,
        "ask1": 5.86,
        "bid_qty1": 7688,
        "ask_qty1": 1857
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 51.83,
      "max_chase_pct": 3.0,
      "base_exec_high": 51.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 49.57,
      "entry_zone_high": 51.07,
      "entry_risk_pct": null,
      "intraday_vwap": 48.9747,
      "price_vs_vwap_pct": -3.7054,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3635,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 47.05,
            "high": 47.05,
            "low": 46.94,
            "close": 46.94,
            "amount_yi": 0.1618
          },
          {
            "time": "10:03",
            "open": 47.07,
            "high": 47.07,
            "low": 47.07,
            "close": 47.07,
            "amount_yi": 0.068
          },
          {
            "time": "10:04",
            "open": 47.15,
            "high": 47.16,
            "low": 47.15,
            "close": 47.16,
            "amount_yi": 0.1337
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 47.16,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 49.58,
        "open": 49.38,
        "high": 51.0,
        "low": 46.91,
        "bid1": 47.16,
        "ask1": 47.17,
        "bid_qty1": 12,
        "ask_qty1": 22
      },
      "previous_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 23.4134,
      "price_vs_vwap_pct": -0.6125,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2096,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 23.27,
            "high": 23.29,
            "low": 23.27,
            "close": 23.29,
            "amount_yi": 0.0745
          },
          {
            "time": "10:03",
            "open": 23.25,
            "high": 23.25,
            "low": 23.25,
            "close": 23.25,
            "amount_yi": 0.0691
          },
          {
            "time": "10:04",
            "open": 23.22,
            "high": 23.27,
            "low": 23.22,
            "close": 23.27,
            "amount_yi": 0.066
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.27,
        "ts": "2026-07-06T10:04:29",
        "prev_close": 23.45,
        "open": 23.5,
        "high": 23.69,
        "low": 23.0,
        "bid1": 23.27,
        "ask1": 23.28,
        "bid_qty1": 34,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 25.9246,
      "price_vs_vwap_pct": -0.3649,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1657,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "bars": [
          {
            "time": "10:02",
            "open": 25.88,
            "high": 25.88,
            "low": 25.88,
            "close": 25.88,
            "amount_yi": 0.0689
          },
          {
            "time": "10:03",
            "open": 25.79,
            "high": 25.79,
            "low": 25.79,
            "close": 25.79,
            "amount_yi": 0.0438
          },
          {
            "time": "10:04",
            "open": 25.79,
            "high": 25.83,
            "low": 25.79,
            "close": 25.83,
            "amount_yi": 0.053
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129313.15,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.83,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 26.22,
        "open": 26.1,
        "high": 26.48,
        "low": 25.58,
        "bid1": 25.8,
        "ask1": 25.83,
        "bid_qty1": 26,
        "ask_qty1": 27
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "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": 26.7395,
      "price_vs_vwap_pct": 0.3758,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1277,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 26.66,
            "high": 26.8,
            "low": 26.66,
            "close": 26.8,
            "amount_yi": 0.0586
          },
          {
            "time": "10:03",
            "open": 26.88,
            "high": 26.88,
            "low": 26.88,
            "close": 26.88,
            "amount_yi": 0.0174
          },
          {
            "time": "10:04",
            "open": 26.84,
            "high": 26.84,
            "low": 26.84,
            "close": 26.84,
            "amount_yi": 0.0517
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.84,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 25.91,
        "open": 25.04,
        "high": 27.85,
        "low": 25.04,
        "bid1": 26.83,
        "ask1": 26.84,
        "bid_qty1": 7,
        "ask_qty1": 2
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "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": 20.7877,
      "price_vs_vwap_pct": 1.3099,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4652,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 21.0,
            "high": 21.1,
            "low": 21.0,
            "close": 21.1,
            "amount_yi": 0.235
          },
          {
            "time": "10:03",
            "open": 21.12,
            "high": 21.12,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.0886
          },
          {
            "time": "10:04",
            "open": 21.17,
            "high": 21.17,
            "low": 21.06,
            "close": 21.06,
            "amount_yi": 0.1416
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.06,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 19.84,
        "open": 19.7,
        "high": 21.47,
        "low": 19.38,
        "bid1": 21.01,
        "ask1": 21.05,
        "bid_qty1": 80,
        "ask_qty1": 58
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 100,
      "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": 32.927,
      "price_vs_vwap_pct": 0.3736,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.6511,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 32.87,
            "high": 33.0,
            "low": 32.87,
            "close": 33.0,
            "amount_yi": 0.2545
          },
          {
            "time": "10:03",
            "open": 33.12,
            "high": 33.12,
            "low": 33.12,
            "close": 33.12,
            "amount_yi": 0.1339
          },
          {
            "time": "10:04",
            "open": 33.1,
            "high": 33.1,
            "low": 33.05,
            "close": 33.05,
            "amount_yi": 0.2627
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.05,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 31.23,
        "open": 31.23,
        "high": 33.59,
        "low": 31.23,
        "bid1": 33.04,
        "ask1": 33.05,
        "bid_qty1": 56,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002345:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002345:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002345",
      "name": "潮宏基",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 10.65,
      "exec_low": 10.65,
      "exec_high": 10.81,
      "invalid_price": 10.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 300,
      "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": 3.0957,
      "intraday_vwap": 10.604,
      "price_vs_vwap_pct": 0.5281,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.033,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 10.64,
            "high": 10.64,
            "low": 10.64,
            "close": 10.64,
            "amount_yi": 0.0131
          },
          {
            "time": "10:03",
            "open": 10.66,
            "high": 10.66,
            "low": 10.66,
            "close": 10.66,
            "amount_yi": 0.0141
          },
          {
            "time": "10:04",
            "open": 10.65,
            "high": 10.66,
            "low": 10.65,
            "close": 10.66,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.66,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 10.52,
        "open": 10.4,
        "high": 10.82,
        "low": 10.32,
        "bid1": 10.65,
        "ask1": 10.66,
        "bid_qty1": 80,
        "ask_qty1": 194
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600489:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600489:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600489",
      "name": "中金黄金",
      "side": "BUY",
      "priority": "W4",
      "status": "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": "2026-07-06T10:04:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "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": 20.9391,
      "price_vs_vwap_pct": 2.1056,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.7234,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 21.23,
            "high": 21.44,
            "low": 21.23,
            "close": 21.44,
            "amount_yi": 0.3043
          },
          {
            "time": "10:03",
            "open": 21.42,
            "high": 21.42,
            "low": 21.42,
            "close": 21.42,
            "amount_yi": 0.1489
          },
          {
            "time": "10:04",
            "open": 21.41,
            "high": 21.41,
            "low": 21.38,
            "close": 21.38,
            "amount_yi": 0.2702
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.38,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 20.34,
        "open": 19.88,
        "high": 21.49,
        "low": 19.88,
        "bid1": 21.38,
        "ask1": 21.39,
        "bid_qty1": 20,
        "ask_qty1": 41
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 25.8737,
      "price_vs_vwap_pct": -0.594,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2127,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 25.65,
            "high": 25.65,
            "low": 25.64,
            "close": 25.64,
            "amount_yi": 0.1215
          },
          {
            "time": "10:03",
            "open": 25.77,
            "high": 25.77,
            "low": 25.77,
            "close": 25.77,
            "amount_yi": 0.0326
          },
          {
            "time": "10:04",
            "open": 25.78,
            "high": 25.78,
            "low": 25.72,
            "close": 25.72,
            "amount_yi": 0.0586
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.72,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 25.93,
        "open": 25.23,
        "high": 26.6,
        "low": 25.18,
        "bid1": 25.72,
        "ask1": 25.73,
        "bid_qty1": 132,
        "ask_qty1": 122
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "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": 28.6764,
      "price_vs_vwap_pct": 0.7449,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.5913,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 28.81,
            "high": 28.9,
            "low": 28.81,
            "close": 28.9,
            "amount_yi": 0.7459
          },
          {
            "time": "10:03",
            "open": 28.94,
            "high": 28.94,
            "low": 28.94,
            "close": 28.94,
            "amount_yi": 0.3229
          },
          {
            "time": "10:04",
            "open": 28.93,
            "high": 28.93,
            "low": 28.89,
            "close": 28.89,
            "amount_yi": 0.5225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.89,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 27.82,
        "open": 27.64,
        "high": 29.19,
        "low": 27.62,
        "bid1": 28.89,
        "ask1": 28.9,
        "bid_qty1": 13,
        "ask_qty1": 4
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 300,
      "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": 11.7065,
      "price_vs_vwap_pct": 0.457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1535,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 11.7,
            "high": 11.71,
            "low": 11.7,
            "close": 11.71,
            "amount_yi": 0.094
          },
          {
            "time": "10:03",
            "open": 11.75,
            "high": 11.75,
            "low": 11.75,
            "close": 11.75,
            "amount_yi": 0.0234
          },
          {
            "time": "10:04",
            "open": 11.76,
            "high": 11.76,
            "low": 11.76,
            "close": 11.76,
            "amount_yi": 0.0361
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.76,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 11.46,
        "open": 11.4,
        "high": 11.95,
        "low": 11.35,
        "bid1": 11.75,
        "ask1": 11.76,
        "bid_qty1": 176,
        "ask_qty1": 60
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 800,
      "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": 4.3462,
      "price_vs_vwap_pct": 0.5476,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0026,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 4.35,
            "high": 4.36,
            "low": 4.35,
            "close": 4.36,
            "amount_yi": 0.0007
          },
          {
            "time": "10:03",
            "open": 4.36,
            "high": 4.36,
            "low": 4.36,
            "close": 4.36,
            "amount_yi": 0.0003
          },
          {
            "time": "10:04",
            "open": 4.38,
            "high": 4.38,
            "low": 4.37,
            "close": 4.37,
            "amount_yi": 0.0016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.37,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 4.33,
        "open": 4.32,
        "high": 4.39,
        "low": 4.31,
        "bid1": 4.37,
        "ask1": 4.38,
        "bid_qty1": 94,
        "ask_qty1": 692
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 8.69,
      "exec_low": 8.82,
      "exec_high": 8.82,
      "invalid_price": 8.43,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 300,
      "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": 9.0043,
      "price_vs_vwap_pct": 0.1744,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2876,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.03,
            "high": 9.04,
            "low": 9.03,
            "close": 9.04,
            "amount_yi": 0.1391
          },
          {
            "time": "10:03",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0496
          },
          {
            "time": "10:04",
            "open": 9.02,
            "high": 9.02,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0989
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.02,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 8.44,
        "open": 8.41,
        "high": 9.28,
        "low": 8.31,
        "bid1": 9.0,
        "ask1": 9.02,
        "bid_qty1": 6396,
        "ask_qty1": 674
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002237:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002237:VWAP_RECLAIM",
      "symbol": "SZSE.002237",
      "name": "恒邦股份",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.21,
      "exec_low": 14.42,
      "exec_high": 14.42,
      "invalid_price": 13.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 13.9246,
      "price_vs_vwap_pct": 0.3979,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0567,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 13.93,
            "high": 13.95,
            "low": 13.93,
            "close": 13.95,
            "amount_yi": 0.0222
          },
          {
            "time": "10:03",
            "open": 13.97,
            "high": 13.97,
            "low": 13.97,
            "close": 13.97,
            "amount_yi": 0.0088
          },
          {
            "time": "10:04",
            "open": 13.99,
            "high": 13.99,
            "low": 13.98,
            "close": 13.98,
            "amount_yi": 0.0257
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.98,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 13.73,
        "open": 13.59,
        "high": 14.24,
        "low": 13.45,
        "bid1": 13.97,
        "ask1": 13.98,
        "bid_qty1": 20,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600612:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600612:VWAP_RECLAIM",
      "symbol": "SHSE.600612",
      "name": "老凤祥",
      "side": "BUY",
      "priority": "W11",
      "status": "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 100,
      "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": 4.3017,
      "intraday_vwap": 34.4833,
      "price_vs_vwap_pct": 1.1214,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0274,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 34.82,
            "high": 34.85,
            "low": 34.82,
            "close": 34.85,
            "amount_yi": 0.0088
          },
          {
            "time": "10:03",
            "open": 34.85,
            "high": 34.85,
            "low": 34.85,
            "close": 34.85,
            "amount_yi": 0.0047
          },
          {
            "time": "10:04",
            "open": 34.88,
            "high": 34.88,
            "low": 34.87,
            "close": 34.87,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.87,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 34.13,
        "open": 34.0,
        "high": 34.9,
        "low": 33.73,
        "bid1": 34.85,
        "ask1": 34.87,
        "bid_qty1": 1,
        "ask_qty1": 13
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 1500,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.31,
      "entry_zone_high": 2.39,
      "entry_risk_pct": null,
      "intraday_vwap": 2.3335,
      "price_vs_vwap_pct": -0.15,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0195,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0071
          },
          {
            "time": "10:03",
            "open": 2.32,
            "high": 2.32,
            "low": 2.32,
            "close": 2.32,
            "amount_yi": 0.0003
          },
          {
            "time": "10:04",
            "open": 2.34,
            "high": 2.34,
            "low": 2.33,
            "close": 2.33,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.33,
        "ts": "2026-07-06T10:04:24",
        "prev_close": 2.33,
        "open": 2.33,
        "high": 2.36,
        "low": 2.31,
        "bid1": 2.33,
        "ask1": 2.34,
        "bid_qty1": 2799,
        "ask_qty1": 5319
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600531:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600531:VWAP_RECLAIM",
      "symbol": "SHSE.600531",
      "name": "豫光金铅",
      "side": "BUY",
      "priority": "W13",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 16.15,
      "exec_low": 16.39,
      "exec_high": 16.39,
      "invalid_price": 15.67,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 15.4864,
      "price_vs_vwap_pct": -0.235,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2073,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 15.36,
            "high": 15.4,
            "low": 15.36,
            "close": 15.4,
            "amount_yi": 0.0875
          },
          {
            "time": "10:03",
            "open": 15.46,
            "high": 15.46,
            "low": 15.46,
            "close": 15.46,
            "amount_yi": 0.0114
          },
          {
            "time": "10:04",
            "open": 15.49,
            "high": 15.49,
            "low": 15.45,
            "close": 15.45,
            "amount_yi": 0.1084
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.45,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 15.24,
        "open": 15.3,
        "high": 15.75,
        "low": 15.25,
        "bid1": 15.45,
        "ask1": 15.46,
        "bid_qty1": 25,
        "ask_qty1": 92
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600807:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600807:VWAP_RECLAIM",
      "symbol": "SHSE.600807",
      "name": "济高发展",
      "side": "BUY",
      "priority": "W14",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.48,
      "exec_low": 2.52,
      "exec_high": 2.52,
      "invalid_price": 2.41,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 1400,
      "prev_close": null,
      "theme": "黄金概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 2.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 2.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 2.44,
      "entry_zone_high": 2.52,
      "entry_risk_pct": null,
      "intraday_vwap": 2.4566,
      "price_vs_vwap_pct": 0.1384,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.003,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:03",
            "open": 2.44,
            "high": 2.44,
            "low": 2.44,
            "close": 2.44,
            "amount_yi": 0.0001
          },
          {
            "time": "10:04",
            "open": 2.45,
            "high": 2.46,
            "low": 2.45,
            "close": 2.46,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.46,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 2.45,
        "open": 2.44,
        "high": 2.49,
        "low": 2.43,
        "bid1": 2.45,
        "ask1": 2.46,
        "bid_qty1": 1,
        "ask_qty1": 1419
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600824:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600824:VWAP_RECLAIM",
      "symbol": "SHSE.600824",
      "name": "益民集团",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1000,
      "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": 3.4091,
      "intraday_vwap": 3.4892,
      "price_vs_vwap_pct": 0.5961,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0091,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0066
          },
          {
            "time": "10:03",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0001
          },
          {
            "time": "10:04",
            "open": 3.51,
            "high": 3.51,
            "low": 3.51,
            "close": 3.51,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.51,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 3.47,
        "open": 3.47,
        "high": 3.52,
        "low": 3.46,
        "bid1": 3.51,
        "ask1": 3.52,
        "bid_qty1": 140,
        "ask_qty1": 1090
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 800,
      "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": 4.2961,
      "price_vs_vwap_pct": 0.5563,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0265,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 4.3,
            "high": 4.31,
            "low": 4.3,
            "close": 4.31,
            "amount_yi": 0.0069
          },
          {
            "time": "10:03",
            "open": 4.31,
            "high": 4.31,
            "low": 4.31,
            "close": 4.31,
            "amount_yi": 0.0015
          },
          {
            "time": "10:04",
            "open": 4.33,
            "high": 4.33,
            "low": 4.32,
            "close": 4.32,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.32,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 4.28,
        "open": 4.29,
        "high": 4.33,
        "low": 4.26,
        "bid1": 4.32,
        "ask1": 4.33,
        "bid_qty1": 1442,
        "ask_qty1": 1350
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 200,
      "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": 14.4321,
      "price_vs_vwap_pct": 1.0248,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0763,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 14.59,
            "high": 14.6,
            "low": 14.59,
            "close": 14.6,
            "amount_yi": 0.0361
          },
          {
            "time": "10:03",
            "open": 14.7,
            "high": 14.7,
            "low": 14.7,
            "close": 14.7,
            "amount_yi": 0.0173
          },
          {
            "time": "10:04",
            "open": 14.61,
            "high": 14.61,
            "low": 14.58,
            "close": 14.58,
            "amount_yi": 0.0229
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.58,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 14.65,
        "open": 14.52,
        "high": 14.77,
        "low": 14.15,
        "bid1": 14.58,
        "ask1": 14.59,
        "bid_qty1": 27,
        "ask_qty1": 43
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 300,
      "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": 10.1861,
      "price_vs_vwap_pct": -2.2197,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1132,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 9.97,
            "high": 9.97,
            "low": 9.97,
            "close": 9.97,
            "amount_yi": 0.0595
          },
          {
            "time": "10:03",
            "open": 9.98,
            "high": 9.98,
            "low": 9.98,
            "close": 9.98,
            "amount_yi": 0.0158
          },
          {
            "time": "10:04",
            "open": 9.97,
            "high": 9.97,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0379
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.96,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 10.63,
        "open": 10.39,
        "high": 10.62,
        "low": 9.92,
        "bid1": 9.96,
        "ask1": 9.97,
        "bid_qty1": 4,
        "ask_qty1": 1180
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 38.2184,
      "price_vs_vwap_pct": -1.8012,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.0362,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 37.55,
            "high": 37.55,
            "low": 37.53,
            "close": 37.53,
            "amount_yi": 0.3531
          },
          {
            "time": "10:03",
            "open": 37.46,
            "high": 37.46,
            "low": 37.46,
            "close": 37.46,
            "amount_yi": 0.2417
          },
          {
            "time": "10:04",
            "open": 37.4,
            "high": 37.53,
            "low": 37.4,
            "close": 37.53,
            "amount_yi": 0.4414
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.53,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 37.35,
        "open": 38.0,
        "high": 39.49,
        "low": 37.38,
        "bid1": 37.53,
        "ask1": 37.55,
        "bid_qty1": 56,
        "ask_qty1": 135
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 500,
      "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": 6.3547,
      "price_vs_vwap_pct": -2.2771,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1576,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 6.19,
            "high": 6.19,
            "low": 6.19,
            "close": 6.19,
            "amount_yi": 0.0752
          },
          {
            "time": "10:03",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0363
          },
          {
            "time": "10:04",
            "open": 6.21,
            "high": 6.21,
            "low": 6.21,
            "close": 6.21,
            "amount_yi": 0.0461
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.21,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.51,
        "open": 6.36,
        "high": 6.54,
        "low": 6.18,
        "bid1": 6.2,
        "ask1": 6.21,
        "bid_qty1": 1690,
        "ask_qty1": 5295
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 10.6973,
      "price_vs_vwap_pct": 0.0252,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0193,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 10.67,
            "high": 10.68,
            "low": 10.67,
            "close": 10.68,
            "amount_yi": 0.0094
          },
          {
            "time": "10:03",
            "open": 10.69,
            "high": 10.69,
            "low": 10.69,
            "close": 10.69,
            "amount_yi": 0.0027
          },
          {
            "time": "10:04",
            "open": 10.69,
            "high": 10.7,
            "low": 10.69,
            "close": 10.7,
            "amount_yi": 0.0072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.7,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 10.72,
        "open": 10.71,
        "high": 10.82,
        "low": 10.51,
        "bid1": 10.7,
        "ask1": 10.71,
        "bid_qty1": 109,
        "ask_qty1": 88
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002533:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002533:VWAP_RECLAIM",
      "symbol": "SZSE.002533",
      "name": "金杯电工",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 11.18,
      "exec_low": 11.35,
      "exec_high": 11.35,
      "invalid_price": 10.84,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 300,
      "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": 3.0411,
      "intraday_vwap": 11.0984,
      "price_vs_vwap_pct": 0.7352,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0109,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 11.12,
            "high": 11.13,
            "low": 11.12,
            "close": 11.13,
            "amount_yi": 0.0053
          },
          {
            "time": "10:03",
            "open": 11.16,
            "high": 11.16,
            "low": 11.16,
            "close": 11.16,
            "amount_yi": 0.0005
          },
          {
            "time": "10:04",
            "open": 11.15,
            "high": 11.18,
            "low": 11.15,
            "close": 11.18,
            "amount_yi": 0.0051
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.18,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 11.03,
        "open": 11.04,
        "high": 11.22,
        "low": 10.93,
        "bid1": 11.17,
        "ask1": 11.18,
        "bid_qty1": 79,
        "ask_qty1": 43
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM",
      "symbol": "SHSE.600590",
      "name": "泰豪科技",
      "side": "BUY",
      "priority": "W23",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.09,
      "exec_low": 10.24,
      "exec_high": 10.24,
      "invalid_price": 9.79,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 300,
      "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": 4.1136,
      "intraday_vwap": 10.1705,
      "price_vs_vwap_pct": 0.3884,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0753,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 10.19,
            "high": 10.2,
            "low": 10.19,
            "close": 10.2,
            "amount_yi": 0.0334
          },
          {
            "time": "10:03",
            "open": 10.21,
            "high": 10.21,
            "low": 10.21,
            "close": 10.21,
            "amount_yi": 0.0111
          },
          {
            "time": "10:04",
            "open": 10.2,
            "high": 10.21,
            "low": 10.2,
            "close": 10.21,
            "amount_yi": 0.0308
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.21,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 9.95,
        "open": 10.01,
        "high": 10.38,
        "low": 9.96,
        "bid1": 10.2,
        "ask1": 10.21,
        "bid_qty1": 118,
        "ask_qty1": 135
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 8.4061,
      "price_vs_vwap_pct": -0.9053,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0599,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 8.26,
            "high": 8.28,
            "low": 8.26,
            "close": 8.28,
            "amount_yi": 0.0296
          },
          {
            "time": "10:03",
            "open": 8.3,
            "high": 8.3,
            "low": 8.3,
            "close": 8.3,
            "amount_yi": 0.0042
          },
          {
            "time": "10:04",
            "open": 8.33,
            "high": 8.33,
            "low": 8.33,
            "close": 8.33,
            "amount_yi": 0.0261
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.33,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 8.52,
        "open": 8.43,
        "high": 8.72,
        "low": 8.23,
        "bid1": 8.32,
        "ask1": 8.33,
        "bid_qty1": 520,
        "ask_qty1": 35
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300048:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300048:VWAP_RECLAIM",
      "symbol": "SZSE.300048",
      "name": "合康新能",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.89,
      "exec_low": 4.96,
      "exec_high": 4.96,
      "invalid_price": 4.74,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 700,
      "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": 4.4355,
      "intraday_vwap": 4.9014,
      "price_vs_vwap_pct": 1.1956,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0136,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 4.95,
            "high": 4.95,
            "low": 4.95,
            "close": 4.95,
            "amount_yi": 0.0056
          },
          {
            "time": "10:03",
            "open": 4.94,
            "high": 4.94,
            "low": 4.94,
            "close": 4.94,
            "amount_yi": 0.0044
          },
          {
            "time": "10:04",
            "open": 4.95,
            "high": 4.96,
            "low": 4.95,
            "close": 4.96,
            "amount_yi": 0.0036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.96,
        "ts": "2026-07-06T10:04:27",
        "prev_close": 4.85,
        "open": 4.85,
        "high": 5.0,
        "low": 4.81,
        "bid1": 4.95,
        "ask1": 4.96,
        "bid_qty1": 205,
        "ask_qty1": 228
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600875:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.600875:VWAP_RECLAIM",
      "symbol": "SHSE.600875",
      "name": "东方电气",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 100,
      "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": 30.1168,
      "price_vs_vwap_pct": 1.5712,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.7006,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 30.52,
            "high": 30.64,
            "low": 30.52,
            "close": 30.64,
            "amount_yi": 0.326
          },
          {
            "time": "10:03",
            "open": 30.65,
            "high": 30.65,
            "low": 30.65,
            "close": 30.65,
            "amount_yi": 0.1394
          },
          {
            "time": "10:04",
            "open": 30.58,
            "high": 30.59,
            "low": 30.58,
            "close": 30.59,
            "amount_yi": 0.2352
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.59,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 28.89,
        "open": 29.29,
        "high": 30.76,
        "low": 29.1,
        "bid1": 30.59,
        "ask1": 30.6,
        "bid_qty1": 73,
        "ask_qty1": 49
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 100,
      "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": null,
      "intraday_vwap": 18.7708,
      "price_vs_vwap_pct": -1.3894,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1192,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 18.52,
            "high": 18.54,
            "low": 18.52,
            "close": 18.54,
            "amount_yi": 0.044
          },
          {
            "time": "10:03",
            "open": 18.51,
            "high": 18.51,
            "low": 18.51,
            "close": 18.51,
            "amount_yi": 0.0133
          },
          {
            "time": "10:04",
            "open": 18.5,
            "high": 18.51,
            "low": 18.5,
            "close": 18.51,
            "amount_yi": 0.0619
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.51,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 18.28,
        "open": 18.48,
        "high": 19.07,
        "low": 18.21,
        "bid1": 18.5,
        "ask1": 18.51,
        "bid_qty1": 65,
        "ask_qty1": 75
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 24.5146,
      "price_vs_vwap_pct": -1.4465,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.1131,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 24.11,
            "high": 24.11,
            "low": 24.07,
            "close": 24.07,
            "amount_yi": 0.6571
          },
          {
            "time": "10:03",
            "open": 24.08,
            "high": 24.08,
            "low": 24.08,
            "close": 24.08,
            "amount_yi": 0.2514
          },
          {
            "time": "10:04",
            "open": 24.15,
            "high": 24.16,
            "low": 24.15,
            "close": 24.16,
            "amount_yi": 0.2046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.16,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 24.59,
        "open": 24.73,
        "high": 24.98,
        "low": 24.03,
        "bid1": 24.16,
        "ask1": 24.17,
        "bid_qty1": 18,
        "ask_qty1": 148
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 36.156,
      "price_vs_vwap_pct": -2.1186,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0758,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 35.12,
            "high": 35.18,
            "low": 35.12,
            "close": 35.18,
            "amount_yi": 0.0388
          },
          {
            "time": "10:03",
            "open": 35.37,
            "high": 35.37,
            "low": 35.37,
            "close": 35.37,
            "amount_yi": 0.0152
          },
          {
            "time": "10:04",
            "open": 35.35,
            "high": 35.39,
            "low": 35.35,
            "close": 35.39,
            "amount_yi": 0.0218
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.39,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 38.29,
        "open": 38.0,
        "high": 38.38,
        "low": 34.87,
        "bid1": 35.39,
        "ask1": 35.4,
        "bid_qty1": 2,
        "ask_qty1": 11
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 300,
      "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": 3.1093,
      "intraday_vwap": 9.9271,
      "price_vs_vwap_pct": 0.4322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0063,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.94,
            "high": 9.94,
            "low": 9.94,
            "close": 9.94,
            "amount_yi": 0.0027
          },
          {
            "time": "10:03",
            "open": 9.96,
            "high": 9.96,
            "low": 9.96,
            "close": 9.96,
            "amount_yi": 0.0018
          },
          {
            "time": "10:04",
            "open": 9.97,
            "high": 9.97,
            "low": 9.97,
            "close": 9.97,
            "amount_yi": 0.0018
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "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": "2026-07-06T10:04:30",
        "prev_close": 9.83,
        "open": 9.71,
        "high": 10.05,
        "low": 9.71,
        "bid1": 9.96,
        "ask1": 9.97,
        "bid_qty1": 9,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 7.948,
      "price_vs_vwap_pct": -0.7297,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0132,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 7.88,
            "high": 7.88,
            "low": 7.88,
            "close": 7.88,
            "amount_yi": 0.0118
          },
          {
            "time": "10:03",
            "open": 7.9,
            "high": 7.9,
            "low": 7.9,
            "close": 7.9,
            "amount_yi": 0.0008
          },
          {
            "time": "10:04",
            "open": 7.88,
            "high": 7.89,
            "low": 7.88,
            "close": 7.89,
            "amount_yi": 0.0006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.89,
        "ts": "2026-07-06T10:04:26",
        "prev_close": 7.96,
        "open": 7.99,
        "high": 8.12,
        "low": 7.82,
        "bid1": 7.89,
        "ask1": 7.9,
        "bid_qty1": 65,
        "ask_qty1": 226
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 200,
      "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": 3.2548,
      "intraday_vwap": 17.8402,
      "price_vs_vwap_pct": -0.2814,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0219,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 17.76,
            "high": 17.78,
            "low": 17.76,
            "close": 17.78,
            "amount_yi": 0.0082
          },
          {
            "time": "10:03",
            "open": 17.81,
            "high": 17.81,
            "low": 17.81,
            "close": 17.81,
            "amount_yi": 0.0076
          },
          {
            "time": "10:04",
            "open": 17.81,
            "high": 17.81,
            "low": 17.79,
            "close": 17.79,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.79,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 17.69,
        "open": 17.65,
        "high": 18.08,
        "low": 17.51,
        "bid1": 17.79,
        "ask1": 17.82,
        "bid_qty1": 99,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002358:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002358:VWAP_RECLAIM",
      "symbol": "SZSE.002358",
      "name": "森源电气",
      "side": "BUY",
      "priority": "W33",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.69,
      "exec_low": 5.78,
      "exec_high": 5.78,
      "invalid_price": 5.52,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 5.6259,
      "price_vs_vwap_pct": -0.1049,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0066,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 5.61,
            "high": 5.61,
            "low": 5.61,
            "close": 5.61,
            "amount_yi": 0.0039
          },
          {
            "time": "10:03",
            "open": 5.62,
            "high": 5.62,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0012
          },
          {
            "time": "10:04",
            "open": 5.63,
            "high": 5.63,
            "low": 5.62,
            "close": 5.62,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.62,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 5.62,
        "open": 5.62,
        "high": 5.68,
        "low": 5.59,
        "bid1": 5.62,
        "ask1": 5.63,
        "bid_qty1": 62,
        "ask_qty1": 523
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002622:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002622:VWAP_RECLAIM",
      "symbol": "SZSE.002622",
      "name": "皓宸医疗",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 2.23,
      "exec_low": 2.26,
      "exec_high": 2.26,
      "invalid_price": 2.16,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "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": 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": 3.5714,
      "intraday_vwap": 2.2233,
      "price_vs_vwap_pct": 0.7511,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0074,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 2.22,
            "high": 2.23,
            "low": 2.22,
            "close": 2.23,
            "amount_yi": 0.0003
          },
          {
            "time": "10:03",
            "open": 2.23,
            "high": 2.23,
            "low": 2.23,
            "close": 2.23,
            "amount_yi": 0.0041
          },
          {
            "time": "10:04",
            "open": 2.23,
            "high": 2.24,
            "low": 2.23,
            "close": 2.24,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 2.24,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 2.19,
        "open": 2.2,
        "high": 2.26,
        "low": 2.19,
        "bid1": 2.23,
        "ask1": 2.24,
        "bid_qty1": 829,
        "ask_qty1": 1913
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 6.6621,
      "price_vs_vwap_pct": -0.4818,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0465,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.6,
            "high": 6.61,
            "low": 6.6,
            "close": 6.61,
            "amount_yi": 0.0171
          },
          {
            "time": "10:03",
            "open": 6.62,
            "high": 6.62,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.0162
          },
          {
            "time": "10:04",
            "open": 6.62,
            "high": 6.63,
            "low": 6.62,
            "close": 6.63,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.63,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.66,
        "open": 6.68,
        "high": 6.78,
        "low": 6.58,
        "bid1": 6.63,
        "ask1": 6.64,
        "bid_qty1": 576,
        "ask_qty1": 416
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "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": 8.1641,
      "price_vs_vwap_pct": -1.765,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0389,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 8.01,
            "high": 8.02,
            "low": 8.01,
            "close": 8.02,
            "amount_yi": 0.021
          },
          {
            "time": "10:03",
            "open": 8.01,
            "high": 8.01,
            "low": 8.01,
            "close": 8.01,
            "amount_yi": 0.0074
          },
          {
            "time": "10:04",
            "open": 8.01,
            "high": 8.02,
            "low": 8.01,
            "close": 8.02,
            "amount_yi": 0.0105
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.02,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 7.95,
        "open": 8.08,
        "high": 8.46,
        "low": 8.0,
        "bid1": 8.02,
        "ask1": 8.03,
        "bid_qty1": 219,
        "ask_qty1": 120
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 600,
      "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": 3.204,
      "intraday_vwap": 5.9259,
      "price_vs_vwap_pct": 0.0692,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0333,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 5.92,
            "high": 5.93,
            "low": 5.92,
            "close": 5.93,
            "amount_yi": 0.0154
          },
          {
            "time": "10:03",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0096
          },
          {
            "time": "10:04",
            "open": 5.93,
            "high": 5.93,
            "low": 5.93,
            "close": 5.93,
            "amount_yi": 0.0083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.93,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 5.88,
        "open": 5.97,
        "high": 5.98,
        "low": 5.86,
        "bid1": 5.92,
        "ask1": 5.93,
        "bid_qty1": 312,
        "ask_qty1": 139
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 300,
      "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": 11.7934,
      "price_vs_vwap_pct": 0.1408,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.017,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 11.76,
            "high": 11.78,
            "low": 11.76,
            "close": 11.78,
            "amount_yi": 0.0048
          },
          {
            "time": "10:03",
            "open": 11.79,
            "high": 11.79,
            "low": 11.79,
            "close": 11.79,
            "amount_yi": 0.0061
          },
          {
            "time": "10:04",
            "open": 11.8,
            "high": 11.81,
            "low": 11.8,
            "close": 11.81,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.81,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 11.73,
        "open": 11.74,
        "high": 11.92,
        "low": 11.68,
        "bid1": 11.8,
        "ask1": 11.81,
        "bid_qty1": 199,
        "ask_qty1": 81
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 600,
      "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": 5.7638,
      "price_vs_vwap_pct": 0.1076,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0118,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 5.75,
            "high": 5.76,
            "low": 5.75,
            "close": 5.76,
            "amount_yi": 0.0044
          },
          {
            "time": "10:03",
            "open": 5.76,
            "high": 5.76,
            "low": 5.76,
            "close": 5.76,
            "amount_yi": 0.0037
          },
          {
            "time": "10:04",
            "open": 5.76,
            "high": 5.77,
            "low": 5.76,
            "close": 5.77,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.77,
        "ts": "2026-07-06T10:04:27",
        "prev_close": 5.77,
        "open": 5.75,
        "high": 5.86,
        "low": 5.7,
        "bid1": 5.77,
        "ask1": 5.78,
        "bid_qty1": 41,
        "ask_qty1": 204
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 500,
      "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": 6.6577,
      "price_vs_vwap_pct": 0.1847,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0039,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0022
          },
          {
            "time": "10:03",
            "open": 6.65,
            "high": 6.65,
            "low": 6.65,
            "close": 6.65,
            "amount_yi": 0.0008
          },
          {
            "time": "10:04",
            "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": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.67,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.66,
        "open": 6.66,
        "high": 6.75,
        "low": 6.61,
        "bid1": 6.67,
        "ask1": 6.68,
        "bid_qty1": 153,
        "ask_qty1": 58
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "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": 7.5445,
      "price_vs_vwap_pct": -0.7224,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0213,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 7.47,
            "high": 7.49,
            "low": 7.47,
            "close": 7.49,
            "amount_yi": 0.0069
          },
          {
            "time": "10:03",
            "open": 7.49,
            "high": 7.49,
            "low": 7.49,
            "close": 7.49,
            "amount_yi": 0.0034
          },
          {
            "time": "10:04",
            "open": 7.49,
            "high": 7.49,
            "low": 7.49,
            "close": 7.49,
            "amount_yi": 0.011
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.49,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 7.58,
        "open": 7.6,
        "high": 7.65,
        "low": 7.45,
        "bid1": 7.49,
        "ask1": 7.5,
        "bid_qty1": 23,
        "ask_qty1": 168
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 6.8814,
      "price_vs_vwap_pct": -0.6016,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0135,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.84,
            "high": 6.84,
            "low": 6.84,
            "close": 6.84,
            "amount_yi": 0.0092
          },
          {
            "time": "10:03",
            "open": 6.85,
            "high": 6.85,
            "low": 6.85,
            "close": 6.85,
            "amount_yi": 0.0006
          },
          {
            "time": "10:04",
            "open": 6.85,
            "high": 6.85,
            "low": 6.84,
            "close": 6.84,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.84,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.83,
        "open": 6.86,
        "high": 6.97,
        "low": 6.8,
        "bid1": 6.84,
        "ask1": 6.85,
        "bid_qty1": 222,
        "ask_qty1": 517
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 9.8973,
      "price_vs_vwap_pct": -0.5789,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0526,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.79,
            "high": 9.8,
            "low": 9.79,
            "close": 9.8,
            "amount_yi": 0.0151
          },
          {
            "time": "10:03",
            "open": 9.8,
            "high": 9.8,
            "low": 9.8,
            "close": 9.8,
            "amount_yi": 0.0148
          },
          {
            "time": "10:04",
            "open": 9.81,
            "high": 9.84,
            "low": 9.81,
            "close": 9.84,
            "amount_yi": 0.0227
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.84,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 9.95,
        "open": 9.95,
        "high": 10.06,
        "low": 9.78,
        "bid1": 9.83,
        "ask1": 9.84,
        "bid_qty1": 34,
        "ask_qty1": 40
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 100,
      "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": 3.2314,
      "intraday_vwap": 23.289,
      "price_vs_vwap_pct": -0.3822,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0389,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 23.17,
            "high": 23.2,
            "low": 23.17,
            "close": 23.2,
            "amount_yi": 0.02
          },
          {
            "time": "10:03",
            "open": 23.2,
            "high": 23.2,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.0135
          },
          {
            "time": "10:04",
            "open": 23.18,
            "high": 23.2,
            "low": 23.18,
            "close": 23.2,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.2,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 22.82,
        "open": 23.0,
        "high": 23.61,
        "low": 22.67,
        "bid1": 23.2,
        "ask1": 23.21,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": null,
      "intraday_vwap": 12.612,
      "price_vs_vwap_pct": -0.9673,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0456,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 12.47,
            "high": 12.48,
            "low": 12.47,
            "close": 12.48,
            "amount_yi": 0.0139
          },
          {
            "time": "10:03",
            "open": 12.51,
            "high": 12.51,
            "low": 12.51,
            "close": 12.51,
            "amount_yi": 0.0064
          },
          {
            "time": "10:04",
            "open": 12.49,
            "high": 12.49,
            "low": 12.49,
            "close": 12.49,
            "amount_yi": 0.0253
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.49,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 12.34,
        "open": 12.36,
        "high": 12.95,
        "low": 12.28,
        "bid1": 12.47,
        "ask1": 12.49,
        "bid_qty1": 127,
        "ask_qty1": 358
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 100,
      "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": 25.1852,
      "price_vs_vwap_pct": 0.1779,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1012,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 25.15,
            "high": 25.23,
            "low": 25.15,
            "close": 25.23,
            "amount_yi": 0.0548
          },
          {
            "time": "10:03",
            "open": 25.25,
            "high": 25.25,
            "low": 25.25,
            "close": 25.25,
            "amount_yi": 0.0189
          },
          {
            "time": "10:04",
            "open": 25.21,
            "high": 25.23,
            "low": 25.21,
            "close": 25.23,
            "amount_yi": 0.0275
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.23,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 25.18,
        "open": 25.19,
        "high": 25.37,
        "low": 25.0,
        "bid1": 25.23,
        "ask1": 25.24,
        "bid_qty1": 114,
        "ask_qty1": 35
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 52.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 51.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.1,
      "entry_zone_high": 51.62,
      "entry_risk_pct": null,
      "intraday_vwap": 46.1734,
      "price_vs_vwap_pct": -4.4905,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.3302,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 44.13,
            "high": 44.14,
            "low": 44.13,
            "close": 44.14,
            "amount_yi": 0.6316
          },
          {
            "time": "10:03",
            "open": 44.1,
            "high": 44.1,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.2682
          },
          {
            "time": "10:04",
            "open": 44.12,
            "high": 44.12,
            "low": 44.1,
            "close": 44.1,
            "amount_yi": 0.4304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.1,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 49.0,
        "open": 51.0,
        "high": 51.99,
        "low": 44.1,
        "bid1": 0.0,
        "ask1": 44.1,
        "bid_qty1": 0,
        "ask_qty1": 1409
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 300,
      "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": 3.1463,
      "intraday_vwap": 11.6926,
      "price_vs_vwap_pct": 0.5764,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0721,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 11.73,
            "high": 11.75,
            "low": 11.73,
            "close": 11.75,
            "amount_yi": 0.0463
          },
          {
            "time": "10:03",
            "open": 11.76,
            "high": 11.76,
            "low": 11.76,
            "close": 11.76,
            "amount_yi": 0.0088
          },
          {
            "time": "10:04",
            "open": 11.75,
            "high": 11.76,
            "low": 11.75,
            "close": 11.76,
            "amount_yi": 0.017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.76,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 11.57,
        "open": 11.52,
        "high": 11.86,
        "low": 11.31,
        "bid1": 11.75,
        "ask1": 11.76,
        "bid_qty1": 1,
        "ask_qty1": 1113
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 13.162,
      "price_vs_vwap_pct": 0.5166,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0093,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 13.22,
            "high": 13.24,
            "low": 13.22,
            "close": 13.24,
            "amount_yi": 0.0059
          },
          {
            "time": "10:03",
            "open": 13.22,
            "high": 13.22,
            "low": 13.22,
            "close": 13.22,
            "amount_yi": 0.0011
          },
          {
            "time": "10:04",
            "open": 13.24,
            "high": 13.24,
            "low": 13.23,
            "close": 13.23,
            "amount_yi": 0.0023
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.23,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 13.2,
        "open": 13.18,
        "high": 13.27,
        "low": 13.04,
        "bid1": 13.23,
        "ask1": 13.24,
        "bid_qty1": 2,
        "ask_qty1": 86
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 400,
      "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": 7.2471,
      "price_vs_vwap_pct": -0.098,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0073,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 7.21,
            "high": 7.23,
            "low": 7.21,
            "close": 7.23,
            "amount_yi": 0.0033
          },
          {
            "time": "10:03",
            "open": 7.24,
            "high": 7.24,
            "low": 7.24,
            "close": 7.24,
            "amount_yi": 0.0005
          },
          {
            "time": "10:04",
            "open": 7.24,
            "high": 7.24,
            "low": 7.24,
            "close": 7.24,
            "amount_yi": 0.0035
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.24,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 7.25,
        "open": 7.31,
        "high": 7.35,
        "low": 7.16,
        "bid1": 7.23,
        "ask1": 7.24,
        "bid_qty1": 73,
        "ask_qty1": 8
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": null,
      "intraday_vwap": 16.6683,
      "price_vs_vwap_pct": -0.5897,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0131,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 16.54,
            "high": 16.55,
            "low": 16.54,
            "close": 16.55,
            "amount_yi": 0.0059
          },
          {
            "time": "10:03",
            "open": 16.58,
            "high": 16.58,
            "low": 16.58,
            "close": 16.58,
            "amount_yi": 0.0027
          },
          {
            "time": "10:04",
            "open": 16.57,
            "high": 16.57,
            "low": 16.57,
            "close": 16.57,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.57,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 16.43,
        "open": 16.48,
        "high": 16.93,
        "low": 16.3,
        "bid1": 16.57,
        "ask1": 16.58,
        "bid_qty1": 1,
        "ask_qty1": 25
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": 13.8242,
      "price_vs_vwap_pct": 0.91,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1005,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 13.93,
            "high": 13.96,
            "low": 13.93,
            "close": 13.96,
            "amount_yi": 0.0734
          },
          {
            "time": "10:03",
            "open": 13.98,
            "high": 13.98,
            "low": 13.98,
            "close": 13.98,
            "amount_yi": 0.0074
          },
          {
            "time": "10:04",
            "open": 13.94,
            "high": 13.95,
            "low": 13.94,
            "close": 13.95,
            "amount_yi": 0.0197
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.95,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 13.6,
        "open": 13.7,
        "high": 14.0,
        "low": 13.58,
        "bid1": 13.95,
        "ask1": 13.96,
        "bid_qty1": 75,
        "ask_qty1": 14
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 500,
      "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": 6.9743,
      "price_vs_vwap_pct": 0.0817,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0847,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.96,
            "high": 6.96,
            "low": 6.96,
            "close": 6.96,
            "amount_yi": 0.0332
          },
          {
            "time": "10:03",
            "open": 6.97,
            "high": 6.97,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.0248
          },
          {
            "time": "10:04",
            "open": 6.97,
            "high": 6.98,
            "low": 6.97,
            "close": 6.98,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.98,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 6.96,
        "open": 6.99,
        "high": 7.01,
        "low": 6.93,
        "bid1": 6.97,
        "ask1": 6.98,
        "bid_qty1": 731,
        "ask_qty1": 5660
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 100,
      "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": 3.1352,
      "intraday_vwap": 21.3162,
      "price_vs_vwap_pct": 0.2055,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0413,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 21.28,
            "high": 21.32,
            "low": 21.28,
            "close": 21.32,
            "amount_yi": 0.0153
          },
          {
            "time": "10:03",
            "open": 21.34,
            "high": 21.34,
            "low": 21.34,
            "close": 21.34,
            "amount_yi": 0.0103
          },
          {
            "time": "10:04",
            "open": 21.36,
            "high": 21.36,
            "low": 21.36,
            "close": 21.36,
            "amount_yi": 0.0157
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.36,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 21.17,
        "open": 21.2,
        "high": 21.5,
        "low": 21.06,
        "bid1": 21.36,
        "ask1": 21.37,
        "bid_qty1": 19,
        "ask_qty1": 152
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 10.0659,
      "price_vs_vwap_pct": -1.7475,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0974,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.95,
            "high": 9.95,
            "low": 9.92,
            "close": 9.92,
            "amount_yi": 0.0673
          },
          {
            "time": "10:03",
            "open": 9.9,
            "high": 9.9,
            "low": 9.9,
            "close": 9.9,
            "amount_yi": 0.0077
          },
          {
            "time": "10:04",
            "open": 9.9,
            "high": 9.9,
            "low": 9.89,
            "close": 9.89,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.89,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 10.26,
        "open": 10.19,
        "high": 10.32,
        "low": 9.89,
        "bid1": 9.89,
        "ask1": 9.9,
        "bid_qty1": 1476,
        "ask_qty1": 542
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 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": 3.7304,
      "intraday_vwap": 61.6176,
      "price_vs_vwap_pct": -0.8076,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4379,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 61.05,
            "high": 61.13,
            "low": 61.05,
            "close": 61.13,
            "amount_yi": 0.2246
          },
          {
            "time": "10:03",
            "open": 61.1,
            "high": 61.1,
            "low": 61.1,
            "close": 61.1,
            "amount_yi": 0.0869
          },
          {
            "time": "10:04",
            "open": 61.04,
            "high": 61.12,
            "low": 61.04,
            "close": 61.12,
            "amount_yi": 0.1264
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.12,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 58.0,
        "open": 58.88,
        "high": 62.67,
        "low": 58.73,
        "bid1": 61.11,
        "ask1": 61.12,
        "bid_qty1": 29,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 10.0162,
      "price_vs_vwap_pct": -0.3614,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0304,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.95,
            "high": 9.95,
            "low": 9.94,
            "close": 9.94,
            "amount_yi": 0.0189
          },
          {
            "time": "10:03",
            "open": 9.94,
            "high": 9.94,
            "low": 9.94,
            "close": 9.94,
            "amount_yi": 0.0054
          },
          {
            "time": "10:04",
            "open": 9.96,
            "high": 9.98,
            "low": 9.96,
            "close": 9.98,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.98,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 9.99,
        "open": 10.02,
        "high": 10.1,
        "low": 9.93,
        "bid1": 9.97,
        "ask1": 9.98,
        "bid_qty1": 24,
        "ask_qty1": 4
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 700,
      "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": 3.3126,
      "intraday_vwap": 4.799,
      "price_vs_vwap_pct": 0.646,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0276,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 4.8,
            "high": 4.82,
            "low": 4.8,
            "close": 4.82,
            "amount_yi": 0.0116
          },
          {
            "time": "10:03",
            "open": 4.82,
            "high": 4.82,
            "low": 4.82,
            "close": 4.82,
            "amount_yi": 0.0086
          },
          {
            "time": "10:04",
            "open": 4.82,
            "high": 4.83,
            "low": 4.82,
            "close": 4.83,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.83,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 4.78,
        "open": 4.79,
        "high": 4.83,
        "low": 4.76,
        "bid1": 4.82,
        "ask1": 4.83,
        "bid_qty1": 822,
        "ask_qty1": 4504
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 500,
      "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": 3.1627,
      "intraday_vwap": 6.5915,
      "price_vs_vwap_pct": 0.5841,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0064,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.59,
            "high": 6.61,
            "low": 6.59,
            "close": 6.61,
            "amount_yi": 0.0017
          },
          {
            "time": "10:03",
            "open": 6.62,
            "high": 6.62,
            "low": 6.62,
            "close": 6.62,
            "amount_yi": 0.001
          },
          {
            "time": "10:04",
            "open": 6.63,
            "high": 6.63,
            "low": 6.63,
            "close": 6.63,
            "amount_yi": 0.0037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.63,
        "ts": "2026-07-06T10:04:24",
        "prev_close": 6.61,
        "open": 6.61,
        "high": 6.68,
        "low": 6.54,
        "bid1": 6.63,
        "ask1": 6.64,
        "bid_qty1": 75,
        "ask_qty1": 116
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002074:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002074:VWAP_RECLAIM",
      "symbol": "SZSE.002074",
      "name": "国轩高科",
      "side": "BUY",
      "priority": "W60",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 27.37,
      "exec_low": 27.78,
      "exec_high": 27.78,
      "invalid_price": 26.55,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 100,
      "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": 4.3932,
      "intraday_vwap": 27.6636,
      "price_vs_vwap_pct": 0.3485,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1198,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 27.6,
            "high": 27.66,
            "low": 27.6,
            "close": 27.66,
            "amount_yi": 0.0633
          },
          {
            "time": "10:03",
            "open": 27.71,
            "high": 27.71,
            "low": 27.71,
            "close": 27.71,
            "amount_yi": 0.0244
          },
          {
            "time": "10:04",
            "open": 27.73,
            "high": 27.76,
            "low": 27.73,
            "close": 27.76,
            "amount_yi": 0.0321
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.76,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 27.05,
        "open": 27.58,
        "high": 27.95,
        "low": 27.31,
        "bid1": 27.76,
        "ask1": 27.77,
        "bid_qty1": 17,
        "ask_qty1": 54
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601700:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601700:VWAP_RECLAIM",
      "symbol": "SHSE.601700",
      "name": "风范股份",
      "side": "BUY",
      "priority": "W61",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 4.65,
      "exec_low": 4.72,
      "exec_high": 4.72,
      "invalid_price": 4.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 700,
      "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": 4.5737,
      "price_vs_vwap_pct": -0.0809,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0033,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 4.57,
            "high": 4.57,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0015
          },
          {
            "time": "10:03",
            "open": 4.57,
            "high": 4.57,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0013
          },
          {
            "time": "10:04",
            "open": 4.57,
            "high": 4.57,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.57,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 4.53,
        "open": 4.54,
        "high": 4.63,
        "low": 4.52,
        "bid1": 4.57,
        "ask1": 4.58,
        "bid_qty1": 300,
        "ask_qty1": 904
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 21.742,
      "price_vs_vwap_pct": -0.0552,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2245,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 21.66,
            "high": 21.71,
            "low": 21.66,
            "close": 21.71,
            "amount_yi": 0.1062
          },
          {
            "time": "10:03",
            "open": 21.74,
            "high": 21.74,
            "low": 21.74,
            "close": 21.74,
            "amount_yi": 0.0353
          },
          {
            "time": "10:04",
            "open": 21.73,
            "high": 21.73,
            "low": 21.73,
            "close": 21.73,
            "amount_yi": 0.083
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.73,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 21.65,
        "open": 21.78,
        "high": 21.98,
        "low": 21.53,
        "bid1": 21.74,
        "ask1": 21.75,
        "bid_qty1": 3,
        "ask_qty1": 807
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 200,
      "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": 3.662,
      "intraday_vwap": 14.2262,
      "price_vs_vwap_pct": -0.1842,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0897,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 14.31,
            "high": 14.31,
            "low": 14.3,
            "close": 14.3,
            "amount_yi": 0.0146
          },
          {
            "time": "10:03",
            "open": 14.26,
            "high": 14.26,
            "low": 14.26,
            "close": 14.26,
            "amount_yi": 0.018
          },
          {
            "time": "10:04",
            "open": 14.18,
            "high": 14.2,
            "low": 14.18,
            "close": 14.2,
            "amount_yi": 0.0571
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.2,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 13.87,
        "open": 13.89,
        "high": 14.48,
        "low": 13.88,
        "bid1": 14.18,
        "ask1": 14.2,
        "bid_qty1": 106,
        "ask_qty1": 13
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": null,
      "intraday_vwap": 12.5988,
      "price_vs_vwap_pct": -0.9429,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0507,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 12.43,
            "high": 12.44,
            "low": 12.43,
            "close": 12.44,
            "amount_yi": 0.0223
          },
          {
            "time": "10:03",
            "open": 12.45,
            "high": 12.45,
            "low": 12.45,
            "close": 12.45,
            "amount_yi": 0.0111
          },
          {
            "time": "10:04",
            "open": 12.46,
            "high": 12.48,
            "low": 12.46,
            "close": 12.48,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.48,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 12.36,
        "open": 12.42,
        "high": 12.85,
        "low": 12.4,
        "bid1": 12.48,
        "ask1": 12.49,
        "bid_qty1": 105,
        "ask_qty1": 154
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300001:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.300001:VWAP_RECLAIM",
      "symbol": "SZSE.300001",
      "name": "特锐德",
      "side": "BUY",
      "priority": "W65",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.19,
      "exec_low": 35.72,
      "exec_high": 35.72,
      "invalid_price": 34.13,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": "发电设备",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 36.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 34.66,
      "entry_zone_high": 35.72,
      "entry_risk_pct": null,
      "intraday_vwap": 35.2233,
      "price_vs_vwap_pct": -0.5488,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1331,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 34.91,
            "high": 35.1,
            "low": 34.91,
            "close": 35.1,
            "amount_yi": 0.0589
          },
          {
            "time": "10:03",
            "open": 35.15,
            "high": 35.15,
            "low": 35.15,
            "close": 35.15,
            "amount_yi": 0.0303
          },
          {
            "time": "10:04",
            "open": 35.05,
            "high": 35.05,
            "low": 35.03,
            "close": 35.03,
            "amount_yi": 0.0439
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.03,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 33.84,
        "open": 34.29,
        "high": 35.97,
        "low": 34.0,
        "bid1": 35.02,
        "ask1": 35.05,
        "bid_qty1": 7,
        "ask_qty1": 18
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.601179:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SHSE.601179:VWAP_RECLAIM",
      "symbol": "SHSE.601179",
      "name": "中国西电",
      "side": "BUY",
      "priority": "W66",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.54,
      "exec_low": 14.76,
      "exec_high": 14.76,
      "invalid_price": 14.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": 14.4157,
      "price_vs_vwap_pct": 0.0298,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1541,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 14.37,
            "high": 14.39,
            "low": 14.37,
            "close": 14.39,
            "amount_yi": 0.0547
          },
          {
            "time": "10:03",
            "open": 14.41,
            "high": 14.41,
            "low": 14.41,
            "close": 14.41,
            "amount_yi": 0.0385
          },
          {
            "time": "10:04",
            "open": 14.4,
            "high": 14.42,
            "low": 14.4,
            "close": 14.42,
            "amount_yi": 0.0609
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.42,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 14.29,
        "open": 14.42,
        "high": 14.57,
        "low": 14.2,
        "bid1": 14.4,
        "ask1": 14.42,
        "bid_qty1": 646,
        "ask_qty1": 409
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 10.5028,
      "price_vs_vwap_pct": -0.7884,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1864,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 10.42,
            "high": 10.43,
            "low": 10.42,
            "close": 10.43,
            "amount_yi": 0.0746
          },
          {
            "time": "10:03",
            "open": 10.41,
            "high": 10.41,
            "low": 10.41,
            "close": 10.41,
            "amount_yi": 0.0261
          },
          {
            "time": "10:04",
            "open": 10.4,
            "high": 10.42,
            "low": 10.4,
            "close": 10.42,
            "amount_yi": 0.0857
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.42,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 10.48,
        "open": 10.54,
        "high": 10.77,
        "low": 10.38,
        "bid1": 10.41,
        "ask1": 10.42,
        "bid_qty1": 903,
        "ask_qty1": 441
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "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": 5.6889,
      "price_vs_vwap_pct": -0.3322,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.025,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0092
          },
          {
            "time": "10:03",
            "open": 5.66,
            "high": 5.66,
            "low": 5.66,
            "close": 5.66,
            "amount_yi": 0.0099
          },
          {
            "time": "10:04",
            "open": 5.66,
            "high": 5.67,
            "low": 5.66,
            "close": 5.67,
            "amount_yi": 0.0059
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.67,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 5.74,
        "open": 5.72,
        "high": 5.75,
        "low": 5.65,
        "bid1": 5.67,
        "ask1": 5.68,
        "bid_qty1": 1148,
        "ask_qty1": 1262
      },
      "previous_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 500,
      "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": 6.5223,
      "price_vs_vwap_pct": -0.4952,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0134,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.49,
            "high": 6.5,
            "low": 6.49,
            "close": 6.5,
            "amount_yi": 0.0062
          },
          {
            "time": "10:03",
            "open": 6.49,
            "high": 6.49,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0029
          },
          {
            "time": "10:04",
            "open": 6.5,
            "high": 6.5,
            "low": 6.49,
            "close": 6.49,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.49,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 6.62,
        "open": 6.6,
        "high": 6.6,
        "low": 6.46,
        "bid1": 6.49,
        "ask1": 6.5,
        "bid_qty1": 1402,
        "ask_qty1": 446
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 53.1243,
      "price_vs_vwap_pct": 0.406,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0783,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 53.4,
            "high": 53.4,
            "low": 53.4,
            "close": 53.4,
            "amount_yi": 0.0411
          },
          {
            "time": "10:03",
            "open": 53.44,
            "high": 53.44,
            "low": 53.44,
            "close": 53.44,
            "amount_yi": 0.0137
          },
          {
            "time": "10:04",
            "open": 53.39,
            "high": 53.39,
            "low": 53.34,
            "close": 53.34,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.34,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 51.67,
        "open": 52.46,
        "high": 54.12,
        "low": 51.0,
        "bid1": 53.34,
        "ask1": 53.35,
        "bid_qty1": 11,
        "ask_qty1": 38
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 200,
      "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": 14.1196,
      "price_vs_vwap_pct": 0.4986,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0254,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 14.23,
            "high": 14.23,
            "low": 14.2,
            "close": 14.2,
            "amount_yi": 0.0088
          },
          {
            "time": "10:03",
            "open": 14.16,
            "high": 14.16,
            "low": 14.16,
            "close": 14.16,
            "amount_yi": 0.0042
          },
          {
            "time": "10:04",
            "open": 14.18,
            "high": 14.19,
            "low": 14.18,
            "close": 14.19,
            "amount_yi": 0.0124
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.19,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 13.87,
        "open": 13.75,
        "high": 14.49,
        "low": 13.53,
        "bid1": 14.18,
        "ask1": 14.19,
        "bid_qty1": 22,
        "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 400,
      "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": 7.99,
      "price_vs_vwap_pct": -2.7534,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.195,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 7.75,
            "high": 7.78,
            "low": 7.75,
            "close": 7.78,
            "amount_yi": 0.1232
          },
          {
            "time": "10:03",
            "open": 7.76,
            "high": 7.76,
            "low": 7.76,
            "close": 7.76,
            "amount_yi": 0.0326
          },
          {
            "time": "10:04",
            "open": 7.77,
            "high": 7.77,
            "low": 7.77,
            "close": 7.77,
            "amount_yi": 0.0392
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.77,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 7.72,
        "open": 7.99,
        "high": 8.22,
        "low": 7.73,
        "bid1": 7.77,
        "ask1": 7.78,
        "bid_qty1": 570,
        "ask_qty1": 1555
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 36.2331,
      "price_vs_vwap_pct": -1.9681,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0787,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 35.53,
            "high": 35.62,
            "low": 35.53,
            "close": 35.62,
            "amount_yi": 0.0338
          },
          {
            "time": "10:03",
            "open": 35.57,
            "high": 35.57,
            "low": 35.57,
            "close": 35.57,
            "amount_yi": 0.0182
          },
          {
            "time": "10:04",
            "open": 35.53,
            "high": 35.53,
            "low": 35.52,
            "close": 35.52,
            "amount_yi": 0.0267
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.52,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 37.07,
        "open": 36.87,
        "high": 37.1,
        "low": 35.5,
        "bid1": 35.52,
        "ask1": 35.53,
        "bid_qty1": 67,
        "ask_qty1": 139
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 17.832,
      "price_vs_vwap_pct": -0.7402,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.087,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 17.74,
            "high": 17.74,
            "low": 17.73,
            "close": 17.73,
            "amount_yi": 0.0383
          },
          {
            "time": "10:03",
            "open": 17.73,
            "high": 17.73,
            "low": 17.73,
            "close": 17.73,
            "amount_yi": 0.0072
          },
          {
            "time": "10:04",
            "open": 17.7,
            "high": 17.7,
            "low": 17.7,
            "close": 17.7,
            "amount_yi": 0.0415
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.7,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 18.18,
        "open": 18.03,
        "high": 18.07,
        "low": 17.65,
        "bid1": 17.69,
        "ask1": 17.7,
        "bid_qty1": 44,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 18.0274,
      "price_vs_vwap_pct": -2.2044,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0968,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 17.62,
            "high": 17.62,
            "low": 17.61,
            "close": 17.61,
            "amount_yi": 0.0607
          },
          {
            "time": "10:03",
            "open": 17.66,
            "high": 17.66,
            "low": 17.66,
            "close": 17.66,
            "amount_yi": 0.0077
          },
          {
            "time": "10:04",
            "open": 17.65,
            "high": 17.65,
            "low": 17.63,
            "close": 17.63,
            "amount_yi": 0.0284
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.63,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 18.29,
        "open": 18.44,
        "high": 18.76,
        "low": 17.61,
        "bid1": 17.63,
        "ask1": 17.64,
        "bid_qty1": 101,
        "ask_qty1": 410
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300008:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.300008:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300008",
      "name": "天海防务",
      "side": "BUY",
      "priority": "W76",
      "status": "NEAR_TRIGGER",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 6.42,
      "exec_low": 6.42,
      "exec_high": 6.52,
      "invalid_price": 6.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 500,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 6.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 6.32,
      "entry_zone_high": 6.52,
      "entry_risk_pct": null,
      "intraday_vwap": 6.3917,
      "price_vs_vwap_pct": -0.0266,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0919,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.36,
            "high": 6.36,
            "low": 6.36,
            "close": 6.36,
            "amount_yi": 0.0529
          },
          {
            "time": "10:03",
            "open": 6.37,
            "high": 6.37,
            "low": 6.37,
            "close": 6.37,
            "amount_yi": 0.0227
          },
          {
            "time": "10:04",
            "open": 6.39,
            "high": 6.39,
            "low": 6.39,
            "close": 6.39,
            "amount_yi": 0.0163
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.39,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.31,
        "open": 6.27,
        "high": 6.47,
        "low": 6.27,
        "bid1": 6.38,
        "ask1": 6.39,
        "bid_qty1": 149,
        "ask_qty1": 433
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.000561:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.000561:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.000561",
      "name": "烽火电子",
      "side": "BUY",
      "priority": "W77",
      "status": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 400,
      "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": 7.6059,
      "price_vs_vwap_pct": -1.2609,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0159,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 7.5,
            "high": 7.51,
            "low": 7.5,
            "close": 7.51,
            "amount_yi": 0.0091
          },
          {
            "time": "10:03",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0023
          },
          {
            "time": "10:04",
            "open": 7.51,
            "high": 7.51,
            "low": 7.51,
            "close": 7.51,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.51,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 7.64,
        "open": 7.67,
        "high": 7.72,
        "low": 7.5,
        "bid1": 7.51,
        "ask1": 7.52,
        "bid_qty1": 12,
        "ask_qty1": 707
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "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": 8.2347,
      "price_vs_vwap_pct": -0.3,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0752,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 8.18,
            "high": 8.25,
            "low": 8.18,
            "close": 8.25,
            "amount_yi": 0.0443
          },
          {
            "time": "10:03",
            "open": 8.23,
            "high": 8.23,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.0107
          },
          {
            "time": "10:04",
            "open": 8.23,
            "high": 8.23,
            "low": 8.21,
            "close": 8.21,
            "amount_yi": 0.0202
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 8.21,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 7.79,
        "open": 7.99,
        "high": 8.47,
        "low": 7.93,
        "bid1": 8.21,
        "ask1": 8.22,
        "bid_qty1": 135,
        "ask_qty1": 220
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.300589:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.300589:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.300589",
      "name": "江龙船艇",
      "side": "BUY",
      "priority": "W79",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 12.69,
      "exec_low": 12.69,
      "exec_high": 12.88,
      "invalid_price": 12.31,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 200,
      "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": 4.2768,
      "intraday_vwap": 12.8705,
      "price_vs_vwap_pct": -0.1593,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0326,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 12.83,
            "high": 12.83,
            "low": 12.83,
            "close": 12.83,
            "amount_yi": 0.021
          },
          {
            "time": "10:03",
            "open": 12.84,
            "high": 12.84,
            "low": 12.84,
            "close": 12.84,
            "amount_yi": 0.0058
          },
          {
            "time": "10:04",
            "open": 12.86,
            "high": 12.86,
            "low": 12.85,
            "close": 12.85,
            "amount_yi": 0.0058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.85,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 12.55,
        "open": 12.5,
        "high": 13.07,
        "low": 12.4,
        "bid1": 12.85,
        "ask1": 12.86,
        "bid_qty1": 51,
        "ask_qty1": 46
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002465:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SZSE.002465:STRONG_WATCH_CONFIRM",
      "symbol": "SZSE.002465",
      "name": "海格通信",
      "side": "BUY",
      "priority": "W80",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 13.33,
      "exec_low": 13.33,
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 13.361,
      "price_vs_vwap_pct": -2.8516,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1494,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 12.95,
            "high": 12.98,
            "low": 12.95,
            "close": 12.98,
            "amount_yi": 0.0654
          },
          {
            "time": "10:03",
            "open": 12.99,
            "high": 12.99,
            "low": 12.99,
            "close": 12.99,
            "amount_yi": 0.0328
          },
          {
            "time": "10:04",
            "open": 12.98,
            "high": 12.98,
            "low": 12.98,
            "close": 12.98,
            "amount_yi": 0.0512
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.98,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 13.0,
        "open": 13.36,
        "high": 13.65,
        "low": 12.95,
        "bid1": 12.97,
        "ask1": 12.98,
        "bid_qty1": 374,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600360:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600360:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600360",
      "name": "华微电子",
      "side": "BUY",
      "priority": "W81",
      "status": "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 14.7591,
      "price_vs_vwap_pct": -2.5008,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4333,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 14.39,
            "high": 14.42,
            "low": 14.39,
            "close": 14.42,
            "amount_yi": 0.1609
          },
          {
            "time": "10:03",
            "open": 14.43,
            "high": 14.43,
            "low": 14.43,
            "close": 14.43,
            "amount_yi": 0.0512
          },
          {
            "time": "10:04",
            "open": 14.4,
            "high": 14.4,
            "low": 14.39,
            "close": 14.39,
            "amount_yi": 0.2212
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.39,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 14.96,
        "open": 14.69,
        "high": 15.24,
        "low": 14.35,
        "bid1": 14.35,
        "ask1": 14.39,
        "bid_qty1": 750,
        "ask_qty1": 344
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 40.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 39.09,
      "entry_zone_high": 40.29,
      "entry_risk_pct": null,
      "intraday_vwap": 39.2358,
      "price_vs_vwap_pct": -1.6459,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2407,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 38.53,
            "high": 38.53,
            "low": 38.49,
            "close": 38.49,
            "amount_yi": 0.158
          },
          {
            "time": "10:03",
            "open": 38.58,
            "high": 38.58,
            "low": 38.58,
            "close": 38.58,
            "amount_yi": 0.0278
          },
          {
            "time": "10:04",
            "open": 38.55,
            "high": 38.59,
            "low": 38.55,
            "close": 38.59,
            "amount_yi": 0.0549
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.59,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 39.31,
        "open": 39.35,
        "high": 40.23,
        "low": 38.44,
        "bid1": 38.58,
        "ask1": 38.59,
        "bid_qty1": 15,
        "ask_qty1": 5
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 11.1584,
      "price_vs_vwap_pct": -0.7922,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0718,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 11.06,
            "high": 11.06,
            "low": 11.05,
            "close": 11.05,
            "amount_yi": 0.0356
          },
          {
            "time": "10:03",
            "open": 11.06,
            "high": 11.06,
            "low": 11.06,
            "close": 11.06,
            "amount_yi": 0.0144
          },
          {
            "time": "10:04",
            "open": 11.07,
            "high": 11.07,
            "low": 11.07,
            "close": 11.07,
            "amount_yi": 0.0218
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.07,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 11.24,
        "open": 11.2,
        "high": 11.32,
        "low": 11.05,
        "bid1": 11.07,
        "ask1": 11.08,
        "bid_qty1": 165,
        "ask_qty1": 21
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 500,
      "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": 6.9787,
      "price_vs_vwap_pct": 0.8784,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.021,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 7.0,
            "high": 7.04,
            "low": 7.0,
            "close": 7.04,
            "amount_yi": 0.0128
          },
          {
            "time": "10:03",
            "open": 7.03,
            "high": 7.03,
            "low": 7.03,
            "close": 7.03,
            "amount_yi": 0.0012
          },
          {
            "time": "10:04",
            "open": 7.06,
            "high": 7.06,
            "low": 7.04,
            "close": 7.04,
            "amount_yi": 0.007
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.04,
        "ts": "2026-07-06T10:04:24",
        "prev_close": 6.77,
        "open": 6.77,
        "high": 7.16,
        "low": 6.74,
        "bid1": 7.03,
        "ask1": 7.04,
        "bid_qty1": 85,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 6.9888,
      "price_vs_vwap_pct": -0.1259,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.014,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 6.96,
            "high": 6.97,
            "low": 6.96,
            "close": 6.97,
            "amount_yi": 0.0053
          },
          {
            "time": "10:03",
            "open": 6.97,
            "high": 6.97,
            "low": 6.97,
            "close": 6.97,
            "amount_yi": 0.001
          },
          {
            "time": "10:04",
            "open": 6.97,
            "high": 6.98,
            "low": 6.97,
            "close": 6.98,
            "amount_yi": 0.0077
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.98,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.95,
        "open": 7.0,
        "high": 7.05,
        "low": 6.95,
        "bid1": 6.98,
        "ask1": 6.99,
        "bid_qty1": 92,
        "ask_qty1": 767
      },
      "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": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 100,
      "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": 4.0523,
      "intraday_vwap": 23.3988,
      "price_vs_vwap_pct": -1.9608,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.087,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 22.91,
            "high": 22.95,
            "low": 22.91,
            "close": 22.95,
            "amount_yi": 0.0526
          },
          {
            "time": "10:03",
            "open": 23.03,
            "high": 23.03,
            "low": 23.03,
            "close": 23.03,
            "amount_yi": 0.0175
          },
          {
            "time": "10:04",
            "open": 22.96,
            "high": 22.96,
            "low": 22.94,
            "close": 22.94,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.94,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 22.58,
        "open": 23.16,
        "high": 24.11,
        "low": 22.89,
        "bid1": 22.94,
        "ask1": 22.95,
        "bid_qty1": 18,
        "ask_qty1": 9
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 16.3012,
      "price_vs_vwap_pct": -2.3998,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0565,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 15.84,
            "high": 15.87,
            "low": 15.84,
            "close": 15.87,
            "amount_yi": 0.0338
          },
          {
            "time": "10:03",
            "open": 15.9,
            "high": 15.9,
            "low": 15.9,
            "close": 15.9,
            "amount_yi": 0.0086
          },
          {
            "time": "10:04",
            "open": 15.92,
            "high": 15.92,
            "low": 15.91,
            "close": 15.91,
            "amount_yi": 0.0141
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.91,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 16.42,
        "open": 16.4,
        "high": 16.84,
        "low": 15.81,
        "bid1": 15.92,
        "ask1": 15.93,
        "bid_qty1": 50,
        "ask_qty1": 27
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 16.1608,
      "price_vs_vwap_pct": -1.6138,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0418,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 15.9,
            "high": 15.9,
            "low": 15.88,
            "close": 15.88,
            "amount_yi": 0.015
          },
          {
            "time": "10:03",
            "open": 15.89,
            "high": 15.89,
            "low": 15.89,
            "close": 15.89,
            "amount_yi": 0.0197
          },
          {
            "time": "10:04",
            "open": 15.89,
            "high": 15.9,
            "low": 15.89,
            "close": 15.9,
            "amount_yi": 0.0071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.9,
        "ts": "2026-07-06T10:04:29",
        "prev_close": 16.33,
        "open": 16.33,
        "high": 16.49,
        "low": 15.87,
        "bid1": 15.9,
        "ask1": 15.91,
        "bid_qty1": 29,
        "ask_qty1": 102
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 20.8406,
      "price_vs_vwap_pct": -0.5787,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0571,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 20.69,
            "high": 20.69,
            "low": 20.68,
            "close": 20.68,
            "amount_yi": 0.0344
          },
          {
            "time": "10:03",
            "open": 20.7,
            "high": 20.7,
            "low": 20.7,
            "close": 20.7,
            "amount_yi": 0.0134
          },
          {
            "time": "10:04",
            "open": 20.73,
            "high": 20.73,
            "low": 20.72,
            "close": 20.72,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 20.72,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 20.99,
        "open": 20.88,
        "high": 21.08,
        "low": 20.68,
        "bid1": 20.72,
        "ask1": 20.73,
        "bid_qty1": 170,
        "ask_qty1": 457
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 300,
      "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": 11.2439,
      "price_vs_vwap_pct": -3.5032,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0611,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 10.81,
            "high": 10.85,
            "low": 10.81,
            "close": 10.85,
            "amount_yi": 0.0331
          },
          {
            "time": "10:03",
            "open": 10.86,
            "high": 10.86,
            "low": 10.86,
            "close": 10.86,
            "amount_yi": 0.006
          },
          {
            "time": "10:04",
            "open": 10.83,
            "high": 10.85,
            "low": 10.83,
            "close": 10.85,
            "amount_yi": 0.022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.85,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 9.87,
        "open": 10.29,
        "high": 11.8,
        "low": 10.29,
        "bid1": 10.84,
        "ask1": 10.85,
        "bid_qty1": 1,
        "ask_qty1": 40
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 100,
      "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": 26.1878,
      "price_vs_vwap_pct": -0.2971,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0109,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 26.02,
            "high": 26.09,
            "low": 26.02,
            "close": 26.09,
            "amount_yi": 0.0057
          },
          {
            "time": "10:03",
            "open": 26.07,
            "high": 26.07,
            "low": 26.07,
            "close": 26.07,
            "amount_yi": 0.0022
          },
          {
            "time": "10:04",
            "open": 26.08,
            "high": 26.11,
            "low": 26.08,
            "close": 26.11,
            "amount_yi": 0.003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 26.11,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 26.21,
        "open": 26.21,
        "high": 26.51,
        "low": 25.98,
        "bid1": 26.08,
        "ask1": 26.1,
        "bid_qty1": 30,
        "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 200,
      "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": 15.5004,
      "price_vs_vwap_pct": 0.1264,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0045,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 15.47,
            "high": 15.49,
            "low": 15.47,
            "close": 15.49,
            "amount_yi": 0.0019
          },
          {
            "time": "10:03",
            "open": 15.5,
            "high": 15.5,
            "low": 15.5,
            "close": 15.5,
            "amount_yi": 0.0009
          },
          {
            "time": "10:04",
            "open": 15.51,
            "high": 15.52,
            "low": 15.51,
            "close": 15.52,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 15.52,
        "ts": "2026-07-06T10:04:32",
        "prev_close": 15.52,
        "open": 15.57,
        "high": 15.73,
        "low": 15.41,
        "bid1": 15.53,
        "ask1": 15.56,
        "bid_qty1": 17,
        "ask_qty1": 22
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 17.5486,
      "price_vs_vwap_pct": -1.7016,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0728,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 17.24,
            "high": 17.24,
            "low": 17.21,
            "close": 17.21,
            "amount_yi": 0.0327
          },
          {
            "time": "10:03",
            "open": 17.25,
            "high": 17.25,
            "low": 17.25,
            "close": 17.25,
            "amount_yi": 0.02
          },
          {
            "time": "10:04",
            "open": 17.25,
            "high": 17.25,
            "low": 17.25,
            "close": 17.25,
            "amount_yi": 0.0201
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.25,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 17.7,
        "open": 17.8,
        "high": 18.05,
        "low": 17.21,
        "bid1": 17.25,
        "ask1": 17.26,
        "bid_qty1": 80,
        "ask_qty1": 167
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 22.4985,
      "price_vs_vwap_pct": -2.838,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.5417,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 21.86,
            "high": 21.86,
            "low": 21.84,
            "close": 21.84,
            "amount_yi": 0.2791
          },
          {
            "time": "10:03",
            "open": 21.86,
            "high": 21.86,
            "low": 21.86,
            "close": 21.86,
            "amount_yi": 0.0794
          },
          {
            "time": "10:04",
            "open": 21.86,
            "high": 21.86,
            "low": 21.86,
            "close": 21.86,
            "amount_yi": 0.1832
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.86,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 22.27,
        "open": 22.77,
        "high": 23.33,
        "low": 21.81,
        "bid1": 21.86,
        "ask1": 21.87,
        "bid_qty1": 69,
        "ask_qty1": 1
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 68.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 67.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 65.46,
      "entry_zone_high": 67.46,
      "entry_risk_pct": null,
      "intraday_vwap": 66.4511,
      "price_vs_vwap_pct": -4.3959,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2312,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 64.4,
            "high": 64.4,
            "low": 64.4,
            "close": 64.4,
            "amount_yi": 0.0702
          },
          {
            "time": "10:03",
            "open": 64.21,
            "high": 64.21,
            "low": 64.21,
            "close": 64.21,
            "amount_yi": 0.0158
          },
          {
            "time": "10:04",
            "open": 63.69,
            "high": 63.69,
            "low": 63.53,
            "close": 63.53,
            "amount_yi": 0.1452
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 63.53,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 65.38,
        "open": 66.0,
        "high": 68.88,
        "low": 63.26,
        "bid1": 63.5,
        "ask1": 63.53,
        "bid_qty1": 16,
        "ask_qty1": 34
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 35.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.64,
      "entry_zone_high": 34.66,
      "entry_risk_pct": null,
      "intraday_vwap": 35.8628,
      "price_vs_vwap_pct": 1.2749,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4855,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 36.15,
            "high": 36.24,
            "low": 36.15,
            "close": 36.24,
            "amount_yi": 0.1723
          },
          {
            "time": "10:03",
            "open": 36.5,
            "high": 36.5,
            "low": 36.5,
            "close": 36.5,
            "amount_yi": 0.1649
          },
          {
            "time": "10:04",
            "open": 36.41,
            "high": 36.41,
            "low": 36.32,
            "close": 36.32,
            "amount_yi": 0.1483
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.32,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 33.59,
        "open": 33.6,
        "high": 36.78,
        "low": 33.6,
        "bid1": 36.31,
        "ask1": 36.32,
        "bid_qty1": 18,
        "ask_qty1": 166
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 9.4005,
      "price_vs_vwap_pct": -0.2181,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0134,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.39,
            "high": 9.39,
            "low": 9.37,
            "close": 9.37,
            "amount_yi": 0.0057
          },
          {
            "time": "10:03",
            "open": 9.39,
            "high": 9.39,
            "low": 9.39,
            "close": 9.39,
            "amount_yi": 0.0012
          },
          {
            "time": "10:04",
            "open": 9.4,
            "high": 9.4,
            "low": 9.38,
            "close": 9.38,
            "amount_yi": 0.0065
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.38,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 9.39,
        "open": 9.41,
        "high": 9.51,
        "low": 9.31,
        "bid1": 9.38,
        "ask1": 9.39,
        "bid_qty1": 37,
        "ask_qty1": 281
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "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": 32.2538,
      "price_vs_vwap_pct": -1.717,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1021,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 31.7,
            "high": 31.7,
            "low": 31.68,
            "close": 31.68,
            "amount_yi": 0.0451
          },
          {
            "time": "10:03",
            "open": 31.73,
            "high": 31.73,
            "low": 31.73,
            "close": 31.73,
            "amount_yi": 0.0302
          },
          {
            "time": "10:04",
            "open": 31.7,
            "high": 31.7,
            "low": 31.7,
            "close": 31.7,
            "amount_yi": 0.0268
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.7,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 32.45,
        "open": 32.51,
        "high": 33.24,
        "low": 31.63,
        "bid1": 31.7,
        "ask1": 31.73,
        "bid_qty1": 17,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 91.42,
      "max_chase_pct": 1.5,
      "base_exec_high": 90.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 87.43,
      "entry_zone_high": 90.09,
      "entry_risk_pct": null,
      "intraday_vwap": 86.6417,
      "price_vs_vwap_pct": -2.8412,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.2616,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 84.4,
            "high": 84.4,
            "low": 84.38,
            "close": 84.38,
            "amount_yi": 0.7411
          },
          {
            "time": "10:03",
            "open": 84.62,
            "high": 84.62,
            "low": 84.62,
            "close": 84.62,
            "amount_yi": 0.1451
          },
          {
            "time": "10:04",
            "open": 84.55,
            "high": 84.55,
            "low": 84.18,
            "close": 84.18,
            "amount_yi": 0.3754
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.18,
        "ts": "2026-07-06T10:04:29",
        "prev_close": 86.3,
        "open": 87.85,
        "high": 88.87,
        "low": 84.16,
        "bid1": 84.16,
        "ask1": 84.18,
        "bid_qty1": 7,
        "ask_qty1": 15
      },
      "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": "TOUCHED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "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": null,
      "intraday_vwap": 23.0099,
      "price_vs_vwap_pct": -0.1299,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.2187,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 22.86,
            "high": 22.86,
            "low": 22.85,
            "close": 22.85,
            "amount_yi": 0.0643
          },
          {
            "time": "10:03",
            "open": 22.97,
            "high": 22.97,
            "low": 22.97,
            "close": 22.97,
            "amount_yi": 0.0229
          },
          {
            "time": "10:04",
            "open": 23.03,
            "high": 23.03,
            "low": 22.98,
            "close": 22.98,
            "amount_yi": 0.1315
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.98,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 22.35,
        "open": 22.85,
        "high": 23.5,
        "low": 22.58,
        "bid1": 22.98,
        "ask1": 22.99,
        "bid_qty1": 4,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY",
      "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W101",
      "status": "OBSERVE",
      "template_key": "STRONG_WATCH_CONFIRM",
      "trigger_price": 46.44,
      "exec_low": 46.44,
      "exec_high": 47.14,
      "invalid_price": 45.05,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 60,
      "created_at": "2026-07-06T10:04:33",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "军民融合",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 47.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 45.74,
      "entry_zone_high": 47.14,
      "entry_risk_pct": 3.0974,
      "intraday_vwap": 46.6812,
      "price_vs_vwap_pct": -0.4096,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.4384,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 47.32,
            "high": 47.32,
            "low": 46.9,
            "close": 46.9,
            "amount_yi": 0.2575
          },
          {
            "time": "10:03",
            "open": 46.71,
            "high": 46.71,
            "low": 46.71,
            "close": 46.71,
            "amount_yi": 0.0466
          },
          {
            "time": "10:04",
            "open": 46.6,
            "high": 46.6,
            "low": 46.49,
            "close": 46.49,
            "amount_yi": 0.1343
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 9298.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 46.49,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 44.53,
        "open": 45.46,
        "high": 47.9,
        "low": 45.46,
        "bid1": 46.47,
        "ask1": 46.49,
        "bid_qty1": 8,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260703:20260706:SZSE.002339:VWAP_RECLAIM:BUY",
      "plan_id": "20260703:SZSE.002339:VWAP_RECLAIM",
      "symbol": "SZSE.002339",
      "name": "积成电子",
      "side": "BUY",
      "priority": "W102",
      "status": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 7.1166,
      "price_vs_vwap_pct": -0.6548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0094,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 7.05,
            "high": 7.06,
            "low": 7.05,
            "close": 7.06,
            "amount_yi": 0.0045
          },
          {
            "time": "10:03",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0015
          },
          {
            "time": "10:04",
            "open": 7.07,
            "high": 7.07,
            "low": 7.07,
            "close": 7.07,
            "amount_yi": 0.0034
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.07,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 7.11,
        "open": 7.11,
        "high": 7.23,
        "low": 7.02,
        "bid1": 7.07,
        "ask1": 7.08,
        "bid_qty1": 46,
        "ask_qty1": 882
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 9.6082,
      "price_vs_vwap_pct": -0.7098,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0155,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.54,
            "high": 9.54,
            "low": 9.54,
            "close": 9.54,
            "amount_yi": 0.0038
          },
          {
            "time": "10:03",
            "open": 9.54,
            "high": 9.54,
            "low": 9.54,
            "close": 9.54,
            "amount_yi": 0.0027
          },
          {
            "time": "10:04",
            "open": 9.53,
            "high": 9.54,
            "low": 9.53,
            "close": 9.54,
            "amount_yi": 0.009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.54,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 9.66,
        "open": 9.65,
        "high": 9.69,
        "low": 9.53,
        "bid1": 9.54,
        "ask1": 9.55,
        "bid_qty1": 169,
        "ask_qty1": 99
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 62.7944,
      "price_vs_vwap_pct": -1.2651,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.0678,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 62.01,
            "high": 62.01,
            "low": 61.88,
            "close": 61.88,
            "amount_yi": 0.3579
          },
          {
            "time": "10:03",
            "open": 61.81,
            "high": 61.81,
            "low": 61.81,
            "close": 61.81,
            "amount_yi": 0.2458
          },
          {
            "time": "10:04",
            "open": 61.75,
            "high": 62.0,
            "low": 61.75,
            "close": 62.0,
            "amount_yi": 0.4641
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 62.0,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 62.43,
        "open": 62.92,
        "high": 63.97,
        "low": 61.66,
        "bid1": 62.0,
        "ask1": 62.01,
        "bid_qty1": 37,
        "ask_qty1": 65
      },
      "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": "2026-07-06T10:04:33",
      "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": 6.763,
      "price_vs_vwap_pct": -1.3751,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.053,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 6.67,
            "high": 6.67,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0302
          },
          {
            "time": "10:03",
            "open": 6.66,
            "high": 6.66,
            "low": 6.66,
            "close": 6.66,
            "amount_yi": 0.0064
          },
          {
            "time": "10:04",
            "open": 6.66,
            "high": 6.67,
            "low": 6.66,
            "close": 6.67,
            "amount_yi": 0.0164
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 6.67,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 6.67,
        "open": 6.72,
        "high": 6.88,
        "low": 6.64,
        "bid1": 6.65,
        "ask1": 6.67,
        "bid_qty1": 1921,
        "ask_qty1": 68
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 200,
      "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": 14.8524,
      "price_vs_vwap_pct": 0.3205,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0497,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 14.79,
            "high": 14.88,
            "low": 14.79,
            "close": 14.88,
            "amount_yi": 0.0277
          },
          {
            "time": "10:03",
            "open": 14.91,
            "high": 14.91,
            "low": 14.91,
            "close": 14.91,
            "amount_yi": 0.0078
          },
          {
            "time": "10:04",
            "open": 14.94,
            "high": 14.94,
            "low": 14.9,
            "close": 14.9,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.9,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 14.73,
        "open": 14.7,
        "high": 15.37,
        "low": 14.33,
        "bid1": 14.89,
        "ask1": 14.9,
        "bid_qty1": 12,
        "ask_qty1": 1
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 300,
      "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": 10.415,
      "price_vs_vwap_pct": 0.5281,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1053,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 10.47,
            "high": 10.47,
            "low": 10.47,
            "close": 10.47,
            "amount_yi": 0.035
          },
          {
            "time": "10:03",
            "open": 10.48,
            "high": 10.48,
            "low": 10.48,
            "close": 10.48,
            "amount_yi": 0.0078
          },
          {
            "time": "10:04",
            "open": 10.46,
            "high": 10.47,
            "low": 10.46,
            "close": 10.47,
            "amount_yi": 0.0625
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.47,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 10.24,
        "open": 10.17,
        "high": 10.73,
        "low": 9.91,
        "bid1": 10.47,
        "ask1": 10.48,
        "bid_qty1": 5,
        "ask_qty1": 99
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "signal_contract_missing_price_fields",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": null,
      "max_chase_pct": 1.5,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "entry_zone_low": null,
      "entry_zone_high": null,
      "entry_risk_pct": null,
      "intraday_vwap": 54.904,
      "price_vs_vwap_pct": 1.1948,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 1.1703,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "LIMIT_ANCHOR_NO_CHASE",
        "bars": [
          {
            "time": "10:02",
            "open": 55.86,
            "high": 55.96,
            "low": 55.86,
            "close": 55.96,
            "amount_yi": 0.5931
          },
          {
            "time": "10:03",
            "open": 55.7,
            "high": 55.7,
            "low": 55.7,
            "close": 55.7,
            "amount_yi": 0.1186
          },
          {
            "time": "10:04",
            "open": 55.26,
            "high": 55.56,
            "low": 55.26,
            "close": 55.56,
            "amount_yi": 0.4586
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 55.56,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 51.96,
        "open": 51.82,
        "high": 57.16,
        "low": 51.66,
        "bid1": 55.54,
        "ask1": 55.57,
        "bid_qty1": 99,
        "ask_qty1": 4
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 200,
      "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": 3.2886,
      "intraday_vwap": 14.7792,
      "price_vs_vwap_pct": 0.682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0106,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 14.91,
            "high": 14.93,
            "low": 14.91,
            "close": 14.93,
            "amount_yi": 0.0029
          },
          {
            "time": "10:03",
            "open": 14.86,
            "high": 14.86,
            "low": 14.86,
            "close": 14.86,
            "amount_yi": 0.0058
          },
          {
            "time": "10:04",
            "open": 14.92,
            "high": 14.92,
            "low": 14.88,
            "close": 14.88,
            "amount_yi": 0.0019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.88,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 14.71,
        "open": 14.66,
        "high": 15.15,
        "low": 14.4,
        "bid1": 14.88,
        "ask1": 14.9,
        "bid_qty1": 15,
        "ask_qty1": 18
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 16.8001,
      "price_vs_vwap_pct": -1.9053,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.682,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 16.56,
            "high": 16.56,
            "low": 16.54,
            "close": 16.54,
            "amount_yi": 0.2736
          },
          {
            "time": "10:03",
            "open": 16.54,
            "high": 16.54,
            "low": 16.54,
            "close": 16.54,
            "amount_yi": 0.1317
          },
          {
            "time": "10:04",
            "open": 16.51,
            "high": 16.51,
            "low": 16.48,
            "close": 16.48,
            "amount_yi": 0.2767
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.48,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 17.6,
        "open": 17.13,
        "high": 17.18,
        "low": 16.47,
        "bid1": 16.48,
        "ask1": 16.49,
        "bid_qty1": 122,
        "ask_qty1": 81
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 13.7475,
      "price_vs_vwap_pct": -1.6548,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.1127,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 13.59,
            "high": 13.59,
            "low": 13.57,
            "close": 13.57,
            "amount_yi": 0.0534
          },
          {
            "time": "10:03",
            "open": 13.55,
            "high": 13.55,
            "low": 13.55,
            "close": 13.55,
            "amount_yi": 0.0114
          },
          {
            "time": "10:04",
            "open": 13.56,
            "high": 13.56,
            "low": 13.52,
            "close": 13.52,
            "amount_yi": 0.0479
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 13.52,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 13.69,
        "open": 13.87,
        "high": 13.94,
        "low": 13.51,
        "bid1": 13.52,
        "ask1": 13.53,
        "bid_qty1": 49,
        "ask_qty1": 124
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 18.7727,
      "price_vs_vwap_pct": -0.7601,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0311,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 18.6,
            "high": 18.61,
            "low": 18.6,
            "close": 18.61,
            "amount_yi": 0.0134
          },
          {
            "time": "10:03",
            "open": 18.66,
            "high": 18.66,
            "low": 18.66,
            "close": 18.66,
            "amount_yi": 0.0103
          },
          {
            "time": "10:04",
            "open": 18.66,
            "high": 18.66,
            "low": 18.63,
            "close": 18.63,
            "amount_yi": 0.0074
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.63,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 18.49,
        "open": 18.49,
        "high": 19.26,
        "low": 18.38,
        "bid1": 18.63,
        "ask1": 18.65,
        "bid_qty1": 9,
        "ask_qty1": 5
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 9.7047,
      "price_vs_vwap_pct": 0.0546,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0023,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 9.69,
            "high": 9.69,
            "low": 9.69,
            "close": 9.69,
            "amount_yi": 0.0016
          },
          {
            "time": "10:03",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0002
          },
          {
            "time": "10:04",
            "open": 9.71,
            "high": 9.71,
            "low": 9.71,
            "close": 9.71,
            "amount_yi": 0.0005
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.71,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 9.75,
        "open": 9.72,
        "high": 9.81,
        "low": 9.62,
        "bid1": 9.71,
        "ask1": 9.72,
        "bid_qty1": 11,
        "ask_qty1": 8
      },
      "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": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 10.2704,
      "price_vs_vwap_pct": -0.8802,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0645,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 10.16,
            "high": 10.17,
            "low": 10.16,
            "close": 10.17,
            "amount_yi": 0.0315
          },
          {
            "time": "10:03",
            "open": 10.18,
            "high": 10.18,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.019
          },
          {
            "time": "10:04",
            "open": 10.18,
            "high": 10.18,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.014
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.18,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 10.41,
        "open": 10.38,
        "high": 10.49,
        "low": 10.13,
        "bid1": 10.17,
        "ask1": 10.18,
        "bid_qty1": 171,
        "ask_qty1": 315
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 300,
      "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": 11.9056,
      "price_vs_vwap_pct": -1.055,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0436,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 11.75,
            "high": 11.76,
            "low": 11.75,
            "close": 11.76,
            "amount_yi": 0.0247
          },
          {
            "time": "10:03",
            "open": 11.76,
            "high": 11.76,
            "low": 11.76,
            "close": 11.76,
            "amount_yi": 0.0032
          },
          {
            "time": "10:04",
            "open": 11.76,
            "high": 11.78,
            "low": 11.76,
            "close": 11.78,
            "amount_yi": 0.0157
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 11.78,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 12.01,
        "open": 12.0,
        "high": 12.12,
        "low": 11.73,
        "bid1": 11.77,
        "ask1": 11.78,
        "bid_qty1": 3,
        "ask_qty1": 54
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "invalid_price_broken",
      "qty": 200,
      "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": 14.7532,
      "price_vs_vwap_pct": -0.9706,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0726,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 14.58,
            "high": 14.58,
            "low": 14.57,
            "close": 14.57,
            "amount_yi": 0.0477
          },
          {
            "time": "10:03",
            "open": 14.59,
            "high": 14.59,
            "low": 14.59,
            "close": 14.59,
            "amount_yi": 0.0062
          },
          {
            "time": "10:04",
            "open": 14.59,
            "high": 14.61,
            "low": 14.59,
            "close": 14.61,
            "amount_yi": 0.0187
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.61,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 15.08,
        "open": 14.9,
        "high": 14.96,
        "low": 14.57,
        "bid1": 14.61,
        "ask1": 14.62,
        "bid_qty1": 14,
        "ask_qty1": 72
      },
      "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": "2026-07-06T10:04:33",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1100,
      "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": 4.3344,
      "intraday_vwap": 3.202,
      "price_vs_vwap_pct": 0.8745,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.181,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:02",
            "open": 3.2,
            "high": 3.21,
            "low": 3.2,
            "close": 3.21,
            "amount_yi": 0.0613
          },
          {
            "time": "10:03",
            "open": 3.22,
            "high": 3.22,
            "low": 3.22,
            "close": 3.22,
            "amount_yi": 0.0022
          },
          {
            "time": "10:04",
            "open": 3.21,
            "high": 3.23,
            "low": 3.21,
            "close": 3.23,
            "amount_yi": 0.1175
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 4.0,
      "target_amount": 43104.38,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 3.23,
        "ts": "2026-07-06T10:04:31",
        "prev_close": 3.12,
        "open": 3.12,
        "high": 3.24,
        "low": 3.11,
        "bid1": 3.22,
        "ask1": 3.23,
        "bid_qty1": 7519,
        "ask_qty1": 2327
      },
      "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": "TOUCHED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 200,
      "prev_close": null,
      "theme": "汽车制造",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 12.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 12.2,
      "entry_zone_high": 12.58,
      "entry_risk_pct": null,
      "intraday_vwap": 12.5037,
      "price_vs_vwap_pct": 1.6499,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.3566,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 12.64,
            "high": 12.67,
            "low": 12.64,
            "close": 12.67,
            "amount_yi": 0.0612
          },
          {
            "time": "10:03",
            "open": 12.66,
            "high": 12.66,
            "low": 12.66,
            "close": 12.66,
            "amount_yi": 0.0391
          },
          {
            "time": "10:04",
            "open": 12.69,
            "high": 12.71,
            "low": 12.69,
            "close": 12.71,
            "amount_yi": 0.2563
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.71,
        "ts": "2026-07-06T10:04:29",
        "prev_close": 12.28,
        "open": 12.28,
        "high": 12.73,
        "low": 12.18,
        "bid1": 12.7,
        "ask1": 12.71,
        "bid_qty1": 151,
        "ask_qty1": 303
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-07-06T10:04:33",
      "sim_reason": "near_trigger",
      "qty": 600,
      "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": 5.1191,
      "price_vs_vwap_pct": 0.6036,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 3,
        "min_samples": 3,
        "amount_yi": 0.0097,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "STRONG_WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:02",
            "open": 5.14,
            "high": 5.14,
            "low": 5.14,
            "close": 5.14,
            "amount_yi": 0.0035
          },
          {
            "time": "10:03",
            "open": 5.15,
            "high": 5.15,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.0033
          },
          {
            "time": "10:04",
            "open": 5.15,
            "high": 5.15,
            "low": 5.15,
            "close": 5.15,
            "amount_yi": 0.0029
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 8.0,
      "target_amount": 86208.76,
      "current_position_value": 0.0,
      "cash_before_order": 596256.0,
      "sizing_reason": "position_sized_by_target_pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 5.15,
        "ts": "2026-07-06T10:04:30",
        "prev_close": 5.12,
        "open": 5.15,
        "high": 5.18,
        "low": 5.03,
        "bid1": 5.15,
        "ask1": 5.16,
        "bid_qty1": 9,
        "ask_qty1": 388
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 596256.0,
    "market_value": 480929.44,
    "total_value": 1077185.44,
    "unrealized_pnl": 34565.390758321366,
    "unrealized_pnl_pct_of_initial": 3.4565390758321364,
    "realized_pnl": 42620.04924167858,
    "realized_pnl_pct_of_initial": 4.262004924167858,
    "total_pnl": 77185.43999999994,
    "total_pnl_pct": 7.718544000000005
  },
  "paper_positions": [
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 38400,
      "sellable_qty": 33000,
      "avg_cost": 3.6173972602739726,
      "last_price": 3.88,
      "market_value": 148992.0,
      "unrealized_pnl": 10083.94520547945,
      "unrealized_pnl_pct": 7.259438785170591,
      "updated_at": "2026-07-06T10:04:33",
      "prev_close": 3.98,
      "holding_days": 3,
      "position_pct_of_total": 13.831601734238072
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 703,
      "sellable_qty": 701,
      "avg_cost": 124.28448712255774,
      "last_price": 126.48,
      "market_value": 88915.44,
      "unrealized_pnl": 1543.445552841915,
      "unrealized_pnl_pct": 1.7665220561897232,
      "updated_at": "2026-07-06T10:04:33",
      "prev_close": 140.4,
      "holding_days": 3,
      "position_pct_of_total": 8.254422748231725
    },
    {
      "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": "2026-07-06T10:04:33",
      "prev_close": 69.55,
      "holding_days": 3,
      "position_pct_of_total": 7.813046563273265
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 600,
      "sellable_qty": 600,
      "avg_cost": 110.65,
      "last_price": 111.98,
      "market_value": 67188.0,
      "unrealized_pnl": 797.999999999999,
      "unrealized_pnl_pct": 1.2019882512426472,
      "updated_at": "2026-07-06T10:04:33",
      "prev_close": 109.79,
      "holding_days": 10,
      "position_pct_of_total": 6.23736614932337
    },
    {
      "symbol": "SHSE.600150",
      "name": "中国船舶",
      "quantity": 1400,
      "sellable_qty": 0,
      "avg_cost": 37.87,
      "last_price": 37.79,
      "market_value": 52906.0,
      "unrealized_pnl": -111.99999999999761,
      "unrealized_pnl_pct": -0.21124900977026462,
      "updated_at": "2026-07-06T10:04:33",
      "prev_close": 37.15,
      "holding_days": 0,
      "position_pct_of_total": 4.9115034454977415
    },
    {
      "symbol": "SHSE.600547",
      "name": "山东黄金",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 26.99,
      "last_price": 26.79,
      "market_value": 29469.0,
      "unrealized_pnl": -219.9999999999992,
      "unrealized_pnl_pct": -0.7410151908114115,
      "updated_at": "2026-07-06T10:04:33",
      "prev_close": 26.08,
      "holding_days": 0,
      "position_pct_of_total": 2.735740653902637
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 200,
      "sellable_qty": 200,
      "avg_cost": 39.95,
      "last_price": 46.49,
      "market_value": 9298.0,
      "unrealized_pnl": 1307.9999999999998,
      "unrealized_pnl_pct": 16.37046307884855,
      "updated_at": "2026-07-06T10:04:33",
      "prev_close": 44.53,
      "holding_days": 9,
      "position_pct_of_total": 0.8631754250224548
    }
  ],
  "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"
    },
    {
      "amount": 29689.0,
      "base_exec_high": 27.27,
      "cash_before_order": 625945.0,
      "chase_ceiling": 27.27,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "entry_risk_pct": 4.8166,
      "entry_zone_high": 26.88,
      "entry_zone_low": 26.08,
      "event_id": "20260703:20260706:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY",
      "exec_high": 27.27,
      "exec_low": 26.48,
      "intraday_vwap": 26.5757,
      "invalid_price": 25.69,
      "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": 1.2488,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.5143,
            "close": 27.17,
            "high": 27.22,
            "low": 27.17,
            "open": 27.22,
            "time": "09:44"
          },
          {
            "amount_yi": 0.4111,
            "close": 27.16,
            "high": 27.16,
            "low": 27.08,
            "open": 27.08,
            "time": "09:45"
          },
          {
            "amount_yi": 0.3234,
            "close": 26.99,
            "high": 27.05,
            "low": 26.99,
            "open": 27.05,
            "time": "09:46"
          }
        ],
        "energy_ratio": 0.7294,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 1.712,
        "ratio_min": 1.05,
        "reason": "minute_energy_absolute_amount_confirmed",
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "window_min": 3
      },
      "name": "山东黄金",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260703",
      "plan_id": "20260703:SHSE.600547:SECOND_WAVE_BREAK_VWAP",
      "price": 26.99,
      "price_vs_vwap_pct": 1.5589,
      "qty": 1100,
      "quote_ask1": 26.99,
      "quote_ask_qty1": 206,
      "quote_bid1": 26.98,
      "quote_bid_qty1": 137,
      "quote_high": 27.33,
      "quote_last": 26.99,
      "quote_low": 25.55,
      "quote_open": 25.79,
      "quote_prev_close": 26.08,
      "quote_ts": "2026-07-06T09:46:46",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
      "slippage_bps": 192.6,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SHSE.600547",
      "target_amount": 64807.92,
      "target_position_pct": 6.0,
      "template_key": "SECOND_WAVE_BREAK_VWAP",
      "theme": "黄金概念",
      "trade_date": "20260706",
      "trigger_price": 26.48,
      "ts": "2026-07-06T09:46:47",
      "id": 51
    }
  ],
  "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": 3.88,
      "avg_cost": 3.6173972602739726,
      "pnl_pct": 7.2594,
      "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": 111.98,
      "avg_cost": 110.65,
      "pnl_pct": 1.202,
      "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": "DEFENSIVE",
    "dynamic_total_cap_reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察,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": "DEFENSIVE",
      "reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察,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": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,active_mainline_not_confirmed",
        "external_tech_shock_gate": {
          "schema_version": "external_tech_shock_gate_v1",
          "enabled": true,
          "level": "HIGH",
          "score": 58.0,
          "label": "外部科技冲击高",
          "entry_policy": "tech_requires_1030_repair",
          "tech_new_buy_allowed": false,
          "earliest_entry_time": "10:30",
          "position_cap_pct": 50.0,
          "risk_priority_boost": true,
          "reasons": [
            "sox_negative_-5.44%",
            "korea_tech_negative_-2.79%"
          ],
          "source_file": "reports/external_checks/external_tech_shock_20260706.json",
          "source_status": "ok",
          "source_generated_at": "2026-07-06T10:01:48+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": 0,
    "filled_orders": 7,
    "filled_official_orders": 3,
    "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
  }
}